[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaptionvolstructure.xml, 1.82, 1.83

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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1302/gensrc/metadata

Modified Files:
	swaptionvolstructure.xml 
Log Message:


Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.82
retrieving revision 1.83
diff -C2 -d -r1.82 -r1.83
*** swaptionvolstructure.xml	24 Nov 2006 10:11:43 -0000	1.82
--- swaptionvolstructure.xml	24 Nov 2006 14:17:36 -0000	1.83
***************
*** 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>
--- 17,21 ----
      <!-- SwaptionVolatilityStructure interface-->
  
!     <Member name='qlSwaptionVTSVolatility' handleToLib='SwaptionVolatilityStructure' loopParameter='optionDate'>
        <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>
***************
*** 25,34 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='expiry' libraryType='QuantLib::Date'>
              <type>long</type>
              <tensorRank>vector</tensorRank>
              <description>swaption expiry date</description>
            </Parameter>
!           <Parameter name='swapLength' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 25,34 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='optionDate' libraryType='QuantLib::Date'>
              <type>long</type>
              <tensorRank>vector</tensorRank>
              <description>swaption expiry date</description>
            </Parameter>
!           <Parameter name='swapTenor' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 66,70 ****
              <description>swaption option tenor</description>
            </Parameter>
!           <Parameter name='swapLength' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 66,70 ----
              <description>swaption option tenor</description>
            </Parameter>
!           <Parameter name='swapTenor' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 97,106 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='expiry' libraryType='QuantLib::Date'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
              <description>swaption expiry date</description>
            </Parameter>
!           <Parameter name='length' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 97,106 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='optionDate' libraryType='QuantLib::Date'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
              <description>swaption expiry date</description>
            </Parameter>
!           <Parameter name='swapTenor' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 138,142 ****
              <description>swaption option tenor</description>
            </Parameter>
!           <Parameter name='length' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 138,142 ----
              <description>swaption option tenor</description>
            </Parameter>
!           <Parameter name='swapTenor' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 161,167 ****
      </Member>
  
!     <Member name='qlSwaptionVTSMaxExpiry' handleToLib='SwaptionVolatilityStructure'>
!       <description>Returns the latest start date for which the term structure can return vols.</description>
!       <libraryFunction>maxStartDate</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
--- 161,167 ----
      </Member>
  
!     <Member name='qlSwaptionVTSMaxOptionDate' handleToLib='SwaptionVolatilityStructure'>
!       <description>Returns the latest option date for which the term structure can return vols.</description>
!       <libraryFunction>maxOptionDate</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
***************
*** 176,182 ****
      </Member>
  
!     <Member name='qlSwaptionVTSMaxSwapLength' handleToLib='SwaptionVolatilityStructure'>
        <description>Returns the largest length for which the term structure can return vols.</description>
!       <libraryFunction>maxLength</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
--- 176,182 ----
      </Member>
  
!     <Member name='qlSwaptionVTSMaxSwapTenor' handleToLib='SwaptionVolatilityStructure'>
        <description>Returns the largest length for which the term structure can return vols.</description>
!       <libraryFunction>maxSwapTenor</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
***************
*** 328,334 ****
  
      <!-- SwaptionVolatilityMatrix interface -->
!     <Member name='qlSwaptionVTSMatrixExerciseDates' libraryClass='SwaptionVolatilityMatrix'>
        <description>Returns the vector of swaption exercise dates.</description>
!       <libraryFunction>exerciseDates</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
--- 328,334 ----
  
      <!-- SwaptionVolatilityMatrix interface -->
!     <Member name='qlSwaptionVTSMatrixOptionDates' libraryClass='SwaptionVolatilityMatrix'>
        <description>Returns the vector of swaption exercise dates.</description>
!       <libraryFunction>optionDates</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
***************
*** 343,349 ****
      </Member>
  
!     <Member name='qlSwaptionVTSMatrixSwapLengths' libraryClass='SwaptionVolatilityMatrix'>
!       <description>Returns the vector of underlying swap lengths.</description>
!       <libraryFunction>lengths</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
--- 343,349 ----
      </Member>
  
!     <Member name='qlSwaptionVTSMatrixSwapTenors' libraryClass='SwaptionVolatilityMatrix'>
!       <description>Returns the vector of underlying swap tenors.</description>
!       <libraryFunction>swapTenors</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
***************
*** 367,376 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='expiry' libraryType='QuantLib::Date'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
              <description>swaption expiry date</description>
            </Parameter>
!           <Parameter name='swapLength' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 367,376 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='optionDate' libraryType='QuantLib::Date'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
              <description>swaption expiry date</description>
            </Parameter>
!           <Parameter name='swapTenor' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 400,409 ****
              <description>At-the-money volatility structure</description>
            </Parameter>
!           <Parameter name='expiries' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>vector</tensorRank>
              <description>smile cube's expiries as periods</description>
            </Parameter>
!           <Parameter name='swapLengths' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>vector</tensorRank>
--- 400,409 ----
              <description>At-the-money volatility structure</description>
            </Parameter>
!           <Parameter name='optionTenor' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>vector</tensorRank>
              <description>smile cube's expiries as periods</description>
            </Parameter>
!           <Parameter name='swapTenor' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>vector</tensorRank>
***************
*** 443,452 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='expiry' libraryType='QuantLib::Date'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
              <description>swaption expiry date</description>
            </Parameter>
!           <Parameter name='swapLength' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 443,452 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='optionDate' libraryType='QuantLib::Date'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
              <description>swaption expiry date</description>
            </Parameter>
!           <Parameter name='swapTenor' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 474,478 ****
              <description>swaption option tenor</description>
            </Parameter>
!           <Parameter name='swapLength' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 474,478 ----
              <description>swaption option tenor</description>
            </Parameter>
!           <Parameter name='swapTenor' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 501,510 ****
              <description>At-the-money volatility structure</description>
            </Parameter>
!           <Parameter name='expiries' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>vector</tensorRank>
              <description>smile cube's expiries as periods</description>
            </Parameter>
!           <Parameter name='swapLengths' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>vector</tensorRank>
--- 501,510 ----
              <description>At-the-money volatility structure</description>
            </Parameter>
!           <Parameter name='optionTenors' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>vector</tensorRank>
              <description>smile cube's expiries as periods</description>
            </Parameter>
!           <Parameter name='swapTenors' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>vector</tensorRank>
***************
*** 625,634 ****
              <description>Swaption volatility cube object ID</description>
            </Parameter>
!           <Parameter name='expiry' libraryType='QuantLib::Date'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
              <description>smile's expiry as date</description>
            </Parameter>
!           <Parameter name='swapLength' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 625,634 ----
              <description>Swaption volatility cube object ID</description>
            </Parameter>
!           <Parameter name='optionDate' libraryType='QuantLib::Date'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
              <description>smile's expiry as date</description>
            </Parameter>
!           <Parameter name='swapTenor' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 652,661 ****
              <description>Swaption volatility cube object ID</description>
            </Parameter>
!           <Parameter name='expiry' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>smile's expiry as period</description>
            </Parameter>
!           <Parameter name='swapLength' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 652,661 ----
              <description>Swaption volatility cube object ID</description>
            </Parameter>
!           <Parameter name='optionDate' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>smile's expiry as period</description>
            </Parameter>
!           <Parameter name='swapTenor' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 674,678 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='expiry' libraryType='QuantLib::Date'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
--- 674,678 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='optionDate' libraryType='QuantLib::Date'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>