Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2906/qlo
Modified Files:
swaptionvolstructure.cpp swaptionvolstructure.hpp
Log Message:
Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.41
retrieving revision 1.42
diff -C2 -d -r1.41 -r1.42
*** swaptionvolstructure.cpp 2 Nov 2006 13:45:20 -0000 1.41
--- swaptionvolstructure.cpp 22 Nov 2006 10:58:43 -0000 1.42
***************
*** 210,218 ****
}
! SabrSmileSection::SabrSmileSection(
! const boost::shared_ptr<QuantLib::SwaptionVolatilityCubeBySabr>& cubeBySabr,
! const double expiry,
! const double length) {
! libraryObject_ = cubeBySabr->smileSection(expiry,length);
}
--- 210,225 ----
}
! SabrSmileSection::SabrSmileSection(
! const boost::shared_ptr<QuantLib::SwaptionVolatilityCube>& cube,
! const QuantLib::Period& expiry,
! const QuantLib::Period& length){
! libraryObject_ = cube->smileSection(expiry,length);
! }
!
! SabrSmileSection::SabrSmileSection(
! const boost::shared_ptr<QuantLib::SwaptionVolatilityCube>& cube,
! const QuantLib::Date& expiry,
! const QuantLib::Period& length){
! libraryObject_ = cube->smileSection(expiry,length);
}
Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.36
retrieving revision 1.37
diff -C2 -d -r1.36 -r1.37
*** swaptionvolstructure.hpp 2 Nov 2006 13:45:20 -0000 1.36
--- swaptionvolstructure.hpp 22 Nov 2006 10:58:43 -0000 1.37
***************
*** 125,131 ****
public:
SabrSmileSection(
! const boost::shared_ptr<QuantLib::SwaptionVolatilityCubeBySabr>& cubeBySabr,
! const double expiry,
! const double length);
};
--- 125,135 ----
public:
SabrSmileSection(
! const boost::shared_ptr<QuantLib::SwaptionVolatilityCube>& cube,
! const QuantLib::Period& expiry,
! const QuantLib::Period& length);
! SabrSmileSection(
! const boost::shared_ptr<QuantLib::SwaptionVolatilityCube>& cube,
! const QuantLib::Date& expiry,
! const QuantLib::Period& length);
};
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