Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29850/gensrc/metadata
Modified Files:
swaptionvolstructure.xml
Log Message:
removed all SwaptionATMvols constructors but the one tenor- and handle- based.
Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.52
retrieving revision 1.53
diff -C2 -d -r1.52 -r1.53
*** swaptionvolstructure.xml 15 Sep 2006 10:07:35 -0000 1.52
--- swaptionvolstructure.xml 15 Sep 2006 15:14:11 -0000 1.53
***************
*** 226,230 ****
</Constructor>
! <!--<Constructor name='qlSwaptionVTSMatrix'>
<libraryFunction>SwaptionVolatilityMatrix</libraryFunction>
<supportedPlatforms>
--- 226,230 ----
</Constructor>
! <Constructor name='qlSwaptionVTSMatrix'>
<libraryFunction>SwaptionVolatilityMatrix</libraryFunction>
<supportedPlatforms>
***************
*** 249,322 ****
<description>Business day convention used for calculating the exercise dates from the expiries</description>
</Parameter>
! <Parameter name='swapLengths' libraryType='QuantLib::Period'>
! <type>string</type>
! <tensorRank>vector</tensorRank>
! <description>underlying swap lengths</description>
! </Parameter>
! <Parameter name='volatilities' libraryType='QuantLib::Matrix'>
! <type>double</type>
! <tensorRank>matrix</tensorRank>
! <description>swaption volatilities</description>
! </Parameter>
! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>day counter (e.g. Actual/360)</description>
! </Parameter>
! </Parameters>
! </ParameterList>
! </Constructor>
!
! <Constructor name='qlSwaptionVTSMatrix2'>
! <libraryFunction>SwaptionVolatilityMatrix</libraryFunction>
! <supportedPlatforms>
! <supportedPlatform>excel</supportedPlatform>
! <supportedPlatform>calc</supportedPlatform>
! </supportedPlatforms>
! <ParameterList>
! <Parameters>
! <Parameter name='exerciseDates' libraryType='QuantLib::Date'>
! <type>long</type>
! <tensorRank>vector</tensorRank>
! <description>swaption exercise dates</description>
! </Parameter>
! <Parameter name='swapLengths' libraryType='QuantLib::Period'>
! <type>string</type>
! <tensorRank>vector</tensorRank>
! <description>underlying swap lengths</description>
! </Parameter>
! <Parameter name='volatilities' libraryType='QuantLib::Matrix'>
! <type>double</type>
! <tensorRank>matrix</tensorRank>
! <description>swaption volatilities</description>
! </Parameter>
! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>day counter (e.g. Actual/360)</description>
! </Parameter>
! </Parameters>
! </ParameterList>
! </Constructor>-->
!
! <Constructor name='qlSwaptionVTSMatrix3'>
! <libraryFunction>SwaptionVolatilityMatrix</libraryFunction>
! <supportedPlatforms>
! <supportedPlatform>excel</supportedPlatform>
! <supportedPlatform>calc</supportedPlatform>
! </supportedPlatforms>
! <ParameterList>
! <Parameters>
! <Parameter name='referenceDate' libraryType='QuantLib::Date'>
! <type>long</type>
! <tensorRank>scalar</tensorRank>
! <description>swaption exercise dates</description>
! </Parameter>
! <Parameter name='exerciseDates' libraryType='QuantLib::Date'>
! <type>long</type>
! <tensorRank>vector</tensorRank>
! <description>swaption exercise dates</description>
! </Parameter>
! <Parameter name='swapLengths' libraryType='QuantLib::Period'>
<type>string</type>
<tensorRank>vector</tensorRank>
--- 249,253 ----
<description>Business day convention used for calculating the exercise dates from the expiries</description>
</Parameter>
! <Parameter name='swapTenors' libraryType='QuantLib::Period'>
<type>string</type>
<tensorRank>vector</tensorRank>
|