Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31787/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 1.45
retrieving revision 1.46
diff -C2 -d -r1.45 -r1.46
*** swaptionvolstructure.xml 5 Sep 2006 15:27:28 -0000 1.45
--- swaptionvolstructure.xml 6 Sep 2006 10:14:21 -0000 1.46
***************
*** 564,576 ****
<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'>
--- 564,576 ----
<description>floating leg short tenor Index</description>
</Parameter>
! <Parameter name='parametersGuess' libraryType='QuantLib::Matrix'>
<type>double</type>
! <tensorRank>matrix</tensorRank>
! <description>matrix of parameters guess.</description>
</Parameter>
! <Parameter name='isParamFixed'>
<type>bool</type>
! <tensorRank>vector</tensorRank>
! <description>if TRUE parameter guess is not calibrated.</description>
</Parameter>
<Parameter name='maxTol'>
|