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

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5612/qlo

Modified Files:
	swaptionvolstructure.cpp swaptionvolstructure.hpp 
Log Message:
added new parameter (SwapSettlementDays) in the SwaptionVolatilityCube constructor

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** swaptionvolstructure.cpp	21 Aug 2006 09:44:53 -0000	1.8
--- swaptionvolstructure.cpp	29 Aug 2006 12:07:21 -0000	1.9
***************
*** 90,93 ****
--- 90,94 ----
          const QuantLib::Matrix& volSpreads,
          const QuantLib::Calendar& calendar,
+ 		const long swapSettlementDays,
          const QuantLib::Frequency& fixedLegFrequency,
          const QuantLib::BusinessDayConvention& fixedLegConvention,
***************
*** 104,107 ****
--- 105,109 ----
                                                   volSpreads,
                                                   calendar,
+ 												 swapSettlementDays,
                                                   fixedLegFrequency,
                                                   fixedLegConvention,

Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** swaptionvolstructure.hpp	21 Aug 2006 09:44:53 -0000	1.8
--- swaptionvolstructure.hpp	29 Aug 2006 12:07:21 -0000	1.9
***************
*** 62,65 ****
--- 62,66 ----
              const QuantLib::Matrix& volSpreads,
              const QuantLib::Calendar& calendar,
+ 			const long swapSettlementDays,
              const QuantLib::Frequency& fixedLegFrequency,
              const QuantLib::BusinessDayConvention& fixedLegConvention,