[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata capletvolstructure.xml, 1.20, 1.21 swaptionvolstructure.xml, 1.59, 1.60

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13990/gensrc/metadata

Modified Files:
	capletvolstructure.xml swaptionvolstructure.xml 
Log Message:


Index: capletvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** capletvolstructure.xml	12 Oct 2006 16:06:39 -0000	1.20
--- capletvolstructure.xml	12 Oct 2006 17:05:42 -0000	1.21
***************
*** 4,9 ****
--- 4,11 ----
    <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
    <includes>
+     <include>qlo/index.hpp</include>
      <include>qlo/capletvolstructure.hpp</include>
      <include>ql/Volatilities/capletconstantvol.hpp</include>
+     <include>ql/Volatilities/capstripper.hpp</include>
    </includes>
    <copyright>
***************
*** 106,113 ****
      </Member>
  
!     <!-- Handle<CapletVolatilityStructure> -->
  
!     <Constructor name='qlHandleCapletVolatilityStructuree'>
!       <libraryFunction>Handle&lt;QuantLib::CapletVolatilityStructure&gt;</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
--- 108,115 ----
      </Member>
  
!     <!-- CapletVolatilityStructure constructors -->
  
!     <Constructor name='qlCapletVTSConstant'>
!       <libraryFunction>CapletConstantVolatility</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
***************
*** 115,122 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='capletVolID' libraryClass='CapletVolatilityStructure' default='""'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>ID of the CapletVolatilityStructure object</description>
            </Parameter>
          </Parameters>
--- 117,129 ----
        <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'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>day counter (e.g. Actual/360)</description>
            </Parameter>
          </Parameters>
***************
*** 124,173 ****
      </Constructor>
  
!     <Member name='qlHandleCapletVolatilityStructureLinkTo' objectClass='Handle&lt;QuantLib::CapletVolatilityStructure&gt;'>
!       <libraryFunction>linkTo</libraryFunction>
!       <description>relink handle</description>
        <SupportedPlatforms>
          <Excel/>
        </SupportedPlatforms>
        <ParameterList>
!         <Parameters>
!           <Parameter name='capletVolID' libraryClass='CapletVolatilityStructure'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>ID of the CapletVolatilityStructure object</description>
!           </Parameter>
!         </Parameters>
        </ParameterList>
!       <ReturnValue>
!         <type>void</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
  
! 
!     <!-- CapletVolatilityStructure constructors -->
! 
!     <Constructor name='qlCapletVTSConstant'>
!       <libraryFunction>CapletConstantVolatility</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
        </SupportedPlatforms>
        <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'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>day counter (e.g. Actual/360)</description>
!           </Parameter>
!         </Parameters>
        </ParameterList>
!     </Constructor>
  
!      <Constructor name='qlCapsStripper'>
        <libraryFunction>CapsStripper</libraryFunction>
        <SupportedPlatforms>
--- 131,167 ----
      </Constructor>
  
!     <!-- CapsStripper interface-->
! 
!     <Member name='qlCapsStripperStrikes' libraryClass='CapsStripper'>
!       <description>Returns the vector of cap strikes underlying the given ObjectID.</description>
!       <libraryFunction>strikes</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
        </SupportedPlatforms>
        <ParameterList>
!         <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Rate'>
!         <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlCapsStripperTenors' libraryClass='CapsStripper'>
!       <description>Returns the vector of cap tenors underlying the given ObjectID.</description>
!       <libraryFunction>tenors</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
        </SupportedPlatforms>
        <ParameterList>
!         <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Period'>
!         <type>string</type>
!         <tensorRank>vector</tensorRank>
!       </ReturnValue>
!     </Member>
  
