[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata capletvolstructure.xml, 1.7, 1.8

[Katiuscia M. <kma...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2502/gensrc/metadata

Modified Files:
	capletvolstructure.xml 
Log Message:
exported method BlackVariance of class CapletVolatilityStructure

Index: capletvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** capletvolstructure.xml	27 Jul 2006 17:46:12 -0000	1.7
--- capletvolstructure.xml	28 Jul 2006 15:50:47 -0000	1.8
***************
*** 23,32 ****
              <type>long</type>
              <tensorRank>scalar</tensorRank>
!             <description>swaption expiry date</description>
            </Parameter>
            <Parameter name='strike'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
!             <description>swaption strike vector</description>
            </Parameter>
            <Parameter name='allowExtrapolation'>
--- 23,32 ----
              <type>long</type>
              <tensorRank>scalar</tensorRank>
!             <description>cap/floor expiry date</description>
            </Parameter>
            <Parameter name='strike'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
!             <description>cap/floor strike vector</description>
            </Parameter>
            <Parameter name='allowExtrapolation'>
***************
*** 43,46 ****
--- 43,74 ----
      </Member>
  
+     <Member name='qlCapletVTSBlackVariance' libraryClass='CapletVolatilityStructure' loopParameter='strike' dependencyTrigger='true'>
+       <description>Returns a vector of black volatilities corresponding to a vector of strikes for a given exercise date.</description>
+       <libraryFunction>blackVariance</libraryFunction>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='expiry' libraryType='QuantLib::Date'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>cap/floor expiry date</description>
+           </Parameter>
+           <Parameter name='strike'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>cap/floor strike vector</description>
+           </Parameter>
+           <Parameter name='allowExtrapolation'>
+             <type>bool</type>
+             <tensorRank>scalar</tensorRank>
+             <description>Extrapolation Flag (TRUE allows extrapolation)</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+       <ReturnValue>
+         <type>double</type>
+         <tensorRank>vector</tensorRank>
+       </ReturnValue>
+     </Member>
+     
      <Member name='qlCapletVTSMinStrike' libraryClass='CapletVolatilityStructure'>
        <description>Returns the minimum strike for which the term structure can return vols.</description>
***************
*** 110,114 ****
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>swaption constant volatilities </description>
            </Parameter>
            <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
--- 138,142 ----
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>cap/floor constant volatilities </description>
            </Parameter>
            <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>