[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.16, 1.17
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From: Mario P. <mar...@us...> - 2006-09-05 07:25:43
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11227/qlo Modified Files: swaptionvolstructure.cpp Log Message: work in progress... Index: swaptionvolstructure.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** swaptionvolstructure.cpp 4 Sep 2006 15:04:06 -0000 1.16 --- swaptionvolstructure.cpp 5 Sep 2006 07:25:38 -0000 1.17 *************** *** 142,146 **** const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor, double beta, ! double maxError) { //beta = QuantLib::Null<double>(); --- 142,146 ---- const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor, double beta, ! double maxTolerance) { //beta = QuantLib::Null<double>(); *************** *** 161,166 **** shortTenor, iborIndexShortTenor, beta, ! maxError)); } --- 161,170 ---- shortTenor, iborIndexShortTenor, + QuantLib::Null<double>(), beta, ! QuantLib::Null<double>(), ! QuantLib::Null<double>(), ! true, ! maxTolerance)); } |