[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata cmsmarket.xml, 1.13, 1.14
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From: Giorgio F. <gi...@us...> - 2006-11-14 11:18:29
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7956/gensrc/metadata Modified Files: cmsmarket.xml Log Message: cms market calibration Index: cmsmarket.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/cmsmarket.xml,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** cmsmarket.xml 7 Nov 2006 15:39:19 -0000 1.13 --- cmsmarket.xml 14 Nov 2006 11:18:24 -0000 1.14 *************** *** 28,35 **** <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'> --- 28,35 ---- <description>cms matrix's expiries as periods</description> </Parameter> ! <Parameter name='swapIndices' libraryClass='SwapIndex'> <type>string</type> <tensorRank>vector</tensorRank> ! <description>cms matrix's swap Indices</description> </Parameter> <Parameter name='bidsAsks' libToHandle='Quote'> *************** *** 126,132 **** </Parameters> </ParameterList> ! <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> --- 126,132 ---- </Parameters> </ParameterList> ! <ReturnValue libraryType='QuantLib::Array'> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> |