[QuantLibAddin-cvs] QuantLibAddin/qlo quotes.cpp, 1.6, 1.7 quotes.hpp, 1.6, 1.7
Brought to you by:
ericehlers,
nando
|
From: Ferdinando A. <na...@us...> - 2007-01-08 18:40:27
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6752/qlo Modified Files: quotes.cpp quotes.hpp Log Message: using IMM-based constructor Index: quotes.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quotes.cpp,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** quotes.cpp 15 Dec 2006 13:32:35 -0000 1.6 --- quotes.cpp 8 Jan 2007 18:40:18 -0000 1.7 *************** *** 61,67 **** callPrice, putPrice, strike, guess, accuracy)); } FuturesConvAdjustmentQuote::FuturesConvAdjustmentQuote( const boost::shared_ptr<QuantLib::IborIndex>& index, ! const QuantLib::Date& futuresDate, const QuantLib::Handle<QuantLib::Quote>& futuresQuote, const QuantLib::Handle<QuantLib::Quote>& volatility, --- 61,68 ---- callPrice, putPrice, strike, guess, accuracy)); } + FuturesConvAdjustmentQuote::FuturesConvAdjustmentQuote( const boost::shared_ptr<QuantLib::IborIndex>& index, ! const std::string& immCode, const QuantLib::Handle<QuantLib::Quote>& futuresQuote, const QuantLib::Handle<QuantLib::Quote>& volatility, *************** *** 69,74 **** { libraryObject_ = boost::shared_ptr<QuantLib::Quote>(new ! QuantLib::FuturesConvAdjustmentQuote(index, futuresDate, ! futuresQuote, volatility, meanReversion)); } --- 70,77 ---- { libraryObject_ = boost::shared_ptr<QuantLib::Quote>(new ! QuantLib::FuturesConvAdjustmentQuote(index, immCode, ! futuresQuote, ! volatility, ! meanReversion)); } Index: quotes.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/quotes.hpp,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** quotes.hpp 15 Dec 2006 13:32:35 -0000 1.6 --- quotes.hpp 8 Jan 2007 18:40:19 -0000 1.7 *************** *** 66,74 **** public: FuturesConvAdjustmentQuote( ! const boost::shared_ptr<QuantLib::IborIndex>& index, ! const QuantLib::Date& futuresDate, ! const QuantLib::Handle<QuantLib::Quote>& futuresQuote, ! const QuantLib::Handle<QuantLib::Quote>& volatility, ! const QuantLib::Handle<QuantLib::Quote>& meanReversion); }; --- 66,74 ---- public: FuturesConvAdjustmentQuote( ! const boost::shared_ptr<QuantLib::IborIndex>& index, ! const std::string& immCode, ! const QuantLib::Handle<QuantLib::Quote>& futuresQuote, ! const QuantLib::Handle<QuantLib::Quote>& volatility, ! const QuantLib::Handle<QuantLib::Quote>& meanReversion); }; |