[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata cmsmarket.xml, 1.10, 1.11

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15678/gensrc/metadata

Modified Files:
	cmsmarket.xml 
Log Message:
replaced  const Matrix& bidAskSpreads by const std::vector<std::vector<Handle<Quote> > >& bidAskSpreads 
in CmsMarket constructor

Index: cmsmarket.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/cmsmarket.xml,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** cmsmarket.xml	30 Oct 2006 16:59:20 -0000	1.10
--- cmsmarket.xml	2 Nov 2006 09:28:10 -0000	1.11
***************
*** 33,37 ****
              <description>cms matrix's underlying swap lengths</description>
            </Parameter>
!           <Parameter name='bidsAsks' libraryType='QuantLib::Matrix'>
              <type>double</type>
              <tensorRank>matrix</tensorRank>
--- 33,37 ----
              <description>cms matrix's underlying swap lengths</description>
            </Parameter>
!           <Parameter name='bidsAsks' libToHandle='QuantLib::Quote'>
              <type>double</type>
              <tensorRank>matrix</tensorRank>
***************
*** 66,70 ****
--- 66,124 ----
        </ParameterList>
      </Constructor>
+     
+     <!-- CmsMarket constructors -->
  
+     <Constructor name='qlCmsMarket2'>
+       <libraryFunction>CmsMarket</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <SupportedPlatforms>
+         <Excel/>
+       </SupportedPlatforms>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='expiries' libraryType='QuantLib::Period'>
+             <type>string</type>
+             <tensorRank>vector</tensorRank>
+             <description>cms matrix's expiries as periods</description>
+           </Parameter>
+           <Parameter name='swapLengths' libraryType='QuantLib::Period'>
+             <type>string</type>
+             <tensorRank>vector</tensorRank>
+             <description>cms matrix's underlying swap lengths</description>
+           </Parameter>
+           <Parameter name='bidsAsks' libToHandle='Quote'>
+             <type>string</type>
+             <tensorRank>matrix</tensorRank>
+             <description>matrix of bid and ask cms spreads quotes.</description>
+           </Parameter>
+           <Parameter name='meanReversions' libraryType='QuantLib::Matrix'>
+             <type>double</type>
+             <tensorRank>matrix</tensorRank>
+             <description>mean reversions.</description>
+           </Parameter>
+           <Parameter name='YTStructure' libToHandle='YieldTermStructure'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>Yield term structure</description>
+           </Parameter>
+           <Parameter name='volStructure' libToHandle='SwaptionVolatilityStructure'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>Volatility structure</description>
+           </Parameter>
+           <Parameter name='VanillaCMSCouponPricerType'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>Vanilla CMS Coupon Pricer Type (e.g ConundrumByBlack, ConundrumByNumericalIntegration)</description>
+           </Parameter>
+           <Parameter name='modelOfYieldCurve' enumeration='QuantLib::GFunctionFactory::ModelOfYieldCurve'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>model Of YieldCurve (e.g standard, exactYield, parallelShifts, nonParallelShifts)</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+     </Constructor>
+     
      <Member name='qlBrowseCmsMarket' objectClass='CmsMarket'>
        <description>return the market and implied spreads matrix</description>