Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6056/qlo
Modified Files:
swaptionvolstructure.cpp swaptionvolstructure.hpp
Log Message:
changed swaptioVoleCub signature
Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.38
retrieving revision 1.39
diff -C2 -d -r1.38 -r1.39
*** swaptionvolstructure.cpp 30 Oct 2006 13:26:26 -0000 1.38
--- swaptionvolstructure.cpp 31 Oct 2006 11:04:43 -0000 1.39
***************
*** 78,88 ****
const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads,
const QuantLib::Calendar& calendar,
! long swapSettlementDays,
! const QuantLib::Frequency& fixedLegFrequency,
! const QuantLib::BusinessDayConvention& fixedLegConvention,
! const QuantLib::DayCounter& fixedLegDayCounter,
! const boost::shared_ptr<QuantLib::Xibor>& iborIndex,
! QuantLib::Time shortTenor,
! const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor)
{
QL_REQUIRE(!atmVol.empty(), "atm vol handle not linked to anything");
--- 78,82 ----
const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads,
const QuantLib::Calendar& calendar,
! const boost::shared_ptr<QuantLib::SwapIndex>& swapIndexBase)
{
QL_REQUIRE(!atmVol.empty(), "atm vol handle not linked to anything");
***************
*** 94,104 ****
volSpreads,
calendar,
! swapSettlementDays,
! fixedLegFrequency,
! fixedLegConvention,
! fixedLegDayCounter,
! iborIndex,
! shortTenor,
! iborIndexShortTenor));
}
--- 88,92 ----
volSpreads,
calendar,
! swapIndexBase));
}
***************
*** 110,120 ****
const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads,
const QuantLib::Calendar& calendar,
! long swapSettlementDays,
! const QuantLib::Frequency& fixedLegFrequency,
! const QuantLib::BusinessDayConvention& fixedLegConvention,
! const QuantLib::DayCounter& fixedLegDayCounter,
! const boost::shared_ptr<QuantLib::Xibor>& iborIndex,
! QuantLib::Time shortTenor,
! const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor,
const QuantLib::Matrix& parametersGuess,
std::vector<bool> isParameterFixed,
--- 98,102 ----
const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads,
const QuantLib::Calendar& calendar,
! const boost::shared_ptr<QuantLib::SwapIndex>& swapIndexBase,
const QuantLib::Matrix& parametersGuess,
std::vector<bool> isParameterFixed,
***************
*** 130,140 ****
volSpreads,
calendar,
! swapSettlementDays,
! fixedLegFrequency,
! fixedLegConvention,
! fixedLegDayCounter,
! iborIndex,
! shortTenor,
! iborIndexShortTenor,
parametersGuess,
isParameterFixed,
--- 112,116 ----
volSpreads,
calendar,
! swapIndexBase,
parametersGuess,
isParameterFixed,
Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.33
retrieving revision 1.34
diff -C2 -d -r1.33 -r1.34
*** swaptionvolstructure.hpp 30 Oct 2006 13:26:26 -0000 1.33
--- swaptionvolstructure.hpp 31 Oct 2006 11:04:43 -0000 1.34
***************
*** 65,75 ****
const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads,
const QuantLib::Calendar& calendar,
! long swapSettlementDays,
! const QuantLib::Frequency& fixedLegFrequency,
! const QuantLib::BusinessDayConvention& fixedLegConvention,
! const QuantLib::DayCounter& fixedLegDayCounter,
! const boost::shared_ptr<QuantLib::Xibor>& iborIndex,
! QuantLib::Time shortTenor,
! const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor);
};
--- 65,69 ----
const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads,
const QuantLib::Calendar& calendar,
! const boost::shared_ptr<QuantLib::SwapIndex>& swapIndexBase);
};
***************
*** 86,96 ****
const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads,
const QuantLib::Calendar& calendar,
! long swapSettlementDays,
! const QuantLib::Frequency& fixedLegFrequency,
! const QuantLib::BusinessDayConvention& fixedLegConvention,
! const QuantLib::DayCounter& fixedLegDayCounter,
! const boost::shared_ptr<QuantLib::Xibor>& iborIndex,
! QuantLib::Time shortTenor,
! const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor,
const QuantLib::Matrix& parametersGuess,
std::vector<bool> isParameterFixed,
--- 80,84 ----
const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads,
const QuantLib::Calendar& calendar,
! const boost::shared_ptr<QuantLib::SwapIndex>& swapIndexBase,
const QuantLib::Matrix& parametersGuess,
std::vector<bool> isParameterFixed,
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