Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26606
Modified Files:
smilesection.cpp smilesection.hpp
Log Message:
interpolatedSmileSection takes a vector of Handle<Quote<Volatility> > instead of a vector of double
Index: smilesection.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/smilesection.cpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** smilesection.cpp 5 Dec 2006 10:20:21 -0000 1.5
--- smilesection.cpp 6 Dec 2006 18:18:35 -0000 1.6
***************
*** 27,37 ****
InterpolatedSmileSection::InterpolatedSmileSection(
! const QuantLib::Date& optionDate,
! const std::vector<QuantLib::Rate>& s,
! const std::vector<QuantLib::Volatility>& v,
! const QuantLib::DayCounter& dc) {
!
libraryObject_ = boost::shared_ptr<QuantLib::SmileSection>(
! new QuantLib::InterpolatedSmileSection<>(optionDate, s, v, dc));
}
--- 27,36 ----
InterpolatedSmileSection::InterpolatedSmileSection(
! const QuantLib::Date& optionDate,
! const std::vector<QuantLib::Rate>& s,
! const std::vector<QuantLib::Handle<QuantLib::Quote> >& volatilitiesHandles,
! const QuantLib::DayCounter& dc) {
libraryObject_ = boost::shared_ptr<QuantLib::SmileSection>(
! new QuantLib::InterpolatedSmileSection<>(optionDate, s, volatilitiesHandles, dc));
}
Index: smilesection.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/smilesection.hpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** smilesection.hpp 5 Dec 2006 10:20:21 -0000 1.5
--- smilesection.hpp 6 Dec 2006 18:18:35 -0000 1.6
***************
*** 42,48 ****
public:
InterpolatedSmileSection(const QuantLib::Date& optionDate,
! const std::vector<QuantLib::Rate>& strikes,
! const std::vector<QuantLib::Volatility>& v,
! const QuantLib::DayCounter& dc);
};
--- 42,48 ----
public:
InterpolatedSmileSection(const QuantLib::Date& optionDate,
! const std::vector<QuantLib::Rate>& strikes,
! const std::vector<QuantLib::Handle<QuantLib::Quote> >& volatilitiesHandles,
! const QuantLib::DayCounter& dc);
};
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