[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaptionvolstructure.xml, 1.64, 1.65 volatilities.xml, 1.14, 1.15

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9461/gensrc/metadata

Modified Files:
	swaptionvolstructure.xml volatilities.xml 
Log Message:
SwaptionCube refactoring

Index: volatilities.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/volatilities.xml,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** volatilities.xml	6 Oct 2006 12:08:14 -0000	1.14
--- volatilities.xml	24 Oct 2006 10:46:21 -0000	1.15
***************
*** 1,131 ****
  <Category name='volatilities'>
!     <description>functions to construct and use volatility objects</description>
!     <displayName>Volatilities</displayName>
!     <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
!     <includes>
!         <include>qlo/volatilities.hpp</include>
!         <include>ql/Math/sabrinterpolation.hpp</include>
!     </includes>
!     <copyright>
!         Copyright (C) 2005, 2006 Eric Ehlers
!     </copyright>
!     <Functions>
  
!         <Procedure name='qlSabrVolatility'>
!             <description>Sabr formula for smile volatility</description>
!             <alias>QuantLib::sabrVolatility</alias>
!             <SupportedPlatforms>
!                 <Excel/>
!             </SupportedPlatforms>
!             <ParameterList>
!                 <Parameters>
!                     <Parameter name='strike'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>option strike</description>
!                     </Parameter>
!                     <Parameter name='forward'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>underlying forward value</description>
!                     </Parameter>
!                     <Parameter name='expTime'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>expiry time (in years)</description>
!                     </Parameter>
!                     <Parameter name='alpha'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>alpha</description>
!                     </Parameter>
!                     <Parameter name='beta'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>beta</description>
!                     </Parameter>
!                     <Parameter name='nu'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>nu</description>
!                     </Parameter>
!                     <Parameter name='rho'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>rho</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!             <ReturnValue>
!                 <type>double</type>
!                 <tensorRank>scalar</tensorRank>
!             </ReturnValue>
!         </Procedure>
  
!         <Constructor name='qlBlackConstantVol'>
!             <libraryFunction>BlackConstantVol</libraryFunction>
!             <SupportedPlatforms>
!                 <Excel/>
!                 <C/>
!                 <Calc/>
!                 <Guile/>
!             </SupportedPlatforms>
!             <ParameterList>
!                 <Parameters>
!                     <Parameter name='settlementDate' libraryType='QuantLib::Date'>
!                         <type>long</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>settlement date</description>
!                     </Parameter>
!                     <Parameter name='volatility'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>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='qlBlackVarianceSurface'>
!             <libraryFunction>BlackVarianceSurface</libraryFunction>
!             <SupportedPlatforms>
!                 <Excel/>
!             </SupportedPlatforms>
!             <ParameterList>
!                 <Parameters>
!                     <Parameter name='settlementDate' libraryType='QuantLib::Date'>
!                         <type>long</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>settlement date</description>
!                     </Parameter>
!                     <Parameter name='dates' libraryType='QuantLib::Date'>
!                         <type>long</type>
!                         <tensorRank>vector</tensorRank>
!                         <description>dates</description>
!                     </Parameter>
!                     <Parameter name='strikes'>
!                         <type>double</type>
!                         <tensorRank>vector</tensorRank>
!                         <description>strikes</description>
!                     </Parameter>
!                     <Parameter name='volatilities' libraryType='QuantLib::Matrix'>
!                         <type>double</type>
!                         <tensorRank>matrix</tensorRank>
!                         <description>volatilities</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>
  
!     </Functions>
  </Category>
--- 1,131 ----
  <Category name='volatilities'>
!   <description>functions to construct and use volatility objects</description>
!   <displayName>Volatilities</displayName>
!   <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
!   <includes>
!     <include>qlo/volatilities.hpp</include>
!     <include>ql/Math/sabrinterpolation.hpp</include>
!   </includes>
!   <copyright>
!     Copyright (C) 2005, 2006 Eric Ehlers
!   </copyright>
!   <Functions>
  
!     <Procedure name='qlSabrVolatility'>
!       <description>Sabr formula for smile volatility</description>
!       <alias>QuantLib::sabrVolatility</alias>
!       <SupportedPlatforms>
!         <Excel/>
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='strike'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>option strike</description>
!           </Parameter>
!           <Parameter name='forward'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>underlying forward value</description>
!           </Parameter>
!           <Parameter name='expTime'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>expiry time (in years)</description>
!           </Parameter>
!           <Parameter name='alpha'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>alpha</description>
!           </Parameter>
!           <Parameter name='beta'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>beta</description>
!           </Parameter>
!           <Parameter name='nu'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>nu</description>
!           </Parameter>
!           <Parameter name='rho'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>rho</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Procedure>
  
!     <Constructor name='qlBlackConstantVol'>
!       <libraryFunction>BlackConstantVol</libraryFunction>
!       <SupportedPlatforms>
!         <Excel/>
!         <C/>
!         <Calc/>
!         <Guile/>
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='settlementDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>settlement date</description>
!           </Parameter>
!           <Parameter name='volatility'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>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='qlBlackVarianceSurface'>
!       <libraryFunction>BlackVarianceSurface</libraryFunction>
!       <SupportedPlatforms>
!         <Excel/>
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='settlementDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>settlement date</description>
!           </Parameter>
!           <Parameter name='dates' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>vector</tensorRank>
!             <description>dates</description>
!           </Parameter>
!           <Parameter name='strikes'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>strikes</description>
!           </Parameter>
!           <Parameter name='volatilities' libraryType='QuantLib::Matrix'>
!             <type>double</type>
!             <tensorRank>matrix</tensorRank>
!             <description>volatilities</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>
  
!   </Functions>
  </Category>

Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.64
retrieving revision 1.65
diff -C2 -d -r1.64 -r1.65
*** swaptionvolstructure.xml	23 Oct 2006 18:31:11 -0000	1.64
--- swaptionvolstructure.xml	24 Oct 2006 10:46:21 -0000	1.65
***************
*** 4,9 ****
    <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
    <includes>
!     <include>ql/Volatilities/swaptionvolcube.hpp</include>
!     <include>ql/Volatilities/swaptionvolcubebysabr.hpp</include>
      <include>qlo/swaptionvolstructure.hpp</include>
    </includes>
--- 4,8 ----
    <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
    <includes>
!     <include>ql/Volatilities/swaptionvolcubebylinear.hpp</include>
      <include>qlo/swaptionvolstructure.hpp</include>
    </includes>