[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata cmsmarket.xml, 1.2, 1.3

[Giorgio F. <gi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8406/gensrc/metadata

Modified Files:
	cmsmarket.xml 
Log Message:


Index: cmsmarket.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/cmsmarket.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** cmsmarket.xml	12 Sep 2006 15:08:10 -0000	1.2
--- cmsmarket.xml	12 Sep 2006 16:14:29 -0000	1.3
***************
*** 82,87 ****
        </ReturnValue>
      </Member>
-    
      
    </Functions>
  </Category>
--- 82,131 ----
        </ReturnValue>
      </Member>
      
+    <!-- SmileAndCmsCalibrationBySabr constructors -->
+ 
+    <Constructor name='qlSmileAndCmsCalibrationBySabr'> 
+       <libraryFunction>SmileAndCmsCalibrationBySabr</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='volCube' libToHandle='SwaptionVolatilityStructure'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>Volatility Cube by Sabr</description>
+           </Parameter>
+           <Parameter name='cmsMarketID' libraryClass='CmsMarket'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>ID of the CmsMarket object</description>
+           </Parameter>
+           <Parameter name='weights' libraryType='QuantLib::Matrix'>
+             <type>double</type>
+             <tensorRank>matrix</tensorRank>
+             <description>weights for cms market calibration.</description>
+           </Parameter>
+          </Parameters>
+       </ParameterList>
+     </Constructor>
+      
+     <Member name='qlSimultaneousCalibration' libraryClass='SmileAndCmsCalibrationBySabr'>
+       <description>Return the best beta</description>
+       <libraryFunction>calibration</libraryFunction>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters>
+         </Parameters>
+       </ParameterList>
+       <ReturnValue>
+         <type>double</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
    </Functions>
  </Category>