[QuantLibAddin-cvs] QuantLibAddin/qlo capletvolstructure.cpp, 1.6, 1.7 capletvolstructure.hpp, 1.6, 1.7

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1438

Modified Files:
	capletvolstructure.cpp capletvolstructure.hpp 
Log Message:
Capstripper class constructor argument :
const boost::shared_ptr<SmileSectionsVolStructure> smileSectionsVolStructure
replaced by:
std::vector<boost::shared_ptr<SmileSectionInterface> >&  smileSectionInterfaces

Index: capletvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capletvolstructure.hpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** capletvolstructure.hpp	17 Nov 2006 11:14:48 -0000	1.6
--- capletvolstructure.hpp	17 Nov 2006 14:26:23 -0000	1.7
***************
*** 23,26 ****
--- 23,27 ----
  #include <ql/capvolstructures.hpp>
  #include <qlo/termstructures.hpp>
+ #include <ql/volatilities/smilesection.hpp>
  
  namespace QuantLibAddin {
***************
*** 61,66 ****
                    QuantLib::Real impliedVolatilityAccuracy,
                    QuantLib::Size maxEvaluations,
!                   boost::shared_ptr<QuantLib::SmileSectionsVolStructure>
!                   smileSectionsVolStructure);
      };
  
--- 62,67 ----
                    QuantLib::Real impliedVolatilityAccuracy,
                    QuantLib::Size maxEvaluations,
!                   const std::vector<boost::shared_ptr<QuantLib::SmileSectionInterface> >& 
!                     smileSectionInterfaces);
      };
  

Index: capletvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capletvolstructure.cpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** capletvolstructure.cpp	17 Nov 2006 11:14:48 -0000	1.6
--- capletvolstructure.cpp	17 Nov 2006 14:26:23 -0000	1.7
***************
*** 61,71 ****
        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));
      }
  
--- 61,71 ----
        QuantLib::Real impliedVolatilityAccuracy,
        QuantLib::Size maxEvaluations,
!       const std::vector<boost::shared_ptr<QuantLib::SmileSectionInterface> >& 
!         smileSectionInterfaces)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(new
              QuantLib::CapsStripper(tenors, strikes, volatilities, index, 
              yieldTermStructure, dayCounter, impliedVolatilityAccuracy, 
!             maxEvaluations, smileSectionInterfaces));
      }