Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24995/qlo
Modified Files:
interpolation.cpp interpolation.hpp
Log Message:
vega weighted fit
Index: interpolation.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.hpp,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** interpolation.hpp 25 Oct 2006 09:31:16 -0000 1.21
--- interpolation.hpp 26 Oct 2006 17:57:44 -0000 1.22
***************
*** 73,76 ****
--- 73,77 ----
bool isNuFixed,
bool isRhoFixed,
+ bool vegaWeighted,
const boost::shared_ptr<QuantLib::OptimizationMethod>& om);
};
Index: interpolation.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.cpp,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** interpolation.cpp 25 Oct 2006 09:31:16 -0000 1.19
--- interpolation.cpp 26 Oct 2006 17:57:44 -0000 1.20
***************
*** 74,77 ****
--- 74,78 ----
bool isNuFixed,
bool isRhoFixed,
+ bool vegaWeighted,
const boost::shared_ptr<QuantLib::OptimizationMethod>& om)
: Interpolation(x,y) {
***************
*** 80,84 ****
t, forward, alpha, beta, nu, rho,
isAlphaFixed, isBetaFixed,
! isNuFixed, isRhoFixed,
om));
}
--- 81,85 ----
t, forward, alpha, beta, nu, rho,
isAlphaFixed, isBetaFixed,
! isNuFixed, isRhoFixed, vegaWeighted,
om));
}
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