[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaptionvolstructure.xml, 1.44, 1.45

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19331/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 1.44
retrieving revision 1.45
diff -C2 -d -r1.44 -r1.45
*** swaptionvolstructure.xml	5 Sep 2006 08:28:33 -0000	1.44
--- swaptionvolstructure.xml	5 Sep 2006 15:27:28 -0000	1.45
***************
*** 529,548 ****
              <description>holiday calendar (e.g. TARGET)</description>
            </Parameter>
!           <Parameter name='swapSettlementDays'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
              <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>
--- 529,548 ----
              <description>holiday calendar (e.g. TARGET)</description>
            </Parameter>
!           <Parameter name='swapSettlDays'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
              <description>underlying swap settlement days (e.g. 2)</description>
            </Parameter>
!           <Parameter name='fxdLegFreq' 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='fxdLegBDC' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>swap's fixed leg business day convention</description>
            </Parameter>
!           <Parameter name='fxdLegDC' enumeration='QuantLib::DayCounter'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 564,573 ****
              <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>
--- 564,578 ----
              <description>floating leg short tenor Index</description>
            </Parameter>
!           <Parameter name='guess'>
              <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>initial guess for alpha, beta, nu, rho</description>
+           </Parameter>
+           <Parameter name='isBetaFixed'>
+             <type>bool</type>
              <tensorRank>scalar</tensorRank>
!             <description>if TRUE beta guess is not calibrated</description>
            </Parameter>
!           <Parameter name='maxTol'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>