Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3279
Modified Files:
smilesection.cpp smilesection.hpp
Log Message:
method argument of SabrInterpolatedSmileSection class is back !
Index: smilesection.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/smilesection.cpp,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** smilesection.cpp 21 Dec 2006 16:47:17 -0000 1.10
--- smilesection.cpp 22 Dec 2006 11:31:11 -0000 1.11
***************
*** 92,95 ****
--- 92,96 ----
bool isRhoFixed,
bool vegaWeighted,
+ const boost::shared_ptr<QuantLib::OptimizationMethod> method,
const QuantLib::DayCounter& dc)
{
***************
*** 109,112 ****
--- 110,114 ----
isRhoFixed,
vegaWeighted,
+ method,
dc));
}
Index: smilesection.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/smilesection.hpp,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** smilesection.hpp 21 Dec 2006 16:47:17 -0000 1.10
--- smilesection.hpp 22 Dec 2006 11:31:11 -0000 1.11
***************
*** 83,86 ****
--- 83,87 ----
bool isRhoFixed,
bool vegaWeighted,
+ const boost::shared_ptr<QuantLib::OptimizationMethod> method,
const QuantLib::DayCounter& dc);
};
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