[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata interpolation.xml, 1.21, 1.22
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From: Giorgio F. <gi...@us...> - 2006-07-18 16:00:04
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8478/gensrc/metadata Modified Files: interpolation.xml Log Message: exported optimizationMethod Index: interpolation.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v retrieving revision 1.21 retrieving revision 1.22 diff -C2 -d -r1.21 -r1.22 *** interpolation.xml 14 Jul 2006 09:06:00 -0000 1.21 --- interpolation.xml 18 Jul 2006 15:59:58 -0000 1.22 *************** *** 7,10 **** --- 7,12 ---- <include>qlo/interpolation2D.hpp</include> <include>qlo/vo_interpolation.hpp</include> + <include>qlo/optimization.hpp</include> + <include>ql/Optimization/method.hpp</include> <include>ql/Math/sabrinterpolation.hpp</include> <include>ql/Math/bilinearinterpolation.hpp</include> *************** *** 276,295 **** <type>double</type> <tensorRank>scalar</tensorRank> ! <description>beta</description> </Parameter> <Parameter name='nu' default='QuantLib::Null<double>()'> <type>double</type> <tensorRank>scalar</tensorRank> ! <description>nu</description> </Parameter> <Parameter name='alpha' default='QuantLib::Null<double>()'> <type>double</type> <tensorRank>scalar</tensorRank> ! <description>alpha</description> </Parameter> <Parameter name='rho' default='QuantLib::Null<double>()'> <type>double</type> <tensorRank>scalar</tensorRank> ! <description>rho</description> </Parameter> </Parameters> --- 278,303 ---- <type>double</type> <tensorRank>scalar</tensorRank> ! <description>beta (fixed value or guess)</description> </Parameter> <Parameter name='nu' default='QuantLib::Null<double>()'> <type>double</type> <tensorRank>scalar</tensorRank> ! <description>nu (fixed value or guess)</description> </Parameter> <Parameter name='alpha' default='QuantLib::Null<double>()'> <type>double</type> <tensorRank>scalar</tensorRank> ! <description>alpha (fixed value or guess)</description> </Parameter> <Parameter name='rho' default='QuantLib::Null<double>()'> <type>double</type> <tensorRank>scalar</tensorRank> ! <description>rho (fixed value or guess)</description> ! </Parameter> ! <!--Parameter name='optimizationMethod' libraryClass='OptimizationMethod' default='boost::shared_ptr<QuantLib::OptimizationMethod>()'--> ! <Parameter name='optimizationMethod' libraryClass='OptimizationMethod'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>optimization method</description> </Parameter> </Parameters> |