[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.33, 1.34 swaptionvolstructure.hpp, 1.29, 1.30

[Giorgio F. <gi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17710/qlo

Modified Files:
	swaptionvolstructure.cpp swaptionvolstructure.hpp 
Log Message:
bug fixed

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.33
retrieving revision 1.34
diff -C2 -d -r1.33 -r1.34
*** swaptionvolstructure.cpp	17 Oct 2006 14:38:22 -0000	1.33
--- swaptionvolstructure.cpp	18 Oct 2006 13:48:53 -0000	1.34
***************
*** 139,143 ****
                                                   isAtmCalibrated
                                                   ));
!             calibrated_=false;
      }
  
--- 139,150 ----
                                                   isAtmCalibrated
                                                   ));
!             
!             const boost::shared_ptr<QuantLib::SwaptionVolatilityCubeBySabr> 
!             volCube = boost::dynamic_pointer_cast<QuantLib::SwaptionVolatilityCubeBySabr>(libraryObject_);
!             
!             sparseSabrParameters_ = volCube->sparseSabrParameters();
!             denseSabrParameters_ = volCube->denseSabrParameters();
!             marketVolCube_ = volCube->marketVolCube();
!             volCubeAtmCalibrated_ = volCube->volCubeAtmCalibrated();
      }
  

Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.29
retrieving revision 1.30
diff -C2 -d -r1.29 -r1.30
*** swaptionvolstructure.hpp	17 Oct 2006 14:38:22 -0000	1.29
--- swaptionvolstructure.hpp	18 Oct 2006 13:48:53 -0000	1.30
***************
*** 98,116 ****
              );
  
-         void performCalibration()
-         {
-             const boost::shared_ptr<QuantLib::SwaptionVolatilityCubeBySabr> 
-              volCube = boost::dynamic_pointer_cast<QuantLib::SwaptionVolatilityCubeBySabr>(libraryObject_);
-             
-             //volCube->performCalculations(); 
-             volCube->performCalibration(); 
-             if(!calibrated_){
-                 sparseSabrParameters_ = volCube->sparseSabrParameters();
-                 denseSabrParameters_ = volCube->denseSabrParameters();
-                 marketVolCube_ = volCube->marketVolCube();
-                 volCubeAtmCalibrated_ = volCube->volCubeAtmCalibrated();
-             }
-             calibrated_ = true;
-         }
          const std::vector<std::vector<boost::any> > getSparseSabrParameters()
          {
--- 98,101 ----
***************
*** 134,139 ****
          QuantLib::Matrix marketVolCube_;
          QuantLib::Matrix volCubeAtmCalibrated_;
-         bool calibrated_;
- 
      };
  
--- 119,122 ----