[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaptionvolstructure.xml, 1.25, 1.26

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27269/gensrc/metadata

Modified Files:
	swaptionvolstructure.xml 
Log Message:
exported method blackVariance

Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.25
retrieving revision 1.26
diff -C2 -d -r1.25 -r1.26
*** swaptionvolstructure.xml	29 Jul 2006 15:32:32 -0000	1.25
--- swaptionvolstructure.xml	1 Aug 2006 18:37:07 -0000	1.26
***************
*** 53,56 ****
--- 53,92 ----
      </Member>
  
+     <Member name='qlSwaptionVTSBlackVariance' libraryClass='SwaptionVolatilityStructure' 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>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='expiry' libraryType='QuantLib::Date'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>swaption expiry date</description>
+           </Parameter>
+           <Parameter name='length' libraryType='QuantLib::Period'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>underlying swap tenor</description>
+           </Parameter>
+           <Parameter name='strike'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>swaption 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='qlSwaptionVTSMaxExpiry' libraryClass='SwaptionVolatilityStructure'>
        <description>Returns the latest start date for which the term structure can return vols.</description>