[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata cmsmarket.xml, 1.5, 1.6
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From: Ferdinando A. <na...@us...> - 2006-10-11 11:33:46
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23599/gensrc/metadata Modified Files: cmsmarket.xml Log Message: Index: cmsmarket.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/cmsmarket.xml,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** cmsmarket.xml 5 Oct 2006 20:17:09 -0000 1.5 --- cmsmarket.xml 11 Oct 2006 11:33:43 -0000 1.6 *************** *** 12,19 **** </copyright> <Functions> - - <!-- CmsMarket constructors --> ! <Constructor name='qlCmsMarket'> <libraryFunction>CmsMarket</libraryFunction> <functionCategory>QuantLib</functionCategory> --- 12,19 ---- </copyright> <Functions> ! <!-- CmsMarket constructors --> ! ! <Constructor name='qlCmsMarket'> <libraryFunction>CmsMarket</libraryFunction> <functionCategory>QuantLib</functionCategory> *************** *** 53,67 **** <description>Volatility structure</description> </Parameter> ! <Parameter name='VanillaCMSCouponPricerType'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>Vanilla CMS Coupon Pricer Type (e.g ConundrumByBlack, ConundrumByNumericalIntegration)</description> ! </Parameter> ! <Parameter name='modelOfYieldCurve' enumeration='QuantLib::GFunctionFactory::ModelOfYieldCurve'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>model Of YieldCurve (e.g standard, exactYield, parallelShifts, nonParallelShifts)</description> ! </Parameter> ! </Parameters> </ParameterList> </Constructor> --- 53,67 ---- <description>Volatility structure</description> </Parameter> ! <Parameter name='VanillaCMSCouponPricerType'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>Vanilla CMS Coupon Pricer Type (e.g ConundrumByBlack, ConundrumByNumericalIntegration)</description> ! </Parameter> ! <Parameter name='modelOfYieldCurve' enumeration='QuantLib::GFunctionFactory::ModelOfYieldCurve'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>model Of YieldCurve (e.g standard, exactYield, parallelShifts, nonParallelShifts)</description> ! </Parameter> ! </Parameters> </ParameterList> </Constructor> *************** *** 81,88 **** </ReturnValue> </Member> - - <!-- SmileAndCmsCalibrationBySabr constructors --> ! <Constructor name='qlSmileAndCmsCalibrationBySabr'> <libraryFunction>SmileAndCmsCalibrationBySabr</libraryFunction> <functionCategory>QuantLib</functionCategory> --- 81,88 ---- </ReturnValue> </Member> ! <!-- SmileAndCmsCalibrationBySabr constructors --> ! ! <Constructor name='qlSmileAndCmsCalibrationBySabr'> <libraryFunction>SmileAndCmsCalibrationBySabr</libraryFunction> <functionCategory>QuantLib</functionCategory> *************** *** 107,114 **** <description>weights for cms market calibration.</description> </Parameter> ! </Parameters> </ParameterList> </Constructor> ! <Member name='qlSimultaneousCalibration' libraryClass='SmileAndCmsCalibrationBySabr'> <description>Return the best beta</description> --- 107,114 ---- <description>weights for cms market calibration.</description> </Parameter> ! </Parameters> </ParameterList> </Constructor> ! <Member name='qlSimultaneousCalibration' libraryClass='SmileAndCmsCalibrationBySabr'> <description>Return the best beta</description> *************** *** 129,131 **** </Functions> </Category> - --- 129,130 ---- |