[QuantLibAddin-cvs] QuantLibAddin/qlo marketmodels.cpp, 1.7, 1.8 marketmodels.hpp, 1.8, 1.9

[Marco B. <mar...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21014/qlo

Modified Files:
	marketmodels.cpp marketmodels.hpp 
Log Message:
driftcalculator: added reduced factor calculation + comments + reordering
forwardrate(ipc)evolver: passed number of factors for driftcalculator

Index: marketmodels.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** marketmodels.hpp	20 Jul 2006 20:06:55 -0000	1.8
--- marketmodels.hpp	21 Jul 2006 13:54:44 -0000	1.9
***************
*** 77,95 ****
  
  
-     //??
-     inline QuantLib::Array drifts(const QuantLib::Matrix& pseudo,
-                            std::vector<double> vdisplacements,
-                            std::vector<double> vtaus,
-                            QuantLib::Size numeraire,
-                            QuantLib::Size alive,
-                            std::vector<double> vforwards)
-     {
-         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;
-     }
- 
      class DriftCalculator : public ObjHandler::LibraryObject<QuantLib::DriftCalculator> {
      public:
--- 77,80 ----
***************
*** 99,103 ****
                          QuantLib::Size numeraire,
                          QuantLib::Size alive);
!         QuantLib::Array compute(const QuantLib::Array& forwards) const;
      private:
          QuantLib::Size size_;
--- 84,90 ----
                          QuantLib::Size numeraire,
                          QuantLib::Size alive);
! 		QuantLib::Array compute(const QuantLib::Array& forwards) const;
!         QuantLib::Array computeReduced(const QuantLib::Array& forwards,
!                                        QuantLib::Size factors) const;
      private:
          QuantLib::Size size_;

Index: marketmodels.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** marketmodels.cpp	20 Jul 2006 20:06:55 -0000	1.7
--- marketmodels.cpp	21 Jul 2006 13:54:44 -0000	1.8
***************
*** 96,102 ****
      {
          // temporarily commented out - needs to catch up with QuantLib changes
!         //libraryObject_ = boost::shared_ptr<QuantLib::DriftCalculator>(
!         //    new QuantLib::DriftCalculator(pseudo, displacements,
!         //                                  taus, numeraire, alive));
      }
  
--- 96,102 ----
      {
          // temporarily commented out - needs to catch up with QuantLib changes
!         libraryObject_ = boost::shared_ptr<QuantLib::DriftCalculator>(
!             new QuantLib::DriftCalculator(pseudo, displacements,
!                                           taus, numeraire, alive));
      }
  
***************
*** 108,111 ****
--- 108,118 ----
      }
  
+     QuantLib::Array DriftCalculator::computeReduced(const QuantLib::Array& forwards,
+ 													QuantLib::Size factors) const
+     {
+         QuantLib::Array results(size_);
+         libraryObject_->computeReduced(forwards, factors, results);
+         return results;
+     }