[QuantLibAddin-cvs] QuantLibAddin/qlo ratehelpers.cpp,1.17,1.18
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From: Ferdinando A. <na...@us...> - 2007-01-05 15:24:50
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv16885/qlo Modified Files: ratehelpers.cpp Log Message: Index: ratehelpers.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/ratehelpers.cpp,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** ratehelpers.cpp 2 Jan 2007 16:56:41 -0000 1.17 --- ratehelpers.cpp 5 Jan 2007 15:24:45 -0000 1.18 *************** *** 60,72 **** convAdjHandle_= convAdj; QuantLib::Date expiry = QuantLib::Date::IMMdate(immDateID); ! libraryObject_ = boost::shared_ptr<QuantLib::RateHelper>( ! new QuantLib::FuturesRateHelper( ! quoteHandle_, ! expiry, ! months, ! calendar, ! bDayConvention, ! dayCounter, ! convAdjHandle_)); } --- 60,71 ---- convAdjHandle_= convAdj; QuantLib::Date expiry = QuantLib::Date::IMMdate(immDateID); ! libraryObject_ = boost::shared_ptr<QuantLib::RateHelper>(new ! QuantLib::FuturesRateHelper(quoteHandle_, ! expiry, ! months, ! calendar, ! bDayConvention, ! dayCounter, ! convAdjHandle_)); } |