[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.4, 1.5 swaptionvolstructure.hpp, 1.5, 1.6

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15771/qlo

Modified Files:
	swaptionvolstructure.cpp swaptionvolstructure.hpp 
Log Message:
more constructors added to SwaptionVolMatrix.
WARNING: The volatility matrix must have:
a) increasing exercise dates or periods from top to bottom
b) increasing lenghts from left to right

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** swaptionvolstructure.cpp	22 Jun 2006 18:36:21 -0000	1.4
--- swaptionvolstructure.cpp	23 Jun 2006 17:53:29 -0000	1.5
***************
*** 38,42 ****
  
      SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(
-         const QuantLib::Date& referenceDate,
          const std::vector<QuantLib::Date>& exerciseDates,
          const std::vector<QuantLib::Period>& lengths,
--- 38,41 ----
***************
*** 45,50 ****
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
!             new QuantLib::SwaptionVolatilityMatrix(referenceDate,
!                                                    exerciseDates,
                                                     lengths,
                                                     volatilities,
--- 44,48 ----
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
!             new QuantLib::SwaptionVolatilityMatrix(exerciseDates,
                                                     lengths,
                                                     volatilities,
***************
*** 52,54 ****
--- 50,68 ----
  	}
  
+     SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(
+         const std::vector<QuantLib::Period>& expiries,
+         const QuantLib::Calendar& calendar,
+         const QuantLib::BusinessDayConvention bdc,
+         const std::vector<QuantLib::Period>& tenors,
+         const QuantLib::Matrix& volatilities,
+         const QuantLib::DayCounter& dayCounter)
+     {
+         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
+             new QuantLib::SwaptionVolatilityMatrix(expiries,
+                                                    calendar,
+                                                    bdc,
+                                                    tenors,
+                                                    volatilities,
+                                                    dayCounter));
+ 	}
  }

Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** swaptionvolstructure.hpp	22 Jun 2006 18:36:21 -0000	1.5
--- swaptionvolstructure.hpp	23 Jun 2006 17:53:29 -0000	1.6
***************
*** 37,45 ****
  	class SwaptionVolatilityMatrix : public SwaptionVolatilityStructure {
  	public:
! 		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);
      };
  	
--- 37,50 ----
  	class SwaptionVolatilityMatrix : public SwaptionVolatilityStructure {
  	public:
! 		SwaptionVolatilityMatrix(const std::vector<QuantLib::Date>& exerciseDates,
!                                  const std::vector<QuantLib::Period>& tenors,
  								 const QuantLib::Matrix& volatilities,
                                   const QuantLib::DayCounter& dayCounter);
+         SwaptionVolatilityMatrix(const std::vector<QuantLib::Period>& expiries,
+                                  const QuantLib::Calendar& calendar,
+                                  const QuantLib::BusinessDayConvention bdc,
+                                  const std::vector<QuantLib::Period>& tenors,
+                                  const QuantLib::Matrix& volatilities,
+                                  const QuantLib::DayCounter& dayCounter);
      };