Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19092/gensrc/metadata
Modified Files:
swaptionvolstructure.xml
Log Message:
add support for input parameters with datatype
std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>>
Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.38
retrieving revision 1.39
diff -C2 -d -r1.38 -r1.39
*** swaptionvolstructure.xml 31 Aug 2006 15:34:18 -0000 1.38
--- swaptionvolstructure.xml 31 Aug 2006 15:43:22 -0000 1.39
***************
*** 296,300 ****
</Constructor>
! <!--<Constructor name='qlSwaptionVTSMatrix3' dependencyTrigger='true'>
<libraryFunction>SwaptionVolatilityMatrix</libraryFunction>
<supportedPlatforms>
--- 296,300 ----
</Constructor>
! <Constructor name='qlSwaptionVTSMatrix3' dependencyTrigger='true'>
<libraryFunction>SwaptionVolatilityMatrix</libraryFunction>
<supportedPlatforms>
***************
*** 304,307 ****
--- 304,312 ----
<ParameterList>
<Parameters>
+ <Parameter name='referenceDate' libraryType='QuantLib::Date'>
+ <type>long</type>
+ <tensorRank>scalar</tensorRank>
+ <description>swaption exercise dates</description>
+ </Parameter>
<Parameter name='exerciseDates' libraryType='QuantLib::Date'>
<type>long</type>
***************
*** 314,320 ****
<description>underlying swap lengths</description>
</Parameter>
! <Parameter name='volatilities' default='QuantLib::Null<double>()'>
<type>double</type>
! <tensorRank>vector</tensorRank>
<description>swaption volatilities</description>
</Parameter>
--- 319,325 ----
<description>underlying swap lengths</description>
</Parameter>
! <Parameter name='volatilities' libToHandle='QuantLib::Quote'>
<type>double</type>
! <tensorRank>matrix</tensorRank>
<description>swaption volatilities</description>
</Parameter>
***************
*** 326,330 ****
</Parameters>
</ParameterList>
! </Constructor>-->
<!-- SwaptionVolatilityMatrix interface -->
--- 331,335 ----
</Parameters>
</ParameterList>
! </Constructor>
<!-- SwaptionVolatilityMatrix interface -->
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