[QuantLibAddin-cvs] QuantLibAddin/qlo interpolation.cpp, 1.18, 1.19 interpolation.hpp, 1.20, 1.21

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17596/qlo

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

Index: interpolation.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.hpp,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** interpolation.hpp	24 Oct 2006 10:13:54 -0000	1.20
--- interpolation.hpp	25 Oct 2006 09:31:16 -0000	1.21
***************
*** 31,41 ****
      };
  
!     class Interpolation : public Extrapolator {};
  
      class LinearInterpolation : public Interpolation {
        public:
            LinearInterpolation(const std::string &linearInterpolationType,
!                               const std::vector<double>& x,
!                               const std::vector<double>& y);
      };
      
--- 31,47 ----
      };
  
!     class Interpolation : public Extrapolator {
!       public:
!         Interpolation(const std::vector<QuantLib::Real>& x,
!                       const std::vector<QuantLib::Real>& y);
!       protected:
!         std::vector<QuantLib::Real> x_, y_;
!     };
  
      class LinearInterpolation : public Interpolation {
        public:
            LinearInterpolation(const std::string &linearInterpolationType,
!                               const std::vector<QuantLib::Real>& x,
!                               const std::vector<QuantLib::Real>& y);
      };
      
***************
*** 43,48 ****
        public:
          CubicSplineInterpolation(
!             const std::vector<double>& x,
!             const std::vector<double>& y,
              QuantLib::CubicSpline::BoundaryCondition leftCondition,
              double leftConditionValue,
--- 49,54 ----
        public:
          CubicSplineInterpolation(
!             const std::vector<QuantLib::Real>& x,
!             const std::vector<QuantLib::Real>& y,
              QuantLib::CubicSpline::BoundaryCondition leftCondition,
              double leftConditionValue,
***************
*** 55,66 ****
        public:
          SABRInterpolation(
!             const std::vector<double>& x,
!             const std::vector<double>& y,
!             double t,
!             double forward,
!             double alpha,
!             double beta,
!             double nu,
!             double rho,
              bool isAlphaFixed,
              bool isBetaFixed,
--- 61,72 ----
        public:
          SABRInterpolation(
!             const std::vector<QuantLib::Real>& x,
!             const std::vector<QuantLib::Real>& y,
!             QuantLib::Time t,
!             QuantLib::Rate forward,
!             QuantLib::Real alpha,
!             QuantLib::Real beta,
!             QuantLib::Real nu,
!             QuantLib::Real rho,
              bool isAlphaFixed,
              bool isBetaFixed,

Index: interpolation.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.cpp,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** interpolation.cpp	24 Oct 2006 10:13:54 -0000	1.18
--- interpolation.cpp	25 Oct 2006 09:31:16 -0000	1.19
***************
*** 29,46 ****
  namespace QuantLibAddin {
  
!     LinearInterpolation::LinearInterpolation(
!         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());
      }
  
      CubicSplineInterpolation::CubicSplineInterpolation(
!         const std::vector<double>& x,
!         const std::vector<double>& y,
          QuantLib::CubicSpline::BoundaryCondition leftCondition,
          double leftConditionValue,
--- 29,51 ----
  namespace QuantLibAddin {
  
!     Interpolation::Interpolation(
!         const std::vector<QuantLib::Real>& x,
!         const std::vector<QuantLib::Real>& y)
!     : x_(x), y_(y) {
          QL_REQUIRE(x.size()==y.size(), "unmatched x/y");
+     }
  
+     LinearInterpolation::LinearInterpolation(
+         const std::string &linearInterpolationType, 
+         const std::vector<QuantLib::Real>& x,
+         const std::vector<QuantLib::Real>& y)
+     : Interpolation(x,y) {
          libraryObject_ = Create<boost::shared_ptr<QuantLib::Interpolation> >()
!             (linearInterpolationType, x_.begin(), x_.end(), y_.begin());
      }
  
      CubicSplineInterpolation::CubicSplineInterpolation(
!         const std::vector<QuantLib::Real>& x,
!         const std::vector<QuantLib::Real>& y,
          QuantLib::CubicSpline::BoundaryCondition leftCondition,
          double leftConditionValue,
***************
*** 48,56 ****
          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,
--- 53,59 ----
          double rightConditionValue,
          bool monotonicityConstraint)
!     : Interpolation(x,y) {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(new
!             QuantLib::CubicSpline(x_.begin(), x_.end(), y_.begin(),
                                    leftCondition, leftConditionValue,
                                    rightCondition, rightConditionValue,
***************
*** 59,70 ****
  
      SABRInterpolation::SABRInterpolation(
!         const std::vector<double>& x,
!         const std::vector<double>& y,
!         double t,
!         double forward,
!         double alpha,
!         double beta,
!         double nu,
!         double rho,
          bool isAlphaFixed,
          bool isBetaFixed,
--- 62,73 ----
  
      SABRInterpolation::SABRInterpolation(
!         const std::vector<QuantLib::Real>& x,
!         const std::vector<QuantLib::Real>& y,
!         QuantLib::Time t,
!         QuantLib::Rate forward,
!         QuantLib::Real alpha,
!         QuantLib::Real beta,
!         QuantLib::Real nu,
!         QuantLib::Real rho,
          bool isAlphaFixed,
          bool isBetaFixed,
***************
*** 72,80 ****
          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,
--- 75,81 ----
          bool isRhoFixed,
          const boost::shared_ptr<QuantLib::OptimizationMethod>& om)
!     : Interpolation(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,