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

[Cristina D. <cdu...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6813/qlo

Modified Files:
	pricingengines.cpp pricingengines.hpp 
Log Message:
exported BlackCapFloorEngine

Index: pricingengines.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/pricingengines.cpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** pricingengines.cpp	22 Jun 2006 09:18:16 -0000	1.4
--- pricingengines.cpp	22 Jun 2006 10:41:34 -0000	1.5
***************
*** 17,20 ****
--- 17,22 ----
  
  #include <qlo/pricingengines.hpp>
+ #include <ql/handle.hpp>
+ #include <ql/quote.hpp>
  
  namespace QuantLibAddin {
***************
*** 27,29 ****
--- 29,43 ----
      }
  
+ 
+     BlackCapFloorEngine::BlackCapFloorEngine(QuantLib::Volatility vol)
+     {
+         QuantLib::Handle<QuantLib::Quote> vol_hq(
+             boost::shared_ptr<QuantLib::Quote>(
+                 new QuantLib::SimpleQuote(vol)));
+ 
+         libraryObject_ = boost::shared_ptr<QuantLib::PricingEngine>(
+             new QuantLib::BlackCapFloorEngine(vol_hq));
+     }
+ 
  }
+ 

Index: pricingengines.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/pricingengines.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** pricingengines.hpp	22 Jun 2006 09:18:16 -0000	1.3
--- pricingengines.hpp	22 Jun 2006 10:41:34 -0000	1.4
***************
*** 23,26 ****
--- 23,27 ----
  #include <ql/pricingengine.hpp>
  #include <ql/PricingEngines/Swaption/blackswaptionengine.hpp>
+ #include <ql/PricingEngines/CapFloor/blackcapfloorengine.hpp>
  
  namespace QuantLibAddin {
***************
*** 34,37 ****
--- 35,43 ----
                const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>&);
      };
+ 
+     class BlackCapFloorEngine : public PricingEngine {
+       public:
+         BlackCapFloorEngine::BlackCapFloorEngine(QuantLib::Volatility);
+     };
  }