[QuantLibAddin-cvs] QuantLibAddin/qlo interpolation.cpp, 1.20, 1.21 interpolation.hpp, 1.22, 1.23

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10789

Modified Files:
	interpolation.cpp interpolation.hpp 
Log Message:
SABRInterpolationImpl Forward value is stored as a reference, as a result QuantLibAddin::SABRInterpolation has a new data member to store this value
The forward value test is done during the calculate() method and not at construction time since this value might not be inititalized yet
SABRInterpolation and SABRInterpolationImpl have a new boolean arguement indicating if the calculate method should be called at the end of the construction of SABRInterpolationImpl

Index: interpolation.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.hpp,v
retrieving revision 1.22
retrieving revision 1.23
diff -C2 -d -r1.22 -r1.23
*** interpolation.hpp	26 Oct 2006 17:57:44 -0000	1.22
--- interpolation.hpp	20 Dec 2006 14:38:35 -0000	1.23
***************
*** 75,78 ****
--- 75,80 ----
              bool vegaWeighted,
              const boost::shared_ptr<QuantLib::OptimizationMethod>& om);
+       private:
+         QuantLib::Real forward_;
      };
  

Index: interpolation.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.cpp,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** interpolation.cpp	26 Oct 2006 17:57:44 -0000	1.20
--- interpolation.cpp	20 Dec 2006 14:38:35 -0000	1.21
***************
*** 76,83 ****
          bool vegaWeighted,
          const boost::shared_ptr<QuantLib::OptimizationMethod>& om)
!     : Interpolation(x,y) {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(new
              QuantLib::SABRInterpolation(x_.begin(), x_.end(), y_.begin(),
!                                         t, forward, alpha, beta, nu, rho,
                                          isAlphaFixed, isBetaFixed,
                                          isNuFixed, isRhoFixed, vegaWeighted,
--- 76,84 ----
          bool vegaWeighted,
          const boost::shared_ptr<QuantLib::OptimizationMethod>& om)
!     : Interpolation(x,y), forward_(forward) {
! 
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(new
              QuantLib::SABRInterpolation(x_.begin(), x_.end(), y_.begin(),
!                                         t, forward_, alpha, beta, nu, rho,
                                          isAlphaFixed, isBetaFixed,
                                          isNuFixed, isRhoFixed, vegaWeighted,