Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31537/qlo
Modified Files:
marketmodels.cpp marketmodels.hpp
Log Message:
Index: marketmodels.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** marketmodels.hpp 18 Aug 2006 08:55:06 -0000 1.12
--- marketmodels.hpp 18 Aug 2006 13:43:58 -0000 1.13
***************
*** 33,39 ****
namespace QuantLibAddin {
- class PseudoRoot : public ObjHandler::LibraryObject<QuantLib::PseudoRoot> {
- };
-
class EvolutionDescription : public ObjHandler::LibraryObject<QuantLib::EvolutionDescription> {
public:
--- 33,36 ----
***************
*** 44,47 ****
--- 41,52 ----
};
+ class Abcd : public ObjHandler::LibraryObject<QuantLib::Abcd> {
+ public:
+ Abcd(QuantLib::Real a, QuantLib::Real b, QuantLib::Real c, QuantLib::Real d, QuantLib::Real T, QuantLib::Real S);
+ };
+
+ class PseudoRoot : public ObjHandler::LibraryObject<QuantLib::PseudoRoot> {
+ };
+
class ExponentialCorrelation : public PseudoRoot {
public:
***************
*** 94,99 ****
};
-
-
class MarketModelProduct : public ObjHandler::LibraryObject<
QuantLib::MarketModelProduct> {
--- 99,102 ----
Index: marketmodels.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** marketmodels.cpp 18 Aug 2006 08:55:06 -0000 1.13
--- marketmodels.cpp 18 Aug 2006 13:43:58 -0000 1.14
***************
*** 71,74 ****
--- 71,80 ----
+ Abcd::Abcd(QuantLib::Real a, QuantLib::Real b, QuantLib::Real c, QuantLib::Real d, QuantLib::Real T, QuantLib::Real S) {
+ libraryObject_ = boost::shared_ptr<QuantLib::Abcd>(
+ new QuantLib::Abcd(a, b, c, d, T, S));
+ }
+
+
EvolutionDescription::EvolutionDescription(
const QuantLib::Array& rateTimes,
|