[QuantLibAddin-cvs] QuantLibAddin/qlo bonds.cpp, 1.13, 1.14 bonds.hpp, 1.13, 1.14

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23496/qlo

Modified Files:
	bonds.cpp bonds.hpp 
Log Message:
added new function: qlcmscouponbond to contruct cms coupon bond objects

Index: bonds.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.hpp,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** bonds.hpp	3 Jan 2007 10:55:36 -0000	1.13
--- bonds.hpp	8 Jan 2007 14:28:45 -0000	1.14
***************
*** 1,4 ****
--- 1,5 ----
  
  /*
+  Copyright (C) 2006 Chiara Fornarola
   Copyright (C) 2006 Ferdinando Ametrano
   Copyright (C) 2005, 2006 Eric Ehlers
***************
*** 24,28 ****
--- 25,38 ----
  #include <qlo/baseinstruments.hpp>
  #include <qlo/index.hpp>
+ #include <oh/objhandler.hpp>
+ #include <qlo/schedule.hpp>
+ #include <qlo/analysis.hpp>
+ #include <qlo/couponvectors.hpp>
+ #include <qlo/swaptionvolstructure.hpp>
+ 
+ #include <ql/CashFlows/conundrumpricer.hpp>
+ #include <ql/Volatilities/all.hpp>
  #include <ql/Indexes/iborindex.hpp>
+ #include <ql/Indexes/swapindex.hpp>
  
  namespace QuantLibAddin {
***************
*** 97,103 ****
--- 107,142 ----
              const QuantLib::Date& stub,
              bool fromEnd);
+       };
+ 
+  
  
+     class CmsCouponBond : public Bond {
+       public:
+            CmsCouponBond(
+              const std::string& des,
+              QuantLib::Real faceAmount,
+              const QuantLib::Date& issueDate,
+              const QuantLib::Date& datedDate,
+              const QuantLib::Date& maturityDate,
+              QuantLib::Integer settlementDays,
+              const boost::shared_ptr<QuantLib::SwapIndex>& index,
+              QuantLib::Integer fixingDays,
+              const std::vector<QuantLib::Real>& gearings,
+              const std::vector<QuantLib::Spread>& spreads,
+              QuantLib::Frequency couponFrequency,
+              const QuantLib::Calendar& calendar,
+              const QuantLib::DayCounter& dayCounter,
+              const boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>& pricer,
+              const std::vector<QuantLib::Rate>& caps,
+              const std::vector<QuantLib::Rate>& floors,
+              QuantLib::BusinessDayConvention accrualConvention,
+              QuantLib::BusinessDayConvention paymentConvention,
+              QuantLib::Real redemption,
+              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
+              const QuantLib::Date& stub,
+              bool fromEnd);
      };
  
+ 
  }
  

Index: bonds.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/bonds.cpp,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** bonds.cpp	3 Jan 2007 10:55:36 -0000	1.13
--- bonds.cpp	8 Jan 2007 14:28:45 -0000	1.14
***************
*** 1,4 ****
--- 1,5 ----
  
  /*
+  Copyright (C) 2006 Chiara Fornarola
   Copyright (C) 2006 Ferdinando Ametrano
   Copyright (C) 2005, 2006 Eric Ehlers
***************
*** 27,33 ****
--- 28,36 ----
  #include <qlo/termstructures.hpp>
  #include <qlo/typefactory.hpp>
+ #include <qlo/swaptionvolstructure.hpp>
  #include <ql/Instruments/fixedcouponbond.hpp>
  #include <ql/Instruments/floatingratebond.hpp>
  #include <ql/Instruments/zerocouponbond.hpp>
+ #include <ql/Instruments/cmscouponbond.hpp>
  
  namespace QuantLibAddin {
***************
*** 147,149 ****
--- 150,201 ----
                                             fromEnd));
      }
+ 
+ 
+      CmsCouponBond::CmsCouponBond( 
+                             const std::string& des,
+                             QuantLib::Real faceAmount,
+                             const QuantLib::Date& issueDate,
+                             const QuantLib::Date& datedDate,
+                             const QuantLib::Date& maturityDate,
+                             QuantLib::Integer settlementDays,
+                             const boost::shared_ptr<QuantLib::SwapIndex>& index,
+                             QuantLib::Integer fixingDays,
+                             const std::vector<QuantLib::Real>& gearings,
+                             const std::vector<QuantLib::Spread>& spreads,
+                             QuantLib::Frequency couponFrequency,
+                             const QuantLib::Calendar& calendar,
+                             const QuantLib::DayCounter& dayCounter,
+                             const boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>& pricer,
+                             const std::vector<QuantLib::Rate>& caps,
+                             const std::vector<QuantLib::Rate>& floors,
+                             QuantLib::BusinessDayConvention accrualConvention,
+                             QuantLib::BusinessDayConvention paymentConvention,
+                             QuantLib::Real redemption,
+                             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
+                             const QuantLib::Date& stub,
+                             bool fromEnd)
+         : Bond(des) {
+         libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
+             new QuantLib::CmsCouponBond(faceAmount,
+                                         issueDate,
+                                         datedDate,
+                                         maturityDate,
+                                         settlementDays,
+                                         index,
+                                         fixingDays,
+                                         gearings,
+                                         spreads,
+                                         couponFrequency,
+                                         calendar,
+                                         dayCounter,
+                                         pricer,
+                                         caps,
+                                         floors,
+                                         accrualConvention,
+                                         paymentConvention,
+                                         redemption,
+                                         hYTS,
+                                         stub, 
+                                         fromEnd));
  }
+ }
\ No newline at end of file