[QuantLibAddin-cvs] QuantLibAddin/qlo smilesection.cpp, NONE, 1.1 smilesection.hpp, NONE, 1.1 swaptionvolstructure.cpp, 1.45, 1.46 swaptionvolstructure.hpp, 1.42, 1.43

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13823/qlo

Modified Files:
	swaptionvolstructure.cpp swaptionvolstructure.hpp 
Added Files:
	smilesection.cpp smilesection.hpp 
Log Message:
generic interpolatedSmileSection exposed to excel
new file dedicated to smile section added

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.45
retrieving revision 1.46
diff -C2 -d -r1.45 -r1.46
*** swaptionvolstructure.cpp	24 Nov 2006 14:17:36 -0000	1.45
--- swaptionvolstructure.cpp	1 Dec 2006 18:48:38 -0000	1.46
***************
*** 235,266 ****
      }
  
- 
-     InterpolatedSmileSection::InterpolatedSmileSection(
-                                 const QuantLib::Date& optionDate,
-                                 const QuantLib::DayCounter& dc,
-                                 const std::vector<QuantLib::Rate>& s,
-                                 const std::vector<QuantLib::Volatility>& v) {
- 
-         if (s.size()==1 && v.size()==1) {
-             std::vector<QuantLib::Rate> strikes(2, 0.0);
-             strikes[1]=1.0;
-             std::vector<QuantLib::Volatility> vols(2, v[0]);
-             libraryObject_ = boost::shared_ptr<
-                 QuantLib::SmileSectionInterface>(new
-                     QuantLib::InterpolatedSmileSection(optionDate,
-                                                        dc,
-                                                        strikes,
-                                                        vols));
-         } else {
-             libraryObject_ = boost::shared_ptr<
-                 QuantLib::SmileSectionInterface>(new
-                     QuantLib::InterpolatedSmileSection(optionDate,
-                                                        dc,
-                                                        s,
-                                                        v));
-         }
-     }
- 
-     
      SmileSectionByCube::SmileSectionByCube(
              const boost::shared_ptr<QuantLib::SwaptionVolatilityCube>& cube,
--- 235,238 ----

Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.42
retrieving revision 1.43
diff -C2 -d -r1.42 -r1.43
*** swaptionvolstructure.hpp	27 Nov 2006 18:10:03 -0000	1.42
--- swaptionvolstructure.hpp	1 Dec 2006 18:48:38 -0000	1.43
***************
*** 27,30 ****
--- 27,32 ----
  #include <ql/Volatilities/swaptionvolcubebysabr.hpp>
  #include <ql/Volatilities/swaptionvolmatrix.hpp>
+ #include <ql/Volatilities/smilesection.hpp>
+ #include <qlo/smilesection.hpp>
  #include <qlo/index.hpp>
  
***************
*** 92,105 ****
      };
  
!     class SmileSectionInterface : public ObjHandler::LibraryObject<QuantLib::SmileSectionInterface> {
!     };
! 
!     class InterpolatedSmileSection : public SmileSectionInterface {
! 	 public:
!         InterpolatedSmileSection(const QuantLib::Date& optionDate,
!                                  const QuantLib::DayCounter& dc,
!                                  const std::vector<QuantLib::Rate>& strikes,
!                                  const std::vector<QuantLib::Volatility>& v);
!     };
  
      class SmileSectionByCube : public SmileSectionInterface {
--- 94,98 ----
      };
  
!   
  
      class SmileSectionByCube : public SmileSectionInterface {

--- NEW FILE: smilesection.cpp ---
(This appears to be a binary file; contents omitted.)

--- NEW FILE: smilesection.hpp ---
(This appears to be a binary file; contents omitted.)