Changeset 134

Timestamp:

04/28/08 19:00:45 (2 months ago)

Author:

snovik

Message:

Changed: Optimize CouponPricer?.cs
Changed: VanillaSwap? refactored properties as methods like in ql

Files:

• trunk/QLNet/QLNet/Cashflows/ConundrumPricer.cs (modified) (3 diffs)
• trunk/QLNet/QLNet/Cashflows/CouponPricer.cs (modified) (1 diff)
• trunk/QLNet/QLNet/Instruments/VanillaSwap.cs (modified) (2 diffs)

trunk/QLNet/QLNet/Cashflows/ConundrumPricer.cs

@@ -158 +158 @@
-                                VanillaSwap swap = swapIndex.underlyingSwap(coupon.fixingDate());
-                
-
+()
-                                Handle<YieldTermStructure> rateCurve = swapIndex.termStructure();
-                
@@ -469 +469 @@
-                                objectiveFunction_ = new ObjectiveFunction( this, swapRateValue_);
-                
-
+()
-                                Handle<YieldTermStructure> rateCurve = swapIndex.termStructure();
-                                DayCounter dc = swapIndex.dayCounter();
@@ -645 +645 @@
-        
-                                int q = (int)swapIndex.fixedLegTenor().frequency();
-
+()
-                                DayCounter dc = swapIndex.dayCounter();
-                                //DayCounter dc = coupon.dayCounter();

trunk/QLNet/QLNet/Cashflows/CouponPricer.cs

@@ -249 +249 @@
-        }
-        public void visit(IborCoupon c) {
-
+
+
-                throw new ApplicationException("pricer not compatible with Ibor coupon");
-_ as IborCouponPricer
+
-        }
-        public void visit(CappedFlooredIborCoupon c) {
-
+
+
-                throw new ApplicationException("pricer not compatible with Ibor coupon");
-_ as IborCouponPricer
+
-        }
-        public void visit(DigitalIborCoupon c) {
-
+
+
-                throw new ApplicationException("pricer not compatible with Ibor coupon");
-_ as IborCouponPricer
+
-        }
-        public void visit(CmsCoupon c) {
-
+
+
-                throw new ApplicationException("pricer not compatible with CMS coupon");
-_ as CmsCouponPricer
+
-        }
-        public void visit(CappedFlooredCmsCoupon c) {
-
+
+
-                throw new ApplicationException("pricer not compatible with CMS coupon");
-_ as CmsCouponPricer
+
-        }
-        public void visit(DigitalCmsCoupon c) {
-
+
+
-                throw new ApplicationException("pricer not compatible with CMS coupon");
-_ as CmsCouponPricer
+
-        }
-        //public void visit(RangeAccrualFloatersCoupon c)

trunk/QLNet/QLNet/Instruments/VanillaSwap.cs

@@ -39 +39 @@
-        private double spread_;
-        private double nominal_;
+
-        private Schedule fixedSchedule_;
+        public Schedule fixedSchedule() { return fixedSchedule_; }
+        
-        private DayCounter fixedDayCount_;
+        
-        private Schedule floatingSchedule_;
+        public Schedule floatingSchedule() { return floatingSchedule_; }
+
-        private IborIndex iborIndex_;
-        private DayCounter floatingDayCount_;
@@ -185 +191 @@
-        }
-
-        // inspectors
-        public Schedule fixedSchedule { get { return fixedSchedule_; } }
-        public Schedule floatingSchedule { get { return floatingSchedule_; } }
-
-        public double fixedRate { get { return fixedRate_; } }
-        public double spread { get { return spread_; } }