[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, NONE, 1.1 .cvsignore, 1.6, 1.7 swaptionvolstructure.hpp, 1.1, 1.2

[Silvia F. <s_f...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5647/qlo

Modified Files:
	.cvsignore swaptionvolstructure.hpp 
Added Files:
	swaptionvolstructure.cpp 
Log Message:
added SwaptionVolMatrix

Index: .cvsignore
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/.cvsignore,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** .cvsignore	19 Jun 2006 14:18:01 -0000	1.6
--- .cvsignore	19 Jun 2006 17:08:22 -0000	1.7
***************
*** 10,11 ****
--- 10,12 ----
  qladdin.hpp
  vo_*.*pp
+ 

--- NEW FILE: swaptionvolstructure.cpp ---

/*
 Copyright (C) 2006 Silvia Frasson

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it under the
 terms of the QuantLib license.  You should have received a copy of the
 license along with this program; if not, please email qua...@li...
 The license is also available online at http://quantlib.org/html/license.html

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

#if defined(HAVE_CONFIG_H)
    #include <qlo/config.hpp>
#endif

#include <qlo/swaptionvolstructure.hpp>

namespace QuantLibAddin {

	SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(const QuantLib::Date& referenceDate,
                                 const std::vector<QuantLib::Date>& exerciseDates,
                                 const std::vector<QuantLib::Period>& lengths,
                                 const boost::shared_ptr<QuantLib::Matrix>& volatilities,
								 const QuantLib::DayCounter& dayCounter) {
        libraryObject_ = boost::shared_ptr<QuantLib::SwaptionVolatilityStructure>(
            new QuantLib::SwaptionVolatilityMatrix(referenceDate, exerciseDates, lengths, *(volatilities.get()), dayCounter));
	}

}


Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** swaptionvolstructure.hpp	12 Jun 2006 14:08:18 -0000	1.1
--- swaptionvolstructure.hpp	19 Jun 2006 17:08:22 -0000	1.2
***************
*** 21,25 ****
  
  #include <oh/objhandler.hpp>
! #include <ql/swaptionvolstructure.hpp>
  
  namespace QuantLibAddin {
--- 21,26 ----
  
  #include <oh/objhandler.hpp>
! #include <ql/Volatilities/swaptionvolmatrix.hpp>
! #include <qlo/interpolation.hpp>
  
  namespace QuantLibAddin {
***************
*** 28,31 ****
--- 29,41 ----
      };
  
+ 	class SwaptionVolatilityMatrix : public SwaptionVolatilityStructure {
+ 	public:
+ 		SwaptionVolatilityMatrix(const QuantLib::Date& referenceDate,
+                                  const std::vector<QuantLib::Date>& exerciseDates,
+                                  const std::vector<QuantLib::Period>& lengths,
+ 								 const boost::shared_ptr<QuantLib::Matrix>& volatilities,
+                                  const QuantLib::DayCounter& dayCounter);
+     };
+ 	
  }