Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv587/gensrc/metadata
Modified Files:
swaptionvolstructure.xml
Log Message:
loopParameter romoved, as it doesn't work yet
Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.76
retrieving revision 1.77
diff -C2 -d -r1.76 -r1.77
*** swaptionvolstructure.xml 15 Nov 2006 10:41:29 -0000 1.76
--- swaptionvolstructure.xml 15 Nov 2006 11:19:20 -0000 1.77
***************
*** 17,22 ****
<!-- SwaptionVolatilityStructure interface-->
! <!--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>
--- 17,22 ----
<!-- SwaptionVolatilityStructure interface-->
! <!--<Member name='qlSwaptionVTSVolatility' handleToLib='SwaptionVolatilityStructure' loopParameter='expiry'>-->
! <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>
***************
*** 28,32 ****
<Parameter name='expiry' libraryType='QuantLib::Date'>
<type>long</type>
! <tensorRank>vector</tensorRank>
<description>swaption expiry date</description>
</Parameter>
--- 28,32 ----
<Parameter name='expiry' libraryType='QuantLib::Date'>
<type>long</type>
! <tensorRank>scalar</tensorRank>
<description>swaption expiry date</description>
</Parameter>
***************
*** 48,54 ****
</Parameters>
</ParameterList>
! <ReturnValue>
<type>double</type>
! <tensorRank>vector</tensorRank>
</ReturnValue>
</Member>
--- 48,54 ----
</Parameters>
</ParameterList>
! <ReturnValue libraryType='QuantLib::Volatility'>
<type>double</type>
! <tensorRank>scalar</tensorRank>
</ReturnValue>
</Member>
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