[QuantLibAddin-cvs] QuantLibAddin/qlo bonds.cpp, 1.12, 1.13 bonds.hpp, 1.12, 1.13

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10594/qlo

Modified Files:
	bonds.cpp bonds.hpp 
Log Message:
add short description to bond

Index: bonds.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.hpp,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** bonds.hpp	11 Dec 2006 09:40:04 -0000	1.12
--- bonds.hpp	3 Jan 2007 10:55:36 -0000	1.13
***************
*** 28,40 ****
  namespace QuantLibAddin {
  
!     class Bond : public Instrument
!     {
!     public:
          std::vector<std::vector<boost::any> > flowAnalysis();
      };
  
      class ZeroCouponBond : public Bond {
!     public:
          ZeroCouponBond(
              QuantLib::Real faceAmount,
              const QuantLib::Date& issueDate,
--- 28,46 ----
  namespace QuantLibAddin {
  
!     class Bond : public Instrument {
!       public:
!         Bond(const std::string& des)
!         : description_(des) {}
!         virtual ~Bond() {}
          std::vector<std::vector<boost::any> > flowAnalysis();
+         const std::string& description() { return description_; }
+       private:
+         std::string description_;
      };
  
      class ZeroCouponBond : public Bond {
!       public:
          ZeroCouponBond(
+             const std::string& des,
              QuantLib::Real faceAmount,
              const QuantLib::Date& issueDate,
***************
*** 49,54 ****
  
      class FixedCouponBond : public Bond {
!     public:
          FixedCouponBond(
              QuantLib::Real faceAmount,
              const QuantLib::Date& issueDate,
--- 55,61 ----
  
      class FixedCouponBond : public Bond {
!       public:
          FixedCouponBond(
+             const std::string& des,
              QuantLib::Real faceAmount,
              const QuantLib::Date& issueDate,
***************
*** 69,74 ****
  
      class FloatingCouponBond : public Bond {
!     public:
          FloatingCouponBond(
              QuantLib::Real faceAmount,
              const QuantLib::Date& issueDate,
--- 76,82 ----
  
      class FloatingCouponBond : public Bond {
!       public:
          FloatingCouponBond(
+             const std::string& des,
              QuantLib::Real faceAmount,
              const QuantLib::Date& issueDate,
***************
*** 92,98 ****
      };
  
- 
  }
  
  #endif
- 
--- 100,104 ----

Index: bonds.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.cpp,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** bonds.cpp	11 Dec 2006 09:40:04 -0000	1.12
--- bonds.cpp	3 Jan 2007 10:55:36 -0000	1.13
***************
*** 44,47 ****
--- 44,48 ----
  
      ZeroCouponBond::ZeroCouponBond(
+             const std::string& des,
              QuantLib::Real faceAmount,
              const QuantLib::Date& issueDate,
***************
*** 52,57 ****
              QuantLib::BusinessDayConvention convention,
              QuantLib::Real redemption,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) {
! 
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::ZeroCouponBond(faceAmount,
--- 53,58 ----
              QuantLib::BusinessDayConvention convention,
              QuantLib::Real redemption,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
!     : Bond(des) {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::ZeroCouponBond(faceAmount,
***************
*** 68,71 ****
--- 69,73 ----
  
      FixedCouponBond::FixedCouponBond(
+             const std::string& des,
              QuantLib::Real faceAmount,
              const QuantLib::Date& issueDate,
***************
*** 83,87 ****
              bool longFinal,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
!     {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::FixedCouponBond(faceAmount,
--- 85,89 ----
              bool longFinal,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
!     : Bond(des) {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::FixedCouponBond(faceAmount,
***************
*** 105,108 ****
--- 107,111 ----
  
      FloatingCouponBond::FloatingCouponBond(
+             const std::string& des,
              QuantLib::Real faceAmount,
              const QuantLib::Date& issueDate,
***************
*** 123,127 ****
              const QuantLib::Date& stub,
              bool fromEnd)
!     {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::FloatingRateBond(faceAmount,
--- 126,130 ----
              const QuantLib::Date& stub,
              bool fromEnd)
!     : Bond(des) {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::FloatingRateBond(faceAmount,