[QuantLibAddin-cvs] QuantLibAddin QuantLibObjects_vc8.vcproj, 1.39, 1.40

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31904

Modified Files:
	QuantLibObjects_vc8.vcproj 
Log Message:
moving vo files back in qlo/

Index: QuantLibObjects_vc8.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v
retrieving revision 1.39
retrieving revision 1.40
diff -C2 -d -r1.39 -r1.40
*** QuantLibObjects_vc8.vcproj	31 Aug 2006 08:22:10 -0000	1.39
--- QuantLibObjects_vc8.vcproj	31 Aug 2006 14:57:23 -0000	1.40
***************
*** 358,590 ****
  			>
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  			</File>
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! 				RelativePath=".\qlo\ValueObjects\vo_assetswap.hpp"
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  			</File>
  			<File
! 				RelativePath=".\qlo\ValueObjects\vo_bonds.cpp"
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  			</File>
  			<File
! 				RelativePath=".\qlo\ValueObjects\vo_bonds.hpp"
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  			</File>
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! 				RelativePath=".\qlo\ValueObjects\vo_calendar.cpp"
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! 				RelativePath=".\qlo\ValueObjects\vo_calendar.hpp"
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! 				RelativePath=".\qlo\ValueObjects\vo_capfloor.cpp"
  				>
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! 				RelativePath=".\qlo\ValueObjects\vo_capfloor.hpp"
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! 				RelativePath=".\qlo\ValueObjects\vo_capletvolstructure.cpp"
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! 				RelativePath=".\qlo\ValueObjects\vo_capletvolstructure.hpp"
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! 				RelativePath=".\qlo\ValueObjects\vo_couponvectors.cpp"
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! 				RelativePath=".\qlo\ValueObjects\vo_couponvectors.hpp"
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! 				RelativePath=".\qlo\ValueObjects\vo_exercise.cpp"
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! 				RelativePath=".\qlo\ValueObjects\vo_randomsequencegenerator.hpp"
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! 				RelativePath=".\qlo\ValueObjects\vo_ratehelpers.cpp"
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! 				RelativePath=".\qlo\ValueObjects\vo_sequencestatistics.cpp"
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! 				RelativePath=".\qlo\ValueObjects\vo_sequencestatistics.hpp"
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! 				RelativePath=".\qlo\ValueObjects\vo_shortratemodels.cpp"
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! 				RelativePath=".\qlo\ValueObjects\vo_shortratemodels.hpp"
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! 				RelativePath=".\qlo\ValueObjects\vo_statistics.cpp"
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! 				RelativePath=".\qlo\ValueObjects\vo_swaptionvolstructure.cpp"
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! 				RelativePath=".\qlo\ValueObjects\vo_swaptionvolstructure.hpp"
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! 				RelativePath=".\qlo\ValueObjects\vo_termstructures.cpp"
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! 				RelativePath=".\qlo\ValueObjects\vo_termstructures.hpp"
  				>
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! 				RelativePath=".\qlo\ValueObjects\vo_vanillaswap.cpp"
  				>
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! 				RelativePath=".\qlo\ValueObjects\vo_vanillaswap.hpp"
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! 				RelativePath=".\qlo\ValueObjects\vo_volatilities.cpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\ValueObjects\vo_volatilities.hpp"
  				>
  			</File>
--- 358,590 ----
  			>
  			<File
! 				RelativePath=".\qlo\vo_assetswap.cpp"
  				>
  			</File>
  			<File
! 				RelativePath=".\qlo\vo_assetswap.hpp"
  				>
  			</File>
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! 				RelativePath=".\qlo\vo_bonds.cpp"
  				>
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  			<File
! 				RelativePath=".\qlo\vo_bonds.hpp"
  				>
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! 				RelativePath=".\qlo\vo_calendar.cpp"
  				>
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  			<File
! 				RelativePath=".\qlo\vo_calendar.hpp"
  				>
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! 				RelativePath=".\qlo\vo_capfloor.cpp"
  				>
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  			<File
! 				RelativePath=".\qlo\vo_capfloor.hpp"
  				>
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  			<File
! 				RelativePath=".\qlo\vo_capletvolstructure.cpp"
  				>
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! 				RelativePath=".\qlo\vo_capletvolstructure.hpp"
