[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata cmsmarket.xml, 1.11, 1.12

[Katiuscia M. <kma...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17814/gensrc/metadata

Modified Files:
	cmsmarket.xml 
Log Message:
use new cmsMarket constructor

Index: cmsmarket.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/cmsmarket.xml,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** cmsmarket.xml	2 Nov 2006 09:28:10 -0000	1.11
--- cmsmarket.xml	2 Nov 2006 14:45:25 -0000	1.12
***************
*** 12,73 ****
    </copyright>
    <Functions>
- 
-     <!-- CmsMarket constructors -->
- 
-     <Constructor name='qlCmsMarket'>
-       <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='QuantLib::Quote'>
-             <type>double</type>
-             <tensorRank>matrix</tensorRank>
-             <description>matrix of bid and ask cms spreads.</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>
      
      <!-- CmsMarket constructors -->
  
!     <Constructor name='qlCmsMarket2'>
        <libraryFunction>CmsMarket</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
--- 12,19 ----
    </copyright>
    <Functions>
      
      <!-- CmsMarket constructors -->
  
!     <Constructor name='qlCmsMarket'>
        <libraryFunction>CmsMarket</libraryFunction>
        <functionCategory>QuantLib</functionCategory>