Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3479/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 1.49
retrieving revision 1.50
diff -C2 -d -r1.49 -r1.50
*** swaptionvolstructure.xml 8 Sep 2006 10:05:06 -0000 1.49
--- swaptionvolstructure.xml 12 Sep 2006 08:15:43 -0000 1.50
***************
*** 672,679 ****
! <!-- VarianceSmileSection constructors -->
! <Constructor name='qlVarianceSmileSection'>
! <libraryFunction>VarianceSmileSection</libraryFunction>
<functionCategory>QuantLib</functionCategory>
<supportedPlatforms>
--- 672,679 ----
! <!-- SmileSection constructors -->
! <Constructor name='qlSmileSection'>
! <libraryFunction>SmileSection</libraryFunction>
<functionCategory>QuantLib</functionCategory>
<supportedPlatforms>
***************
*** 701,706 ****
</Constructor>
! <Member name='qlVolatilityFromSmile' libraryClass='VarianceSmileSection'>
! <description>Return the volatility from VarianceSmileSection</description>
<libraryFunction>volatility</libraryFunction>
<supportedPlatforms>
--- 701,706 ----
</Constructor>
! <Member name='qlVolatilityFromSmile' libraryClass='SmileSection'>
! <description>Return the volatility from SmileSection</description>
<libraryFunction>volatility</libraryFunction>
<supportedPlatforms>
|