[QuantLibAddin-cvs] QuantLibAddin/qlo cmsmarket.cpp, 1.12, 1.13 cmsmarket.hpp, 1.8, 1.9

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7956/qlo

Modified Files:
	cmsmarket.cpp cmsmarket.hpp 
Log Message:
cms market calibration

Index: cmsmarket.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.hpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** cmsmarket.hpp	2 Nov 2006 09:28:10 -0000	1.8
--- cmsmarket.hpp	14 Nov 2006 11:18:24 -0000	1.9
***************
*** 35,39 ****
          CmsMarket(
              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,
--- 35,39 ----
          CmsMarket(
              const std::vector<QuantLib::Period>& expiries,
!             const std::vector< boost::shared_ptr<QuantLib::SwapIndex> >& swapIndices,
              const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& bidAskSpreads,
              const QuantLib::Matrix& meanReversions,

Index: cmsmarket.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.cpp,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** cmsmarket.cpp	6 Nov 2006 14:57:44 -0000	1.12
--- cmsmarket.cpp	14 Nov 2006 11:18:24 -0000	1.13
***************
*** 29,33 ****
     CmsMarket::CmsMarket(
          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,
--- 29,33 ----
     CmsMarket::CmsMarket(
          const std::vector<QuantLib::Period>& expiries,
!         const std::vector< boost::shared_ptr<QuantLib::SwapIndex> >& swapIndices,
          const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& bidAskSpreads,
          const QuantLib::Matrix& meanReversions,
***************
*** 43,47 ****
              new QuantLib::CmsMarket(
                              expiries,
!                             lengths,
                              bidAskSpreads, 
                              meanReversions,
--- 43,47 ----
              new QuantLib::CmsMarket(
                              expiries,
!                             swapIndices,
                              bidAskSpreads, 
                              meanReversions,