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From: Ferdinando A. <na...@us...> - 2006-11-07 14:59:40
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4451/gensrc/metadata Modified Files: swaptionvolstructure.xml Log Message: switching to handleToLib WHY IT HAS BEEN DONE FOR volatility() AND NOT FOR THE OTHER METHODS??????? Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.74 retrieving revision 1.75 diff -C2 -d -r1.74 -r1.75 *** swaptionvolstructure.xml 2 Nov 2006 13:45:20 -0000 1.74 --- swaptionvolstructure.xml 7 Nov 2006 14:59:30 -0000 1.75 *************** *** 55,59 **** <!--Member name='qlSwaptionVTSBlackVariance' libraryClass='SwaptionVolatilityStructure' loopParameter='strike'--> ! <Member name='qlSwaptionVTSBlackVariance' libraryClass='SwaptionVolatilityStructure'> <description>Returns a vector of black volatilities corresponding to a vector of strikes for a given exercise date.</description> <libraryFunction>blackVariance</libraryFunction> --- 55,59 ---- <!--Member name='qlSwaptionVTSBlackVariance' libraryClass='SwaptionVolatilityStructure' loopParameter='strike'--> ! <Member name='qlSwaptionVTSBlackVariance' handleToLib='SwaptionVolatilityStructure'> <description>Returns a vector of black volatilities corresponding to a vector of strikes for a given exercise date.</description> <libraryFunction>blackVariance</libraryFunction> *************** *** 91,95 **** </Member> ! <Member name='qlSwaptionVTSMaxExpiry' libraryClass='SwaptionVolatilityStructure'> <description>Returns the latest start date for which the term structure can return vols.</description> <libraryFunction>maxStartDate</libraryFunction> --- 91,95 ---- </Member> ! <Member name='qlSwaptionVTSMaxExpiry' handleToLib='SwaptionVolatilityStructure'> <description>Returns the latest start date for which the term structure can return vols.</description> <libraryFunction>maxStartDate</libraryFunction> *************** *** 106,110 **** </Member> ! <Member name='qlSwaptionVTSMaxSwapLength' libraryClass='SwaptionVolatilityStructure'> <description>Returns the largest length for which the term structure can return vols.</description> <libraryFunction>maxLength</libraryFunction> --- 106,110 ---- </Member> ! <Member name='qlSwaptionVTSMaxSwapLength' handleToLib='SwaptionVolatilityStructure'> <description>Returns the largest length for which the term structure can return vols.</description> <libraryFunction>maxLength</libraryFunction> *************** *** 121,125 **** </Member> ! <Member name='qlSwaptionVTSMinStrike' libraryClass='SwaptionVolatilityStructure'> <description>Returns the minimum strike for which the term structure can return vols.</description> <libraryFunction>minStrike</libraryFunction> --- 121,125 ---- </Member> ! <Member name='qlSwaptionVTSMinStrike' handleToLib='SwaptionVolatilityStructure'> <description>Returns the minimum strike for which the term structure can return vols.</description> <libraryFunction>minStrike</libraryFunction> *************** *** 136,140 **** </Member> ! <Member name='qlSwaptionVTSMaxStrike' libraryClass='SwaptionVolatilityStructure'> <description>Returns the maximum strike for which the term structure can return vols.</description> <libraryFunction>maxStrike</libraryFunction> --- 136,140 ---- </Member> ! <Member name='qlSwaptionVTSMaxStrike' handleToLib='SwaptionVolatilityStructure'> <description>Returns the maximum strike for which the term structure can return vols.</description> <libraryFunction>maxStrike</libraryFunction> |
