[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.hpp, 1.21, 1.22
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From: Mario P. <mar...@us...> - 2006-09-08 09:40:27
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24652/qlo Modified Files: swaptionvolstructure.hpp Log Message: work in progress... Index: swaptionvolstructure.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v retrieving revision 1.21 retrieving revision 1.22 diff -C2 -d -r1.21 -r1.22 *** swaptionvolstructure.hpp 6 Sep 2006 14:27:44 -0000 1.21 --- swaptionvolstructure.hpp 8 Sep 2006 09:40:23 -0000 1.22 *************** *** 61,65 **** }; ! class SwaptionVolatilityCubeByLinear : public SwaptionVolatilityStructure { public: SwaptionVolatilityCubeByLinear( --- 61,69 ---- }; ! ! class SwaptionVolatilityCube : public SwaptionVolatilityStructure { ! }; ! ! class SwaptionVolatilityCubeByLinear : public SwaptionVolatilityCube { public: SwaptionVolatilityCubeByLinear( *************** *** 82,86 **** std::vector<std::vector<boost::any> > getVolCube(QuantLib::Matrix & volCube); ! class SwaptionVolatilityCubeBySabr : public SwaptionVolatilityStructure { public: SwaptionVolatilityCubeBySabr( --- 86,90 ---- std::vector<std::vector<boost::any> > getVolCube(QuantLib::Matrix & volCube); ! class SwaptionVolatilityCubeBySabr : public SwaptionVolatilityCube { public: SwaptionVolatilityCubeBySabr( |