[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.36, 1.37 swaptionvolstructure.hpp, 1.31, 1.32

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9461/qlo

Modified Files:
	swaptionvolstructure.cpp swaptionvolstructure.hpp 
Log Message:
SwaptionCube refactoring

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.36
retrieving revision 1.37
diff -C2 -d -r1.36 -r1.37
*** swaptionvolstructure.cpp	23 Oct 2006 18:31:11 -0000	1.36
--- swaptionvolstructure.cpp	24 Oct 2006 10:46:22 -0000	1.37
***************
*** 25,29 ****
  #include <qlo/swaptionvolstructure.hpp>
  #include <ql/Volatilities/swaptionconstantvol.hpp>
! #include <ql/Volatilities/swaptionvolcube.hpp>
  #include <ql/Volatilities/smilesection.hpp>
  #include <ql/Optimization/criteria.hpp>
--- 25,30 ----
  #include <qlo/swaptionvolstructure.hpp>
  #include <ql/Volatilities/swaptionconstantvol.hpp>
! #include <ql/Volatilities/swaptionvolcubebylinear.hpp>
! #include <ql/Volatilities/swaptionvolcubebysabr.hpp>
  #include <ql/Volatilities/smilesection.hpp>
  #include <ql/Optimization/criteria.hpp>
***************
*** 86,91 ****
      {
          QL_REQUIRE(!atmVol.empty(), "atm vol handle not linked to anything");
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
!             new QuantLib::SwaptionVolatilityCubeByLinear(atmVol,
                                                   expiries,
                                                   lengths,
--- 87,92 ----
      {
          QL_REQUIRE(!atmVol.empty(), "atm vol handle not linked to anything");
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(new
!             QuantLib::SwaptionVolatilityCubeByLinear(atmVol,
                                                   expiries,
                                                   lengths,
***************
*** 121,127 ****
          ) {
          
!             libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
!             
!                 new QuantLib::SwaptionVolatilityCubeBySabr(atmVol,
                                                   expiries,
                                                   lengths,
--- 122,127 ----
          ) {
          
!             libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(new
!                 QuantLib::SwaptionVolatilityCubeBySabr(atmVol,
                                                   expiries,
                                                   lengths,

Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.31
retrieving revision 1.32
diff -C2 -d -r1.31 -r1.32
*** swaptionvolstructure.hpp	23 Oct 2006 18:31:11 -0000	1.31
--- swaptionvolstructure.hpp	24 Oct 2006 10:46:22 -0000	1.32
***************
*** 24,29 ****
  #include <oh/objhandler.hpp>
  #include <ql/swaptionvolstructure.hpp>
- #include <ql/Volatilities/swaptionvolcubebysabr.hpp>
  #include <qlo/termstructures.hpp>
  #include <ql/Volatilities/swaptionvolmatrix.hpp>
  #include <qlo/index.hpp>
--- 24,29 ----
  #include <oh/objhandler.hpp>
  #include <ql/swaptionvolstructure.hpp>
  #include <qlo/termstructures.hpp>
+ #include <ql/Volatilities/swaptionvolcubebysabr.hpp>
  #include <ql/Volatilities/swaptionvolmatrix.hpp>
  #include <qlo/index.hpp>