Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17471/qlo
Modified Files:
enumclassctors.cpp enumclassctors.hpp typefactory.hpp
Log Message:
Added enumerations for traits and interpolation (loglinear).
Updated two workbooks
Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.33
retrieving revision 1.34
diff -C2 -d -r1.33 -r1.34
*** enumclassctors.cpp 5 Dec 2006 10:20:21 -0000 1.33
--- enumclassctors.cpp 6 Dec 2006 15:30:55 -0000 1.34
***************
*** 189,193 ****
}
! /* *** Interpolation *** */
boost::shared_ptr<QuantLib::Interpolation> LINEAR_Interpolation(
dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin) {
--- 189,193 ----
}
! /* *** Interpolation1D Linear *** */
boost::shared_ptr<QuantLib::Interpolation> LINEAR_Interpolation(
dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin) {
***************
*** 208,211 ****
--- 208,217 ----
xBegin, xEnd, yBegin));
}
+ boost::shared_ptr<QuantLib::Interpolation> LOGLINEAR_Interpolation(
+ dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin) {
+ return boost::shared_ptr<QuantLib::Interpolation>(
+ new QuantLib::LogLinearInterpolation(
+ xBegin, xEnd, yBegin));
+ }
/* *** Interpolation2D *** */
Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.30
retrieving revision 1.31
diff -C2 -d -r1.30 -r1.31
*** enumclassctors.hpp 5 Dec 2006 10:20:21 -0000 1.30
--- enumclassctors.hpp 6 Dec 2006 15:30:55 -0000 1.31
***************
*** 31,34 ****
--- 31,35 ----
#include <ql/Math/bilinearinterpolation.hpp>
#include <ql/Math/bicubicsplineinterpolation.hpp>
+ #include <ql/Math/sabrinterpolation.hpp>
#include <ql/CashFlows/cmscoupon.hpp>
#include <ql/CashFlows/conundrumpricer.hpp>
***************
*** 91,95 ****
boost::shared_ptr<QuantLib::PricingEngine> TRI_Engine(const long& timeSteps);
! /* *** Linear 1D Interpolations *** */
boost::shared_ptr<QuantLib::Interpolation> LINEAR_Interpolation(
dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin);
--- 92,96 ----
boost::shared_ptr<QuantLib::PricingEngine> TRI_Engine(const long& timeSteps);
! /* *** Linear 1D Interpolation *** */
boost::shared_ptr<QuantLib::Interpolation> LINEAR_Interpolation(
dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin);
***************
*** 98,101 ****
--- 99,104 ----
boost::shared_ptr<QuantLib::Interpolation> FORWARDFLAT_Interpolation(
dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin);
+ boost::shared_ptr<QuantLib::Interpolation> LOGLINEAR_Interpolation(
+ dbl_itr& xBegin, dbl_itr& xEnd, dbl_itr& yBegin);
/* *** Interpolation2D *** */
Index: typefactory.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v
retrieving revision 1.49
retrieving revision 1.50
diff -C2 -d -r1.49 -r1.50
*** typefactory.hpp 5 Dec 2006 10:20:21 -0000 1.49
--- typefactory.hpp 6 Dec 2006 15:30:55 -0000 1.50
***************
*** 170,174 ****
};
! /* *** Interpolation *** */
typedef const std::vector<double>::const_iterator dbl_itr;
typedef boost::shared_ptr<QuantLib::Interpolation>(*InterpolationConstructor)(
--- 170,174 ----
};
! /* *** Linear 1D Interpolation *** */
typedef const std::vector<double>::const_iterator dbl_itr;
typedef boost::shared_ptr<QuantLib::Interpolation>(*InterpolationConstructor)(
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