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);
};
}
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