  				>
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! 				RelativePath=".\qlo\vo_couponvectors.cpp"
  				>
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! 				RelativePath=".\qlo\vo_couponvectors.hpp"
  				>
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! 				RelativePath=".\qlo\vo_exercise.cpp"
  				>
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! 				RelativePath=".\qlo\vo_exercise.hpp"
  				>
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! 				RelativePath=".\qlo\vo_forwardrateagreement.cpp"
  				>
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! 				RelativePath=".\qlo\vo_forwardrateagreement.hpp"
  				>
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! 				RelativePath=".\qlo\vo_index.cpp"
  				>
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  				>
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! 				RelativePath=".\qlo\vo_interpolation.cpp"
  				>
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! 				RelativePath=".\qlo\vo_interpolation.hpp"
  				>
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! 				RelativePath=".\qlo\vo_marketmodels.cpp"
  				>
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! 				RelativePath=".\qlo\vo_marketmodels.hpp"
  				>
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! 				RelativePath=".\qlo\vo_mathf.cpp"
  				>
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! 				RelativePath=".\qlo\vo_mathf.hpp"
  				>
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! 				RelativePath=".\qlo\vo_optimization.cpp"
  				>
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! 				RelativePath=".\qlo\vo_optimization.hpp"
  				>
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  				>
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! 				RelativePath=".\qlo\vo_options.hpp"
  				>
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! 				RelativePath=".\qlo\vo_payoffs.cpp"
  				>
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! 				RelativePath=".\qlo\vo_payoffs.hpp"
  				>
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  				>
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! 				RelativePath=".\qlo\vo_pricingengines.hpp"
  				>
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! 				RelativePath=".\qlo\vo_processes.cpp"
  				>
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  			<File
! 				RelativePath=".\qlo\vo_processes.hpp"
  				>
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! 				RelativePath=".\qlo\vo_randomsequencegenerator.cpp"
  				>
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  			<File
! 				RelativePath=".\qlo\vo_randomsequencegenerator.hpp"
  				>
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! 				RelativePath=".\qlo\vo_ratehelpers.cpp"
  				>
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! 				RelativePath=".\qlo\vo_ratehelpers.hpp"
  				>
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! 				RelativePath=".\qlo\vo_schedule.cpp"
  				>
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! 				RelativePath=".\qlo\vo_schedule.hpp"
  				>
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! 				RelativePath=".\qlo\vo_sequencestatistics.cpp"
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! 				RelativePath=".\qlo\vo_sequencestatistics.hpp"
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! 				RelativePath=".\qlo\vo_shortratemodels.cpp"
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! 				RelativePath=".\qlo\vo_shortratemodels.hpp"
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! 				RelativePath=".\qlo\vo_statistics.hpp"
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! 				RelativePath=".\qlo\vo_swap.hpp"
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! 				RelativePath=".\qlo\vo_swaption.cpp"
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! 				RelativePath=".\qlo\vo_swaption.hpp"
  				>
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! 				RelativePath=".\qlo\vo_swaptionvolstructure.cpp"
  				>
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! 				RelativePath=".\qlo\vo_swaptionvolstructure.hpp"
  				>
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! 				RelativePath=".\qlo\vo_termstructures.cpp"
  				>
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! 				RelativePath=".\qlo\vo_termstructures.hpp"
  				>
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! 				RelativePath=".\qlo\vo_vanillaswap.cpp"
  				>
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! 				RelativePath=".\qlo\vo_vanillaswap.hpp"
  				>
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! 				RelativePath=".\qlo\vo_volatilities.cpp"
  				>
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  			<File
! 				RelativePath=".\qlo\vo_volatilities.hpp"
  				>
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