[QuantLibAddin-cvs] QuantLibAddin/qlo date.cpp, 1.1, 1.2 date.hpp, 1.3, 1.4

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1910/qlo

Modified Files:
	date.cpp date.hpp 
Log Message:
new IMM functions

Index: date.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/date.cpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** date.cpp	28 Nov 2006 19:54:22 -0000	1.1
--- date.cpp	5 Jan 2007 19:46:06 -0000	1.2
***************
*** 18,34 ****
  
  #include <qlo/date.hpp>
  
  namespace QuantLibAddin {
  
!     std::vector<QuantLib::Date> qlNextIMMdates(
!                                         const QuantLib::Date& d,
!                                         const std::vector<bool>& mainCycle) {
          QuantLib::Size n = mainCycle.size();
!         std::vector<QuantLib::Date> results(n);
!         results[0] = QuantLib::Date::nextIMMdate(d, mainCycle[0]);
          for (QuantLib::Size i=1; i<n; ++i)
!             results[i] = QuantLib::Date::nextIMMdate(
!                 results[i-1]+1*QuantLib::Days, mainCycle[i]);
!         return results;
      }
  
--- 18,66 ----
  
  #include <qlo/date.hpp>
+ #include <ql/settings.hpp>
+ 
+ using QuantLib::Date;
+ using QuantLib::Days;
+ using std::vector;
+ using std::string;
  
  namespace QuantLibAddin {
  
!     vector<Date> qlNextIMMdates(const Date& date,
!                                 const vector<bool>& mainCycle) {
!         Date d = (date == Date() ?
!                   Date(QuantLib::Settings::instance().evaluationDate()) :
!                   date);
!         vector<Date> out(1, Date::nextIMMdate(d, mainCycle[0]));
! 
          QuantLib::Size n = mainCycle.size();
!         if (n==0) return out;
!         out.reserve(n);
          for (QuantLib::Size i=1; i<n; ++i)
!             out.push_back(Date::nextIMMdate(out[i-1]+1*Days, mainCycle[i]));
!         return out;
!     }
! 
!     vector<string> qlNextIMMcodes(const Date& date,
!                                   const vector<bool>& mainCycle) {
!         vector<Date> immDates = qlNextIMMdates(date, mainCycle);
!         vector<string> out;
!         QuantLib::Size n = mainCycle.size();
!         if (n==0) return out;
!         out.reserve(n);
!         for (QuantLib::Size i=1; i<n; ++i)
!             out.push_back(Date::IMMcode(immDates[i]));
! 
!         //Date d = (date == Date() ?
!         //          Date(QuantLib::Settings::instance().evaluationDate()) :
!         //          date);
!         //vector<string> out(1, Date::nextIMMcode(d, mainCycle[0]));
! 
!         //QuantLib::Size n = mainCycle.size();
!         //if (n==0) return out;
!         //out.reserve(n);
!         //for (QuantLib::Size i=1; i<n; ++i)
!         //    out.push_back(Date::nextIMMcode(out[i-1], mainCycle[i]));
!         return out;
      }
  

Index: date.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/date.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** date.hpp	28 Nov 2006 19:54:22 -0000	1.3
--- date.hpp	5 Jan 2007 19:46:07 -0000	1.4
***************
*** 35,38 ****
--- 35,42 ----
      std::vector<QuantLib::Date> qlNextIMMdates(const QuantLib::Date& d,
                                                 const std::vector<bool>& mainCycle);
+ 
+     std::vector<std::string> qlNextIMMcodes(const QuantLib::Date& d,
+                                             const std::vector<bool>& mainCycle);
+ 
  }