Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21122/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 1.42
retrieving revision 1.43
diff -C2 -d -r1.42 -r1.43
*** swaptionvolstructure.xml 4 Sep 2006 19:21:04 -0000 1.42
--- swaptionvolstructure.xml 5 Sep 2006 07:49:04 -0000 1.43
***************
*** 5,8 ****
--- 5,9 ----
<includes>
<include>ql/Volatilities/swaptionvolcube.hpp</include>
+ <include>ql/Volatilities/swaptionvolcubebysabr.hpp</include>
<include>qlo/swaptionvolstructure.hpp</include>
<include>qlo/vo_swaptionvolstructure.hpp</include>
***************
*** 12,15 ****
--- 13,17 ----
Copyright (C) 2006 Silvia Frasson
Copyright (C) 2006 Mario Pucci
+ Copyright (C) 2006 Giorgio Facchinetti
</copyright>
<Functions>
***************
*** 603,607 ****
</ReturnValue>
</Member>
!
</Functions>
--- 605,638 ----
</ReturnValue>
</Member>
!
! <Member name='qlSparseSabrParameters' objectClass='SwaptionVolatilityCubeBySabr'>
! <description>return results of Sabr calibration</description>
! <libraryFunction>getSparseSabrParameters</libraryFunction>
! <supportedPlatforms>
! <supportedPlatform>excel</supportedPlatform>
! </supportedPlatforms>
! <ParameterList>
! <Parameters/>
! </ParameterList>
! <ReturnValue>
! <type>any</type>
! <tensorRank>matrix</tensorRank>
! </ReturnValue>
! </Member>
!
! <Member name='qlDenseSabrParameters' objectClass='SwaptionVolatilityCubeBySabr'>
! <description>return results of Sabr calibration</description>
! <libraryFunction>getDenseSabrParameters</libraryFunction>
! <supportedPlatforms>
! <supportedPlatform>excel</supportedPlatform>
! </supportedPlatforms>
! <ParameterList>
! <Parameters/>
! </ParameterList>
! <ReturnValue>
! <type>any</type>
! <tensorRank>matrix</tensorRank>
! </ReturnValue>
! </Member>
</Functions>
|