Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv16562/qlo
Modified Files:
swaptionvolstructure.cpp swaptionvolstructure.hpp
Log Message:
1. changed volSpreads parameter from Matrix to std::vector<std::vector<Handle<Quote> > >&
Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.28
retrieving revision 1.29
diff -C2 -d -r1.28 -r1.29
*** swaptionvolstructure.cpp 12 Sep 2006 08:01:33 -0000 1.28
--- swaptionvolstructure.cpp 12 Sep 2006 17:49:21 -0000 1.29
***************
*** 103,107 ****
const std::vector<QuantLib::Period>& lengths,
const std::vector<QuantLib::Spread>& strikeSpreads,
! const QuantLib::Matrix& volSpreads,
const QuantLib::Calendar& calendar,
long swapSettlementDays,
--- 103,107 ----
const std::vector<QuantLib::Period>& lengths,
const std::vector<QuantLib::Spread>& strikeSpreads,
! const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads,
const QuantLib::Calendar& calendar,
long swapSettlementDays,
Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.24
retrieving revision 1.25
diff -C2 -d -r1.24 -r1.25
*** swaptionvolstructure.hpp 12 Sep 2006 07:31:17 -0000 1.24
--- swaptionvolstructure.hpp 12 Sep 2006 17:49:21 -0000 1.25
***************
*** 72,76 ****
const std::vector<QuantLib::Period>& lengths,
const std::vector<QuantLib::Spread>& strikeSpreads,
! const QuantLib::Matrix& volSpreads,
const QuantLib::Calendar& calendar,
long swapSettlementDays,
--- 72,76 ----
const std::vector<QuantLib::Period>& lengths,
const std::vector<QuantLib::Spread>& strikeSpreads,
! const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads,
const QuantLib::Calendar& calendar,
long swapSettlementDays,
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