[QuantLibAddin-cvs] QuantLibAddin/qlo interpolation.cpp, 1.14, 1.15 interpolation.hpp, 1.16, 1.17

[Giorgio F. <gi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17892/qlo

Modified Files:
	interpolation.cpp interpolation.hpp 
Log Message:
changed order SABR  parameters : (beta, nu, alpha, rho ) -->> (alpha, beta, nu,  rho )

Index: interpolation.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.hpp,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** interpolation.hpp	18 Jul 2006 14:37:12 -0000	1.16
--- interpolation.hpp	19 Jul 2006 13:17:52 -0000	1.17
***************
*** 63,69 ****
              double t,
              double forward,
              double beta,
              double nu,
-             double alpha,
              double rho,
              const boost::shared_ptr<QuantLib::OptimizationMethod>& om);
--- 63,69 ----
              double t,
              double forward,
+             double alpha,
              double beta,
              double nu,
              double rho,
              const boost::shared_ptr<QuantLib::OptimizationMethod>& om);

Index: interpolation.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.cpp,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** interpolation.cpp	18 Jul 2006 15:59:58 -0000	1.14
--- interpolation.cpp	19 Jul 2006 13:17:52 -0000	1.15
***************
*** 66,72 ****
          double t,
          double forward,
          double beta,
          double nu,
-         double alpha,
          double rho,
          const boost::shared_ptr<QuantLib::OptimizationMethod>& om)
--- 66,72 ----
          double t,
          double forward,
+         double alpha,
          double beta,
          double nu,
          double rho,
          const boost::shared_ptr<QuantLib::OptimizationMethod>& om)
***************
*** 76,80 ****
              new QuantLib::SABRInterpolation(
                  x_.begin(), x_.end(), y_.begin(),
!                 t, forward, beta, nu, alpha, rho, om
                  ));
      }
--- 76,80 ----
              new QuantLib::SABRInterpolation(
                  x_.begin(), x_.end(), y_.begin(),
!                 t, forward, alpha, beta, nu, rho, om
                  ));
      }