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

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14603/qlo

Modified Files:
	pricingengines.cpp pricingengines.hpp 
Log Message:
deprecated BlackModel constructor with TermStructure input parameter

Index: pricingengines.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/pricingengines.cpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** pricingengines.cpp	20 Jun 2006 10:05:09 -0000	1.1
--- pricingengines.cpp	20 Jun 2006 17:39:13 -0000	1.2
***************
*** 20,26 ****
  namespace QuantLibAddin {
  
!     BlackSwaptionEngine::BlackSwaptionEngine(
!         QuantLib::Volatility vol,
!         const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
      {
          boost::shared_ptr<QuantLib::Quote> vol_q(
--- 20,24 ----
  namespace QuantLibAddin {
  
!     BlackSwaptionEngine::BlackSwaptionEngine(QuantLib::Volatility vol)
      {
          boost::shared_ptr<QuantLib::Quote> vol_q(
***************
*** 29,33 ****
  
          boost::shared_ptr<QuantLib::BlackModel> model(
!             new QuantLib::BlackModel(vol_hq, hYTS));
  
          boost::shared_ptr<QuantLib::PricingEngine> eng(
--- 27,31 ----
  
          boost::shared_ptr<QuantLib::BlackModel> model(
!             new QuantLib::BlackModel(vol_hq));
  
          boost::shared_ptr<QuantLib::PricingEngine> eng(

Index: pricingengines.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/pricingengines.hpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** pricingengines.hpp	20 Jun 2006 10:05:09 -0000	1.1
--- pricingengines.hpp	20 Jun 2006 17:39:13 -0000	1.2
***************
*** 31,37 ****
      class BlackSwaptionEngine : public PricingEngine {
        public:
!         BlackSwaptionEngine(
!             QuantLib::Volatility vol,
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
      };
  }
--- 31,35 ----
      class BlackSwaptionEngine : public PricingEngine {
        public:
!         BlackSwaptionEngine(QuantLib::Volatility vol);
      };
  }