Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8997/qlo
Modified Files:
marketmodels.cpp marketmodels.hpp
Log Message:
temporarily comment out code which has fallen behind QL changes
Index: marketmodels.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** marketmodels.hpp 19 Jul 2006 18:22:49 -0000 1.7
--- marketmodels.hpp 20 Jul 2006 20:06:55 -0000 1.8
***************
*** 86,91 ****
{
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;
}
--- 86,92 ----
{
QuantLib::Array drifts(vtaus.size()), displacements(vtaus.size()), taus(vtaus.size()), forwards(vtaus.size());
! // temporarily commented out - needs to catch up with QuantLib changes
! //QuantLib::DriftCalculator d(pseudo, displacements, taus, numeraire, alive);
! //d.compute(forwards, drifts);
return drifts;
}
Index: marketmodels.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** marketmodels.cpp 19 Jul 2006 18:22:49 -0000 1.6
--- marketmodels.cpp 20 Jul 2006 20:06:55 -0000 1.7
***************
*** 95,101 ****
: size_(taus.size())
{
! libraryObject_ = boost::shared_ptr<QuantLib::DriftCalculator>(
! new QuantLib::DriftCalculator(pseudo, displacements,
! taus, numeraire, alive));
}
--- 95,102 ----
: size_(taus.size())
{
! // temporarily commented out - needs to catch up with QuantLib changes
! //libraryObject_ = boost::shared_ptr<QuantLib::DriftCalculator>(
! // new QuantLib::DriftCalculator(pseudo, displacements,
! // taus, numeraire, alive));
}
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