Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5265/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 1.43
retrieving revision 1.44
diff -C2 -d -r1.43 -r1.44
*** swaptionvolstructure.xml 5 Sep 2006 07:49:04 -0000 1.43
--- swaptionvolstructure.xml 5 Sep 2006 08:28:33 -0000 1.44
***************
*** 635,638 ****
--- 635,668 ----
</ReturnValue>
</Member>
+
+ <Member name='qlMarketVolCube' objectClass='SwaptionVolatilityCubeBySabr'>
+ <description>return the market volatility cube</description>
+ <libraryFunction>getMarketVolCube</libraryFunction>
+ <supportedPlatforms>
+ <supportedPlatform>excel</supportedPlatform>
+ </supportedPlatforms>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue>
+ <type>any</type>
+ <tensorRank>matrix</tensorRank>
+ </ReturnValue>
+ </Member>
+
+ <Member name='qlVolCubeAtmCalibrated' objectClass='SwaptionVolatilityCubeBySabr'>
+ <description>return the volatility cube calibrated to ATM matrix</description>
+ <libraryFunction>getVolCubeAtmCalibrated</libraryFunction>
+ <supportedPlatforms>
+ <supportedPlatform>excel</supportedPlatform>
+ </supportedPlatforms>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue>
+ <type>any</type>
+ <tensorRank>matrix</tensorRank>
+ </ReturnValue>
+ </Member>
</Functions>
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