Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14991/gensrc/metadata
Modified Files:
enumtypes.xml interpolation.xml
Log Message:
added EndCriteria::Type enumeration
Index: interpolation.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** interpolation.xml 12 Jul 2006 15:31:09 -0000 1.20
--- interpolation.xml 14 Jul 2006 09:06:00 -0000 1.21
***************
*** 2,6 ****
<description>functions to carry out interpolations</description>
<displayName>Interpolation</displayName>
! <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
<includes>
<include>qlo/interpolation.hpp</include>
--- 2,6 ----
<description>functions to carry out interpolations</description>
<displayName>Interpolation</displayName>
! <xlFunctionWizardCategory>QuantLib - Math</xlFunctionWizardCategory>
<includes>
<include>qlo/interpolation.hpp</include>
***************
*** 395,398 ****
--- 395,409 ----
</Member>
+ <Member name='qlSABRInterpolationEndCriteria' libraryClass='SABRInterpolation'>
+ <description>Returns the optimization end criteria of the SABR fit</description>
+ <libraryFunction>endCriteria</libraryFunction>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue enumeration='QuantLib::EndCriteria::Type'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ </ReturnValue>
+ </Member>
<!-- Interpolation2D interface -->
Index: enumtypes.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumtypes.xml,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** enumtypes.xml 11 Jul 2006 13:30:53 -0000 1.4
--- enumtypes.xml 14 Jul 2006 09:06:00 -0000 1.5
***************
*** 9,12 ****
--- 9,35 ----
<Enumeration>
+ <type>QuantLib::EndCriteria::Type</type>
+ <constructor>true</constructor>
+ <EnumerationDefinitions>
+ <EnumerationDefinition>
+ <string>None</string>
+ <value>QuantLib::EndCriteria::none</value>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>MaxIterations</string>
+ <value>QuantLib::EndCriteria::maxIter</value>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>StationaryPoint</string>
+ <value>QuantLib::EndCriteria::statPt</value>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>StationaryGradient</string>
+ <value>QuantLib::EndCriteria::statGd</value>
+ </EnumerationDefinition>
+ </EnumerationDefinitions>
+ </Enumeration>
+
+ <Enumeration>
<type>QuantLib::SalvagingAlgorithm::Type</type>
<constructor>true</constructor>
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