[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaptionvolstructure.xml, 1.40, 1.41

[Mario P. <mar...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv12778/gensrc/metadata

Modified Files:
	swaptionvolstructure.xml 
Log Message:
work in progress...

Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.40
retrieving revision 1.41
diff -C2 -d -r1.40 -r1.41
*** swaptionvolstructure.xml	1 Sep 2006 14:09:34 -0000	1.40
--- swaptionvolstructure.xml	4 Sep 2006 15:27:28 -0000	1.41
***************
*** 517,521 ****
              <description>smile cube's strike spreads over the ATM strike rate.</description>
            </Parameter>
!           <Parameter name='volatilities' libraryType='QuantLib::Matrix'>
              <type>double</type>
              <tensorRank>matrix</tensorRank>
--- 517,521 ----
              <description>smile cube's strike spreads over the ATM strike rate.</description>
            </Parameter>
!           <Parameter name='vols' libraryType='QuantLib::Matrix'>
              <type>double</type>
              <tensorRank>matrix</tensorRank>
***************
*** 532,546 ****
              <description>underlying swap settlement days (e.g. 2)</description>
            </Parameter>
!           <Parameter name='fixedLegFrequency' enumeration='QuantLib::Frequency'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>swap's fixed leg frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description>
            </Parameter>
!           <Parameter name='fixedLegConvention' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>swap's fixed leg business day convention</description>
            </Parameter>
!           <Parameter name='fixedLegDayCounter' enumeration='QuantLib::DayCounter'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 532,546 ----
              <description>underlying swap settlement days (e.g. 2)</description>
            </Parameter>
!           <Parameter name='fixedLegFreq' enumeration='QuantLib::Frequency'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>swap's fixed leg frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description>
            </Parameter>
!           <Parameter name='fixedLegBDC' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>swap's fixed leg business day convention</description>
            </Parameter>
!           <Parameter name='fixedLegDC' enumeration='QuantLib::DayCounter'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 562,565 ****
--- 562,575 ----
              <description>floating leg short tenor Index</description>
            </Parameter>
+           <Parameter name='beta'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description>beta parameter for all expiries and tenors</description>
+           </Parameter>
+           <Parameter name='maxTolerance'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description>maximum tolerance allowed for calibration</description>
+           </Parameter>
          </Parameters>
        </ParameterList>