[QuantLibAddin-cvs] QuantLibAddin/qlo marketmodels.cpp, 1.3, 1.4 marketmodels.hpp, 1.4, 1.5

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29155/qlo

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

Index: marketmodels.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** marketmodels.hpp	12 Jul 2006 12:05:17 -0000	1.4
--- marketmodels.hpp	14 Jul 2006 09:38:53 -0000	1.5
***************
*** 46,49 ****
--- 46,65 ----
      };
  
+     class AbcdVolatility : public PseudoRoot {
+     public:
+         AbcdVolatility(
+             double a,
+             double b,
+             double c,
+             double d,
+             const std::vector<double>& ks,
+             double longTermCorr,
+             double beta,
+             const QuantLib::Array& rateTimes,
+             const QuantLib::Array& evolutionTimes,
+             const QuantLib::Size numberOfFactors,
+             const QuantLib::Array& initialRates,
+             const QuantLib::Array& displacements);
+     };
  
      class EvolutionDescription : public ObjHandler::LibraryObject<QuantLib::EvolutionDescription> {

Index: marketmodels.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** marketmodels.cpp	12 Jul 2006 12:05:17 -0000	1.3
--- marketmodels.cpp	14 Jul 2006 09:38:53 -0000	1.4
***************
*** 21,24 ****
--- 21,25 ----
  #include <qlo/marketmodels.hpp>
  #include <ql/MarketModels/exponentialcorrelation.hpp>
+ #include <ql/MarketModels/abcdvolatility.hpp>
  #include <ql/MarketModels/mtbrowniangenerator.hpp>
  #include <ql/MarketModels/forwardrateevolver.hpp>
***************
*** 47,50 ****
--- 48,75 ----
      }
  
+     AbcdVolatility::AbcdVolatility(
+             double a,
+             double b,
+             double c,
+             double d,
+             const std::vector<double>& ks,
+             double longTermCorr,
+             double beta,
+             const QuantLib::Array& rateTimes,
+             const QuantLib::Array& evolutionTimes,
+             const QuantLib::Size numberOfFactors,
+             const QuantLib::Array& initialRates,
+             const QuantLib::Array& displacements)
+     {
+         libraryObject_ = boost::shared_ptr<QuantLib::PseudoRoot>(
+             new QuantLib::AbcdVolatility(a, b, c, d, ks,
+                                          longTermCorr,
+                                          beta,
+                                          rateTimes,
+                                          evolutionTimes,
+                                          numberOfFactors,
+                                          initialRates,
+                                          displacements));
+     }