!     <Constructor name='qlCapsStripper'>
        <libraryFunction>CapsStripper</libraryFunction>
        <SupportedPlatforms>
***************
*** 176,210 ****
        <ParameterList>
          <Parameters>
! 	<Parameter name='calendar' enumeration='QuantLib::Calendar'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>holiday calendar (e.g. TARGET)</description>
            </Parameter>
! 	<Parameter name='convention' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>business day convention (e.g. ModifiedFollowing)</description>
            </Parameter>
! 	<Parameter name='fixingDays'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
              <description>fixing days (e.g. 2)</description>
            </Parameter>
! 	<Parameter name='capTenors' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>vector</tensorRank>
              <description>cap lengths.</description>
            </Parameter>
! 	<Parameter name='capStrikes' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>cap strikes.</description>
            </Parameter>
! 	<Parameter name='volatilities' libToHandle='QuantLib::Quote'>
              <type>double</type>
              <tensorRank>matrix</tensorRank>
              <description>cap volatilities.</description>
            </Parameter>
! 	<Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 170,204 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='calendar' enumeration='QuantLib::Calendar'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>holiday calendar (e.g. TARGET)</description>
            </Parameter>
!           <Parameter name='convention' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>business day convention (e.g. ModifiedFollowing)</description>
            </Parameter>
!           <Parameter name='fixingDays'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
              <description>fixing days (e.g. 2)</description>
            </Parameter>
!           <Parameter name='capTenors' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>vector</tensorRank>
              <description>cap lengths.</description>
            </Parameter>
!           <Parameter name='capStrikes' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>cap strikes.</description>
            </Parameter>
!           <Parameter name='volatilities' libToHandle='QuantLib::Quote'>
              <type>double</type>
              <tensorRank>matrix</tensorRank>
              <description>cap volatilities.</description>
            </Parameter>
!           <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 216,220 ****
              <description>cap index</description>
            </Parameter>
! 	<Parameter name='termStructureID' libToHandle='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 210,214 ----
              <description>cap index</description>
            </Parameter>
!           <Parameter name='termStructureID' libToHandle='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 225,228 ****
--- 219,261 ----
      </Constructor>
  
+     <!-- Handle<CapletVolatilityStructure> -->
+ 
+     <Constructor name='qlHandleCapletVolatilityStructuree'>
+       <libraryFunction>Handle&lt;QuantLib::CapletVolatilityStructure&gt;</libraryFunction>
+       <SupportedPlatforms>
+         <Excel/>
+       </SupportedPlatforms>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='capletVolID' libraryClass='CapletVolatilityStructure' default='""'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>ID of the CapletVolatilityStructure object</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+     </Constructor>
+ 
+     <Member name='qlHandleCapletVolatilityStructureLinkTo' objectClass='Handle&lt;QuantLib::CapletVolatilityStructure&gt;'>
+       <libraryFunction>linkTo</libraryFunction>
+       <description>relink handle</description>
+       <SupportedPlatforms>
+         <Excel/>
+       </SupportedPlatforms>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='capletVolID' libraryClass='CapletVolatilityStructure'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>ID of the CapletVolatilityStructure object</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+       <ReturnValue>
+         <type>void</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
    </Functions>
  </Category>

Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.59
retrieving revision 1.60
diff -C2 -d -r1.59 -r1.60
*** swaptionvolstructure.xml	11 Oct 2006 17:26:30 -0000	1.59
--- swaptionvolstructure.xml	12 Oct 2006 17:05:42 -0000	1.60
***************
*** 535,539 ****
        </ReturnValue>
      </Member>
!     
      <Member name='qlSparseSabrParameters' objectClass='SwaptionVolatilityCubeBySabr'>
        <description>return results of Sabr calibration</description>
--- 535,539 ----
        </ReturnValue>
      </Member>
! 
      <Member name='qlSparseSabrParameters' objectClass='SwaptionVolatilityCubeBySabr'>
        <description>return results of Sabr calibration</description>
***************
*** 550,554 ****
        </ReturnValue>
      </Member>
!     
      <Member name='qlDenseSabrParameters' objectClass='SwaptionVolatilityCubeBySabr'>
        <description>return results of Sabr calibration</description>
--- 550,554 ----
        </ReturnValue>
      </Member>
! 
      <Member name='qlDenseSabrParameters' objectClass='SwaptionVolatilityCubeBySabr'>
        <description>return results of Sabr calibration</description>
***************
*** 565,569 ****
        </ReturnValue>
      </Member>
!   
      <Member name='qlMarketVolCube' objectClass='SwaptionVolatilityCubeBySabr'>
        <description>return the market volatility cube</description>
--- 565,569 ----
        </ReturnValue>
      </Member>
! 
      <Member name='qlMarketVolCube' objectClass='SwaptionVolatilityCubeBySabr'>
        <description>return the market volatility cube</description>
***************
*** 580,584 ****
        </ReturnValue>
      </Member>
!  
      <Member name='qlVolCubeAtmCalibrated' objectClass='SwaptionVolatilityCubeBySabr'>
        <description>return the volatility cube calibrated to ATM matrix</description>
--- 580,584 ----
        </ReturnValue>
      </Member>
! 
      <Member name='qlVolCubeAtmCalibrated' objectClass='SwaptionVolatilityCubeBySabr'>
        <description>return the volatility cube calibrated to ATM matrix</description>
***************
*** 596,603 ****
      </Member>
  
!   
!    <!-- SmileSection constructors -->
  
!    <Constructor name='qlSmileSectionBySabr'>
        <libraryFunction>SmileSection</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
--- 596,602 ----
      </Member>
  
!     <!-- SmileSection constructors -->
  
!     <Constructor name='qlSmileSectionBySabr'>
        <libraryFunction>SmileSection</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
***************
*** 605,609 ****
          <Excel/>
        </SupportedPlatforms>
!       <ParameterList> 
          <Parameters>
            <Parameter name='volCubeBySabr' libraryClass='SwaptionVolatilityCubeBySabr'>
--- 604,608 ----
          <Excel/>
        </SupportedPlatforms>
!       <ParameterList>
          <Parameters>
            <Parameter name='volCubeBySabr' libraryClass='SwaptionVolatilityCubeBySabr'>
***************
*** 622,629 ****
              <description>smile's underlying swap length</description>
            </Parameter>
!          </Parameters>
        </ParameterList>
      </Constructor>
!     
      <Constructor name='qlSmileSection'>
        <libraryFunction>SmileSection</libraryFunction>
--- 621,628 ----
              <description>smile's underlying swap length</description>
            </Parameter>
!         </Parameters>
        </ParameterList>
      </Constructor>
! 
      <Constructor name='qlSmileSection'>
        <libraryFunction>SmileSection</libraryFunction>
***************
*** 649,656 ****
              <description>volatilities</description>
            </Parameter>
!          </Parameters>
        </ParameterList>
      </Constructor>
!     
      <Constructor name='qlFictitiousSmileSection'>
        <libraryFunction>SmileSection</libraryFunction>
--- 648,655 ----
              <description>volatilities</description>
            </Parameter>
!         </Parameters>
        </ParameterList>
      </Constructor>
! 
      <Constructor name='qlFictitiousSmileSection'>
        <libraryFunction>SmileSection</libraryFunction>
***************
*** 671,678 ****
              <description>flat Volatility</description>
            </Parameter>
!          </Parameters>
        </ParameterList>
      </Constructor>
!     
      <Member name='qlVolatilityFromSmile' libraryClass='SmileSection'>
        <description>Return the volatility from SmileSection</description>
--- 670,677 ----
              <description>flat Volatility</description>
            </Parameter>
!         </Parameters>
        </ParameterList>
      </Constructor>
! 
      <Member name='qlVolatilityFromSmile' libraryClass='SmileSection'>
        <description>Return the volatility from SmileSection</description>
***************
*** 695,700 ****
        </ReturnValue>
      </Member>
!     
    </Functions>
  </Category>
- 
--- 694,698 ----
        </ReturnValue>
      </Member>
! 
    </Functions>
  </Category>