[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.38, 1.39 swaptionvolstructure.hpp, 1.33, 1.34

[Ferdinando A. <na...@us...>]

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,