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From: Ferdinando A. <na...@us...> - 2006-10-19 15:05:45
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20589/gensrc/metadata Modified Files: capletvolstructure.xml Log Message: CapStipper is now usable in the framework Index: capletvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** capletvolstructure.xml 19 Oct 2006 11:16:28 -0000 1.24 --- capletvolstructure.xml 19 Oct 2006 15:05:40 -0000 1.25 *************** *** 115,122 **** <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'> --- 115,122 ---- <ParameterList> <Parameters> ! <Parameter name='volatility' libToHandle='Quote'> ! <type>string</type> <tensorRank>scalar</tensorRank> ! <description>cap/floor constant volatility Quote</description> </Parameter> <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> |
