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Changeset 171

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Timestamp:
05/21/08 14:17:53 (6 months ago)
Author:
Vice
Message:

Cap & Floor Volatility .

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  • trunk/QLNet/QLNet.sln

    r156 r171  
    66                localtestrun.testrunconfig = localtestrun.testrunconfig 
    77                QLNet.vsmdi = QLNet.vsmdi 
     8                QLNet1.vsmdi = QLNet1.vsmdi 
    89        EndProjectSection 
    910EndProject 
     
    2829Global 
    2930        GlobalSection(TestCaseManagementSettings) = postSolution 
    30                 CategoryFile = QLNet.vsmdi 
     31                CategoryFile = QLNet1.vsmdi 
    3132        EndGlobalSection 
    3233        GlobalSection(SolutionConfigurationPlatforms) = preSolution 
  • trunk/QLNet/QLNet/QLNet.csproj

    r170 r171  
    266266    <Compile Include="Termstructures\TermStructure.cs" /> 
    267267    <Compile Include="Termstructures\VolatilityTermStructure.cs" /> 
     268    <Compile Include="Termstructures\Volatility\CapFloor\CapFloorTermVolatilityStructure.cs" /> 
     269    <Compile Include="Termstructures\Volatility\CapFloor\ConstantCapFloorTermVolatility.cs" /> 
    268270    <Compile Include="Termstructures\Volatility\equityfx\BlackConstantVol.cs" /> 
    269271    <Compile Include="Termstructures\Volatility\equityfx\BlackVarianceCurve.cs" />