[QuantLibAddin-cvs] QuantLibAddin/qlo couponvectors.cpp, 1.44, 1.45 couponvectors.hpp, 1.33, 1.34

[Cristina D. <cdu...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23977/qlo

Modified Files:
	couponvectors.cpp couponvectors.hpp 
Log Message:
added CappedFlooredFloatingRateCouponVector

Index: couponvectors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v
retrieving revision 1.33
retrieving revision 1.34
diff -C2 -d -r1.33 -r1.34
*** couponvectors.hpp	11 Dec 2006 09:40:04 -0000	1.33
--- couponvectors.hpp	21 Dec 2006 09:16:27 -0000	1.34
***************
*** 3,6 ****
--- 3,7 ----
   Copyright (C) 2006 Ferdinando Ametrano
   Copyright (C) 2006 Giorgio Facchinetti
+  Copyright (C) 2006 Cristina Duminuco
   Copyright (C) 2005 Aurelien Chanudet
  
***************
*** 28,31 ****
--- 29,33 ----
  
  #include <ql/CashFlows/conundrumpricer.hpp>
+ #include <ql/Volatilities/all.hpp>
  
  namespace QuantLibAddin {
***************
*** 73,76 ****
--- 75,91 ----
      };
  
+     class CappedFlooredFloatingRateCouponVector : public CashFlowStream {
+       public:
+             CappedFlooredFloatingRateCouponVector(
+                 const boost::shared_ptr<QuantLib::Schedule>& schedule,
+                 const std::vector<QuantLib::Real>& nominals,
+                 const std::vector<QuantLib::Real>& gearings,
+                 const boost::shared_ptr<QuantLib::IborIndex>& index,
+                 const std::vector<QuantLib::Real>& spreads,
+                 const std::vector<QuantLib::Real>& caps,
+                 const std::vector<QuantLib::Real>& floors,                
+                 const QuantLib::Handle<QuantLib::CapletVolatilityStructure>& volatility);
+     };
+ 
      class VanillaCMSCouponPricer:public ObjHandler::LibraryObject<QuantLib::VanillaCMSCouponPricer> {
        public:

Index: couponvectors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v
retrieving revision 1.44
retrieving revision 1.45
diff -C2 -d -r1.44 -r1.45
*** couponvectors.cpp	11 Dec 2006 09:40:04 -0000	1.44
--- couponvectors.cpp	21 Dec 2006 09:16:27 -0000	1.45
***************
*** 97,100 ****
--- 97,121 ----
      }
  
+     CappedFlooredFloatingRateCouponVector::CappedFlooredFloatingRateCouponVector(
+         const boost::shared_ptr<QuantLib::Schedule>& schedule,
+         const std::vector<QuantLib::Real>& nominals,
+         const std::vector<QuantLib::Real>& gearings,
+         const boost::shared_ptr<QuantLib::IborIndex>& index,
+         const std::vector<QuantLib::Real>& spreads,
+         const std::vector<QuantLib::Real>& caps,
+         const std::vector<QuantLib::Real>& floors,                
+         const QuantLib::Handle<QuantLib::CapletVolatilityStructure>& volatility) {
+             cashFlowVector_ = QuantLib::CappedFlooredFloatingRateCouponVector(*schedule,
+                                                index->businessDayConvention(),
+                                                nominals,
+                                                index->settlementDays(),
+                                                index,
+                                                gearings, spreads,
+                                                caps, floors,
+                                                index->dayCounter(),
+                                                volatility);
+         
+     }
+ 
      VanillaCMSCouponPricer::VanillaCMSCouponPricer(
              const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& v,