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

[Katiuscia M. <kma...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25201/qlo

Modified Files:
	swaptionvolstructure.cpp swaptionvolstructure.hpp 
Log Message:
added params to SwaptionVolatilityCube constructor to allow instantiatiation of vanilla swap & added method atmStrike returning the vanilla swap's fair rate

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** swaptionvolstructure.cpp	7 Aug 2006 15:25:32 -0000	1.7
--- swaptionvolstructure.cpp	21 Aug 2006 09:44:53 -0000	1.8
***************
*** 88,92 ****
          const std::vector<QuantLib::Period>& lengths,
          const std::vector<QuantLib::Spread>& strikeSpreads,
!         const QuantLib::Matrix& volSpreads)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
--- 88,99 ----
          const std::vector<QuantLib::Period>& lengths,
          const std::vector<QuantLib::Spread>& strikeSpreads,
!         const QuantLib::Matrix& volSpreads,
!         const QuantLib::Calendar& calendar,
!         const QuantLib::Frequency& fixedLegFrequency,
!         const QuantLib::BusinessDayConvention& fixedLegConvention,
!         const QuantLib::DayCounter& fixedLegDayCounter,
!         const boost::shared_ptr<QuantLib::Xibor>& iborIndex,
!         QuantLib::Time shortTenor,
!         const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
***************
*** 95,99 ****
                                                   lengths,
                                                   strikeSpreads,
!                                                  volSpreads));
      }
  
--- 102,113 ----
                                                   lengths,
                                                   strikeSpreads,
!                                                  volSpreads,
!                                                  calendar,
!                                                  fixedLegFrequency,
!                                                  fixedLegConvention,
!                                                  fixedLegDayCounter,
!                                                  iborIndex,
!                                                  shortTenor,
!                                                  iborIndexShortTenor));
      }
  

Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** swaptionvolstructure.hpp	7 Aug 2006 15:25:32 -0000	1.7
--- swaptionvolstructure.hpp	21 Aug 2006 09:44:53 -0000	1.8
***************
*** 24,27 ****
--- 24,28 ----
  #include <qlo/termstructures.hpp>
  #include <ql/Volatilities/swaptionvolmatrix.hpp>
+ #include <qlo/index.hpp>
  
  namespace QuantLibAddin {
***************
*** 59,66 ****
              const std::vector<QuantLib::Period>& lengths,
              const std::vector<QuantLib::Spread>& strikeSpreads,
!             const QuantLib::Matrix& volSpreads);
      };
  	
  }
  
! #endif
--- 60,74 ----
              const std::vector<QuantLib::Period>& lengths,
              const std::vector<QuantLib::Spread>& strikeSpreads,
!             const QuantLib::Matrix& volSpreads,
!             const QuantLib::Calendar& calendar,
!             const QuantLib::Frequency& fixedLegFrequency,
!             const QuantLib::BusinessDayConvention& fixedLegConvention,
!             const QuantLib::DayCounter& fixedLegDayCounter,
!             const boost::shared_ptr<QuantLib::Xibor>& iborIndex,
!             QuantLib::Time shortTenor,
!             const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor);
      };
  	
  }
  
! #endif
\ No newline at end of file