[QuantLibAddin-cvs] QuantLibAddin/qlo ratehelpers.cpp, 1.18, 1.19 ratehelpers.hpp, 1.10, 1.11

[Marco B. <mar...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10954/qlo

Modified Files:
	ratehelpers.cpp ratehelpers.hpp 
Log Message:
activated exclude/include depo after front futures contract 
bug fixed
Renamed range in wkb

Index: ratehelpers.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/ratehelpers.hpp,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** ratehelpers.hpp	20 Dec 2006 09:33:16 -0000	1.10
--- ratehelpers.hpp	12 Jan 2007 09:25:48 -0000	1.11
***************
*** 79,83 ****
          const long nFutures,
          const long frontFuturesRollingDays,
!         bool depoIncludeFlag);
  
  }
--- 79,83 ----
          const long nFutures,
          const long frontFuturesRollingDays,
!         bool depoExcludeFlag);
  
  }

Index: ratehelpers.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/ratehelpers.cpp,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** ratehelpers.cpp	5 Jan 2007 15:24:45 -0000	1.18
--- ratehelpers.cpp	12 Jan 2007 09:25:48 -0000	1.19
***************
*** 142,146 ****
          const long nFutures,
          const long frontFuturesRollingDays,
!         bool depoIncludeFlag)
      {
          // Checks
--- 142,146 ----
          const long nFutures,
          const long frontFuturesRollingDays,
!         bool depoExcludeFlag)
      {
          // Checks
***************
*** 187,191 ****
  
          // Select input rate helpers according to their includeFlag,
!         // their expiration, maximum number of allowed Futures and depoIncludeFlag
          long futuresCounter = 0;
          QuantLib::Date evalDate = QuantLib::Settings::instance().evaluationDate();
--- 187,191 ----
  
          // Select input rate helpers according to their includeFlag,
!         // their expiration, maximum number of allowed Futures and depoExcludeFlag
          long futuresCounter = 0;
          QuantLib::Date evalDate = QuantLib::Settings::instance().evaluationDate();
***************
*** 195,198 ****
--- 195,199 ----
          QuantLib::Date frontFuturesEarliestDate;
          bool thereAreFutures = false;
+         i=0;
          while (i<nInstruments) {
              if (rhsAll[i].isFutures && 
***************
*** 204,209 ****
              i++;
          }
!         // If there are NOT Futures, force Depo include flag at true
!         if (!thereAreFutures) depoIncludeFlag = true;
          // Start selection
          bool depoAfterFrontFuturesAlreadyIncluded = false;
--- 205,210 ----
              i++;
          }
!         // If there are NOT Futures, force Depo exclude flag at false
!         if (!thereAreFutures) depoExcludeFlag = false;
          // Start selection
          bool depoAfterFrontFuturesAlreadyIncluded = false;
***************
*** 211,215 ****
              if (rhsAll[i].includeFlag && rhsAll[i].earliestDate >= evalDate) {
                  if (rhsAll[i].isDepo) {                 // Check Depo conditions
!                     if (!depoIncludeFlag) { 
                          rhs.push_back(rhsAll[i]);       // Include all depos
                      } else {
--- 212,216 ----
              if (rhsAll[i].includeFlag && rhsAll[i].earliestDate >= evalDate) {
                  if (rhsAll[i].isDepo) {                 // Check Depo conditions
!                     if (!depoExcludeFlag) { 
                          rhs.push_back(rhsAll[i]);       // Include all depos
                      } else {