[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaptionvolstructure.xml, NONE, 1.1

[Sylvie <s_f...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv12790/gensrc/metadata

Added Files:
	swaptionvolstructure.xml 
Log Message:
exported SwaptionVolStructure interface

--- NEW FILE: swaptionvolstructure.xml ---
<Category name='swaptionvolstructure'>
<description>functions to construct QuantLib Swaption Volatility Term Structure objects</description>
<displayName>Swaption Volatility Term Structures</displayName>
<Functions>

  <Member name='qlSwaptionVTSVolatility' libraryClass='SwaptionVolatilityStructure' loopParameter='strike'>
    <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date and underlying swap length.</description>
    <libraryFunction>volatility</libraryFunction>
    <functionCategory>QuantLib</functionCategory>
    <platforms>EO</platforms>
    <ParameterList>
    <Parameters>
      <Parameter name='expiry' libraryType='QuantLib::Date'>
        <type>long</type>
        <tensorRank>scalar</tensorRank>
        <description>swaption expiry date</description>
      </Parameter>
      <Parameter name='swapLength' enumeration='QuantLib::Period'>
        <type>string</type>
        <tensorRank>scalar</tensorRank>
        <description>Underlying swap length as period (e.g. 5Y)</description>
      </Parameter>
      <Parameter name='strike' libraryType='QuantLib::Rate'>
        <type>any</type>
        <tensorRank>vector</tensorRank>
        <description>swaption strike vector</description>
      </Parameter>
      <Parameter name='allowExtrapolation'>
        <type>bool</type>
        <tensorRank>scalar</tensorRank>
        <description>Extrapolation Flag (TRUE allows extrapolation)</description>
      </Parameter>
      <Parameter name='trigger' ignore='true'>
        <type>any</type>
        <tensorRank>scalar</tensorRank>
        <description>dependency tracking trigger</description>
      </Parameter>
    </Parameters>
    </ParameterList>
    <ReturnValue libraryType='QuantLib::Volatility'>
      <type>any</type>
      <tensorRank>vector</tensorRank>
      <description>vector of volatilities</description>
    </ReturnValue>
  </Member>

  <Member name='qlSwaptionVTSVolatilityMaxExpiry' libraryClass='SwaptionVolatilityStructure'>
    <description>Returns the latest start date for which the term structure can return vols.</description>
    <libraryFunction>maxStartDate</libraryFunction>
    <functionCategory>QuantLib</functionCategory>
    <platforms>EO</platforms>
    <ParameterList>
      <Parameters/>
    </ParameterList>
    <ReturnValue libraryType='QuantLib::Date'>
      <type>long</type>
      <tensorRank>scalar</tensorRank>
      <description>max swaption expiry date</description>
    </ReturnValue>
  </Member>

  <!--Member name='qlSwaptionVTSVolatilityMaxSwapLength' libraryClass='SwaptionVolatilityStructure'>
    <description>Returns the largest length for which the term structure can return vols.</description>
    <libraryFunction>maxLength</libraryFunction>
    <functionCategory>QuantLib</functionCategory>
    <platforms>EO</platforms>
    <ParameterList>
      <Parameters/>
    </ParameterList>
    <ReturnValue libraryType='QuantLib::Period'>
      <type>string</type>
      <tensorRank>scalar</tensorRank>
      <description>max underlying swap length as period</description>
    </ReturnValue>
  </Member-->

  <Member name='qlSwaptionVTSVolatilityMinStrike' libraryClass='SwaptionVolatilityStructure'>
    <description>Returns the minimum strike for which the term structure can return vols.</description>
    <libraryFunction>minStrike</libraryFunction>
    <functionCategory>QuantLib</functionCategory>
    <platforms>EO</platforms>
    <ParameterList>
      <Parameters/>
    </ParameterList>
    <ReturnValue>
      <type>double</type>
      <tensorRank>scalar</tensorRank>
      <description>minimum strike</description>
    </ReturnValue>
  </Member>

  <Member name='qlSwaptionVTSVolatilityMaxStrike' libraryClass='SwaptionVolatilityStructure'>
    <description>Returns the maximum strike for which the term structure can return vols.</description>
    <libraryFunction>maxStrike</libraryFunction>
    <functionCategory>QuantLib</functionCategory>
    <platforms>EO</platforms>
    <ParameterList>
      <Parameters/>
    </ParameterList>
    <ReturnValue>
      <type>double</type>
      <tensorRank>scalar</tensorRank>
      <description>maximum strike</description>
    </ReturnValue>
  </Member>
  
</Functions>
</Category>