[QuantLibAddin-cvs] QuantLibAddin/qlo interpolation.cpp, 1.16, 1.17 interpolation.hpp, 1.18, 1.19

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26634/qlo

Modified Files:
	interpolation.cpp interpolation.hpp 
Log Message:
Sabr update

Index: interpolation.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.hpp,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** interpolation.hpp	2 Aug 2006 18:14:07 -0000	1.18
--- interpolation.hpp	16 Oct 2006 15:15:32 -0000	1.19
***************
*** 67,70 ****
--- 67,74 ----
              double nu,
              double rho,
+             bool isAlphaFixed,
+             bool isBetaFixed,
+             bool isNuFixed,
+             bool isRhoFixed,
              const boost::shared_ptr<QuantLib::OptimizationMethod>& om);
        private:

Index: interpolation.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.cpp,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** interpolation.cpp	5 Sep 2006 14:50:51 -0000	1.16
--- interpolation.cpp	16 Oct 2006 15:15:32 -0000	1.17
***************
*** 70,81 ****
          double nu,
          double rho,
          const boost::shared_ptr<QuantLib::OptimizationMethod>& om)
      : x_(x), y_(y)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
!             new QuantLib::SABRInterpolation(
!                 x_.begin(), x_.end(), y_.begin(),
!                 t, forward, alpha, beta, nu, rho, false, false, false, false, om
!                 ));
      }
     
--- 70,84 ----
          double nu,
          double rho,
+         bool isAlphaFixed,
+         bool isBetaFixed,
+         bool isNuFixed,
+         bool isRhoFixed,
          const boost::shared_ptr<QuantLib::OptimizationMethod>& om)
      : x_(x), y_(y)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(new
!             QuantLib::SABRInterpolation(x_.begin(), x_.end(), y_.begin(),
!                 t, forward, alpha, beta, nu, rho,
!                 isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, om));
      }