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>
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