[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata cmsmarket.xml, 1.15, 1.16 enumtypes.xml, 1.28, 1.29

[Giorgio F. <gi...@us...>]

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>