[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.43, 1.44 swaptionvolstructure.hpp, 1.38, 1.39

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21677/qlo

Modified Files:
	swaptionvolstructure.cpp swaptionvolstructure.hpp 
Log Message:


Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.43
retrieving revision 1.44
diff -C2 -d -r1.43 -r1.44
*** swaptionvolstructure.cpp	24 Nov 2006 09:17:24 -0000	1.43
--- swaptionvolstructure.cpp	24 Nov 2006 10:11:43 -0000	1.44
***************
*** 235,239 ****
      }
  
! 	SabrSmileSection::SabrSmileSection(
              const boost::shared_ptr<QuantLib::SwaptionVolatilityCube>& cube,
              const QuantLib::Period& expiry,
--- 235,239 ----
      }
  
! 	SmileSectionByCube::SmileSectionByCube(
              const boost::shared_ptr<QuantLib::SwaptionVolatilityCube>& cube,
              const QuantLib::Period& expiry,
***************
*** 242,246 ****
      }
  
! 	SabrSmileSection::SabrSmileSection(
              const boost::shared_ptr<QuantLib::SwaptionVolatilityCube>& cube,
              const QuantLib::Date& expiry,
--- 242,246 ----
      }
  
! 	SmileSectionByCube::SmileSectionByCube(
              const boost::shared_ptr<QuantLib::SwaptionVolatilityCube>& cube,
              const QuantLib::Date& expiry,

Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.38
retrieving revision 1.39
diff -C2 -d -r1.38 -r1.39
*** swaptionvolstructure.hpp	24 Nov 2006 09:17:24 -0000	1.38
--- swaptionvolstructure.hpp	24 Nov 2006 10:11:43 -0000	1.39
***************
*** 101,111 ****
      };
  
!     class SabrSmileSection : public SmileSectionInterface {
  	 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,
--- 101,111 ----
      };
  
!     class SmileSectionByCube : public SmileSectionInterface {
  	 public:
!         SmileSectionByCube(
              const boost::shared_ptr<QuantLib::SwaptionVolatilityCube>& cube,
              const QuantLib::Period& expiry,
              const QuantLib::Period& length);
! 		SmileSectionByCube(
              const boost::shared_ptr<QuantLib::SwaptionVolatilityCube>& cube,
              const QuantLib::Date& expiry,