Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25193/qlo
Modified Files:
enumclassctors.cpp enumclassctors.hpp
Log Message:
Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.17
retrieving revision 1.18
diff -C2 -d -r1.17 -r1.18
*** enumclassctors.cpp 28 Aug 2006 12:04:52 -0000 1.17
--- enumclassctors.cpp 29 Aug 2006 08:07:52 -0000 1.18
***************
*** 500,513 ****
//VanillaCMSCouponPricer
! //boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> CONUNDRUM_BY_BLACK_Pricer(
! // const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve){
! // return boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>(
! // new QuantLib::ConundrumPricerByBlack(modelOfYieldCurve));
! //};
! //boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> CONUNDRUM_BY_NUMERICAL_INTEGRATION_Pricer(
! // const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve ){
! // return boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>(
! // new QuantLib::ConundrumPricerByNumericalIntegration(modelOfYieldCurve));
! //};
}
--- 500,513 ----
//VanillaCMSCouponPricer
! boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> CONUNDRUM_BY_BLACK_Pricer(
! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve){
! return boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>(
! new QuantLib::ConundrumPricerByBlack(modelOfYieldCurve));
! };
! boost::shared_ptr<QuantLib::VanillaCMSCouponPricer> CONUNDRUM_BY_NUMERICAL_INTEGRATION_Pricer(
! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve ){
! return boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>(
! new QuantLib::ConundrumPricerByNumericalIntegration(modelOfYieldCurve));
! };
}
Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** enumclassctors.hpp 28 Aug 2006 15:20:44 -0000 1.15
--- enumclassctors.hpp 29 Aug 2006 08:07:52 -0000 1.16
***************
*** 190,200 ****
const QuantLib::DayCounter &dayCounter);
! ////VanillaCMSCouponPricer
! //boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>
! // CONUNDRUM_BY_BLACK_Pricer(
! // const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve );
! //boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>
! // CONUNDRUM_BY_NUMERICAL_INTEGRATION_Pricer(
! // const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve );
}
--- 190,200 ----
const QuantLib::DayCounter &dayCounter);
! //VanillaCMSCouponPricer
! boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>
! CONUNDRUM_BY_BLACK_Pricer(
! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve );
! boost::shared_ptr<QuantLib::VanillaCMSCouponPricer>
! CONUNDRUM_BY_NUMERICAL_INTEGRATION_Pricer(
! const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve );
}
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