[QuantLibAddin-cvs] QuantLibAddin/qlo termstructures.cpp,1.2,1.3
Brought to you by:
ericehlers,
nando
|
From: Ferdinando A. <na...@us...> - 2006-05-30 10:05:22
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv32460/qlo Modified Files: termstructures.cpp Log Message: Index: termstructures.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.cpp,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** termstructures.cpp 22 May 2006 14:06:49 -0000 1.2 --- termstructures.cpp 30 May 2006 10:05:01 -0000 1.3 *************** *** 131,135 **** } ! QuantLib::Cubic cubic0( QuantLib::CubicSpline::SecondDerivative, 0.0, QuantLib::CubicSpline::SecondDerivative, 0.0, --- 131,135 ---- } ! QuantLib::Cubic naturalCubic( QuantLib::CubicSpline::SecondDerivative, 0.0, QuantLib::CubicSpline::SecondDerivative, 0.0, *************** *** 148,152 **** termStructure_ = boost::shared_ptr<QuantLib::YieldTermStructure>( new QuantLib::PiecewiseYieldCurve<QuantLib::Discount, ! QuantLib::LogLinear>( nDays, calendar, rateHelpersQL, --- 148,152 ---- termStructure_ = boost::shared_ptr<QuantLib::YieldTermStructure>( new QuantLib::PiecewiseYieldCurve<QuantLib::Discount, ! QuantLib::LogLinear>( nDays, calendar, rateHelpersQL, *************** *** 156,160 **** /* termStructure_ = boost::shared_ptr<QuantLib::YieldTermStructure>( ! new QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate,QuantLib::Cubic>( nDays, calendar, rateHelpersQL, --- 156,161 ---- /* termStructure_ = boost::shared_ptr<QuantLib::YieldTermStructure>( ! new QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, ! QuantLib::Cubic>( nDays, calendar, rateHelpersQL, |