[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata interpolation.xml, 1.34, 1.35
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From: Ferdinando A. <na...@us...> - 2006-09-18 07:07:14
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6165/gensrc/metadata Modified Files: interpolation.xml Log Message: introduced stand-alone SabrVolatility function Index: interpolation.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v retrieving revision 1.34 retrieving revision 1.35 diff -C2 -d -r1.34 -r1.35 *** interpolation.xml 15 Sep 2006 10:07:35 -0000 1.34 --- interpolation.xml 18 Sep 2006 07:07:11 -0000 1.35 *************** *** 1,702 **** <Category name='interpolation'> ! <description>functions to construct and use Interpolation and Interpolation2D objects</description> ! <displayName>Interpolation</displayName> ! <xlFunctionWizardCategory>QuantLib - Math</xlFunctionWizardCategory> ! <includes> ! <include>qlo/interpolation.hpp</include> ! <include>qlo/interpolation2D.hpp</include> ! <include>qlo/vo_interpolation.hpp</include> ! <include>qlo/optimization.hpp</include> ! <include>ql/Optimization/method.hpp</include> [...1374 lines suppressed...] ! <tensorRank>vector</tensorRank> ! <description>x array</description> ! </Parameter> ! <Parameter name='yArray'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>y array</description> ! </Parameter> ! <Parameter name='zMatrix' libraryType='QuantLib::Matrix'> ! <type>double</type> ! <tensorRank>matrix</tensorRank> ! <description>z-matrix values</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! </Functions> + </Category> |