[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaptionvolstructure.xml, 1.60, 1.61

[Giorgio F. <gi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3774/gensrc/metadata

Modified Files:
	swaptionvolstructure.xml 
Log Message:
splitted construction and calibration of swaptionvolcubebysabr

Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.60
retrieving revision 1.61
diff -C2 -d -r1.60 -r1.61
*** swaptionvolstructure.xml	12 Oct 2006 17:05:42 -0000	1.60
--- swaptionvolstructure.xml	17 Oct 2006 14:38:22 -0000	1.61
***************
*** 413,417 ****
--- 413,445 ----
        </ParameterList>
      </Constructor>
+     
+     <!-- SwaptionVolatilityCubeByLinear interface -->
  
+     <Member name='qlSwaptionVTSatmStrike' libraryClass='SwaptionVolatilityCubeByLinear'>
+       <description>Returns the atm swaption strike for a given exercise date and underlying swap length.</description>
+       <libraryFunction>atmStrike</libraryFunction>
+       <SupportedPlatforms>
+         <Excel/>
+       </SupportedPlatforms>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='expiry' libraryType='QuantLib::Date'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>swaption expiry date</description>
+           </Parameter>
+           <Parameter name='swapLength' libraryType='QuantLib::Period'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>Underlying swap length as period (e.g. 5Y)</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+       <ReturnValue>
+         <type>double</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+     
      <!-- SwaptionVolatilityCubeBySabr constructors -->
  
***************
*** 507,535 ****
        </ParameterList>
      </Constructor>
! 
!     <!-- SwaptionVolatilityCubeByLinear interface -->
! 
!     <Member name='qlSwaptionVTSatmStrike' libraryClass='SwaptionVolatilityCubeByLinear'>
!       <description>Returns the atm swaption strike for a given exercise date and underlying swap length.</description>
!       <libraryFunction>atmStrike</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
        </SupportedPlatforms>
        <ParameterList>
!         <Parameters>
!           <Parameter name='expiry' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>swaption expiry date</description>
!           </Parameter>
!           <Parameter name='swapLength' libraryType='QuantLib::Period'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Underlying swap length as period (e.g. 5Y)</description>
!           </Parameter>
!         </Parameters>
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
          <tensorRank>scalar</tensorRank>
        </ReturnValue>
--- 535,550 ----
        </ParameterList>
      </Constructor>
!       
!     <Member name='qlPerformSabrCalibration' objectClass='SwaptionVolatilityCubeBySabr'>
!       <description>perform Sabr calibration</description>
!       <libraryFunction>performCalibration</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
        </SupportedPlatforms>
        <ParameterList>
!         <Parameters/>
        </ParameterList>
        <ReturnValue>
!         <type>void</type>
          <tensorRank>scalar</tensorRank>
        </ReturnValue>
***************
*** 649,653 ****
            </Parameter>
          </Parameters>
!       </ParameterList>
      </Constructor>
  
--- 664,668 ----
            </Parameter>
          </Parameters>
!       </ParameterList> 
      </Constructor>