[QuantLibAddin-cvs] QuantLibAddin/qlo marketmodels.cpp, 1.12, 1.13 marketmodels.hpp, 1.11, 1.12

[Cristina D. <cdu...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11421/qlo

Modified Files:
	marketmodels.cpp marketmodels.hpp 
Log Message:
Added MarketModelCaplets constructor

Index: marketmodels.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** marketmodels.hpp	31 Jul 2006 11:21:16 -0000	1.11
--- marketmodels.hpp	18 Aug 2006 08:55:06 -0000	1.12
***************
*** 28,31 ****
--- 28,33 ----
  #include <ql/MarketModels/marketmodelevolver.hpp>
  #include <ql/MarketModels/Products/marketmodelforwards.hpp>
+ #include <ql/MarketModels/Products/marketmodelcaplets.hpp>
+ #include <ql/MarketModels/PseudoRoots/abcdvolatility.hpp>
  
  namespace QuantLibAddin {
***************
*** 108,112 ****
          //EvolutionDescription suggestedEvolution() const;
      };
! 
  
  
--- 110,120 ----
          //EvolutionDescription suggestedEvolution() const;
      };
!     class MarketModelCaplets : public MarketModelProduct {
!     public:
!         MarketModelCaplets(const QuantLib::Array& rateTimes,
!                            const QuantLib::Array& accruals,
!                            const QuantLib::Array& paymentTimes,
!                            const QuantLib::Array& strikes);
!     };
  
  

Index: marketmodels.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** marketmodels.cpp	31 Jul 2006 11:21:16 -0000	1.12
--- marketmodels.cpp	18 Aug 2006 08:55:06 -0000	1.13
***************
*** 137,140 ****
--- 137,150 ----
      //}
  
+     MarketModelCaplets::MarketModelCaplets(const QuantLib::Array& rateTimes,
+                        const QuantLib::Array& accruals,
+                        const QuantLib::Array& paymentTimes,
+                        const QuantLib::Array& strikes)
+     {
+         libraryObject_ = boost::shared_ptr<QuantLib::MarketModelProduct>(
+             new QuantLib::MarketModelCaplets(rateTimes, accruals,
+                                               paymentTimes, strikes));
+     }
+ 
  
      MTBrownianGeneratorFactory::MTBrownianGeneratorFactory(unsigned long seed)