[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata mathf.xml, 1.13, 1.14
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From: Ferdinando A. <na...@us...> - 2006-07-24 10:34:44
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv12405/gensrc/metadata Modified Files: mathf.xml Log Message: removed obsolete code Index: mathf.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/mathf.xml,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** mathf.xml 24 Jul 2006 07:44:59 -0000 1.13 --- mathf.xml 24 Jul 2006 10:34:41 -0000 1.14 *************** *** 260,292 **** <Procedure name="qlCovFromCorr"> <description>Returns the covariance matrix generated using the correlation matrix and the volatility array.</description> - <alias>QuantLibAddin::getCovariance</alias> - <ParameterList> - <Parameters> - <Parameter name="vols"> - <type>double</type> - <tensorRank>vector</tensorRank> - <description>volatility vector</description> - </Parameter> - <Parameter name="matrix" libraryType='QuantLib::Matrix'> - <type>double</type> - <tensorRank>matrix</tensorRank> - <description>symmetric matrix (hopefully positive semi-definite at least)</description> - </Parameter> - <Parameter name='tolerance' default='1.0e12'> - <type>double</type> - <tensorRank>scalar</tensorRank> - <description>numerical tolerance for non symmetric matrix</description> - </Parameter> - </Parameters> - </ParameterList> - <ReturnValue libraryType='QuantLib::Matrix'> - <type>double</type> - <tensorRank>matrix</tensorRank> - </ReturnValue> - </Procedure> - - - <Procedure name="qlCovFromCorr2"> - <description>Returns the covariance matrix generated using the correlation matrix and the volatility array.</description> <alias>getCovariance</alias> <ParameterList> --- 260,263 ---- |