[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaption.xml, 1.22, 1.23
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From: Francois du V. <fd...@us...> - 2006-10-19 10:49:48
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8266 Modified Files: swaption.xml Log Message: qlSwaptionAtmRate and qlSwaptionVega added Index: swaption.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v retrieving revision 1.22 retrieving revision 1.23 diff -C2 -d -r1.22 -r1.23 *** swaption.xml 6 Oct 2006 12:08:14 -0000 1.22 --- swaption.xml 19 Oct 2006 10:49:42 -0000 1.23 *************** *** 88,91 **** --- 88,121 ---- </ReturnValue> </Member> + + <Member name='qlSwaptionAtmRate' libraryClass='Swaption'> + <description>Swaption ATM rate</description> + <libraryFunction>atmRate</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue libraryType='QuantLib::Real'> + <type>double</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + + <Member name='qlSwaptionVega' libraryClass='Swaption'> + <description>Swaption Vega</description> + <libraryFunction>vega</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue libraryType='QuantLib::Real'> + <type>double</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> </Functions> |