[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.49, 1.50

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29800/gensrc/metadata

Modified Files:
	marketmodels.xml 
Log Message:
1) added maxError

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.49
retrieving revision 1.50
diff -C2 -d -r1.49 -r1.50
*** marketmodels.xml	26 Oct 2006 08:06:10 -0000	1.49
--- marketmodels.xml	26 Oct 2006 08:42:55 -0000	1.50
***************
*** 976,979 ****
--- 976,1005 ----
      </Member>
  
+     <Member name='qlAbcdMaxError' libraryClass='Abcd'>
+       <description>Returs the max error between the abdc implied Black vols and a given Black vol vector</description>
+       <libraryFunction>maxError</libraryFunction>
+       <SupportedPlatforms>
+         <Excel/>
+       </SupportedPlatforms>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='blackVols'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>Black vol vector.</description>
+           </Parameter>
+           <Parameter name='times' vectorIterator='begin'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>Reference time for the above Black vol vector.</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+       <ReturnValue>
+         <type>double</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
      <Member name='qlAbcdCapletCalibration' libraryClass='Abcd'>
        <description>Calibrates the a, b, c, d parameters of the vol parametrization</description>