[QuantLibAddin-cvs] QuantLibAddin/qlo quotes.cpp, 1.4, 1.5 quotes.hpp, 1.4, 1.5

[Giorgio F. <gi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20984/qlo

Modified Files:
	quotes.cpp quotes.hpp 
Log Message:
Added FuturesConvAdjustmentQuote

Index: quotes.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quotes.cpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** quotes.cpp	13 Dec 2006 16:10:30 -0000	1.4
--- quotes.cpp	14 Dec 2006 16:01:21 -0000	1.5
***************
*** 2,5 ****
--- 2,6 ----
  /*
   Copyright (C) 2006 Francois du Vignaud
+  Copyright (C) 2006 Giorgio Facchinetti
  
   This file is part of QuantLib, a free-software/open-source library
***************
*** 60,63 ****
--- 61,75 ----
                  callPrice, putPrice, strike, guess, accuracy));
      }
+     FuturesConvAdjustmentQuote::FuturesConvAdjustmentQuote(
+                                const boost::shared_ptr<QuantLib::InterestRateIndex>& index,
+                                const QuantLib::Date& futuresDate, 
+                                const QuantLib::Handle<QuantLib::Quote>& futuresQuote,
+                                const QuantLib::Handle<QuantLib::Quote>& volatility,
+                                const QuantLib::Handle<QuantLib::Quote>& meanReversion)
+     {
+         libraryObject_ = boost::shared_ptr<QuantLib::Quote>(new
+             QuantLib::FuturesConvAdjustmentQuote(index, futuresDate, 
+                             futuresQuote, volatility, meanReversion));
+     }
  
  }

Index: quotes.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quotes.hpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** quotes.hpp	13 Dec 2006 16:10:30 -0000	1.4
--- quotes.hpp	14 Dec 2006 16:01:21 -0000	1.5
***************
*** 2,5 ****
--- 2,6 ----
  /*
   Copyright (C) 2006 Francois du Vignaud
+  Copyright (C) 2006 Giorgio Facchinetti
  
   This file is part of QuantLib, a free-software/open-source library
***************
*** 59,62 ****
--- 60,74 ----
                          QuantLib::Real accuracy);
      };
+ 
+      class FuturesConvAdjustmentQuote : public Quote {
+       public:
+         FuturesConvAdjustmentQuote(
+                 const boost::shared_ptr<QuantLib::InterestRateIndex>& index,
+                const QuantLib::Date& futuresDate, 
+                const QuantLib::Handle<QuantLib::Quote>& futuresQuote,
+                const QuantLib::Handle<QuantLib::Quote>& volatility,
+                const QuantLib::Handle<QuantLib::Quote>& meanReversion);
+     };
+ 
  }