[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.48, 1.49

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9624/gensrc/metadata

Modified Files:
	marketmodels.xml 
Log Message:
restored loopParametr

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.48
retrieving revision 1.49
diff -C2 -d -r1.48 -r1.49
*** marketmodels.xml	11 Oct 2006 17:22:30 -0000	1.48
--- marketmodels.xml	26 Oct 2006 08:06:10 -0000	1.49
***************
*** 602,606 ****
      <!-- Abcd Volatility -->
  
!     <Member name='qlAbcdInstantaneousValue' libraryClass='Abcd'>
        <description>Returns the instantaneous volatility as function of residual time to maturity. [a + b*T] * e^{-c*T} + d</description>
        <libraryFunction>operator()</libraryFunction>
--- 602,606 ----
      <!-- Abcd Volatility -->
  
!     <Member name='qlAbcdInstantaneousValue' libraryClass='Abcd' loopParameter='u'>
        <description>Returns the instantaneous volatility as function of residual time to maturity. [a + b*T] * e^{-c*T} + d</description>
        <libraryFunction>operator()</libraryFunction>
***************
*** 612,616 ****
            <Parameter name='u' const='False'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>residual time(s) to maturity</description>
            </Parameter>
--- 612,616 ----
            <Parameter name='u' const='False'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>residual time(s) to maturity</description>
            </Parameter>
***************
*** 619,627 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlAbcdInstantaneousCovariance' libraryClass='Abcd'>
        <description>Returns covariance at calendar time u between T and S fixing rates.</description>
        <libraryFunction>instantaneousCovariance</libraryFunction>
--- 619,627 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlAbcdInstantaneousCovariance' libraryClass='Abcd' loopParameter='u'>
        <description>Returns covariance at calendar time u between T and S fixing rates.</description>
        <libraryFunction>instantaneousCovariance</libraryFunction>
***************
*** 633,637 ****
            <Parameter name='u' const='False'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>calendar time(s)</description>
            </Parameter>
--- 633,637 ----
            <Parameter name='u' const='False'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>calendar time(s)</description>
            </Parameter>
***************
*** 650,658 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlAbcdInstantaneousVariance' libraryClass='Abcd'>
        <description>Returns variance at calendar time u of T-fixing rate.</description>
        <libraryFunction>instantaneousVariance</libraryFunction>
--- 650,658 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlAbcdInstantaneousVariance' libraryClass='Abcd' loopParameter='u'>
        <description>Returns variance at calendar time u of T-fixing rate.</description>
        <libraryFunction>instantaneousVariance</libraryFunction>
***************
*** 664,668 ****
            <Parameter name='u' const='False'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>calendar time(s)</description>
            </Parameter>
--- 664,668 ----
            <Parameter name='u' const='False'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>calendar time(s)</description>
            </Parameter>
***************
*** 676,684 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlAbcdInstantaneousVolatility' libraryClass='Abcd'>
        <description>Returns volatility at calendar time u of T-fixing rate.</description>
        <libraryFunction>instantaneousVolatility</libraryFunction>
--- 676,684 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlAbcdInstantaneousVolatility' libraryClass='Abcd' loopParameter='u'>
        <description>Returns volatility at calendar time u of T-fixing rate.</description>
        <libraryFunction>instantaneousVolatility</libraryFunction>
***************
*** 690,694 ****
            <Parameter name='u' const='False'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>calendar time(s)</description>
            </Parameter>
--- 690,694 ----
            <Parameter name='u' const='False'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>calendar time(s)</description>
            </Parameter>
***************
*** 702,706 ****
        <ReturnValue libraryType='QuantLib::Volatility'>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
--- 702,706 ----
        <ReturnValue libraryType='QuantLib::Volatility'>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 951,955 ****
  
      <Member name='qlAbcdError' libraryClass='Abcd'>
!       <description>Returs the error between the abdc implied Black vols and a given Balck vol vector</description>
        <libraryFunction>error</libraryFunction>
        <SupportedPlatforms>
--- 951,955 ----
  
      <Member name='qlAbcdError' libraryClass='Abcd'>
!       <description>Returs the error between the abdc implied Black vols and a given Black vol vector</description>
        <libraryFunction>error</libraryFunction>
        <SupportedPlatforms>