[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.hpp, 1.41, 1.42
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From: Ferdinando A. <na...@us...> - 2006-11-27 18:10:08
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15302/qlo Modified Files: swaptionvolstructure.hpp Log Message: added discretized Swaption Vol structure (intermediate) class Index: swaptionvolstructure.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v retrieving revision 1.41 retrieving revision 1.42 diff -C2 -d -r1.41 -r1.42 *** swaptionvolstructure.hpp 24 Nov 2006 16:12:22 -0000 1.41 --- swaptionvolstructure.hpp 27 Nov 2006 18:10:03 -0000 1.42 *************** *** 40,44 **** }; ! class SwaptionVolatilityMatrix : public SwaptionVolatilityStructure { public: SwaptionVolatilityMatrix(const QuantLib::Calendar& calendar, --- 40,46 ---- }; ! class SwaptionVolatilityDiscrete : public SwaptionVolatilityStructure {}; ! ! class SwaptionVolatilityMatrix : public SwaptionVolatilityDiscrete { public: SwaptionVolatilityMatrix(const QuantLib::Calendar& calendar, *************** *** 53,57 **** ! class SwaptionVolatilityCube : public SwaptionVolatilityStructure { }; --- 55,59 ---- ! class SwaptionVolatilityCube : public SwaptionVolatilityDiscrete { }; |