[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.20, 1.21
Brought to you by:
ericehlers,
nando
|
From: Mario P. <mar...@us...> - 2006-09-06 08:14:24
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13487/qlo Modified Files: swaptionvolstructure.cpp Log Message: non fixed beta calibration activated Index: swaptionvolstructure.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** swaptionvolstructure.cpp 5 Sep 2006 15:27:28 -0000 1.20 --- swaptionvolstructure.cpp 6 Sep 2006 08:14:21 -0000 1.21 *************** *** 170,174 **** nu, rho, ! true, maxTolerance)); const boost::shared_ptr<QuantLib::SwaptionVolatilityCubeBySabr> --- 170,174 ---- nu, rho, ! isBetaFixed, maxTolerance)); const boost::shared_ptr<QuantLib::SwaptionVolatilityCubeBySabr> |