[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.29, 1.30 swaptionvolstructure.hpp, 1.25, 1.26

[Katiuscia M. <kma...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29850/qlo

Modified Files:
	swaptionvolstructure.cpp swaptionvolstructure.hpp 
Log Message:
removed all SwaptionATMvols constructors but the one tenor- and handle- based.

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.29
retrieving revision 1.30
diff -C2 -d -r1.29 -r1.30
*** swaptionvolstructure.cpp	12 Sep 2006 17:49:21 -0000	1.29
--- swaptionvolstructure.cpp	15 Sep 2006 15:14:12 -0000	1.30
***************
*** 42,67 ****
  	}
  
!     SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(
!         const std::vector<QuantLib::Date>& exerciseDates,
!         const std::vector<QuantLib::Period>& lengths,
!         const QuantLib::Matrix& volatilities,
!         const QuantLib::DayCounter& dayCounter)
!     {
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
!             new QuantLib::SwaptionVolatilityMatrix(exerciseDates,
!                                                    lengths,
!                                                    volatilities,
!                                                    dayCounter));
! 	}
! 
! 
!     SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(
!         const std::vector<QuantLib::Period>& expiries,
!         const QuantLib::Calendar& calendar,
!         const QuantLib::BusinessDayConvention bdc,
!         const std::vector<QuantLib::Period>& tenors,
!         const QuantLib::Matrix& volatilities,
!         const QuantLib::DayCounter& dayCounter)
!     {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
              new QuantLib::SwaptionVolatilityMatrix(expiries,
--- 42,51 ----
  	}
  
!     SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(const std::vector<QuantLib::Period>& expiries,
!                              const QuantLib::Calendar& calendar,
!                              const QuantLib::BusinessDayConvention bdc,
!                              const std::vector<QuantLib::Period>& tenors,
!                              const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& vols,
!                              const QuantLib::DayCounter& dayCounter) {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
              new QuantLib::SwaptionVolatilityMatrix(expiries,
***************
*** 69,85 ****
                                                     bdc,
                                                     tenors,
-                                                    volatilities,
-                                                    dayCounter));
- 	}
- 
-     SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(const QuantLib::Date& referenceDate,
-                              const std::vector<QuantLib::Date>& exerciseDates,
-                              const std::vector<QuantLib::Period>& lengths,
-                              const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& vols,
-                              const QuantLib::DayCounter& dayCounter) {
-         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
-             new QuantLib::SwaptionVolatilityMatrix(referenceDate,
-                                                    exerciseDates,
-                                                    lengths,
                                                     vols,
                                                     dayCounter));
--- 53,56 ----

Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.25
retrieving revision 1.26
diff -C2 -d -r1.25 -r1.26
*** swaptionvolstructure.hpp	12 Sep 2006 17:49:21 -0000	1.25
--- swaptionvolstructure.hpp	15 Sep 2006 15:14:12 -0000	1.26
***************
*** 42,58 ****
  	class SwaptionVolatilityMatrix : public SwaptionVolatilityStructure {
  	public:
- 		SwaptionVolatilityMatrix(const std::vector<QuantLib::Date>& exerciseDates,
-                                  const std::vector<QuantLib::Period>& tenors,
- 								 const QuantLib::Matrix& volatilities,
-                                  const QuantLib::DayCounter& dayCounter);
          SwaptionVolatilityMatrix(const std::vector<QuantLib::Period>& expiries,
                                   const QuantLib::Calendar& calendar,
                                   const QuantLib::BusinessDayConvention bdc,
                                   const std::vector<QuantLib::Period>& tenors,
-                                  const QuantLib::Matrix& volatilities,
-                                  const QuantLib::DayCounter& dayCounter);
-         SwaptionVolatilityMatrix(const QuantLib::Date& referenceDate,
-                                  const std::vector<QuantLib::Date>& exerciseDates,
-                                  const std::vector<QuantLib::Period>& lengths,
                                   const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& vols,
                                   const QuantLib::DayCounter& dayCounter);
--- 42,49 ----