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From: Eric E. <eri...@us...> - 2006-06-13 09:03:11
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29104/gensrc/metadata Modified Files: swaptionvolstructure.xml Log Message: temporary hack to support conversion of QuantLib::Period to XLOPER (char*) Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** swaptionvolstructure.xml 12 Jun 2006 14:08:18 -0000 1.1 --- swaptionvolstructure.xml 13 Jun 2006 09:03:07 -0000 1.2 *************** *** 60,64 **** </Member> ! <!--Member name='qlSwaptionVTSVolatilityMaxSwapLength' libraryClass='SwaptionVolatilityStructure'> <description>Returns the largest length for which the term structure can return vols.</description> <libraryFunction>maxLength</libraryFunction> --- 60,64 ---- </Member> ! <Member name='qlSwaptionVTSVolatilityMaxSwapLength' libraryClass='SwaptionVolatilityStructure'> <description>Returns the largest length for which the term structure can return vols.</description> <libraryFunction>maxLength</libraryFunction> *************** *** 73,77 **** <description>max underlying swap length as period</description> </ReturnValue> ! </Member--> <Member name='qlSwaptionVTSVolatilityMinStrike' libraryClass='SwaptionVolatilityStructure'> --- 73,77 ---- <description>max underlying swap length as period</description> </ReturnValue> ! </Member> <Member name='qlSwaptionVTSVolatilityMinStrike' libraryClass='SwaptionVolatilityStructure'> |
