[QuantLibAddin-cvs] QuantLibAddin/qlo cmsmarket.cpp, 1.7, 1.8 cmsmarket.hpp, 1.6, 1.7

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3846/qlo

Modified Files:
	cmsmarket.cpp cmsmarket.hpp 
Log Message:
Added cms calibration on forward price

Index: cmsmarket.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.hpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** cmsmarket.hpp	27 Oct 2006 10:11:31 -0000	1.6
--- cmsmarket.hpp	30 Oct 2006 16:59:20 -0000	1.7
***************
*** 58,62 ****
              boost::shared_ptr<QuantLib::CmsMarket>& cmsMarket,
              const QuantLib::Matrix& weights,
!             bool isSpreadCalibrated);
          
      }; 
--- 58,62 ----
              boost::shared_ptr<QuantLib::CmsMarket>& cmsMarket,
              const QuantLib::Matrix& weights,
!             QuantLib::SmileAndCmsCalibrationBySabr::CalibrationType calibrationType);
          
      }; 

Index: cmsmarket.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.cpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** cmsmarket.cpp	27 Oct 2006 10:11:30 -0000	1.7
--- cmsmarket.cpp	30 Oct 2006 16:59:20 -0000	1.8
***************
*** 92,96 ****
          boost::shared_ptr<QuantLib::CmsMarket>& cmsMarket,
          const QuantLib::Matrix& weights,
!         bool isSpreadCalibrated){
          
          libraryObject_ = boost::shared_ptr<QuantLib::SmileAndCmsCalibrationBySabr>(
--- 92,96 ----
          boost::shared_ptr<QuantLib::CmsMarket>& cmsMarket,
          const QuantLib::Matrix& weights,
!         QuantLib::SmileAndCmsCalibrationBySabr::CalibrationType calibrationType){
          
          libraryObject_ = boost::shared_ptr<QuantLib::SmileAndCmsCalibrationBySabr>(
***************
*** 99,103 ****
                          cmsMarket,
                          weights,
!                         isSpreadCalibrated));         
       }
  }
--- 99,103 ----
                          cmsMarket,
                          weights,
!                         calibrationType));         
       }
  }