Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv367/gensrc/metadata
Modified Files:
swaptionvolstructure.xml
Log Message:
SmileSection refactoring
Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.86
retrieving revision 1.87
diff -C2 -d -r1.86 -r1.87
*** swaptionvolstructure.xml 1 Dec 2006 18:48:50 -0000 1.86
--- swaptionvolstructure.xml 1 Dec 2006 19:34:23 -0000 1.87
***************
*** 6,9 ****
--- 6,10 ----
<include>ql/Volatilities/swaptionvolcubebylinear.hpp</include>
<include>qlo/swaptionvolstructure.hpp</include>
+ <include>qlo/index.hpp</include>
</includes>
<copyright>
***************
*** 424,430 ****
</Member>
! <!-- SwaptionVolatilityCubeByLinear constructors -->
! <Constructor name='qlSwaptionVolatilityCubeByLinear'>
! <libraryFunction>SwaptionVolatilityCubeByLinear</libraryFunction>
<functionCategory>QuantLib</functionCategory>
<SupportedPlatforms>
--- 425,431 ----
</Member>
! <!-- SwaptionVolCube2 constructors -->
! <Constructor name='qlSwaptionVolCube2'>
! <libraryFunction>SwaptionVolCube2</libraryFunction>
<functionCategory>QuantLib</functionCategory>
<SupportedPlatforms>
|