[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.35, 1.36 swaptionvolstructure.hpp, 1.30, 1.31

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6155/qlo

Modified Files:
	swaptionvolstructure.cpp swaptionvolstructure.hpp 
Log Message:
SmileSection first refactoring

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.35
retrieving revision 1.36
diff -C2 -d -r1.35 -r1.36
*** swaptionvolstructure.cpp	23 Oct 2006 13:57:33 -0000	1.35
--- swaptionvolstructure.cpp	23 Oct 2006 18:31:11 -0000	1.36
***************
*** 234,238 ****
      }
  
!    SmileSection::SmileSection(
          const boost::shared_ptr<QuantLib::SwaptionVolatilityCubeBySabr>& cubeBySabr,
          const double expiry,
--- 234,238 ----
      }
  
!    SabrSmileSection::SabrSmileSection(
          const boost::shared_ptr<QuantLib::SwaptionVolatilityCubeBySabr>& cubeBySabr,
          const double expiry,
***************
*** 241,255 ****
      }
  
!     SmileSection::SmileSection(
          double expiryTime,
          const std::vector<double>& strikes,
          const std::vector<double>& volatilities){
!              libraryObject_ = boost::shared_ptr<QuantLib::SmileSection>(
!                 new QuantLib::SmileSection(expiryTime,
                                             strikes,
                                             volatilities));
      }
  
!     SmileSection::SmileSection(
          double expiryTime,
          double flatVolatility){
--- 241,255 ----
      }
  
!     InterpolatedSmileSection::InterpolatedSmileSection(
          double expiryTime,
          const std::vector<double>& strikes,
          const std::vector<double>& volatilities){
!              libraryObject_ = boost::shared_ptr<QuantLib::SmileSectionInterface>(
!                 new QuantLib::InterpolatedSmileSection(expiryTime,
                                             strikes,
                                             volatilities));
      }
  
!     InterpolatedSmileSection::InterpolatedSmileSection(
          double expiryTime,
          double flatVolatility){
***************
*** 260,265 ****
                }
                const std::vector<double> volatilities = std::vector<double>(n, flatVolatility);
!               libraryObject_ = boost::shared_ptr<QuantLib::SmileSection>(
!                 new QuantLib::SmileSection(expiryTime,
                                             fictitiousStrikes,
                                             volatilities));
--- 260,265 ----
                }
                const std::vector<double> volatilities = std::vector<double>(n, flatVolatility);
!               libraryObject_ = boost::shared_ptr<QuantLib::SmileSectionInterface>(
!                 new QuantLib::InterpolatedSmileSection(expiryTime,
                                             fictitiousStrikes,
                                             volatilities));

Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.30
retrieving revision 1.31
diff -C2 -d -r1.30 -r1.31
*** swaptionvolstructure.hpp	18 Oct 2006 13:48:53 -0000	1.30
--- swaptionvolstructure.hpp	23 Oct 2006 18:31:11 -0000	1.31
***************
*** 121,144 ****
      };
  
!     class SmileSection: public ObjHandler::LibraryObject<QuantLib::SmileSection>{
! 	 public:
!         SmileSection(
!             const boost::shared_ptr<QuantLib::SwaptionVolatilityCubeBySabr>& cubeBySabr,
!             const double expiry,
!             const double length);
  
!         SmileSection(
              double expiryTime,
              const std::vector<double>& strikes,
              const std::vector<double>& volatilities);
! 
!         SmileSection(
              double expiryTime,
              double flatVolatility);
      };
-     
  
  }
  
  #endif
- 
--- 121,147 ----
      };
  
!     class SmileSectionInterface : public ObjHandler::LibraryObject<QuantLib::SmileSectionInterface> {
!     };
  
!     class InterpolatedSmileSection : public SmileSectionInterface {
! 	 public:
!         InterpolatedSmileSection(
              double expiryTime,
              const std::vector<double>& strikes,
              const std::vector<double>& volatilities);
!         InterpolatedSmileSection(
              double expiryTime,
              double flatVolatility);
      };
  
+     class SabrSmileSection : public SmileSectionInterface {
+ 	 public:
+         SabrSmileSection(
+             const boost::shared_ptr<QuantLib::SwaptionVolatilityCubeBySabr>& cubeBySabr,
+             const double expiry,
+             const double length);
+     };
+    
  }
  
  #endif