[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.17, 1.18

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31537/gensrc/metadata

Modified Files:
	marketmodels.xml 
Log Message:


Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.17
retrieving revision 1.18
diff -C2 -d -r1.17 -r1.18
*** marketmodels.xml	18 Aug 2006 08:55:05 -0000	1.17
--- marketmodels.xml	18 Aug 2006 13:43:58 -0000	1.18
***************
*** 3,10 ****
    <displayName>MarketModels</displayName>
    <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
!   <!--<includes>
      <include>qlo/marketmodels.hpp</include>
      <include>qlo/vo_marketmodels.hpp</include>
!   </includes>-->
    <copyright>
      Copyright (C) 2006 Ferdinando Ametrano
--- 3,10 ----
    <displayName>MarketModels</displayName>
    <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
!   <includes>
      <include>qlo/marketmodels.hpp</include>
      <include>qlo/vo_marketmodels.hpp</include>
!   </includes>
    <copyright>
      Copyright (C) 2006 Ferdinando Ametrano
***************
*** 491,497 ****
      </Constructor>
  
!     <!-- Abcd Violatility -->
  
!     <Member name='qlAbcdVolatilityShortTermVolatility' libraryClass='AbcdVolatility'>
        <description>Returns the short term volatility implied by Abcd volatility.</description>
        <libraryFunction>shortTermVolatility</libraryFunction>
--- 491,497 ----
      </Constructor>
  
!     <!-- Abcd Volatility -->
  
!     <Member name='qlAbcdShortTermVolatility' libraryClass='Abcd'>
        <description>Returns the short term volatility implied by Abcd volatility.</description>
        <libraryFunction>shortTermVolatility</libraryFunction>
***************
*** 508,512 ****
      </Member>
  
!     <Member name='qlAbcdVolatilityLongTermVolatility' libraryClass='AbcdVolatility'>
        <description>Returns the long term volatility implied by Abcd volatility.</description>
        <libraryFunction>longTermVolatility</libraryFunction>
--- 508,512 ----
      </Member>
  
!     <Member name='qlAbcdLongTermVolatility' libraryClass='Abcd'>
        <description>Returns the long term volatility implied by Abcd volatility.</description>
        <libraryFunction>longTermVolatility</libraryFunction>
***************
*** 523,527 ****
      </Member>
  
!     <Member name='qlAbcdVolatilityMaximumLocation' libraryClass='AbcdVolatility'>
        <description>Returns, if b is positive, the location of the Abcd volatility maximum.</description>
        <libraryFunction>maximumLocation</libraryFunction>
--- 523,527 ----
      </Member>
  
!     <Member name='qlAbcdMaximumLocation' libraryClass='Abcd'>
        <description>Returns, if b is positive, the location of the Abcd volatility maximum.</description>
        <libraryFunction>maximumLocation</libraryFunction>
***************
*** 538,542 ****
      </Member>
  
!     <Member name='qlAbcdVolatilitymMaximumVolatility' libraryClass='AbcdVolatility'>
        <description>Returns, if b is positive, the maximum of the Abcd volatility.</description>
        <libraryFunction>maximumVolatility</libraryFunction>
--- 538,542 ----
      </Member>
  
!     <Member name='qlAbcdMaximumVolatility' libraryClass='Abcd'>
        <description>Returns, if b is positive, the maximum of the Abcd volatility.</description>
        <libraryFunction>maximumVolatility</libraryFunction>
***************
*** 553,556 ****
--- 553,597 ----
      </Member>
  
+     <Constructor name='qlAbcd'>
+       <libraryFunction>Abcd</libraryFunction>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='a'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description>the a coefficient in the abcd vol parametrization</description>
+           </Parameter>
+           <Parameter name='b'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description>the b coefficient in the abcd vol parametrization</description>
+           </Parameter>
+           <Parameter name='c'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description>the c coefficient in the abcd vol parametrization</description>
+           </Parameter>
+           <Parameter name='d'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description>the d coefficient in the abcd vol parametrization</description>
+           </Parameter>
+           <Parameter name='T'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description></description>
+           </Parameter>
+           <Parameter name='S'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description></description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+     </Constructor>
+ 
      <Constructor name='qlAbcdVolatility'>
        <libraryFunction>AbcdVolatility</libraryFunction>