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Changeset 136

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Timestamp:
04/29/08 04:58:11 (2 months ago)
Author:
ToyinA
Message:

Start of CDS and Inflation curves

Files:

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  • trunk/QLNet/QLNet/QLNet.csproj

    r133 r136  
    233233    <Compile Include="Termstructures\Bootstraperror.cs" /> 
    234234    <Compile Include="Termstructures\Bootstraphelper.cs" /> 
     235    <Compile Include="Termstructures\DefaultProbabilityTermStructure.cs" /> 
     236    <Compile Include="Termstructures\InflationTermStructure.cs" /> 
    235237    <Compile Include="Termstructures\Iterativebootstrap.cs" /> 
    236238    <Compile Include="Termstructures\TermStructure.cs" /> 

  • trunk/QLNet/QLNet/Time/Calendar.cs

    r129 r136  
    22 Copyright (C) 2008 Siarhei Novik (snovik@gmail.com) 
    33 Copyright (C) 2008 Andrea Maggiulli  
    4    
     4 Copyright (C) 2008 Toyin Akin (toyin_akin@hotmail.com) 
     5  
    56 This file is part of QLNet Project http://www.qlnet.org 
    67 
    …… 
    107108        /// last business day of the month to which the given date belongs 
    108109        /// </summary> 
    109         public Date endOfMonth(Date d) { return adjust(d.endOfMonth(d), BusinessDayConvention.Preceding); } 
     110        public Date endOfMonth(Date d) { return adjust(Date.endOfMonth(d), BusinessDayConvention.Preceding); } 
    110111 
    111112        /// <summary> 

  • trunk/QLNet/QLNet/Time/Date.cs

    r93 r136  
    11/* 
    22 Copyright (C) 2008 Siarhei Novik (snovik@gmail.com) 
    3    
     3 Copyright (C) 2008 Toyin Akin (toyin_akin@hotmail.com) 
     4  
    45 This file is part of QLNet Project http://www.qlnet.org 
    56 
    …… 
    99100            return (MonthOffset[m - 1] + ((leapYear && m > 1) ? 1 : 0)); 
    100101        } 
    101         public Date endOfMonth(Date d) 
     102        public static Date endOfMonth(Date d) 
    102103        { 
    103104            return (d - d.Day + DaysInMonth(d.Year, d.Month));