Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14506/gensrc/metadata
Modified Files:
swaptionvolstructure.xml
Log Message:
Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.83
retrieving revision 1.84
diff -C2 -d -r1.83 -r1.84
*** swaptionvolstructure.xml 24 Nov 2006 14:17:36 -0000 1.83
--- swaptionvolstructure.xml 24 Nov 2006 16:01:18 -0000 1.84
***************
*** 220,224 ****
</ReturnValue>
</Member>
!
<!-- Handle<SwaptionVolatilityStructure> -->
<Constructor name='qlHandleSwaptionVolatilityStructure'>
--- 220,239 ----
</ReturnValue>
</Member>
!
! <Member name='qlSwaptionVTSBDConv' handleToLib='SwaptionVolatilityStructure'>
! <description>Returns the Business Day Convention.</description>
! <libraryFunction>businessDayConvention</libraryFunction>
! <SupportedPlatforms>
! <Excel/>
! </SupportedPlatforms>
! <ParameterList>
! <Parameters>
! </Parameters>
! </ParameterList>
! <ReturnValue enumeration='QuantLib::BusinessDayConvention'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! </ReturnValue>
! </Member>
<!-- Handle<SwaptionVolatilityStructure> -->
<Constructor name='qlHandleSwaptionVolatilityStructure'>
***************
*** 435,438 ****
--- 450,483 ----
<!-- SwaptionVolatilityCube interface -->
+ <Member name='qlSwaptionVTSCubeOptionDates' libraryClass='SwaptionVolatilityCube'>
+ <description>Returns the vector of swaption exercise dates.</description>
+ <libraryFunction>optionDates</libraryFunction>
+ <SupportedPlatforms>
+ <Excel/>
+ </SupportedPlatforms>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue libraryType='QuantLib::Date'>
+ <type>long</type>
+ <tensorRank>vector</tensorRank>
+ </ReturnValue>
+ </Member>
+
+ <Member name='qlSwaptionVTSCubeSwapTenors' libraryClass='SwaptionVolatilityCube'>
+ <description>Returns the vector of underlying swap tenors.</description>
+ <libraryFunction>swapTenors</libraryFunction>
+ <SupportedPlatforms>
+ <Excel/>
+ </SupportedPlatforms>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue libraryType='QuantLib::Period'>
+ <type>string</type>
+ <tensorRank>vector</tensorRank>
+ </ReturnValue>
+ </Member>
+
<Member name='qlSwaptionVTSatmStrike' libraryClass='SwaptionVolatilityCube'>
<description>Returns the atm swaption strike for a given exercise date and underlying swap length.</description>
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