[QuantLibAddin-cvs] QuantLibAddin/qlo interpolation.cpp, 1.17, 1.18 interpolation.hpp, 1.19, 1.20

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24871/qlo

Modified Files:
	interpolation.cpp interpolation.hpp 
Log Message:
QuantLib::Interpolation makes a copy of x,y

Index: interpolation.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.hpp,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** interpolation.hpp	16 Oct 2006 15:15:32 -0000	1.19
--- interpolation.hpp	24 Oct 2006 10:13:54 -0000	1.20
***************
*** 38,43 ****
                                const std::vector<double>& x,
                                const std::vector<double>& y);
-       private:
-         std::vector<double> x_, y_;
      };
      
--- 38,41 ----
***************
*** 52,57 ****
              double rightConditionValue,
              bool monotonicityConstraint);
-       private:
-         std::vector<double> x_, y_;
      };
      
--- 50,53 ----
***************
*** 72,77 ****
              bool isRhoFixed,
              const boost::shared_ptr<QuantLib::OptimizationMethod>& om);
-       private:
-         std::vector<double> x_, y_;
      };
  
--- 68,71 ----

Index: interpolation.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.cpp,v
retrieving revision 1.17
retrieving revision 1.18
diff -C2 -d -r1.17 -r1.18
*** interpolation.cpp	16 Oct 2006 15:15:32 -0000	1.17
--- interpolation.cpp	24 Oct 2006 10:13:54 -0000	1.18
***************
*** 32,41 ****
          const std::string &linearInterpolationType, 
          const std::vector<double>& x,
!         const std::vector<double>& y) : x_(x), y_(y)
      {
          QL_REQUIRE(x.size()==y.size(), "unmatched x/y");
  
          libraryObject_ = Create<boost::shared_ptr<QuantLib::Interpolation> >()
!             (linearInterpolationType, x_.begin(), x_.end(), y_.begin());
      }
  
--- 32,41 ----
          const std::string &linearInterpolationType, 
          const std::vector<double>& x,
!         const std::vector<double>& y)
      {
          QL_REQUIRE(x.size()==y.size(), "unmatched x/y");
  
          libraryObject_ = Create<boost::shared_ptr<QuantLib::Interpolation> >()
!             (linearInterpolationType, x.begin(), x.end(), y.begin());
      }
  
***************
*** 47,64 ****
          QuantLib::CubicSpline::BoundaryCondition rightCondition,
          double rightConditionValue,
!         bool monotonicityConstraint) : x_(x), y_(y)
      {
          QL_REQUIRE(x.size()==y.size(), "unmatched x/y");
  
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
!             new QuantLib::CubicSpline(
!                 x_.begin(), x_.end(), y_.begin(),
!                 leftCondition, leftConditionValue,
!                 rightCondition, rightConditionValue,
!                 monotonicityConstraint));
      }
  
- 
- 
      SABRInterpolation::SABRInterpolation(
          const std::vector<double>& x,
--- 47,61 ----
          QuantLib::CubicSpline::BoundaryCondition rightCondition,
          double rightConditionValue,
!         bool monotonicityConstraint)
      {
          QL_REQUIRE(x.size()==y.size(), "unmatched x/y");
  
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(new
!             QuantLib::CubicSpline(x.begin(), x.end(), y.begin(),
!                                   leftCondition, leftConditionValue,
!                                   rightCondition, rightConditionValue,
!                                   monotonicityConstraint));
      }
  
      SABRInterpolation::SABRInterpolation(
          const std::vector<double>& x,
***************
*** 75,84 ****
          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));
      }
     
--- 72,84 ----
          bool isRhoFixed,
          const boost::shared_ptr<QuantLib::OptimizationMethod>& om)
      {
+         QL_REQUIRE(x.size()==y.size(), "unmatched x/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));
      }