Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv30207/gensrc/metadata
Modified Files:
swaptionvolstructure.xml
Log Message:
exported SwaptionConstantVolatility
Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** swaptionvolstructure.xml 22 Jun 2006 10:18:08 -0000 1.11
--- swaptionvolstructure.xml 22 Jun 2006 18:36:21 -0000 1.12
***************
*** 3,6 ****
--- 3,12 ----
<description>functions to construct QuantLib Swaption Volatility Term Structure objects</description>
<displayName>Swaption Volatility Term Structures</displayName>
+ <includes>
+ <include>qlo/swaptionvolstructure.hpp</include>
+ <include>qlo/vo_swaptionvolstructure.hpp</include>
+ <include>ql/Volatilities/swaptionvolmatrix.hpp</include>
+ <include>ql/Volatilities/swaptionconstantvol.hpp</include>
+ </includes>
<copyright>
Copyright (C) 2006 Ferdinando Ametrano
***************
*** 146,149 ****
--- 152,187 ----
+
+
+ <Constructor name='qlSwaptionVTSConstant'>
+ <libraryFunction>SwaptionConstantVolatility</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='volatility'>
+ <type>double</type>
+ <tensorRank>scalar</tensorRank>
+ <description>swaption constant 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>
+
<Constructor name='qlSwaptionVTSMatrix'>
<libraryFunction>SwaptionVolatilityMatrix</libraryFunction>
|