[QuantLibAddin-cvs] QuantLibAddin/qlo capletvolstructure.cpp, 1.2, 1.3 capletvolstructure.hpp, 1.2, 1.3

[Francois du V. <fd...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23665

Modified Files:
	capletvolstructure.cpp capletvolstructure.hpp 
Log Message:
CapStripper class exposed

Index: capletvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capletvolstructure.hpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** capletvolstructure.hpp	26 Jun 2006 22:05:48 -0000	1.2
--- capletvolstructure.hpp	12 Oct 2006 14:55:40 -0000	1.3
***************
*** 28,38 ****
  
  	class CapletConstantVolatility : public CapletVolatilityStructure {
! 	public:
        CapletConstantVolatility(QuantLib::Volatility volatility,
                                 const QuantLib::DayCounter& dayCounter);
      };
  
! 
! 
  }
  
--- 28,48 ----
  
  	class CapletConstantVolatility : public CapletVolatilityStructure {
! 	  public:
        CapletConstantVolatility(QuantLib::Volatility volatility,
                                 const QuantLib::DayCounter& dayCounter);
      };
  
!     class CapsStripper : public CapletVolatilityStructure {
!   	  public:
!         CapsStripper(const QuantLib::Calendar & calendar,
!                      QuantLib::BusinessDayConvention convention,
!                      QuantLib::Integer fixingDays,
!                      const std::vector<QuantLib::Period>& tenors,
!                      const std::vector<QuantLib::Rate>& strikes,
!                      const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volatilities,
!                      const QuantLib::DayCounter& dayCounter,
!                      const boost::shared_ptr<QuantLib::Xibor>& index,
!                      const QuantLib::Handle<QuantLib::YieldTermStructure> yieldTermStructure);
!     };
  }
  

Index: capletvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capletvolstructure.cpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** capletvolstructure.cpp	26 Jun 2006 22:05:48 -0000	1.2
--- capletvolstructure.cpp	12 Oct 2006 14:55:40 -0000	1.3
***************
*** 22,25 ****
--- 22,26 ----
  #include <qlo/capletvolstructure.hpp>
  #include <ql/Volatilities/capletconstantvol.hpp>
+ #include <ql/Volatilities/capstripper.hpp>
  
  namespace QuantLibAddin {
***************
*** 29,36 ****
          const QuantLib::DayCounter& dayCounter)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
!             new QuantLib::CapletConstantVolatility(volatility,
!                                                    dayCounter));
  	}
  
  }
--- 30,55 ----
          const QuantLib::DayCounter& dayCounter)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(new
!             QuantLib::CapletConstantVolatility(volatility,
!                                                dayCounter));
  	}
  
+     CapsStripper::CapsStripper(
+         const QuantLib::Calendar& calendar,
+         QuantLib::BusinessDayConvention convention,
+         QuantLib::Integer fixingDays,
+         const std::vector<QuantLib::Period>& tenors,
+         const std::vector<QuantLib::Rate>& strikes,
+         const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volatilities,
+         const QuantLib::DayCounter& dayCounter,
+         const boost::shared_ptr<QuantLib::Xibor>& index,
+         const QuantLib::Handle<QuantLib::YieldTermStructure> yieldTermStructure)
+     {
+         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(new
+             QuantLib::CapsStripper(calendar, convention, fixingDays,
+             tenors, strikes, volatilities, dayCounter, index,
+             yieldTermStructure));
+     }
+ 
+ 
  }