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Changeset 213

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Timestamp:
06/17/08 00:39:59 (4 months ago)
Author:
ToyinA
Message:

More example updates based on curve changes.

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  • trunk/QLNet/Examples/VB/Swap/Swapvaluation.vb

    r130 r213  
    182182        depoSwapInstruments.Add(s15y) 
    183183        Dim depoSwapTermStructure As YieldTermStructure = New PiecewiseYieldCurve(Of Discount, LogLinear)( _ 
    184                     settlementDate, depoSwapInstruments, termStructureDayCounter, New Handle(Of Quote)(), tolerance) 
     184                    settlementDate, depoSwapInstruments, termStructureDayCounter, _ 
     185                    New List(Of Handle(Of Quote))(), New List(Of [Date])(), tolerance) 
    185186 
    186187        ' A depo-futures-swap curve 
    …… 
    201202        depoFutSwapInstruments.Add(s15y) 
    202203        Dim depoFutSwapTermStructure As YieldTermStructure = New PiecewiseYieldCurve(Of Discount, LogLinear)( _ 
    203                 settlementDate, depoFutSwapInstruments, termStructureDayCounter, New Handle(Of Quote)(), tolerance) 
     204                settlementDate, depoFutSwapInstruments, termStructureDayCounter, New List(Of Handle(Of Quote))(), New List(Of [Date])(), tolerance) 
    204205 
    205206        ' A depo-FRA-swap curve 
    …… 
    217218        depoFRASwapInstruments.Add(s15y) 
    218219        Dim depoFRASwapTermStructure As YieldTermStructure = New PiecewiseYieldCurve(Of Discount, LogLinear)( _ 
    219                       settlementDate, depoFRASwapInstruments, termStructureDayCounter, New Handle(Of Quote)(), tolerance) 
     220                      settlementDate, depoFRASwapInstruments, termStructureDayCounter, New List(Of Handle(Of Quote))(), New List(Of [Date])(), tolerance) 
    220221 
    221222        ' Term structures that will be used for pricing: