[QuantLibAddin-cvs] QuantLibAddin/qlo marketmodels.cpp, 1.29, 1.30 marketmodels.hpp, 1.27, 1.28

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15449/qlo

Modified Files:
	marketmodels.cpp marketmodels.hpp 
Log Message:
Added multistepratchet class

Index: marketmodels.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v
retrieving revision 1.27
retrieving revision 1.28
diff -C2 -d -r1.27 -r1.28
*** marketmodels.hpp	5 Dec 2006 10:20:21 -0000	1.27
--- marketmodels.hpp	4 Jan 2007 10:42:08 -0000	1.28
***************
*** 145,148 ****
--- 145,160 ----
      };
  
+     class MultiStepRatchet : public MarketModelMultiProduct {
+       public:
+         MultiStepRatchet(const std::vector<QuantLib::Time>& rateTimes,
+                          const std::vector<QuantLib::Real>& accruals,
+                          const std::vector<QuantLib::Time>& paymentTimes,
+                          QuantLib::Real gearingOfFloor,
+                          QuantLib::Real gearingOfFixing,
+                          QuantLib::Rate spreadOfFloor,
+                          QuantLib::Rate spreadOfFixing,
+                          QuantLib::Real initialFloor,
+                          bool payer);
+     };
  
      class BrownianGeneratorFactory : public ObjHandler::LibraryObject<

Index: marketmodels.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v
retrieving revision 1.29
retrieving revision 1.30
diff -C2 -d -r1.29 -r1.30
*** marketmodels.cpp	13 Nov 2006 09:30:19 -0000	1.29
--- marketmodels.cpp	4 Jan 2007 10:42:08 -0000	1.30
***************
*** 28,31 ****
--- 28,32 ----
  #include <ql/MarketModels/Products/OneStep/onestepforwards.hpp>
  #include <ql/MarketModels/Products/OneStep/onestepoptionlets.hpp>
+ #include <ql/MarketModels/Products/MultiStep/multistepratchet.hpp>
  
  namespace QuantLibAddin {
***************
*** 154,157 ****
--- 155,177 ----
      }
  
+     MultiStepRatchet::MultiStepRatchet(
+         const std::vector<QuantLib::Time>& rateTimes,
+         const std::vector<QuantLib::Real>& accruals,
+         const std::vector<QuantLib::Time>& paymentTimes,
+         QuantLib::Real gearingOfFloor,
+         QuantLib::Real gearingOfFixing,
+         QuantLib::Rate spreadOfFloor,
+         QuantLib::Rate spreadOfFixing,
+         QuantLib::Real initialFloor,
+         bool payer)
+     {
+         libraryObject_ = boost::shared_ptr<QuantLib::MarketModelMultiProduct>(
+             new QuantLib::MultiStepRatchet(rateTimes, accruals,
+                                           paymentTimes, 
+                                           gearingOfFloor, gearingOfFixing,
+                                           spreadOfFloor, spreadOfFixing,
+                                           initialFloor, payer));
+     }
+ 
      std::string MarketModelMultiProduct::evolution() const
      {