Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2620/qlo
Modified Files:
pricingengines.cpp pricingengines.hpp
Log Message:
in synch with QuantLib
Index: pricingengines.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/pricingengines.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** pricingengines.cpp 22 Jun 2006 08:33:01 -0000 1.3
--- pricingengines.cpp 22 Jun 2006 09:18:16 -0000 1.4
***************
*** 20,40 ****
namespace QuantLibAddin {
! BlackSwaptionEngine::BlackSwaptionEngine(QuantLib::Volatility vol)
{
! boost::shared_ptr<QuantLib::Quote> vol_q(
! new QuantLib::SimpleQuote(vol));
! QuantLib::Handle<QuantLib::Quote> vol_hq(vol_q);
!
! //boost::shared_ptr<QuantLib::BlackModel> model(
! // new QuantLib::BlackModel(vol_hq));
!
! //boost::shared_ptr<QuantLib::PricingEngine> eng(
! // new QuantLib::BlackSwaptionEngine(model));
!
! //libraryObject_ = boost::shared_ptr<QuantLib::PricingEngine>(
! // new QuantLib::BlackSwaptionEngine(model));
!
}
}
-
--- 20,29 ----
namespace QuantLibAddin {
! BlackSwaptionEngine::BlackSwaptionEngine(
! const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol)
{
! libraryObject_ = boost::shared_ptr<QuantLib::PricingEngine>(
! new QuantLib::BlackSwaptionEngine(vol));
}
}
Index: pricingengines.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/pricingengines.hpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** pricingengines.hpp 20 Jun 2006 17:39:13 -0000 1.2
--- pricingengines.hpp 22 Jun 2006 09:18:16 -0000 1.3
***************
*** 31,35 ****
class BlackSwaptionEngine : public PricingEngine {
public:
! BlackSwaptionEngine(QuantLib::Volatility vol);
};
}
--- 31,36 ----
class BlackSwaptionEngine : public PricingEngine {
public:
! BlackSwaptionEngine(
! const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>&);
};
}
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