[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata pricingengines.xml, 1.3, 1.4
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From: Cristina D. <cdu...@us...> - 2006-06-22 10:41:37
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6813/gensrc/metadata Modified Files: pricingengines.xml Log Message: exported BlackCapFloorEngine Index: pricingengines.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** pricingengines.xml 22 Jun 2006 10:16:14 -0000 1.3 --- pricingengines.xml 22 Jun 2006 10:41:33 -0000 1.4 *************** *** 26,29 **** --- 26,43 ---- </ParameterList> </Constructor> + + <Constructor name='qlBlackCapFloorEngine'> + <libraryFunction>BlackCapFloorEngine</libraryFunction> + <functionCategory>QuantLib</functionCategory> + <ParameterList> + <Parameters> + <Parameter name='vol' libraryType='QuantLib::Volatility'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>cap/floor Black volatility</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> </Functions> |