[QuantLibAddin-cvs] QuantLibAddin/qlo swaption.cpp, 1.2, 1.3 swaption.hpp, 1.5, 1.6
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From: Ferdinando A. <na...@us...> - 2006-06-28 11:46:16
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4611/qlo Modified Files: swaption.cpp swaption.hpp Log Message: refactored swaption Index: swaption.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaption.hpp,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** swaption.hpp 26 Jun 2006 21:31:03 -0000 1.5 --- swaption.hpp 28 Jun 2006 11:46:13 -0000 1.6 *************** *** 22,25 **** --- 22,26 ---- #include <qlo/baseinstruments.hpp> #include <ql/PricingEngines/Swaption/blackswaptionengine.hpp> + #include <ql/Instruments/swaption.hpp> namespace QuantLibAddin { *************** *** 30,34 **** const boost::shared_ptr<QuantLib::Exercise>& exercise, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, ! const boost::shared_ptr<QuantLib::BlackSwaptionEngine>& engine); std::string underlyingSwap() { --- 31,36 ---- const boost::shared_ptr<QuantLib::Exercise>& exercise, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, ! const boost::shared_ptr<QuantLib::BlackSwaptionEngine>& engine, ! QuantLib::Swaption::Type settlementType); std::string underlyingSwap() { Index: swaption.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaption.cpp,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** swaption.cpp 20 Jun 2006 10:05:09 -0000 1.2 --- swaption.cpp 28 Jun 2006 11:46:13 -0000 1.3 *************** *** 29,33 **** const boost::shared_ptr<QuantLib::Exercise>& exercise, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, ! const boost::shared_ptr<QuantLib::BlackSwaptionEngine>& engine) { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( --- 29,34 ---- const boost::shared_ptr<QuantLib::Exercise>& exercise, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, ! const boost::shared_ptr<QuantLib::BlackSwaptionEngine>& engine, ! QuantLib::Swaption::Type settlementType) { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( |