[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.15, 1.16 swaptionvolstructure.hpp, 1.13, 1.14

[Mario P. <mar...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1935/qlo

Modified Files:
	swaptionvolstructure.cpp swaptionvolstructure.hpp 
Log Message:
more parameters for constructor

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** swaptionvolstructure.cpp	4 Sep 2006 15:01:09 -0000	1.15
--- swaptionvolstructure.cpp	4 Sep 2006 15:04:06 -0000	1.16
***************
*** 140,147 ****
          const boost::shared_ptr<QuantLib::Xibor>& iborIndex,
          QuantLib::Time shortTenor,
!         const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor)
      {
!         double beta = QuantLib::Null<double>();
!         double maxError = 1E-4;
  
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
--- 140,149 ----
          const boost::shared_ptr<QuantLib::Xibor>& iborIndex,
          QuantLib::Time shortTenor,
!         const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor,
!         double beta,
!         double maxError)
      {
!         //beta = QuantLib::Null<double>();
!         //maxError = 1E-4;
  
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(

Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** swaptionvolstructure.hpp	31 Aug 2006 16:25:38 -0000	1.13
--- swaptionvolstructure.hpp	4 Sep 2006 15:04:06 -0000	1.14
***************
*** 92,96 ****
              const boost::shared_ptr<QuantLib::Xibor>& iborIndex,
              QuantLib::Time shortTenor,
!             const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor);
      };
  }
--- 92,98 ----
              const boost::shared_ptr<QuantLib::Xibor>& iborIndex,
              QuantLib::Time shortTenor,
!             const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor,
!             double beta = QuantLib::Null<double>(),
!             double maxError = 1E-4);
      };
  }