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From: Ferdinando A. <na...@us...> - 2006-10-11 11:32:33
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23146/gensrc/metadata Modified Files: capletvolstructure.xml Log Message: adopting QuantLib::Types Index: capletvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** capletvolstructure.xml 6 Oct 2006 12:08:13 -0000 1.18 --- capletvolstructure.xml 11 Oct 2006 11:32:29 -0000 1.19 *************** *** 8,12 **** </includes> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano </copyright> <Functions> --- 8,12 ---- </includes> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano </copyright> <Functions> *************** *** 14,18 **** <!-- CapletVolatilityStructure interface--> ! <Member name='qlCapletVTSVolatility' libraryClass='CapletVolatilityStructure' loopParameter='strike'> <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date.</description> <libraryFunction>volatility</libraryFunction> --- 14,18 ---- <!-- CapletVolatilityStructure interface--> ! <Member name='qlCapletVTSVolatility' libraryClass='CapletVolatilityStructure' loopParameter='strikes'> <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date.</description> <libraryFunction>volatility</libraryFunction> *************** *** 27,31 **** <description>cap/floor expiry date</description> </Parameter> ! <Parameter name='strike' const='False'> <type>double</type> <tensorRank>vector</tensorRank> --- 27,31 ---- <description>cap/floor expiry date</description> </Parameter> ! <Parameter name='strikes' libraryType='QuantLib::Rate' const='False'> <type>double</type> <tensorRank>vector</tensorRank> *************** *** 45,49 **** </Member> ! <Member name='qlCapletVTSBlackVariance' libraryClass='CapletVolatilityStructure' loopParameter='strike'> <description>Returns a vector of black volatilities corresponding to a vector of strikes for a given exercise date.</description> <libraryFunction>blackVariance</libraryFunction> --- 45,49 ---- </Member> ! <Member name='qlCapletVTSBlackVariance' libraryClass='CapletVolatilityStructure' loopParameter='strikes'> <description>Returns a vector of black volatilities corresponding to a vector of strikes for a given exercise date.</description> <libraryFunction>blackVariance</libraryFunction> *************** *** 58,62 **** <description>cap/floor expiry date</description> </Parameter> ! <Parameter name='strike' const='False'> <type>double</type> <tensorRank>vector</tensorRank> --- 58,62 ---- <description>cap/floor expiry date</description> </Parameter> ! <Parameter name='strikes' libraryType='QuantLib::Rate' const='False'> <type>double</type> <tensorRank>vector</tensorRank> *************** *** 75,79 **** </ReturnValue> </Member> ! <Member name='qlCapletVTSMinStrike' libraryClass='CapletVolatilityStructure'> <description>Returns the minimum strike for which the term structure can return vols.</description> --- 75,79 ---- </ReturnValue> </Member> ! <Member name='qlCapletVTSMinStrike' libraryClass='CapletVolatilityStructure'> <description>Returns the minimum strike for which the term structure can return vols.</description> *************** *** 85,89 **** <Parameters/> </ParameterList> ! <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> --- 85,89 ---- <Parameters/> </ParameterList> ! <ReturnValue libraryType='QuantLib::Rate'> <type>double</type> <tensorRank>scalar</tensorRank> *************** *** 100,104 **** <Parameters/> </ParameterList> ! <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> --- 100,104 ---- <Parameters/> </ParameterList> ! <ReturnValue libraryType='QuantLib::Rate'> <type>double</type> <tensorRank>scalar</tensorRank> *************** *** 155,162 **** <ParameterList> <Parameters> ! <Parameter name='volatility'> <type>double</type> <tensorRank>scalar</tensorRank> ! <description>cap/floor constant volatilities </description> </Parameter> <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> --- 155,162 ---- <ParameterList> <Parameters> ! <Parameter name='volatility' libraryType='QuantLib::Volatility'> <type>double</type> <tensorRank>scalar</tensorRank> ! <description>cap/floor constant volatility</description> </Parameter> <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> *************** *** 169,174 **** </Constructor> - </Functions> </Category> - --- 169,172 ---- |
