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

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15754/qlo

Modified Files:
	marketmodels.cpp marketmodels.hpp 
Log Message:


Index: marketmodels.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** marketmodels.hpp	5 Jul 2006 19:27:48 -0000	1.1
--- marketmodels.hpp	6 Jul 2006 12:22:38 -0000	1.2
***************
*** 60,63 ****
--- 60,77 ----
      };
  
+ 
+     QuantLib::Array drifts(const QuantLib::Matrix& pseudo,
+                            std::vector<double> vdisplacements,
+                            std::vector<double> vtaus,
+                            QuantLib::Size numeraire,
+                            QuantLib::Size alive,
+                            std::vector<double> vforwards)
+     {
+         QuantLib::Array drifts(vtaus.size()), displacements(vtaus.size()), taus(vtaus.size()), forwards(vtaus.size());
+         QuantLib::DriftCalculator d(pseudo, displacements, taus, numeraire, alive);
+         d.compute(forwards, drifts);
+         return drifts;
+     }
+ 
      class DriftCalculator : public ObjHandler::LibraryObject<QuantLib::DriftCalculator> {
      public:

Index: marketmodels.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** marketmodels.cpp	5 Jul 2006 19:27:48 -0000	1.1
--- marketmodels.cpp	6 Jul 2006 12:22:38 -0000	1.2
***************
*** 68,75 ****
  
      DriftCalculator::DriftCalculator(const QuantLib::Matrix& pseudo,
!                                     const QuantLib::Array& displacements,
!                                     const QuantLib::Array& taus,
!                                     QuantLib::Size numeraire,
!                                     QuantLib::Size alive)
      : size_(taus.size())
      {
--- 68,75 ----
  
      DriftCalculator::DriftCalculator(const QuantLib::Matrix& pseudo,
!                                      const QuantLib::Array& displacements,
!                                      const QuantLib::Array& taus,
!                                      QuantLib::Size numeraire,
!                                      QuantLib::Size alive)
      : size_(taus.size())
      {