[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.3, 1.4 swaptionvolstructure.hpp, 1.4, 1.5

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv30207/qlo

Modified Files:
	swaptionvolstructure.cpp swaptionvolstructure.hpp 
Log Message:
exported SwaptionConstantVolatility

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** swaptionvolstructure.cpp	20 Jun 2006 15:29:54 -0000	1.3
--- swaptionvolstructure.cpp	22 Jun 2006 18:36:21 -0000	1.4
***************
*** 21,32 ****
  
  #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 QuantLib::Matrix& volatilities,
! 								 const QuantLib::DayCounter& dayCounter)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
--- 21,46 ----
  
  #include <qlo/swaptionvolstructure.hpp>
+ #include <ql/Volatilities/swaptionvolmatrix.hpp>
+ #include <ql/Volatilities/swaptionconstantvol.hpp>
  
  namespace QuantLibAddin {
  
! 	SwaptionConstantVolatility::SwaptionConstantVolatility(
!         const QuantLib::Date& referenceDate,
!         const double volatility,
!         const QuantLib::DayCounter& dayCounter)
!     {
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
!             new QuantLib::SwaptionConstantVolatility(referenceDate,
!                                                      volatility,
!                                                      dayCounter));
! 	}
! 
!     SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(
!         const QuantLib::Date& referenceDate,
!         const std::vector<QuantLib::Date>& exerciseDates,
!         const std::vector<QuantLib::Period>& lengths,
!         const QuantLib::Matrix& volatilities,
!         const QuantLib::DayCounter& dayCounter)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(

Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** swaptionvolstructure.hpp	20 Jun 2006 15:29:54 -0000	1.4
--- swaptionvolstructure.hpp	22 Jun 2006 18:36:21 -0000	1.5
***************
*** 23,27 ****
  #include <ql/swaptionvolstructure.hpp>
  #include <qlo/termstructures.hpp>
- #include <ql/Volatilities/swaptionvolmatrix.hpp>
  
  namespace QuantLibAddin {
--- 23,26 ----
***************
*** 29,32 ****
--- 28,38 ----
      class SwaptionVolatilityStructure : public TermStructure {};
  
+ 	class SwaptionConstantVolatility : public SwaptionVolatilityStructure {
+ 	public:
+       SwaptionConstantVolatility(const QuantLib::Date& referenceDate,
+                                  const double volatility,
+                                  const QuantLib::DayCounter& dayCounter);
+     };
+ 
  	class SwaptionVolatilityMatrix : public SwaptionVolatilityStructure {
  	public: