[QuantLibAddin-cvs] QuantLibAddin/qlo assetswap.cpp, 1.3, 1.4 assetswap.hpp, 1.4, 1.5

[Chiara F. <chi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9470/qlo

Modified Files:
	assetswap.cpp assetswap.hpp 
Log Message:
add function argument to qlassetswap: True meaning the asset swap is a Par asset swap,
 False the asset swap is a market asset swap

Index: assetswap.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/assetswap.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** assetswap.cpp	11 Dec 2006 09:40:04 -0000	1.3
--- assetswap.cpp	3 Jan 2007 10:53:12 -0000	1.4
***************
*** 33,37 ****
                  QuantLib::Spread spread,
                  const QuantLib::DayCounter& floatingDayCount,
!                 const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
--- 33,38 ----
                  QuantLib::Spread spread,
                  const QuantLib::DayCounter& floatingDayCount,
!                 const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
!                 bool parSwap)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(

Index: assetswap.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/assetswap.hpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** assetswap.hpp	11 Dec 2006 09:40:04 -0000	1.4
--- assetswap.hpp	3 Jan 2007 10:53:12 -0000	1.5
***************
*** 32,36 ****
                    QuantLib::Spread spread,
                    const QuantLib::DayCounter& floatingDayCount,
!                   const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
                                        
          std::vector<std::vector<boost::any> > bondLeg() {
--- 32,37 ----
                    QuantLib::Spread spread,
                    const QuantLib::DayCounter& floatingDayCount,
!                   const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
!                   bool parSwap);
                                        
          std::vector<std::vector<boost::any> > bondLeg() {