[QuantLibAddin-cvs] QuantLibAddin/qlo cmsmarket.cpp, 1.9, 1.10 cmsmarket.hpp, 1.7, 1.8

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15678/qlo

Modified Files:
	cmsmarket.cpp cmsmarket.hpp 
Log Message:
replaced  const Matrix& bidAskSpreads by const std::vector<std::vector<Handle<Quote> > >& bidAskSpreads 
in CmsMarket constructor

Index: cmsmarket.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.hpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** cmsmarket.hpp	30 Oct 2006 16:59:20 -0000	1.7
--- cmsmarket.hpp	2 Nov 2006 09:28:10 -0000	1.8
***************
*** 36,40 ****
              const std::vector<QuantLib::Period>& expiries,
              const std::vector<QuantLib::Period>& lengths,
!             const QuantLib::Matrix& bidsAsks,
              const QuantLib::Matrix& meanReversions,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& yieldTermStructure,
--- 36,40 ----
              const std::vector<QuantLib::Period>& expiries,
              const std::vector<QuantLib::Period>& lengths,
!             const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& bidAskSpreads,
              const QuantLib::Matrix& meanReversions,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& yieldTermStructure,

Index: cmsmarket.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.cpp,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** cmsmarket.cpp	31 Oct 2006 14:24:13 -0000	1.9
--- cmsmarket.cpp	2 Nov 2006 09:28:10 -0000	1.10
***************
*** 30,34 ****
          const std::vector<QuantLib::Period>& expiries,
          const std::vector<QuantLib::Period>& lengths,
!         const QuantLib::Matrix& bidsAsks,
          const QuantLib::Matrix& meanReversions,
          const QuantLib::Handle<QuantLib::YieldTermStructure>& yieldTermStructure,
--- 30,34 ----
          const std::vector<QuantLib::Period>& expiries,
          const std::vector<QuantLib::Period>& lengths,
!         const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& bidAskSpreads,
          const QuantLib::Matrix& meanReversions,
          const QuantLib::Handle<QuantLib::YieldTermStructure>& yieldTermStructure,
***************
*** 44,48 ****
                              expiries,
                              lengths,
!                             bidsAsks, 
                              meanReversions,
                              pricer,
--- 44,48 ----
                              expiries,
                              lengths,
!                             bidAskSpreads, 
                              meanReversions,
                              pricer,