[QuantLibAddin-cvs] QuantLibAddin/qlo analysis.cpp,1.1,1.2

[Cristina D. <cdu...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21543/qlo

Modified Files:
	analysis.cpp 
Log Message:
The analysis of capflooredcouponvector returns strikes (todo: convexity adjustement)

Index: analysis.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/analysis.cpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** analysis.cpp	18 Oct 2006 19:52:07 -0000	1.1
--- analysis.cpp	8 Jan 2007 15:37:13 -0000	1.2
***************
*** 23,26 ****
--- 23,27 ----
  #include <qlo/analysis.hpp>
  #include <ql/CashFlows/cmscoupon.hpp>
+ #include <ql/CashFlows/capflooredcoupon.hpp>
  
  namespace QuantLibAddin {
***************
*** 30,33 ****
--- 31,35 ----
                                public QuantLib::Visitor<QuantLib::Coupon>,
                                public QuantLib::Visitor<QuantLib::FloatingRateCoupon>,
+                               public QuantLib::Visitor<QuantLib::CappedFlooredCoupon>,
                                public QuantLib::Visitor<QuantLib::CMSCoupon> {
        private:
***************
*** 40,43 ****
--- 42,46 ----
          void visit(QuantLib::Coupon& c);
          void visit(QuantLib::FloatingRateCoupon& c);
+         void visit(QuantLib::CappedFlooredCoupon& c);
          void visit(QuantLib::CMSCoupon& c);
          const std::vector<std::vector<boost::any> >& analysis() const;
***************
*** 136,139 ****
--- 139,159 ----
      }
  
+     void AnalysisGenerator::visit(QuantLib::CappedFlooredCoupon& c) {
+         visit(static_cast<QuantLib::Coupon&>(c));
+         flowAnalysis_.back()[FIXING_DAYS]=c.fixingDays();
+         flowAnalysis_.back()[FIXING_DATES]=c.fixingDate().serialNumber();
+         flowAnalysis_.back()[INDEX]=c.index()->name();
+         flowAnalysis_.back()[FLOOR]=c.floor();
+         flowAnalysis_.back()[GEARING]=c.gearing();
+         try {
+             flowAnalysis_.back()[INDEX_FIXING]=c.indexFixing();
+         } catch(...) {}
+         try {
+             flowAnalysis_.back()[CONV_ADJ]=c.convexityAdjustment();
+         } catch(...) {}
+         flowAnalysis_.back()[SPREAD]=c.spread();
+         flowAnalysis_.back()[CAP]=c.cap();
+     }
+ 
      void AnalysisGenerator::visit(QuantLib::CMSCoupon& c) {
          visit(static_cast<QuantLib::Coupon&>(c));