[QuantLibAddin-cvs] QuantLibAddin/qlo capletvolstructure.cpp, 1.5, 1.6 capletvolstructure.hpp, 1.5, 1.6

[Francois du V. <fd...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4777

Modified Files:
	capletvolstructure.cpp capletvolstructure.hpp 
Log Message:
FloatingLeg Helper class has been removed, makeCapFloor is used instead
the following arguments have been removed:
capScheduleConvention, capScheduleFixingDays, calendar 
since they are deduced by makeCapFloor
redudant includes pruned from test-suite\capsstripper.cpp

Index: capletvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capletvolstructure.hpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** capletvolstructure.hpp	17 Nov 2006 09:21:36 -0000	1.5
--- capletvolstructure.hpp	17 Nov 2006 11:14:48 -0000	1.6
***************
*** 44,72 ****
      class CapsStripper : public CapletVolatilityStructure {
    	  public:
!         CapsStripper(const QuantLib::Calendar & calendar,
!                      QuantLib::BusinessDayConvention convention,
!                      QuantLib::Integer fixingDays,
!                      const std::vector<QuantLib::Period>& tenors,
                       const std::vector<QuantLib::Rate>& strikes,
                       const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volatilities,
-                      const QuantLib::DayCounter& dayCounter,
                       const boost::shared_ptr<QuantLib::Xibor>& index,
                       const QuantLib::Handle<QuantLib::YieldTermStructure> yieldTermStructure,
                       QuantLib::Real impliedVolatilityAccuracy,
                       QuantLib::Size maxEvaluations);
  
!      CapsStripper(const QuantLib::Calendar & calendar,
!                      QuantLib::BusinessDayConvention convention,
!                      QuantLib::Integer fixingDays,
!                      const std::vector<QuantLib::Period>& tenors,
!                      const std::vector<QuantLib::Rate>& strikes,
!                      const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volatilities,
!                      const QuantLib::DayCounter& dayCounter,
!                      const boost::shared_ptr<QuantLib::Xibor>& index,
!                      const QuantLib::Handle<QuantLib::YieldTermStructure> yieldTermStructure,
!                      QuantLib::Real impliedVolatilityAccuracy,
!                      QuantLib::Size maxEvaluationsconst,
!                      boost::shared_ptr<QuantLib::SmileSectionsVolStructure>
!                      smileSectionsVolStructure);
      };
  
--- 44,66 ----
      class CapsStripper : public CapletVolatilityStructure {
    	  public:
!         CapsStripper(const std::vector<QuantLib::Period>& tenors,
                       const std::vector<QuantLib::Rate>& strikes,
                       const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volatilities,
                       const boost::shared_ptr<QuantLib::Xibor>& index,
                       const QuantLib::Handle<QuantLib::YieldTermStructure> yieldTermStructure,
+                      const QuantLib::DayCounter& dayCounter,
                       QuantLib::Real impliedVolatilityAccuracy,
                       QuantLib::Size maxEvaluations);
  
!      CapsStripper(const std::vector<QuantLib::Period>& tenors,
!                   const std::vector<QuantLib::Rate>& strikes,
!                   const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volatilities,
!                   const boost::shared_ptr<QuantLib::Xibor>& index,
!                   const QuantLib::Handle<QuantLib::YieldTermStructure> yieldTermStructure,
!                   const QuantLib::DayCounter& dayCounter,
!                   QuantLib::Real impliedVolatilityAccuracy,
!                   QuantLib::Size maxEvaluations,
!                   boost::shared_ptr<QuantLib::SmileSectionsVolStructure>
!                   smileSectionsVolStructure);
      };
  

Index: capletvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capletvolstructure.cpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** capletvolstructure.cpp	17 Nov 2006 09:21:36 -0000	1.5
--- capletvolstructure.cpp	17 Nov 2006 11:14:48 -0000	1.6
***************
*** 35,77 ****
  
      CapsStripper::CapsStripper(
!         const QuantLib::Calendar& calendar,
!         QuantLib::BusinessDayConvention convention,
!         QuantLib::Integer fixingDays,
!         const std::vector<QuantLib::Period>& tenors,
!         const std::vector<QuantLib::Rate>& strikes,
!         const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volatilities,
!         const QuantLib::DayCounter& dayCounter,
!         const boost::shared_ptr<QuantLib::Xibor>& index,
!         const QuantLib::Handle<QuantLib::YieldTermStructure> yieldTermStructure,
!         QuantLib::Real impliedVolatilityAccuracy,
!         QuantLib::Size maxEvaluations)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(new
!             QuantLib::CapsStripper(calendar, convention, fixingDays,
!             tenors, strikes, volatilities, dayCounter, index,
!             yieldTermStructure, impliedVolatilityAccuracy, maxEvaluations));
      }
  
  
   CapsStripper::CapsStripper(
!         const QuantLib::Calendar& calendar,
!         QuantLib::BusinessDayConvention convention,
!         QuantLib::Integer fixingDays,
!         const std::vector<QuantLib::Period>& tenors,
!         const std::vector<QuantLib::Rate>& strikes,
!         const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volatilities,
!         const QuantLib::DayCounter& dayCounter,
!         const boost::shared_ptr<QuantLib::Xibor>& index,
!         const QuantLib::Handle<QuantLib::YieldTermStructure> yieldTermStructure,
!         QuantLib::Real impliedVolatilityAccuracy,
!         QuantLib::Size maxEvaluations,
!         const boost::shared_ptr<QuantLib::SmileSectionsVolStructure>
!         smileSectionsVolStructure)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(new
!             QuantLib::CapsStripper(calendar, convention, fixingDays,
!             tenors, strikes, volatilities, dayCounter, index,
!             yieldTermStructure, impliedVolatilityAccuracy, maxEvaluations,
!             smileSectionsVolStructure));
      }
  
--- 35,71 ----
  
      CapsStripper::CapsStripper(
!          const std::vector<QuantLib::Period>& tenors,
!          const std::vector<QuantLib::Rate>& strikes,
!          const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& 
!          volatilities,
!          const boost::shared_ptr<QuantLib::Xibor>& index,
!          const QuantLib::Handle<QuantLib::YieldTermStructure> yieldTermStructure,
!          const QuantLib::DayCounter& dayCounter,
!          QuantLib::Real impliedVolatilityAccuracy,
!              QuantLib::Size maxEvaluations)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(new
!             QuantLib::CapsStripper(tenors, strikes, volatilities, index, 
!             yieldTermStructure, dayCounter, impliedVolatilityAccuracy, 
!             maxEvaluations));
      }
  
  
   CapsStripper::CapsStripper(
!       const std::vector<QuantLib::Period>& tenors,
!       const std::vector<QuantLib::Rate>& strikes,
!       const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volatilities,
!       const boost::shared_ptr<QuantLib::Xibor>& index,
!       const QuantLib::Handle<QuantLib::YieldTermStructure> yieldTermStructure,
!       const QuantLib::DayCounter& dayCounter,
!       QuantLib::Real impliedVolatilityAccuracy,
!       QuantLib::Size maxEvaluations,
!       boost::shared_ptr<QuantLib::SmileSectionsVolStructure>
!       smileSectionsVolStructure)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(new
!             QuantLib::CapsStripper(tenors, strikes, volatilities, index, 
!             yieldTermStructure, dayCounter, impliedVolatilityAccuracy, 
!             maxEvaluations, smileSectionsVolStructure));
      }