Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20589/qlo
Modified Files:
capletvolstructure.cpp capletvolstructure.hpp
Log Message:
CapStipper is now usable in the framework
Index: capletvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capletvolstructure.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** capletvolstructure.hpp 12 Oct 2006 14:55:40 -0000 1.3
--- capletvolstructure.hpp 19 Oct 2006 15:05:40 -0000 1.4
***************
*** 29,33 ****
class CapletConstantVolatility : public CapletVolatilityStructure {
public:
! CapletConstantVolatility(QuantLib::Volatility volatility,
const QuantLib::DayCounter& dayCounter);
};
--- 29,33 ----
class CapletConstantVolatility : public CapletVolatilityStructure {
public:
! CapletConstantVolatility(const QuantLib::Handle<QuantLib::Quote>& volatility,
const QuantLib::DayCounter& dayCounter);
};
Index: capletvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capletvolstructure.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** capletvolstructure.cpp 12 Oct 2006 14:55:40 -0000 1.3
--- capletvolstructure.cpp 19 Oct 2006 15:05:40 -0000 1.4
***************
*** 27,36 ****
CapletConstantVolatility::CapletConstantVolatility(
! QuantLib::Volatility volatility,
const QuantLib::DayCounter& dayCounter)
{
libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(new
! QuantLib::CapletConstantVolatility(volatility,
! dayCounter));
}
--- 27,35 ----
CapletConstantVolatility::CapletConstantVolatility(
! const QuantLib::Handle<QuantLib::Quote>& volatility,
const QuantLib::DayCounter& dayCounter)
{
libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(new
! QuantLib::CapletConstantVolatility(volatility, dayCounter));
}
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