Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2930/qlo
Modified Files:
marketmodels.cpp marketmodels.hpp
Log Message:
leaner computeReduced signature
Index: marketmodels.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** marketmodels.hpp 28 Sep 2006 17:33:59 -0000 1.21
--- marketmodels.hpp 3 Oct 2006 08:25:31 -0000 1.22
***************
*** 93,97 ****
class DriftCalculator : public ObjHandler::LibraryObject<QuantLib::DriftCalculator> {
! public:
DriftCalculator(const QuantLib::Matrix& pseudo,
const std::vector<QuantLib::Rate>& displacements,
--- 93,97 ----
class DriftCalculator : public ObjHandler::LibraryObject<QuantLib::DriftCalculator> {
! public:
DriftCalculator(const QuantLib::Matrix& pseudo,
const std::vector<QuantLib::Rate>& displacements,
***************
*** 99,108 ****
QuantLib::Size numeraire,
QuantLib::Size alive);
! std::vector<QuantLib::Real> compute(const std::vector<QuantLib::Rate>& forwards) const;
! std::vector<QuantLib::Real> computeReduced(const std::vector<QuantLib::Rate>& forwards,
! QuantLib::Size factors) const;
! private:
QuantLib::Size size_;
-
};
--- 99,108 ----
QuantLib::Size numeraire,
QuantLib::Size alive);
! std::vector<QuantLib::Real> compute(
! const std::vector<QuantLib::Rate>& forwards) const;
! std::vector<QuantLib::Real> computeReduced(
! const std::vector<QuantLib::Rate>& forwards) const;
! private:
QuantLib::Size size_;
};
Index: marketmodels.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v
retrieving revision 1.22
retrieving revision 1.23
diff -C2 -d -r1.22 -r1.23
*** marketmodels.cpp 28 Sep 2006 17:33:59 -0000 1.22
--- marketmodels.cpp 3 Oct 2006 08:25:31 -0000 1.23
***************
*** 117,122 ****
}
! std::vector<QuantLib::Real> DriftCalculator::compute(const std::vector<QuantLib::Rate>& forwards) const
! {
std::vector<QuantLib::Real> results(size_);
libraryObject_->compute(forwards, results);
--- 117,122 ----
}
! std::vector<QuantLib::Real> DriftCalculator::compute(
! const std::vector<QuantLib::Rate>& forwards) const {
std::vector<QuantLib::Real> results(size_);
libraryObject_->compute(forwards, results);
***************
*** 124,130 ****
}
! std::vector<QuantLib::Real> DriftCalculator::computeReduced(const std::vector<QuantLib::Rate>& forwards,
! QuantLib::Size factors) const
! {
std::vector<QuantLib::Real> results(size_);
libraryObject_->computeReduced(forwards, factors, results);
--- 124,129 ----
}
! std::vector<QuantLib::Real> DriftCalculator::computeReduced(
! const std::vector<QuantLib::Rate>& forwards) const {
std::vector<QuantLib::Real> results(size_);
libraryObject_->computeReduced(forwards, factors, results);
|