[QuantLibAddin-cvs] QuantLibAddin/qlo marketmodels.cpp, 1.19, 1.20 marketmodels.hpp, 1.18, 1.19

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5035/qlo

Modified Files:
	marketmodels.cpp marketmodels.hpp 
Log Message:
in synch with C++

Index: marketmodels.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** marketmodels.hpp	18 Sep 2006 07:07:26 -0000	1.18
--- marketmodels.hpp	25 Sep 2006 17:16:40 -0000	1.19
***************
*** 37,42 ****
          EvolutionDescription(
              const std::vector<QuantLib::Time>& rateTimes,
!             const std::vector<QuantLib::Time>& evolutionTimes,
!             const std::vector<QuantLib::Size>& numeraires);
      };
  
--- 37,41 ----
          EvolutionDescription(
              const std::vector<QuantLib::Time>& rateTimes,
!             const std::vector<QuantLib::Time>& evolutionTimes);
      };
  
***************
*** 141,149 ****
      };
  
!     class ForwardRateEvolver : public MarketModelEvolver {
      public:
!         ForwardRateEvolver(const boost::shared_ptr<QuantLib::MarketModel>&,
!                            const QuantLib::EvolutionDescription&,
!                            const QuantLib::BrownianGeneratorFactory&);
      };
  
--- 140,148 ----
      };
  
!     class ForwardRatePcEvolver : public MarketModelEvolver {
      public:
!         ForwardRatePcEvolver(const boost::shared_ptr<QuantLib::MarketModel>&,
!                              const QuantLib::BrownianGeneratorFactory&,
!                              const std::vector<QuantLib::Size>& numeraires);
      };
  
***************
*** 151,156 ****
      public:
          ForwardRateIpcEvolver(const boost::shared_ptr<QuantLib::MarketModel>&,
!                               const QuantLib::EvolutionDescription&,
!                               const QuantLib::BrownianGeneratorFactory&);
      };
  
--- 150,155 ----
      public:
          ForwardRateIpcEvolver(const boost::shared_ptr<QuantLib::MarketModel>&,
!                               const QuantLib::BrownianGeneratorFactory&,
!                               const std::vector<QuantLib::Size>& numeraires);
      };
  
***************
*** 162,166 ****
              const boost::shared_ptr<QuantLib::MarketModelEvolver>& evolver,
              const boost::shared_ptr<QuantLib::MarketModelMultiProduct>& product,
-             const QuantLib::EvolutionDescription& evolution,
              double initialNumeraireValue);
      };
--- 161,164 ----

Index: marketmodels.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** marketmodels.cpp	18 Sep 2006 07:07:26 -0000	1.19
--- marketmodels.cpp	25 Sep 2006 17:16:40 -0000	1.20
***************
*** 83,93 ****
      EvolutionDescription::EvolutionDescription(
              const std::vector<QuantLib::Time>& rateTimes,
!             const std::vector<QuantLib::Time>& evolutionTimes,
!             const std::vector<QuantLib::Size>& numeraires = std::vector<QuantLib::Size>())
      {
          libraryObject_ = boost::shared_ptr<QuantLib::EvolutionDescription>(
!             new QuantLib::EvolutionDescription(rateTimes,
!                                                evolutionTimes,
!                                                numeraires));
      }
  
--- 83,90 ----
      EvolutionDescription::EvolutionDescription(
              const std::vector<QuantLib::Time>& rateTimes,
!             const std::vector<QuantLib::Time>& evolutionTimes)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::EvolutionDescription>(
!             new QuantLib::EvolutionDescription(rateTimes, evolutionTimes));
      }
  
***************
*** 164,187 ****
      }
  
!     ForwardRateEvolver::ForwardRateEvolver(
          const boost::shared_ptr<QuantLib::MarketModel>& pseudoRoot,
!         const QuantLib::EvolutionDescription& evolutionDescription,
!         const QuantLib::BrownianGeneratorFactory& generatorFactory)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::MarketModelEvolver>(
              new QuantLib::ForwardRatePcEvolver(pseudoRoot,
!                                                evolutionDescription,
!                                                generatorFactory));
      }
  
      ForwardRateIpcEvolver::ForwardRateIpcEvolver(
          const boost::shared_ptr<QuantLib::MarketModel>& pseudoRoot,
!         const QuantLib::EvolutionDescription& evolutionDescription,
!         const QuantLib::BrownianGeneratorFactory& generatorFactory)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::MarketModelEvolver>(
              new QuantLib::ForwardRateIpcEvolver(pseudoRoot,
!                                                 evolutionDescription,
!                                                 generatorFactory));
      }
  
--- 161,184 ----
      }
  
!     ForwardRatePcEvolver::ForwardRatePcEvolver(
          const boost::shared_ptr<QuantLib::MarketModel>& pseudoRoot,
!         const QuantLib::BrownianGeneratorFactory& generatorFactory,
!         const std::vector<QuantLib::Size>& numeraires)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::MarketModelEvolver>(
              new QuantLib::ForwardRatePcEvolver(pseudoRoot,
!                                                generatorFactory,
!                                                numeraires));
      }
  
      ForwardRateIpcEvolver::ForwardRateIpcEvolver(
          const boost::shared_ptr<QuantLib::MarketModel>& pseudoRoot,
!         const QuantLib::BrownianGeneratorFactory& generatorFactory,
!         const std::vector<QuantLib::Size>& numeraires)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::MarketModelEvolver>(
              new QuantLib::ForwardRateIpcEvolver(pseudoRoot,
!                                                 generatorFactory,
!                                                 numeraires));
      }
  
***************
*** 189,193 ****
          const boost::shared_ptr<QuantLib::MarketModelEvolver>& evolver,
          const boost::shared_ptr<QuantLib::MarketModelMultiProduct>& product,
-         const QuantLib::EvolutionDescription& evolution,
          double initialNumeraireValue)
      {
--- 186,189 ----
***************
*** 195,199 ****
              new QuantLib::AccountingEngine(evolver,
                                             product,
-                                            evolution,
                                             initialNumeraireValue));
      }
--- 191,194 ----