[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata capletvolstructure.xml, 1.29, 1.30

[Francois du V. <fd...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1366

Modified Files:
	capletvolstructure.xml 
Log Message:
Capstripper class constructor argument :
const boost::shared_ptr<SmileSectionsVolStructure> smileSectionsVolStructure
replaced by:
std::vector<boost::shared_ptr<SmileSectionInterface> >&  smileSectionInterfaces

Index: capletvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v
retrieving revision 1.29
retrieving revision 1.30
diff -C2 -d -r1.29 -r1.30
*** capletvolstructure.xml	17 Nov 2006 11:14:37 -0000	1.29
--- capletvolstructure.xml	17 Nov 2006 14:26:11 -0000	1.30
***************
*** 213,216 ****
--- 213,274 ----
  
  
+         <Constructor name='qlCapsStripper2'>
+             <libraryFunction>CapsStripper</libraryFunction>
+             <SupportedPlatforms>
+                 <Excel/>
+             </SupportedPlatforms>
+             <ParameterList>
+                 <Parameters>
+                     <Parameter name='capTenors' libraryType='QuantLib::Period'>
+                         <type>string</type>
+                         <tensorRank>vector</tensorRank>
+                         <description>cap lengths.</description>
+                     </Parameter>
+                     <Parameter name='capStrikes' libraryType='QuantLib::Rate'>
+                         <type>double</type>
+                         <tensorRank>vector</tensorRank>
+                         <description>cap strikes.</description>
+                     </Parameter>
+                     <Parameter name='volatilities' libToHandle='Quote'>
+                         <type>string</type>
+                         <tensorRank>matrix</tensorRank>
+                         <description>cap volatilities.</description>
+                     </Parameter>
+                     <Parameter name="indexID" libraryClass='Xibor'>
+                         <type>string</type>
+                         <tensorRank>scalar</tensorRank>
+                         <description>cap index</description>
+                     </Parameter>
+                     <Parameter name='termStructureID' libToHandle='YieldTermStructure'>
+                         <type>string</type>
+                         <tensorRank>scalar</tensorRank>
+                         <description>discounting term structure</description>
+                     </Parameter>
+                     <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
+                         <type>string</type>
+                         <tensorRank>scalar</tensorRank>
+                         <description>day counter (e.g. Actual/360)</description>
+                     </Parameter>
+                     <Parameter name='impliedVolatilityAccuracy' libraryType='QuantLib::Real'>
+                         <type>double</type>
+                         <tensorRank>scalar</tensorRank>
+                         <description>implied Volatility Accuracy.</description>
+                     </Parameter>
+                     <Parameter name='maxEvaluations' libraryType='QuantLib::Size'>
+                         <type>long</type>
+                         <tensorRank>scalar</tensorRank>
+                         <description>implied Volatility max Evaluations.</description>
+                     </Parameter>
+                     <Parameter name='smileSections' libraryClass='SmileSectionInterface'>
+                         <type>string</type>
+                         <tensorRank>vector</tensorRank>
+                         <description>smile sections IDs</description>
+                     </Parameter>
+                 </Parameters>
+             </ParameterList>
+         </Constructor>
+ 
+ 
+ 
          <Constructor name='qlSmileSectionsVolStructure'>
              <libraryFunction>SmileSectionsVolStructure</libraryFunction>