[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata interpolation.xml, 1.22, 1.23
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From: Giorgio F. <gi...@us...> - 2006-07-19 13:17:55
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17892/gensrc/metadata Modified Files: interpolation.xml Log Message: changed order SABR parameters : (beta, nu, alpha, rho ) -->> (alpha, beta, nu, rho ) Index: interpolation.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v retrieving revision 1.22 retrieving revision 1.23 diff -C2 -d -r1.22 -r1.23 *** interpolation.xml 18 Jul 2006 15:59:58 -0000 1.22 --- interpolation.xml 19 Jul 2006 13:17:52 -0000 1.23 *************** *** 275,278 **** --- 275,283 ---- <description>forward</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='beta' default='QuantLib::Null<double>()'> <type>double</type> *************** *** 285,293 **** <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> --- 290,293 ---- *************** *** 307,313 **** <!-- SABRInterpolation interface --> ! <Member name='qlSABRInterpolationBeta' libraryClass='SABRInterpolation'> ! <description>Returns the beta of the SABR fit</description> ! <libraryFunction>beta</libraryFunction> <ParameterList> <Parameters/> --- 307,313 ---- <!-- SABRInterpolation interface --> ! <Member name='qlSABRInterpolationAlpha' libraryClass='SABRInterpolation'> ! <description>Returns the alpha of the SABR fit</description> ! <libraryFunction>alpha</libraryFunction> <ParameterList> <Parameters/> *************** *** 319,325 **** </Member> ! <Member name='qlSABRInterpolationAlpha' libraryClass='SABRInterpolation'> ! <description>Returns the alpha of the SABR fit</description> ! <libraryFunction>alpha</libraryFunction> <ParameterList> <Parameters/> --- 319,325 ---- </Member> ! <Member name='qlSABRInterpolationBeta' libraryClass='SABRInterpolation'> ! <description>Returns the beta of the SABR fit</description> ! <libraryFunction>beta</libraryFunction> <ParameterList> <Parameters/> |