[QuantLibAddin-cvs] QuantLibAddin/qlo capletvolstructure.cpp, 1.1, 1.2 capletvolstructure.hpp, 1.1, 1.2

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28090/qlo

Modified Files:
	capletvolstructure.cpp capletvolstructure.hpp 
Log Message:
1) exported capletvolstructure
2) refactored cap floor

Index: capletvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capletvolstructure.hpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** capletvolstructure.hpp	26 Jun 2006 21:35:25 -0000	1.1
--- capletvolstructure.hpp	26 Jun 2006 22:05:48 -0000	1.2
***************
*** 29,35 ****
  	class CapletConstantVolatility : public CapletVolatilityStructure {
  	public:
!       CapletConstantVolatility(QuantLib::Integer settlementDays,
!                                const QuantLib::Calendar& calendar,
!                                QuantLib::Volatility volatility,
                                 const QuantLib::DayCounter& dayCounter);
      };
--- 29,33 ----
  	class CapletConstantVolatility : public CapletVolatilityStructure {
  	public:
!       CapletConstantVolatility(QuantLib::Volatility volatility,
                                 const QuantLib::DayCounter& dayCounter);
      };

Index: capletvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capletvolstructure.cpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** capletvolstructure.cpp	26 Jun 2006 21:35:25 -0000	1.1
--- capletvolstructure.cpp	26 Jun 2006 22:05:48 -0000	1.2
***************
*** 26,38 ****
  
  	CapletConstantVolatility::CapletConstantVolatility(
-         QuantLib::Integer settlementDays,
-         const QuantLib::Calendar& calendar,
          QuantLib::Volatility volatility,
          const QuantLib::DayCounter& dayCounter)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
!             new QuantLib::CapletConstantVolatility(settlementDays,
!                                                    calendar,
!                                                    volatility,
                                                     dayCounter));
  	}
--- 26,34 ----
  
  	CapletConstantVolatility::CapletConstantVolatility(
          QuantLib::Volatility volatility,
          const QuantLib::DayCounter& dayCounter)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
!             new QuantLib::CapletConstantVolatility(volatility,
                                                     dayCounter));
  	}