[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaptionvolstructure.xml, 1.5, 1.6

[Silvia F. <s_f...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5647/gensrc/metadata

Modified Files:
	swaptionvolstructure.xml 
Log Message:
added SwaptionVolMatrix

Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** swaptionvolstructure.xml	19 Jun 2006 08:10:01 -0000	1.5
--- swaptionvolstructure.xml	19 Jun 2006 17:08:21 -0000	1.6
***************
*** 8,12 ****
  <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>
--- 8,53 ----
  <Functions>
  
! 
!     <Constructor name='qlSwaptionVTSMatrix'>
!       <libraryFunction>SwaptionVolatilityMatrix</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <platforms>EGO</platforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='referenceDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>reference date</description>
!           </Parameter>
!           <Parameter name='exerciseDates' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>vector</tensorRank>
!             <description>swaption exercise dates</description>
!           </Parameter>
!           <Parameter name='swapLengths' libraryType='QuantLib::Period'>
!             <type>string</type>
!             <tensorRank>vector</tensorRank>
!             <description>underlying swap lengths</description>
!           </Parameter>
!           <Parameter name='volatilities' libraryClass='Matrix'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>swaption volatilities </description>
!           </Parameter>
!           <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>day counter (e.g. Actual365Fixed)</description>
!           </Parameter>
!           <Parameter name='trigger' ignore='true'>
!             <type>any</type>
!             <tensorRank>scalar</tensorRank>
!             <description>dependency tracking trigger</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
! <!--
!     <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>
***************
*** 20,24 ****
          <description>swaption expiry date</description>
        </Parameter>
!       <Parameter name='swapLength' libraryType='QuantLib::Period'>
          <type>string</type>
          <tensorRank>scalar</tensorRank>
--- 61,65 ----
          <description>swaption expiry date</description>
        </Parameter>
!       <Parameter name='swapLength' enumeration='QuantLib::Period'>
          <type>string</type>
          <tensorRank>scalar</tensorRank>
***************
*** 49,53 ****
    </Member>
  
!   <Member name='qlSwaptionVTSVolatilityMaxExpiry' libraryClass='SwaptionVolatilityStructure'>
      <description>Returns the latest start date for which the term structure can return vols.</description>
      <libraryFunction>maxStartDate</libraryFunction>
--- 90,94 ----
    </Member>
  
!   <Member name='qlSwaptionVTSMaxExpiry' libraryClass='SwaptionVolatilityStructure'>
      <description>Returns the latest start date for which the term structure can return vols.</description>
      <libraryFunction>maxStartDate</libraryFunction>
***************
*** 64,68 ****
    </Member>
  
!   <Member name='qlSwaptionVTSVolatilityMaxSwapLength' libraryClass='SwaptionVolatilityStructure'>
      <description>Returns the largest length for which the term structure can return vols.</description>
      <libraryFunction>maxLength</libraryFunction>
--- 105,109 ----
    </Member>
  
!   <Member name='qlSwaptionVTSMaxSwapLength' libraryClass='SwaptionVolatilityStructure'>
      <description>Returns the largest length for which the term structure can return vols.</description>
      <libraryFunction>maxLength</libraryFunction>
***************
*** 79,83 ****
    </Member>
  
!   <Member name='qlSwaptionVTSVolatilityMinStrike' libraryClass='SwaptionVolatilityStructure'>
      <description>Returns the minimum strike for which the term structure can return vols.</description>
      <libraryFunction>minStrike</libraryFunction>
--- 120,124 ----
    </Member>
  
!   <Member name='qlSwaptionVTSMinStrike' libraryClass='SwaptionVolatilityStructure'>
      <description>Returns the minimum strike for which the term structure can return vols.</description>
      <libraryFunction>minStrike</libraryFunction>
***************
*** 94,98 ****
    </Member>
  
!   <Member name='qlSwaptionVTSVolatilityMaxStrike' libraryClass='SwaptionVolatilityStructure'>
      <description>Returns the maximum strike for which the term structure can return vols.</description>
      <libraryFunction>maxStrike</libraryFunction>
--- 135,139 ----
    </Member>
  
!   <Member name='qlSwaptionVTSMaxStrike' libraryClass='SwaptionVolatilityStructure'>
      <description>Returns the maximum strike for which the term structure can return vols.</description>
      <libraryFunction>maxStrike</libraryFunction>
***************
*** 108,112 ****
      </ReturnValue>
    </Member>
!   
  </Functions>
  </Category>
--- 149,198 ----
      </ReturnValue>
    </Member>
! 
!   <Member name='qlSwaptionVTSMatrixDayCounter' libraryClass='SwaptionVolatilityMatrix'>
!     <description>Returns the underlying swap day counter.</description>
!     <libraryFunction>dayCounter</libraryFunction>
!     <functionCategory>QuantLib</functionCategory>
!     <platforms>EO</platforms>
!     <ParameterList>
!       <Parameters/>
!     </ParameterList>
!     <ReturnValue>
!       <type>string</type>
!       <tensorRank>scalar</tensorRank>
!       <description>day counter</description>
!     </ReturnValue>
!   </Member>
!     
!   <Member name='qlSwaptionVTSMatrixExerciseDates' libraryClass='SwaptionVolatilityMatrix'>
!     <description>Returns the vector of swaption exercise dates.</description>
!     <libraryFunction>exerciseDates</libraryFunction>
!     <functionCategory>QuantLib</functionCategory>
!     <platforms>EO</platforms>
!     <ParameterList>
!       <Parameters/>
!     </ParameterList>
!     <ReturnValue>
!       <type>long</type>
!       <tensorRank>vector</tensorRank>
!       <description>swaption exercise dates  </description>
!     </ReturnValue>
!   </Member>
!     
!   <Member name='qlSwaptionVTSMatrixSwapLengths' libraryClass='SwaptionVolatilityMatrix'>
!     <description>Returns the vector of underlying swap lengths.</description>
!     <libraryFunction>lengths</libraryFunction>
!     <functionCategory>QuantLib</functionCategory>
!     <platforms>EO</platforms>
!     <ParameterList>
!       <Parameters/>
!     </ParameterList>
!     <ReturnValue>
!       <type>string</type>
!       <tensorRank>vector</tensorRank>
!       <description>underlying swap lengths</description>
!     </ReturnValue>
!   </Member>
! -->    
  </Functions>
  </Category>