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From: Mario P. <mar...@us...> - 2006-09-06 14:27:47
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8561/gensrc/metadata Modified Files: swaptionvolstructure.xml Log Message: name change Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.47 retrieving revision 1.48 diff -C2 -d -r1.47 -r1.48 *** swaptionvolstructure.xml 6 Sep 2006 13:48:50 -0000 1.47 --- swaptionvolstructure.xml 6 Sep 2006 14:27:44 -0000 1.48 *************** *** 410,417 **** </Member> ! <!-- SwaptionVolatilityCube constructors --> ! <Constructor name='qlSwaptionVolatilityCube'> ! <libraryFunction>SwaptionVolatilityCube</libraryFunction> <functionCategory>QuantLib</functionCategory> <supportedPlatforms> --- 410,417 ---- </Member> ! <!-- SwaptionVolatilityCubeByLinear constructors --> ! <Constructor name='qlSwaptionVolatilityCubeByLinear'> ! <libraryFunction>SwaptionVolatilityCubeByLinear</libraryFunction> <functionCategory>QuantLib</functionCategory> <supportedPlatforms> *************** *** 578,584 **** </Constructor> ! <!-- SwaptionVolatilityCube interface --> ! <Member name='qlSwaptionVTSatmStrike' libraryClass='SwaptionVolatilityCube'> <description>Returns the atm swaption strike for a given exercise date and underlying swap length.</description> <libraryFunction>atmStrike</libraryFunction> --- 578,584 ---- </Constructor> ! <!-- SwaptionVolatilityCubeByLinear interface --> ! <Member name='qlSwaptionVTSatmStrike' libraryClass='SwaptionVolatilityCubeByLinear'> <description>Returns the atm swaption strike for a given exercise date and underlying swap length.</description> <libraryFunction>atmStrike</libraryFunction> |
