[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata interpolation.xml, 1.42, 1.43
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From: Cristina D. <cdu...@us...> - 2006-10-26 17:57:47
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24995/gensrc/metadata Modified Files: interpolation.xml Log Message: vega weighted fit Index: interpolation.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v retrieving revision 1.42 retrieving revision 1.43 diff -C2 -d -r1.42 -r1.43 *** interpolation.xml 18 Oct 2006 10:59:47 -0000 1.42 --- interpolation.xml 26 Oct 2006 17:57:44 -0000 1.43 *************** *** 347,350 **** --- 347,355 ---- <description>TRUE if the rho value provided is to be kept fixed, FALSE if it is just a guess</description> </Parameter> + <Parameter name='vegaWeighted' default='false'> + <type>bool</type> + <tensorRank>scalar</tensorRank> + <description>TRUE if the interpolation is weighted using options Vega. FALSE by default.</description> + </Parameter> <Parameter name='optimizationMethod' libraryClass='OptimizationMethod' default='""'> <type>string</type> |