Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17710/gensrc/metadata
Modified Files:
swaptionvolstructure.xml
Log Message:
bug fixed
Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.61
retrieving revision 1.62
diff -C2 -d -r1.61 -r1.62
*** swaptionvolstructure.xml 17 Oct 2006 14:38:22 -0000 1.61
--- swaptionvolstructure.xml 18 Oct 2006 13:48:53 -0000 1.62
***************
*** 536,554 ****
</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>
- </Member>
-
<Member name='qlSparseSabrParameters' objectClass='SwaptionVolatilityCubeBySabr'>
<description>return results of Sabr calibration</description>
--- 536,539 ----
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