[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.hpp, 1.40, 1.41
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From: Giorgio F. <gi...@us...> - 2006-11-24 16:12:26
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19471/qlo Modified Files: swaptionvolstructure.hpp Log Message: Index: swaptionvolstructure.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v retrieving revision 1.40 retrieving revision 1.41 diff -C2 -d -r1.40 -r1.41 *** swaptionvolstructure.hpp 24 Nov 2006 14:17:36 -0000 1.40 --- swaptionvolstructure.hpp 24 Nov 2006 16:12:22 -0000 1.41 *************** *** 106,114 **** const boost::shared_ptr<QuantLib::SwaptionVolatilityCube>& cube, const QuantLib::Period& optionTenors, ! const QuantLib::Period& length); SmileSectionByCube( const boost::shared_ptr<QuantLib::SwaptionVolatilityCube>& cube, const QuantLib::Date& optionDate, ! const QuantLib::Period& length); }; } --- 106,114 ---- const boost::shared_ptr<QuantLib::SwaptionVolatilityCube>& cube, const QuantLib::Period& optionTenors, ! const QuantLib::Period& swapTenors); SmileSectionByCube( const boost::shared_ptr<QuantLib::SwaptionVolatilityCube>& cube, const QuantLib::Date& optionDate, ! const QuantLib::Period& swapTenors); }; } |