[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.11, 1.12 swaptionvolstructure.hpp, 1.11, 1.12

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19092/qlo

Modified Files:
	swaptionvolstructure.cpp swaptionvolstructure.hpp 
Log Message:
add support for input parameters with datatype
std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>>

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** swaptionvolstructure.cpp	31 Aug 2006 15:31:46 -0000	1.11
--- swaptionvolstructure.cpp	31 Aug 2006 15:43:22 -0000	1.12
***************
*** 70,73 ****
--- 70,85 ----
  	}
  
+     SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(const QuantLib::Date& referenceDate,
+                              const std::vector<QuantLib::Date>& exerciseDates,
+                              const std::vector<QuantLib::Period>& lengths,
+                              const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>>& vols,
+                              const QuantLib::DayCounter& dayCounter) {
+         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
+             new QuantLib::SwaptionVolatilityMatrix(referenceDate,
+                                                    exerciseDates,
+                                                    lengths,
+                                                    vols,
+                                                    dayCounter));
+     }
  
      std::vector<long> SwaptionVolatilityMatrix::locate(

Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** swaptionvolstructure.hpp	31 Aug 2006 15:31:46 -0000	1.11
--- swaptionvolstructure.hpp	31 Aug 2006 15:43:22 -0000	1.12
***************
*** 50,53 ****
--- 50,58 ----
                                   const QuantLib::Matrix& volatilities,
                                   const QuantLib::DayCounter& dayCounter);
+         SwaptionVolatilityMatrix(const QuantLib::Date& referenceDate,
+                                  const std::vector<QuantLib::Date>& exerciseDates,
+                                  const std::vector<QuantLib::Period>& lengths,
+                                  const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>>& vols,
+                                  const QuantLib::DayCounter& dayCounter);
          std::vector<long> locate(const QuantLib::Date& d,
                                   const QuantLib::Period& p);