Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1028/gensrc/metadata
Modified Files:
swaptionvolstructure.xml
Log Message:
activated new vol cube constructor using matrix of handles to quotes
Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.69
retrieving revision 1.70
diff -C2 -d -r1.69 -r1.70
*** swaptionvolstructure.xml 30 Oct 2006 13:26:26 -0000 1.69
--- swaptionvolstructure.xml 31 Oct 2006 09:36:12 -0000 1.70
***************
*** 477,481 ****
</Member>
<!-- SwaptionVolatilityCubeBySabr constructors -->
! <Constructor name='qlSwaptionVolatilityCubeBySabr'>
<libraryFunction>SwaptionVolatilityCubeBySabr</libraryFunction>
<functionCategory>QuantLib</functionCategory>
--- 477,481 ----
</Member>
<!-- SwaptionVolatilityCubeBySabr constructors -->
! <!--<Constructor name='qlSwaptionVolatilityCubeBySabr'>
<libraryFunction>SwaptionVolatilityCubeBySabr</libraryFunction>
<functionCategory>QuantLib</functionCategory>
***************
*** 572,579 ****
</Parameters>
</ParameterList>
! </Constructor>
<!-- SwaptionVolatilityCubeBySabr constructors -->
! <Constructor name='qlSwaptionVolatilityCubeBySabr2'>
<libraryFunction>SwaptionVolatilityCubeBySabr</libraryFunction>
<functionCategory>QuantLib</functionCategory>
--- 572,579 ----
</Parameters>
</ParameterList>
! </Constructor>-->
<!-- SwaptionVolatilityCubeBySabr constructors -->
! <Constructor name='qlSwaptionVolatilityCubeBySabr'>
<libraryFunction>SwaptionVolatilityCubeBySabr</libraryFunction>
<functionCategory>QuantLib</functionCategory>
|