[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.40, 1.41 swaptionvolstructure.hpp, 1.35, 1.36

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25185/qlo

Modified Files:
	swaptionvolstructure.cpp swaptionvolstructure.hpp 
Log Message:
SwaptionVolMatrix refactored

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.40
retrieving revision 1.41
diff -C2 -d -r1.40 -r1.41
*** swaptionvolstructure.cpp	2 Nov 2006 08:35:31 -0000	1.40
--- swaptionvolstructure.cpp	2 Nov 2006 13:45:20 -0000	1.41
***************
*** 44,60 ****
  	}
  
!     SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(const std::vector<QuantLib::Period>& expiries,
!                              const QuantLib::Calendar& calendar,
!                              const QuantLib::BusinessDayConvention bdc,
!                              const std::vector<QuantLib::Period>& tenors,
!                              const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& vols,
!                              const QuantLib::DayCounter& dayCounter) {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
!             new QuantLib::SwaptionVolatilityMatrix(expiries,
!                                                    calendar,
!                                                    bdc,
                                                     tenors,
                                                     vols,
!                                                    dayCounter));
      }
  
--- 44,61 ----
  	}
  
!     SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(
!             const QuantLib::Calendar& calendar,
!             const std::vector<QuantLib::Period>& expiries,
!             const std::vector<QuantLib::Period>& tenors,
!             const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& vols,
!             const QuantLib::DayCounter& dayCounter,
!             const QuantLib::BusinessDayConvention bdc) {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
!             new QuantLib::SwaptionVolatilityMatrix(calendar,
!                                                    expiries,
                                                     tenors,
                                                     vols,
!                                                    dayCounter,
!                                                    bdc));
      }
  

Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.35
retrieving revision 1.36
diff -C2 -d -r1.35 -r1.36
*** swaptionvolstructure.hpp	2 Nov 2006 08:35:31 -0000	1.35
--- swaptionvolstructure.hpp	2 Nov 2006 13:45:20 -0000	1.36
***************
*** 42,51 ****
  	class SwaptionVolatilityMatrix : public SwaptionVolatilityStructure {
  	public:
!         SwaptionVolatilityMatrix(const std::vector<QuantLib::Period>& expiries,
!                                  const QuantLib::Calendar& calendar,
!                                  const QuantLib::BusinessDayConvention bdc,
                                   const std::vector<QuantLib::Period>& tenors,
                                   const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& vols,
!                                  const QuantLib::DayCounter& dayCounter);
          std::vector<long> locate(const QuantLib::Date& d,
                                   const QuantLib::Period& p);
--- 42,51 ----
  	class SwaptionVolatilityMatrix : public SwaptionVolatilityStructure {
  	public:
!         SwaptionVolatilityMatrix(const QuantLib::Calendar& calendar,
!                                  const std::vector<QuantLib::Period>& expiries,
                                   const std::vector<QuantLib::Period>& tenors,
                                   const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& vols,
!                                  const QuantLib::DayCounter& dayCounter,
!                                  const QuantLib::BusinessDayConvention bdc);
          std::vector<long> locate(const QuantLib::Date& d,
                                   const QuantLib::Period& p);