[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.31, 1.32
Brought to you by:
ericehlers,
nando
|
From: Ferdinando A. <na...@us...> - 2006-09-05 17:50:23
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14530/gensrc/metadata Modified Files: marketmodels.xml Log Message: caplet calibration Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.31 retrieving revision 1.32 diff -C2 -d -r1.31 -r1.32 *** marketmodels.xml 4 Sep 2006 19:21:04 -0000 1.31 --- marketmodels.xml 5 Sep 2006 17:50:19 -0000 1.32 *************** *** 957,963 **** </Member> ! <Member name='qlAbcdCalibrate' libraryClass='Abcd'> <description>Calibrates the a, b, c, d parameters of the vol parametrization</description> ! <libraryFunction>calibrate</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> --- 957,963 ---- </Member> ! <Member name='qlAbcdCapletCalibration' libraryClass='Abcd'> <description>Calibrates the a, b, c, d parameters of the vol parametrization</description> ! <libraryFunction>capletCalibration</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> |