Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv16402/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 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** pricingengines.cpp 22 Jun 2006 10:41:34 -0000 1.5
--- pricingengines.cpp 22 Jun 2006 16:58:04 -0000 1.6
***************
*** 32,41 ****
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));
}
--- 32,49 ----
BlackCapFloorEngine::BlackCapFloorEngine(QuantLib::Volatility vol)
{
!
! quote_ = boost::shared_ptr<QuantLib::SimpleQuote>(
! new QuantLib::SimpleQuote(vol));
! quoteHandle_.linkTo(quote_);
libraryObject_ = boost::shared_ptr<QuantLib::PricingEngine>(
! new QuantLib::BlackCapFloorEngine(quoteHandle_));
!
! //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 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** pricingengines.hpp 22 Jun 2006 10:41:34 -0000 1.4
--- pricingengines.hpp 22 Jun 2006 16:58:04 -0000 1.5
***************
*** 39,42 ****
--- 39,45 ----
public:
BlackCapFloorEngine::BlackCapFloorEngine(QuantLib::Volatility);
+ private:
+ boost::shared_ptr<QuantLib::SimpleQuote> quote_;
+ QuantLib::Handle<QuantLib::Quote> quoteHandle_;
};
}
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