[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaptionvolstructure.xml, 1.58, 1.59

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11225/gensrc/metadata

Modified Files:
	swaptionvolstructure.xml 
Log Message:
adopting QuantLib::Types

Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.58
retrieving revision 1.59
diff -C2 -d -r1.58 -r1.59
*** swaptionvolstructure.xml	6 Oct 2006 12:08:14 -0000	1.58
--- swaptionvolstructure.xml	11 Oct 2006 17:26:30 -0000	1.59
***************
*** 37,41 ****
              <description>Underlying swap length as period (e.g. 5Y)</description>
            </Parameter>
!           <Parameter name='strike'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 37,41 ----
              <description>Underlying swap length as period (e.g. 5Y)</description>
            </Parameter>
!           <Parameter name='strike' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
***************
*** 74,78 ****
              <description>underlying swap tenor</description>
            </Parameter>
!           <Parameter name='strike' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 74,78 ----
              <description>underlying swap tenor</description>
            </Parameter>
!           <Parameter name='strike' libraryType='QuantLib::Rate' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
***************
*** 131,135 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
--- 131,135 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Rate'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
***************
*** 146,150 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
--- 146,150 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Rate'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
***************
*** 205,209 ****
              <description>reference date</description>
            </Parameter>
!           <Parameter name='volatility'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 205,209 ----
              <description>reference date</description>
            </Parameter>
!           <Parameter name='volatility' libraryType='QuantLib::Volatility'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
***************
*** 360,364 ****
              <description>smile cube's underlying swap lengths</description>
            </Parameter>
!           <Parameter name='strikeSpreads'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 360,364 ----
              <description>smile cube's underlying swap lengths</description>
            </Parameter>
!           <Parameter name='strikeSpreads' libraryType='QuantLib::Spread'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 400,404 ****
              <description>floating leg Index</description>
            </Parameter>
!           <Parameter name='shortTenor'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 400,404 ----
              <description>floating leg Index</description>
            </Parameter>
!           <Parameter name='shortTenor' libraryType='QuantLib::Time'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
***************
*** 439,443 ****
              <description>smile cube's underlying swap lengths</description>
            </Parameter>
!           <Parameter name='strikeSpreads'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 439,443 ----
              <description>smile cube's underlying swap lengths</description>
            </Parameter>
!           <Parameter name='strikeSpreads' libraryType='QuantLib::Spread'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 479,483 ****
              <description>floating leg Index</description>
            </Parameter>
!           <Parameter name='shortTenor'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 479,483 ----
              <description>floating leg Index</description>
            </Parameter>
!           <Parameter name='shortTenor' libraryType='QuantLib::Time'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
***************
*** 612,616 ****
              <description>Swaption volatility cube by Sabr</description>
            </Parameter>
!           <Parameter name='expiry'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 612,616 ----
              <description>Swaption volatility cube by Sabr</description>
            </Parameter>
!           <Parameter name='expiry' libraryType='QuantLib::Time'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
***************
*** 634,648 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='expiry'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>expiry</description>
            </Parameter>
!           <Parameter name='strikes'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>strikes</description>
            </Parameter>
!           <Parameter name='volatilities'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 634,648 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='expiry' libraryType='QuantLib::Time'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>expiry</description>
            </Parameter>
!           <Parameter name='strikes' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>strikes</description>
            </Parameter>
!           <Parameter name='volatilities' libraryType='QuantLib::Volatility'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 661,670 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='expiry'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>expiry</description>
            </Parameter>
!           <Parameter name='flatVolatility'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 661,670 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='expiry' libraryType='QuantLib::Time'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>expiry</description>
            </Parameter>
!           <Parameter name='flatVolatility' libraryType='QuantLib::Volatility'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
***************
*** 683,687 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='strike'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 683,687 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='strike' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
***************
*** 690,694 ****
          </Parameters>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
--- 690,694 ----
          </Parameters>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Volatility'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>