Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17435/qlo
Modified Files:
quotes.cpp quotes.hpp termstructures.cpp termstructures.hpp
Log Message:
introduced EurodollarFuturesImpliedStdDevQuote
Index: termstructures.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.hpp,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** termstructures.hpp 6 Dec 2006 17:48:23 -0000 1.14
--- termstructures.hpp 11 Dec 2006 14:22:15 -0000 1.15
***************
*** 100,111 ****
};
- class Quote : public ObjHandler::LibraryObject<QuantLib::Quote> {
- };
-
- class SimpleQuote : public Quote {
- public:
- SimpleQuote(QuantLib::Real value);
- };
-
}
--- 100,103 ----
Index: quotes.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quotes.cpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** quotes.cpp 11 Dec 2006 09:40:05 -0000 1.2
--- quotes.cpp 11 Dec 2006 14:22:15 -0000 1.3
***************
*** 19,31 ****
#include <qlo/quotes.hpp>
-
namespace QuantLibAddin {
ForwardValueQuote::ForwardValueQuote(
const boost::shared_ptr<QuantLib::IborIndex>& index,
! const QuantLib::Date& fixingDate){
! libraryObject_ = boost::shared_ptr<QuantLib::ForwardValueQuote>(new
! QuantLib::ForwardValueQuote(index, fixingDate));
! };
ImpliedStdDevQuote::ImpliedStdDevQuote(
--- 19,37 ----
#include <qlo/quotes.hpp>
namespace QuantLibAddin {
+ SimpleQuote::SimpleQuote(QuantLib::Real value)
+ {
+ libraryObject_ = boost::shared_ptr<QuantLib::Quote>(new
+ QuantLib::SimpleQuote(value));
+ }
+
ForwardValueQuote::ForwardValueQuote(
const boost::shared_ptr<QuantLib::IborIndex>& index,
! const QuantLib::Date& fixingDate)
! {
! libraryObject_ = boost::shared_ptr<QuantLib::Quote>(new
! QuantLib::ForwardValueQuote(index, fixingDate));
! }
ImpliedStdDevQuote::ImpliedStdDevQuote(
***************
*** 35,42 ****
QuantLib::Real strike,
QuantLib::Real guess,
! QuantLib::Real accuracy) {
! libraryObject_ = boost::shared_ptr<QuantLib::ImpliedStdDevQuote>(new
QuantLib::ImpliedStdDevQuote(optionType, forward, price, strike,
guess, accuracy));
}
}
--- 41,63 ----
QuantLib::Real strike,
QuantLib::Real guess,
! QuantLib::Real accuracy)
! {
! libraryObject_ = boost::shared_ptr<QuantLib::Quote>(new
QuantLib::ImpliedStdDevQuote(optionType, forward, price, strike,
guess, accuracy));
}
+
+ EurodollarFuturesImpliedStdDevQuote::EurodollarFuturesImpliedStdDevQuote(
+ const QuantLib::Option::Type& optionType,
+ const QuantLib::Handle<QuantLib::Quote>& forward,
+ const QuantLib::Handle<QuantLib::Quote>& price,
+ QuantLib::Real strike,
+ QuantLib::Real guess,
+ QuantLib::Real accuracy)
+ {
+ libraryObject_ = boost::shared_ptr<QuantLib::Quote>(new
+ QuantLib::EurodollarFuturesImpliedStdDevQuote(optionType,
+ forward, price, strike, guess, accuracy));
+ }
+
}
Index: quotes.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quotes.hpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** quotes.hpp 11 Dec 2006 09:40:05 -0000 1.2
--- quotes.hpp 11 Dec 2006 14:22:15 -0000 1.3
***************
*** 24,37 ****
#include <ql/Quotes/derivedquote.hpp>
!
! namespace QuantLibAddin {
class ForwardValueQuote : public Quote {
public:
! ForwardValueQuote(
! const boost::shared_ptr<QuantLib::IborIndex>& index,
! const QuantLib::Date& fixingDate);
};
--- 24,40 ----
#include <ql/Quotes/derivedquote.hpp>
+ namespace QuantLibAddin {
+ class Quote : public ObjHandler::LibraryObject<QuantLib::Quote> {};
! class SimpleQuote : public Quote {
! public:
! SimpleQuote(QuantLib::Real value);
! };
class ForwardValueQuote : public Quote {
public:
! ForwardValueQuote(const boost::shared_ptr<QuantLib::IborIndex>&,
! const QuantLib::Date& fixingDate);
};
***************
*** 46,49 ****
--- 49,62 ----
};
+ class EurodollarFuturesImpliedStdDevQuote : public Quote {
+ public:
+ EurodollarFuturesImpliedStdDevQuote(
+ const QuantLib::Option::Type& optionType,
+ const QuantLib::Handle<QuantLib::Quote>& forward,
+ const QuantLib::Handle<QuantLib::Quote>& price,
+ QuantLib::Real strike,
+ QuantLib::Real guess,
+ QuantLib::Real accuracy);
+ };
}
Index: termstructures.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.cpp,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** termstructures.cpp 3 Oct 2006 17:24:58 -0000 1.18
--- termstructures.cpp 11 Dec 2006 14:22:15 -0000 1.19
***************
*** 151,158 ****
}
- SimpleQuote::SimpleQuote(QuantLib::Real value) {
- libraryObject_ = boost::shared_ptr<QuantLib::Quote>(
- new QuantLib::SimpleQuote(value));
- }
-
}
--- 151,153 ----
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