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From: Ferdinando A. <na...@us...> - 2006-11-15 10:41:33
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv16978/gensrc/metadata Modified Files: swaptionvolstructure.xml Log Message: loopParameter added Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.75 retrieving revision 1.76 diff -C2 -d -r1.75 -r1.76 *** swaptionvolstructure.xml 7 Nov 2006 14:59:30 -0000 1.75 --- swaptionvolstructure.xml 15 Nov 2006 10:41:29 -0000 1.76 *************** *** 18,22 **** <!--Member name='qlSwaptionVTSVolatility' handleToLib='SwaptionVolatilityStructure' loopParameter='strike'--> ! <Member name='qlSwaptionVTSVolatility' handleToLib='SwaptionVolatilityStructure'> <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date and underlying swap length.</description> <libraryFunction>volatility</libraryFunction> --- 18,22 ---- <!--Member name='qlSwaptionVTSVolatility' handleToLib='SwaptionVolatilityStructure' loopParameter='strike'--> ! <Member name='qlSwaptionVTSVolatility' handleToLib='SwaptionVolatilityStructure' loopParameter='expiry'> <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date and underlying swap length.</description> <libraryFunction>volatility</libraryFunction> *************** *** 28,32 **** <Parameter name='expiry' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>scalar</tensorRank> <description>swaption expiry date</description> </Parameter> --- 28,32 ---- <Parameter name='expiry' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>vector</tensorRank> <description>swaption expiry date</description> </Parameter> *************** *** 50,54 **** <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> --- 50,54 ---- <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> |
