Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4683
Modified Files:
smilesection.cpp smilesection.hpp
Log Message:
method is no longer an argument of SabrInterpolatedSmileSection class, Simplex method is always used now
Index: smilesection.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/smilesection.cpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** smilesection.cpp 20 Dec 2006 14:40:11 -0000 1.8
--- smilesection.cpp 20 Dec 2006 19:18:05 -0000 1.9
***************
*** 92,96 ****
bool isRhoFixed,
bool vegaWeighted,
- const boost::shared_ptr<QuantLib::OptimizationMethod> method,
const QuantLib::DayCounter& dc)
{
--- 92,95 ----
***************
*** 110,114 ****
isRhoFixed,
vegaWeighted,
- method,
dc));
}
--- 109,112 ----
Index: smilesection.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/smilesection.hpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** smilesection.hpp 20 Dec 2006 14:40:11 -0000 1.8
--- smilesection.hpp 20 Dec 2006 19:18:05 -0000 1.9
***************
*** 83,87 ****
bool isRhoFixed,
bool vegaWeighted,
- const boost::shared_ptr<QuantLib::OptimizationMethod> method,
const QuantLib::DayCounter& dc);
};
--- 83,86 ----
|