Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21677/gensrc/metadata
Modified Files:
swaptionvolstructure.xml
Log Message:
Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.81
retrieving revision 1.82
diff -C2 -d -r1.81 -r1.82
*** swaptionvolstructure.xml 24 Nov 2006 09:17:24 -0000 1.81
--- swaptionvolstructure.xml 24 Nov 2006 10:11:43 -0000 1.82
***************
*** 613,617 ****
<!-- SmileSectionInteface constructors -->
<Constructor name='qlSmileSectionByCube'>
! <libraryFunction>SabrSmileSection</libraryFunction>
<functionCategory>QuantLib</functionCategory>
<SupportedPlatforms>
--- 613,617 ----
<!-- SmileSectionInteface constructors -->
<Constructor name='qlSmileSectionByCube'>
! <libraryFunction>SmileSectionByCube</libraryFunction>
<functionCategory>QuantLib</functionCategory>
<SupportedPlatforms>
***************
*** 620,627 ****
<ParameterList>
<Parameters>
! <Parameter name='volCubeBySabr' libraryClass='SwaptionVolatilityCubeBySabr'>
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>Swaption volatility cube by Sabr object ID</description>
</Parameter>
<Parameter name='expiry' libraryType='QuantLib::Date'>
--- 620,627 ----
<ParameterList>
<Parameters>
! <Parameter name='volCube' libraryClass='SwaptionVolatilityCube'>
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>Swaption volatility cube object ID</description>
</Parameter>
<Parameter name='expiry' libraryType='QuantLib::Date'>
***************
*** 640,644 ****
<Constructor name='qlSmileSectionByCube2'>
! <libraryFunction>SabrSmileSection</libraryFunction>
<functionCategory>QuantLib</functionCategory>
<SupportedPlatforms>
--- 640,644 ----
<Constructor name='qlSmileSectionByCube2'>
! <libraryFunction>SmileSectionByCube</libraryFunction>
<functionCategory>QuantLib</functionCategory>
<SupportedPlatforms>
***************
*** 647,654 ****
<ParameterList>
<Parameters>
! <Parameter name='volCubeBySabr' libraryClass='SwaptionVolatilityCube'>
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>Swaption volatility cube by Sabr object ID</description>
</Parameter>
<Parameter name='expiry' libraryType='QuantLib::Period'>
--- 647,654 ----
<ParameterList>
<Parameters>
! <Parameter name='volCube' libraryClass='SwaptionVolatilityCube'>
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>Swaption volatility cube object ID</description>
</Parameter>
<Parameter name='expiry' libraryType='QuantLib::Period'>
|