Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9439/qlo
Modified Files:
smilesection.cpp smilesection.hpp
Log Message:
sabrInterpolated SmileSection are created with date instead of time
Index: smilesection.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/smilesection.cpp,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** smilesection.cpp 20 Dec 2006 19:18:05 -0000 1.9
--- smilesection.cpp 21 Dec 2006 16:47:17 -0000 1.10
***************
*** 79,83 ****
SabrInterpolatedSmileSection::SabrInterpolatedSmileSection(
! const QuantLib::Time timeToExpiry,
const std::vector<QuantLib::Rate>& strikes,
const std::vector<QuantLib::Handle<QuantLib::Quote> >& stdDevHandles,
--- 79,83 ----
SabrInterpolatedSmileSection::SabrInterpolatedSmileSection(
! const QuantLib::Date& optionDate,
const std::vector<QuantLib::Rate>& strikes,
const std::vector<QuantLib::Handle<QuantLib::Quote> >& stdDevHandles,
***************
*** 96,100 ****
libraryObject_ =
boost::shared_ptr<QuantLib::SabrInterpolatedSmileSection>(
! new QuantLib::SabrInterpolatedSmileSection(timeToExpiry,
strikes,
stdDevHandles,
--- 96,100 ----
libraryObject_ =
boost::shared_ptr<QuantLib::SabrInterpolatedSmileSection>(
! new QuantLib::SabrInterpolatedSmileSection(optionDate,
strikes,
stdDevHandles,
Index: smilesection.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/smilesection.hpp,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** smilesection.hpp 20 Dec 2006 19:18:05 -0000 1.9
--- smilesection.hpp 21 Dec 2006 16:47:17 -0000 1.10
***************
*** 70,74 ****
public:
SabrInterpolatedSmileSection(
! const QuantLib::Time expiry,
const std::vector<QuantLib::Rate>& strikes,
const std::vector<QuantLib::Handle<QuantLib::Quote> >& stdDevs,
--- 70,74 ----
public:
SabrInterpolatedSmileSection(
! const QuantLib::Date& optionDate,
const std::vector<QuantLib::Rate>& strikes,
const std::vector<QuantLib::Handle<QuantLib::Quote> >& stdDevs,
|