Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5975/qlo
Modified Files:
swaptionvolstructure.cpp swaptionvolstructure.hpp
Log Message:
added isVegaWeighted choice
Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.37
retrieving revision 1.38
diff -C2 -d -r1.37 -r1.38
*** swaptionvolstructure.cpp 24 Oct 2006 10:46:22 -0000 1.37
--- swaptionvolstructure.cpp 30 Oct 2006 13:26:26 -0000 1.38
***************
*** 119,122 ****
--- 119,123 ----
const QuantLib::Matrix& parametersGuess,
std::vector<bool> isParameterFixed,
+ bool isVegaWeighted,
bool isAtmCalibrated
) {
***************
*** 138,141 ****
--- 139,143 ----
parametersGuess,
isParameterFixed,
+ isVegaWeighted,
isAtmCalibrated
));
Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.32
retrieving revision 1.33
diff -C2 -d -r1.32 -r1.33
*** swaptionvolstructure.hpp 24 Oct 2006 10:46:22 -0000 1.32
--- swaptionvolstructure.hpp 30 Oct 2006 13:26:26 -0000 1.33
***************
*** 95,98 ****
--- 95,99 ----
const QuantLib::Matrix& parametersGuess,
std::vector<bool> isParameterFixed,
+ bool isVegaWeighted,
bool isAtmCalibrated
);
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