[QuantLibAddin-cvs] QuantLibAddin/qlo interpolation.cpp,1.13,1.14
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From: Giorgio F. <gi...@us...> - 2006-07-18 16:00:04
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8478/qlo Modified Files: interpolation.cpp Log Message: exported optimizationMethod Index: interpolation.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.cpp,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** interpolation.cpp 3 Jul 2006 13:25:52 -0000 1.13 --- interpolation.cpp 18 Jul 2006 15:59:58 -0000 1.14 *************** *** 69,78 **** double nu, double alpha, ! double rho) : x_(x), y_(y) { libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>( new QuantLib::SABRInterpolation( x_.begin(), x_.end(), y_.begin(), ! t, forward, beta, nu, alpha, rho)); } --- 69,81 ---- double nu, double alpha, ! double rho, ! const boost::shared_ptr<QuantLib::OptimizationMethod>& om) ! : x_(x), y_(y) { libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>( new QuantLib::SABRInterpolation( x_.begin(), x_.end(), y_.begin(), ! t, forward, beta, nu, alpha, rho, om ! )); } |