Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8561/qlo
Modified Files:
swaptionvolstructure.cpp swaptionvolstructure.hpp
Log Message:
name change
Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.24
retrieving revision 1.25
diff -C2 -d -r1.24 -r1.25
*** swaptionvolstructure.cpp 6 Sep 2006 13:48:50 -0000 1.24
--- swaptionvolstructure.cpp 6 Sep 2006 14:27:44 -0000 1.25
***************
*** 97,101 ****
}
! SwaptionVolatilityCube::SwaptionVolatilityCube(
const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& atmVol,
const std::vector<QuantLib::Period>& expiries,
--- 97,101 ----
}
! SwaptionVolatilityCubeByLinear::SwaptionVolatilityCubeByLinear(
const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& atmVol,
const std::vector<QuantLib::Period>& expiries,
***************
*** 113,117 ****
{
libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
! new QuantLib::SwaptionVolatilityCube(atmVol,
expiries,
lengths,
--- 113,117 ----
{
libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
! new QuantLib::SwaptionVolatilityCubeByLinear(atmVol,
expiries,
lengths,
Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** swaptionvolstructure.hpp 6 Sep 2006 13:48:51 -0000 1.20
--- swaptionvolstructure.hpp 6 Sep 2006 14:27:44 -0000 1.21
***************
*** 61,67 ****
};
! class SwaptionVolatilityCube : public SwaptionVolatilityStructure {
public:
! SwaptionVolatilityCube(
const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& atmVol,
const std::vector<QuantLib::Period>& expiries,
--- 61,67 ----
};
! class SwaptionVolatilityCubeByLinear : public SwaptionVolatilityStructure {
public:
! SwaptionVolatilityCubeByLinear(
const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& atmVol,
const std::vector<QuantLib::Period>& expiries,
|