Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9277/gensrc/metadata
Modified Files:
interpolation.xml swaptionvolstructure.xml volatilities.xml
Log Message:
automatic conversion of XLOPER to QuantLib::Matrix
Index: volatilities.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/volatilities.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** volatilities.xml 19 Jun 2006 08:10:01 -0000 1.2
--- volatilities.xml 20 Jun 2006 09:18:11 -0000 1.3
***************
*** 51,55 ****
<description>strikes</description>
</Parameter>
! <Parameter name='volatilities'>
<type>double</type>
<tensorRank>matrix</tensorRank>
--- 51,55 ----
<description>strikes</description>
</Parameter>
! <Parameter name='volatilities' libraryType='QuantLib::Matrix'>
<type>double</type>
<tensorRank>matrix</tensorRank>
Index: interpolation.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** interpolation.xml 20 Jun 2006 08:29:52 -0000 1.13
--- interpolation.xml 20 Jun 2006 09:18:11 -0000 1.14
***************
*** 409,426 ****
</Member>
- <Constructor name='qlMatrix'>
- <libraryFunction>Matrix</libraryFunction>
- <functionCategory>QuantLib</functionCategory>
- <ParameterList>
- <Parameters>
- <Parameter name='input' default='0'>
- <type>double</type>
- <tensorRank>matrix</tensorRank>
- <description>input matrix</description>
- </Parameter>
- </Parameters>
- </ParameterList>
- </Constructor>
-
</Functions>
</Category>
--- 409,412 ----
Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** swaptionvolstructure.xml 20 Jun 2006 07:55:07 -0000 1.8
--- swaptionvolstructure.xml 20 Jun 2006 09:18:11 -0000 1.9
***************
*** 132,138 ****
<description>underlying swap lengths</description>
</Parameter>
! <Parameter name='volatilities' libraryClass='Matrix'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
<description>swaption volatilities </description>
</Parameter>
--- 132,138 ----
<description>underlying swap lengths</description>
</Parameter>
! <Parameter name='volatilities' libraryType='QuantLib::Matrix'>
! <type>double</type>
! <tensorRank>matrix</tensorRank>
<description>swaption volatilities </description>
</Parameter>
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