Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1324/gensrc/metadata
Modified Files:
cmsmarket.xml enumtypes.xml
Log Message:
Index: enumtypes.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumtypes.xml,v
retrieving revision 1.28
retrieving revision 1.29
diff -C2 -d -r1.28 -r1.29
*** enumtypes.xml 7 Nov 2006 15:39:19 -0000 1.28
--- enumtypes.xml 21 Nov 2006 09:31:34 -0000 1.29
***************
*** 1184,1187 ****
--- 1184,1201 ----
</Enumeration>
+ <Enumeration type='QuantLib::SmileAndCmsCalibrationBySabr::OptimMethod'>
+ <constructor>true</constructor>
+ <EnumerationDefinitions>
+ <EnumerationDefinition>
+ <string>DownHillSimplex</string>
+ <value>QuantLib::SmileAndCmsCalibrationBySabr::DownHillSimplex</value>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>ConjugateGradient</string>
+ <value>QuantLib::SmileAndCmsCalibrationBySabr::ConjugateGrad </value>
+ </EnumerationDefinition>
+ </EnumerationDefinitions>
+ </Enumeration>
+
</Enumerations>
Index: cmsmarket.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/cmsmarket.xml,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** cmsmarket.xml 21 Nov 2006 08:11:39 -0000 1.15
--- cmsmarket.xml 21 Nov 2006 09:31:34 -0000 1.16
***************
*** 103,107 ****
<Member name='qlSimultaneousCalibration' libraryClass='SmileAndCmsCalibrationBySabr'>
! <description>Return the best beta</description>
<libraryFunction>calibration</libraryFunction>
<SupportedPlatforms>
--- 103,107 ----
<Member name='qlSimultaneousCalibration' libraryClass='SmileAndCmsCalibrationBySabr'>
! <description>Return the best beta and mean reversion</description>
<libraryFunction>calibration</libraryFunction>
<SupportedPlatforms>
***************
*** 110,113 ****
--- 110,118 ----
<ParameterList>
<Parameters>
+ <Parameter name='OptimMethod' enumeration='QuantLib::SmileAndCmsCalibrationBySabr::OptimMethod'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ <description>optimization method (e.g. DownHillSimplex, ConjugateGradient)</description>
+ </Parameter>
</Parameters>
</ParameterList>
|