[QuantLibAddin-cvs] QuantLibAddin/qlo cmsmarket.cpp, 1.6, 1.7 cmsmarket.hpp, 1.5, 1.6

[Giorgio F. <gi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22989/qlo

Modified Files:
	cmsmarket.cpp cmsmarket.hpp 
Log Message:
added pricesCms calibration

Index: cmsmarket.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.hpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** cmsmarket.hpp	4 Oct 2006 13:35:46 -0000	1.5
--- cmsmarket.hpp	27 Oct 2006 10:11:31 -0000	1.6
***************
*** 57,61 ****
              QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& volCube,
              boost::shared_ptr<QuantLib::CmsMarket>& cmsMarket,
!             const QuantLib::Matrix& weights);
          
      }; 
--- 57,62 ----
              QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& volCube,
              boost::shared_ptr<QuantLib::CmsMarket>& cmsMarket,
!             const QuantLib::Matrix& weights,
!             bool isSpreadCalibrated);
          
      }; 

Index: cmsmarket.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.cpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** cmsmarket.cpp	2 Oct 2006 13:27:57 -0000	1.6
--- cmsmarket.cpp	27 Oct 2006 10:11:30 -0000	1.7
***************
*** 91,95 ****
          QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& volCube,
          boost::shared_ptr<QuantLib::CmsMarket>& cmsMarket,
!         const QuantLib::Matrix& weights){
          
          libraryObject_ = boost::shared_ptr<QuantLib::SmileAndCmsCalibrationBySabr>(
--- 91,96 ----
          QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& volCube,
          boost::shared_ptr<QuantLib::CmsMarket>& cmsMarket,
!         const QuantLib::Matrix& weights,
!         bool isSpreadCalibrated){
          
          libraryObject_ = boost::shared_ptr<QuantLib::SmileAndCmsCalibrationBySabr>(
***************
*** 97,101 ****
                          volCube,
                          cmsMarket,
!                         weights));         
       }
  }
--- 98,103 ----
                          volCube,
                          cmsMarket,
!                         weights,
!                         isSpreadCalibrated));         
       }
  }