[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata interpolation.xml, 1.8, 1.9
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From: Ferdinando A. <na...@us...> - 2006-06-16 19:02:21
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11327/gensrc/metadata Modified Files: interpolation.xml Log Message: maxInterpolationError added Index: interpolation.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** interpolation.xml 14 Jun 2006 18:15:24 -0000 1.8 --- interpolation.xml 16 Jun 2006 19:02:17 -0000 1.9 *************** *** 419,424 **** <Member name='qlSABRInterpolationError' libraryClass='SABRInterpolation'> <description>Returns the error of the SABR fit</description> ! <!--libraryFunction>error</libraryFunction--> ! <libraryFunction>forward</libraryFunction> <functionCategory>QuantLib</functionCategory> <ParameterList> --- 419,437 ---- <Member name='qlSABRInterpolationError' libraryClass='SABRInterpolation'> <description>Returns the error of the SABR fit</description> ! <libraryFunction>interpolationError</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>error of the SABR fit</description> ! </ReturnValue> ! </Member> ! ! <Member name='qlSABRInterpolationMaxError' libraryClass='SABRInterpolation'> ! <description>Returns the max error of the SABR fit</description> ! <libraryFunction>interpolationMaxError</libraryFunction> <functionCategory>QuantLib</functionCategory> <ParameterList> |