[QuantLibAddin-cvs] QuantLibAddin/qlo pricingengines.cpp, 1.10, 1.11 pricingengines.hpp, 1.9, 1.10

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20459/qlo

Modified Files:
	pricingengines.cpp pricingengines.hpp 
Log Message:
exported BlackCalculator and BlackScholesCalculator

Index: pricingengines.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/pricingengines.cpp,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** pricingengines.cpp	23 Oct 2006 08:37:22 -0000	1.10
--- pricingengines.cpp	13 Nov 2006 09:33:44 -0000	1.11
***************
*** 18,21 ****
--- 18,22 ----
  #include <qlo/pricingengines.hpp>
  #include <qlo/typefactory.hpp>
+ #include <ql/PricingEngines/blackscholescalculator.hpp>
  
  namespace QuantLibAddin {
***************
*** 70,73 ****
--- 71,97 ----
      }
  
+     BlackCalculator::BlackCalculator(
+             const boost::shared_ptr<QuantLib::StrikedTypePayoff>& payoff,
+             QuantLib::Real forward,
+             QuantLib::Real stdDev,
+             QuantLib::DiscountFactor discount) {
+         libraryObject_ = boost::shared_ptr<QuantLib::BlackCalculator>(new
+             QuantLib::BlackCalculator(payoff, forward, stdDev, discount));
+     }
+ 
+     BlackScholesCalculator::BlackScholesCalculator(
+             const boost::shared_ptr<QuantLib::StrikedTypePayoff>& payoff,
+             QuantLib::Real spot,
+             QuantLib::DiscountFactor growth,
+             QuantLib::Real stdDev,
+             QuantLib::DiscountFactor discount)
+     {
+         QL_REQUIRE(discount>0.0, "discount must be greater than zero: " <<
+                    discount << " not allowed");
+         libraryObject_ = boost::shared_ptr<QuantLib::BlackCalculator>(new
+             QuantLib::BlackScholesCalculator(payoff, spot, growth, stdDev,
+                                              discount));
+     }
+ 
  }
  

Index: pricingengines.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/pricingengines.hpp,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** pricingengines.hpp	23 Oct 2006 08:37:22 -0000	1.9
--- pricingengines.hpp	13 Nov 2006 09:33:44 -0000	1.10
***************
*** 22,25 ****
--- 22,26 ----
  #include <oh/objhandler.hpp>
  #include <ql/pricingengine.hpp>
+ #include <ql/PricingEngines/blackcalculator.hpp>
  #include <ql/PricingEngines/Swaption/blackswaptionengine.hpp>
  #include <ql/PricingEngines/CapFloor/blackcapfloorengine.hpp>
***************
*** 58,61 ****
--- 59,82 ----
      };
  
+     class BlackCalculator : public ObjHandler::LibraryObject<QuantLib::BlackCalculator> {
+       public:
+         BlackCalculator(
+             const boost::shared_ptr<QuantLib::StrikedTypePayoff>& payoff,
+             QuantLib::Real forward,
+             QuantLib::Real variance,
+             QuantLib::DiscountFactor discount);
+       protected:
+           BlackCalculator() {}
+     };
+ 
+     class BlackScholesCalculator : public BlackCalculator {
+       public:
+         BlackScholesCalculator(
+             const boost::shared_ptr<QuantLib::StrikedTypePayoff>& payoff,
+             QuantLib::Real spot,
+             QuantLib::DiscountFactor growth,
+             QuantLib::Real variance,
+             QuantLib::DiscountFactor discount);
+     };
  }