[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.1, 1.2 swaptionvolstructure.hpp, 1.2, 1.3

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11004/qlo

Modified Files:
	swaptionvolstructure.cpp swaptionvolstructure.hpp 
Log Message:
1) class TermStructure : public Extrapolator
2) class SwaptionVolatilityStructure : public TermStructure

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** swaptionvolstructure.cpp	19 Jun 2006 17:08:22 -0000	1.1
--- swaptionvolstructure.cpp	20 Jun 2006 09:22:19 -0000	1.2
***************
*** 28,36 ****
                                   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));
  	}
  
  }
- 
--- 28,40 ----
                                   const std::vector<QuantLib::Period>& lengths,
                                   const boost::shared_ptr<QuantLib::Matrix>& volatilities,
! 								 const QuantLib::DayCounter& dayCounter)
!     {
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
!             new QuantLib::SwaptionVolatilityMatrix(referenceDate,
!                                                    exerciseDates,
!                                                    lengths,
!                                                    *(volatilities.get()),
!                                                    dayCounter));
  	}
  
  }

Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** swaptionvolstructure.hpp	19 Jun 2006 17:08:22 -0000	1.2
--- swaptionvolstructure.hpp	20 Jun 2006 09:22:19 -0000	1.3
***************
*** 21,31 ****
  
  #include <oh/objhandler.hpp>
  #include <ql/Volatilities/swaptionvolmatrix.hpp>
- #include <qlo/interpolation.hpp>
  
  namespace QuantLibAddin {
      
!     class SwaptionVolatilityStructure : public ObjHandler::LibraryObject<QuantLib::SwaptionVolatilityStructure> {
!     };
  
  	class SwaptionVolatilityMatrix : public SwaptionVolatilityStructure {
--- 21,31 ----
  
  #include <oh/objhandler.hpp>
+ #include <ql/swaptionvolstructure.hpp>
+ #include <qlo/termstructures.hpp>
  #include <ql/Volatilities/swaptionvolmatrix.hpp>
  
  namespace QuantLibAddin {
      
!     class SwaptionVolatilityStructure : public TermStructure {};
  
  	class SwaptionVolatilityMatrix : public SwaptionVolatilityStructure {
***************
*** 41,43 ****
  
  #endif
- 
--- 41,42 ----