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From: Eric E. <eri...@us...> - 2006-06-27 19:12:21
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7651/gensrc/metadata Modified Files: swaptionvolstructure.xml Log Message: quick fix to support conversion of QuantLib::Handle<QuantLib::T> to boost::shared_ptr<QuantLib::T> Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** swaptionvolstructure.xml 26 Jun 2006 21:31:03 -0000 1.16 --- swaptionvolstructure.xml 27 Jun 2006 19:12:18 -0000 1.17 *************** *** 17,21 **** <!-- SwaptionVolatilityStructure interface--> ! <Member name='qlSwaptionVTSVolatility' libraryClass='SwaptionVolatilityStructure' loopParameter='strike'> <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date and underlying swap length.</description> <libraryFunction>volatility</libraryFunction> --- 17,21 ---- <!-- SwaptionVolatilityStructure interface--> ! <Member name='qlSwaptionVTSVolatility' libraryClass='SwaptionVolatilityStructure' loopParameter='strike' ql_handle='true'> <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date and underlying swap length.</description> <libraryFunction>volatility</libraryFunction> |
