[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata pricingengines.xml, 1.2, 1.3
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From: Ferdinando A. <na...@us...> - 2006-06-22 10:16:19
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27348/gensrc/metadata Modified Files: pricingengines.xml Log Message: in synch with QuantLib Index: pricingengines.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** pricingengines.xml 20 Jun 2006 17:39:13 -0000 1.2 --- pricingengines.xml 22 Jun 2006 10:16:14 -0000 1.3 *************** *** 5,8 **** --- 5,9 ---- <include>qlo/termstructures.hpp</include> <include>qlo/pricingengines.hpp</include> + <include>qlo/swaptionvolstructure.hpp</include> <include>qlo/vo_pricingengines.hpp</include> </includes> *************** *** 17,24 **** <ParameterList> <Parameters> ! <Parameter name='vol' libraryType='QuantLib::Volatility'> ! <type>double</type> <tensorRank>scalar</tensorRank> ! <description>swaption Black volatility</description> </Parameter> </Parameters> --- 18,25 ---- <ParameterList> <Parameters> ! <Parameter name='vol' libraryClass='SwaptionVolatilityStructure' ql_handle='true'> ! <type>string</type> <tensorRank>scalar</tensorRank> ! <description>SwaptionVolatilityStructure</description> </Parameter> </Parameters> |