[QuantLibAddin-cvs] QuantLibAddin/qlo marketmodels.cpp, 1.5, 1.6 marketmodels.hpp, 1.6, 1.7

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14177/qlo

Modified Files:
	marketmodels.cpp marketmodels.hpp 
Log Message:
1) delegating to EvolutionDescription more time/alive computations
2) using EvolutionDescription as input instead of (const Array& rateTimes, const Array& evolutionTimes)

Index: marketmodels.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** marketmodels.hpp	14 Jul 2006 17:37:16 -0000	1.6
--- marketmodels.hpp	19 Jul 2006 18:22:49 -0000	1.7
***************
*** 34,37 ****
--- 34,45 ----
      };
  
+     class EvolutionDescription : public ObjHandler::LibraryObject<QuantLib::EvolutionDescription> {
+     public:
+         EvolutionDescription(
+             const QuantLib::Array& rateTimes,
+             const QuantLib::Array& evolutionTimes,
+             const std::vector<QuantLib::Size>& numeraires);
+     };
+ 
      class ExponentialCorrelation : public PseudoRoot {
      public:
***************
*** 40,45 ****
              double beta,
              const std::vector<double>& volatilities,
!             const QuantLib::Array& rateTimes,
!             const QuantLib::Array& evolutionTimes,
              const QuantLib::Size numberOfFactors,
              const QuantLib::Array& initialRates,
--- 48,52 ----
              double beta,
              const std::vector<double>& volatilities,
!             const QuantLib::EvolutionDescription& evolution,
              const QuantLib::Size numberOfFactors,
              const QuantLib::Array& initialRates,
***************
*** 57,62 ****
              double longTermCorr,
              double beta,
!             const QuantLib::Array& rateTimes,
!             const QuantLib::Array& evolutionTimes,
              const QuantLib::Size numberOfFactors,
              const QuantLib::Array& initialRates,
--- 64,68 ----
              double longTermCorr,
              double beta,
!             const QuantLib::EvolutionDescription& evolution,
              const QuantLib::Size numberOfFactors,
              const QuantLib::Array& initialRates,
***************
*** 64,75 ****
      };
  
-     class EvolutionDescription : public ObjHandler::LibraryObject<QuantLib::EvolutionDescription> {
-     public:
-         EvolutionDescription(
-             const QuantLib::Array& rateTimes,
-             const QuantLib::Array& evolutionTimes,
-             const std::vector<QuantLib::Size>& numeraires);
-     };
- 
  
      class CurveState : public ObjHandler::LibraryObject<QuantLib::CurveState> {
--- 70,73 ----

Index: marketmodels.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** marketmodels.cpp	14 Jul 2006 17:37:16 -0000	1.5
--- marketmodels.cpp	19 Jul 2006 18:22:49 -0000	1.6
***************
*** 31,36 ****
              double beta,
              const std::vector<double>& volatilities,
!             const QuantLib::Array& rateTimes,
!             const QuantLib::Array& evolutionTimes,
              const QuantLib::Size numberOfFactors,
              const QuantLib::Array& initialRates,
--- 31,35 ----
              double beta,
              const std::vector<double>& volatilities,
!             const QuantLib::EvolutionDescription& evolution,
              const QuantLib::Size numberOfFactors,
              const QuantLib::Array& initialRates,
***************
*** 41,46 ****
                                                   beta,
                                                   volatilities,
!                                                  rateTimes,
!                                                  evolutionTimes,
                                                   numberOfFactors,
                                                   initialRates,
--- 40,44 ----
                                                   beta,
                                                   volatilities,
!                                                  evolution,
                                                   numberOfFactors,
                                                   initialRates,
***************
*** 56,61 ****
              double longTermCorr,
              double beta,
!             const QuantLib::Array& rateTimes,
!             const QuantLib::Array& evolutionTimes,
              const QuantLib::Size numberOfFactors,
              const QuantLib::Array& initialRates,
--- 54,58 ----
              double longTermCorr,
              double beta,
!             const QuantLib::EvolutionDescription& evolution,
              const QuantLib::Size numberOfFactors,
              const QuantLib::Array& initialRates,
***************
*** 66,71 ****
                                           longTermCorr,
                                           beta,
!                                          rateTimes,
!                                          evolutionTimes,
                                           numberOfFactors,
                                           initialRates,
--- 63,67 ----
                                           longTermCorr,
                                           beta,
!                                          evolution,
                                           numberOfFactors,
                                           initialRates,