[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaption.xml, 1.3, 1.4
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From: Ferdinando A. <na...@us...> - 2006-06-23 18:29:11
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv422/gensrc/metadata Modified Files: swaption.xml Log Message: exported Swaption implied vol Index: swaption.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** swaption.xml 21 Jun 2006 12:49:51 -0000 1.3 --- swaption.xml 23 Jun 2006 18:29:08 -0000 1.4 *************** *** 45,49 **** </Constructor> ! <Member name='qlUnderlyingSwap' objectClass='Swaption'> <description>the underlying swap</description> <libraryFunction>underlyingSwap</libraryFunction> --- 45,49 ---- </Constructor> ! <Member name='qlSwaptionUnderlyingSwap' objectClass='Swaption'> <description>the underlying swap</description> <libraryFunction>underlyingSwap</libraryFunction> *************** *** 64,68 **** </ReturnValue> </Member> ! </Functions> </Category> --- 64,88 ---- </ReturnValue> </Member> ! ! <Member name='qlSwaptionImpliedVolatility' libraryClass='Swaption'> ! <description>implied volatility</description> ! <libraryFunction>impliedVolatility</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='price'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>Price used to infer the implied volatility</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description></description> ! </ReturnValue> ! </Member> ! </Functions> </Category> |