Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25306/qlo
Modified Files:
smilesection.cpp smilesection.hpp
Log Message:
1) SmileSectionInterface renamed SmileSection
2) full SmileSection interface exposed to Excel
3) SabrSmileSection signature changed
Index: smilesection.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/smilesection.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** smilesection.cpp 1 Dec 2006 21:13:33 -0000 1.3
--- smilesection.cpp 1 Dec 2006 21:53:00 -0000 1.4
***************
*** 36,39 ****
--- 36,49 ----
}
+ FlatSmileSection::FlatSmileSection(
+ const QuantLib::Date& optionDate,
+ QuantLib::Volatility v,
+ const QuantLib::DayCounter& dc,
+ const QuantLib::Date& refDate) {
+
+ libraryObject_ = boost::shared_ptr<QuantLib::SmileSection>(
+ new QuantLib::FlatSmileSection(optionDate, v, dc, refDate));
+ }
+
SabrSmileSection::SabrSmileSection(
const QuantLib::Time expiry,
Index: smilesection.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/smilesection.hpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** smilesection.hpp 1 Dec 2006 21:13:33 -0000 1.3
--- smilesection.hpp 1 Dec 2006 21:53:00 -0000 1.4
***************
*** 31,49 ****
};
! // class FlatSmileSection : public SmileSection {
! // public:
! // FlatSmileSection(const QuantLib::Date& optionDate,
! // const QuantLib::DayCounter& dc,
! // const QuantLib::Volatility>& v
! // const QuantLib::Date& refDate);
! // };
!
! // class InterpolatedSmileSection : public SmileSection {
! //public:
! // InterpolatedSmileSection(const QuantLib::Date& optionDate,
! // const QuantLib::DayCounter& dc,
! // const std::vector<QuantLib::Rate>& strikes,
! // const std::vector<QuantLib::Volatility>& v);
! // };
class InterpolatedSmileSection : public SmileSection {
--- 31,41 ----
};
! class FlatSmileSection : public SmileSection {
! public:
! FlatSmileSection(const QuantLib::Date& optionDate,
! QuantLib::Volatility v,
! const QuantLib::DayCounter& dc,
! const QuantLib::Date& refDate);
! };
class InterpolatedSmileSection : public SmileSection {
|