Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8536/gensrc/metadata
Modified Files:
swaptionvolstructure.xml
Log Message:
added a commented constructor qlSwaptionVTSMatrix3 which refers to the first constructor of QuantLib::SwaptionVolatilityMatrix where volatilities are defined as std::vector<std::vector<Handle<Quote>>>&.
Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.33
retrieving revision 1.34
diff -C2 -d -r1.33 -r1.34
*** swaptionvolstructure.xml 29 Aug 2006 12:07:18 -0000 1.33
--- swaptionvolstructure.xml 31 Aug 2006 10:17:24 -0000 1.34
***************
*** 295,298 ****
--- 295,330 ----
</Constructor>
+ <!--<Constructor name='qlSwaptionVTSMatrix3' dependencyTrigger='true'>
+ <libraryFunction>SwaptionVolatilityMatrix</libraryFunction>
+ <supportedPlatforms>
+ <supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
+ </supportedPlatforms>
+ <ParameterList>
+ <Parameters>
+ <Parameter name='exerciseDates' libraryType='QuantLib::Date'>
+ <type>long</type>
+ <tensorRank>vector</tensorRank>
+ <description>swaption exercise dates</description>
+ </Parameter>
+ <Parameter name='swapLengths' libraryType='QuantLib::Period'>
+ <type>string</type>
+ <tensorRank>vector</tensorRank>
+ <description>underlying swap lengths</description>
+ </Parameter>
+ <Parameter name='volatilities' default='QuantLib::Null<double>()'>
+ <type>double</type>
+ <tensorRank>vector</tensorRank>
+ <description>swaption volatilities</description>
+ </Parameter>
+ <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ <description>day counter (e.g. Actual/360)</description>
+ </Parameter>
+ </Parameters>
+ </ParameterList>
+ </Constructor>-->
+
<!-- SwaptionVolatilityMatrix interface -->
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