[QuantLibAddin-cvs] QuantLibAddin/qlo swaption.cpp, 1.3, 1.4 swaption.hpp, 1.6, 1.7
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From: Ferdinando A. <na...@us...> - 2006-06-29 07:16:26
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21794/qlo Modified Files: swaption.cpp swaption.hpp Log Message: Index: swaption.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaption.hpp,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** swaption.hpp 28 Jun 2006 11:46:13 -0000 1.6 --- swaption.hpp 29 Jun 2006 07:16:23 -0000 1.7 *************** *** 32,36 **** const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, const boost::shared_ptr<QuantLib::BlackSwaptionEngine>& engine, ! QuantLib::Swaption::Type settlementType); std::string underlyingSwap() { --- 32,36 ---- const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, const boost::shared_ptr<QuantLib::BlackSwaptionEngine>& engine, ! QuantLib::Settlement::Type settlementType); std::string underlyingSwap() { Index: swaption.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaption.cpp,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** swaption.cpp 28 Jun 2006 11:46:13 -0000 1.3 --- swaption.cpp 29 Jun 2006 07:16:23 -0000 1.4 *************** *** 26,37 **** namespace QuantLibAddin { ! Swaption::Swaption(const boost::shared_ptr<QuantLib::VanillaSwap>& swap, ! 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>( ! new QuantLib::Swaption(swap, exercise, hYTS, engine)); } --- 26,39 ---- namespace QuantLibAddin { ! Swaption::Swaption( ! const boost::shared_ptr<QuantLib::VanillaSwap>& swap, ! const boost::shared_ptr<QuantLib::Exercise>& exercise, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS, ! const boost::shared_ptr<QuantLib::BlackSwaptionEngine>& engine, ! QuantLib::Settlement::Type settlementType) { libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( ! new QuantLib::Swaption(swap, exercise, hYTS, engine, ! settlementType)); } |