[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaptionvolstructure.xml, 1.77, 1.78

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6563/gensrc/metadata

Modified Files:
	swaptionvolstructure.xml 
Log Message:
enable looping for qlSwaptionVTSVolatility

Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.77
retrieving revision 1.78
diff -C2 -d -r1.77 -r1.78
*** swaptionvolstructure.xml	15 Nov 2006 11:19:20 -0000	1.77
--- swaptionvolstructure.xml	16 Nov 2006 09:22:03 -0000	1.78
***************
*** 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>
--- 17,21 ----
      <!-- SwaptionVolatilityStructure interface-->
  
!     <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>
--- 27,31 ----
            <Parameter name='expiry' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>vector</tensorRank>
              <description>swaption expiry date</description>
            </Parameter>
***************
*** 36,45 ****
              <description>Underlying swap length as period (e.g. 5Y)</description>
            </Parameter>
!           <Parameter name='strike' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>swaption strike vector</description>
            </Parameter>
!           <Parameter name='allowExtrapolation'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
--- 35,44 ----
              <description>Underlying swap length as period (e.g. 5Y)</description>
            </Parameter>
!           <Parameter name='strike' libraryType='QuantLib::Rate' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>swaption strike vector</description>
            </Parameter>
!           <Parameter name='allowExtrapolation' const='False'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
***************
*** 50,54 ****
        <ReturnValue libraryType='QuantLib::Volatility'>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
--- 49,53 ----
        <ReturnValue libraryType='QuantLib::Volatility'>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>