[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata cmsmarket.xml, 1.9, 1.10 enumtypes.xml, 1.26, 1.27

[Giorgio F. <gi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3846/gensrc/metadata

Modified Files:
	cmsmarket.xml enumtypes.xml 
Log Message:
Added cms calibration on forward price

Index: enumtypes.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumtypes.xml,v
retrieving revision 1.26
retrieving revision 1.27
diff -C2 -d -r1.26 -r1.27
*** enumtypes.xml	19 Oct 2006 09:11:12 -0000	1.26
--- enumtypes.xml	30 Oct 2006 16:59:20 -0000	1.27
***************
*** 1165,1168 ****
--- 1165,1186 ----
        </EnumerationDefinitions>
      </Enumeration>
+     
+     <Enumeration type='QuantLib::SmileAndCmsCalibrationBySabr::CalibrationType'>
+       <constructor>true</constructor>
+       <EnumerationDefinitions>
+         <EnumerationDefinition>
+           <string>OnSpread</string>
+           <value>QuantLib::SmileAndCmsCalibrationBySabr::OnSpread</value>
+         </EnumerationDefinition>
+         <EnumerationDefinition>
+           <string>OnPrice</string>
+           <value>QuantLib::SmileAndCmsCalibrationBySabr::OnPrice</value>
+         </EnumerationDefinition>
+         <EnumerationDefinition>
+           <string>OnForwardPrice</string>
+           <value>QuantLib::SmileAndCmsCalibrationBySabr::OnForwardCmsPrice</value>
+         </EnumerationDefinition>
+       </EnumerationDefinitions>
+     </Enumeration>
  
    </Enumerations>

Index: cmsmarket.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/cmsmarket.xml,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** cmsmarket.xml	27 Oct 2006 10:11:30 -0000	1.9
--- cmsmarket.xml	30 Oct 2006 16:59:20 -0000	1.10
***************
*** 107,114 ****
              <description>weights for cms market calibration.</description>
            </Parameter>
!           <Parameter name='isSpreadCalibrated'>
!             <type>bool</type>
              <tensorRank>scalar</tensorRank>
!             <description>if TRUE the beta parameter is calibrated to merket spread .</description>
            </Parameter>
          </Parameters>
--- 107,114 ----
              <description>weights for cms market calibration.</description>
            </Parameter>
!           <Parameter name='calibrationType' enumeration='QuantLib::SmileAndCmsCalibrationBySabr::CalibrationType'>
!             <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>calibration type (e.g. OnSpread, OnPrice, OnForwardPrice)</description>
            </Parameter>
          </Parameters>