[QuantLibAddin-cvs] QuantLibAddin/qlo interpolation.cpp,1.9,1.10

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31020/qlo

Modified Files:
	interpolation.cpp 
Log Message:
QuantLib::Extrapolator is the right base class

Index: interpolation.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.cpp,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** interpolation.cpp	20 Jun 2006 09:18:11 -0000	1.9
--- interpolation.cpp	23 Jun 2006 17:16:26 -0000	1.10
***************
*** 32,42 ****
          const LinearInterpolationType t, 
          const std::vector<double>& x,
!         const std::vector<double>& y) : x_(x), y_(y) {
! 
          QL_REQUIRE(x.size()==y.size(), "unmatched x/y");
  
          switch (t) {
            case LinearType:
!             libraryObject_ = boost::shared_ptr<QuantLib::Interpolation>(
                  new QuantLib::LinearInterpolation(x_.begin(),
                                                    x_.end(),
--- 32,42 ----
          const LinearInterpolationType t, 
          const std::vector<double>& x,
!         const std::vector<double>& y) : x_(x), y_(y)
!     {
          QL_REQUIRE(x.size()==y.size(), "unmatched x/y");
  
          switch (t) {
            case LinearType:
!             libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
                  new QuantLib::LinearInterpolation(x_.begin(),
                                                    x_.end(),
***************
*** 44,48 ****
              break;
            case BackwardFlatType:
!             libraryObject_ = boost::shared_ptr<QuantLib::Interpolation>(
                  new QuantLib::BackwardFlatInterpolation(x_.begin(),
                                                          x_.end(),
--- 44,48 ----
              break;
            case BackwardFlatType:
!             libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
                  new QuantLib::BackwardFlatInterpolation(x_.begin(),
                                                          x_.end(),
***************
*** 50,54 ****
              break;
            case ForwardFlatType:
!             libraryObject_ = boost::shared_ptr<QuantLib::Interpolation>(
                  new QuantLib::ForwardFlatInterpolation(x_.begin(),
                                                         x_.end(),
--- 50,54 ----
              break;
            case ForwardFlatType:
!             libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
                  new QuantLib::ForwardFlatInterpolation(x_.begin(),
                                                         x_.end(),
***************
*** 69,77 ****
          QuantLib::CubicSpline::BoundaryCondition rightCondition,
          double rightConditionValue,
!         bool monotonicityConstraint) : x_(x), y_(y) {
! 
          QL_REQUIRE(x.size()==y.size(), "unmatched x/y");
  
!         libraryObject_ = boost::shared_ptr<QuantLib::Interpolation>(
              new QuantLib::CubicSpline(
                  x_.begin(), x_.end(), y_.begin(),
--- 69,77 ----
          QuantLib::CubicSpline::BoundaryCondition rightCondition,
          double rightConditionValue,
!         bool monotonicityConstraint) : x_(x), y_(y)
!     {
          QL_REQUIRE(x.size()==y.size(), "unmatched x/y");
  
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
              new QuantLib::CubicSpline(
                  x_.begin(), x_.end(), y_.begin(),
***************
*** 91,97 ****
          double nu,
          double alpha,
!         double rho) : x_(x), y_(y) {
! 
!         libraryObject_ = boost::shared_ptr<QuantLib::Interpolation>(
              new QuantLib::SABRInterpolation(
                  x_.begin(), x_.end(), y_.begin(),
--- 91,97 ----
          double nu,
          double alpha,
!         double rho) : x_(x), y_(y)
!     {
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
              new QuantLib::SABRInterpolation(
                  x_.begin(), x_.end(), y_.begin(),