[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata smilesection.xml, 1.3, 1.4
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From: Eric E. <eri...@us...> - 2006-12-03 11:50:31
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6225/gensrc/metadata Modified Files: smilesection.xml Log Message: generalize CoerceDateVector to CoerceVector - 1) comment qlSmileSectionExerciseDate/qlFlatSmileSection out of smilesection.xml (incompatible w/corresponding QLO code) 2) add file qlxl/Functions/smilesection.cpp to build 3) implement CoerceVector for parameter volatilities of function qlSabrSmileSection Index: smilesection.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/smilesection.xml,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** smilesection.xml 1 Dec 2006 21:56:12 -0000 1.3 --- smilesection.xml 3 Dec 2006 11:50:23 -0000 1.4 *************** *** 58,62 **** </Member> ! <Member name='qlSmileSectionExerciseDate' libraryClass='SmileSection'> <description>Returns the exercise date of the SmileSection object</description> <libraryFunction>variance</libraryFunction> --- 58,62 ---- </Member> ! <!--Member name='qlSmileSectionExerciseDate' libraryClass='SmileSection'> <description>Returns the exercise date of the SmileSection object</description> <libraryFunction>variance</libraryFunction> *************** *** 71,75 **** <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member> <Member name='qlSmileSectionDayCounter' libraryClass='SmileSection'> --- 71,75 ---- <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member--> <Member name='qlSmileSectionDayCounter' libraryClass='SmileSection'> *************** *** 88,92 **** </Member> ! <Constructor name='qlFlatSmileSection'> <libraryFunction>FlatSmileSection</libraryFunction> <functionCategory>QuantLib</functionCategory> --- 88,92 ---- </Member> ! <!--Constructor name='qlFlatSmileSection'> <libraryFunction>FlatSmileSection</libraryFunction> <functionCategory>QuantLib</functionCategory> *************** *** 118,124 **** </Parameters> </ParameterList> ! </Constructor> ! <Constructor name='qlSabrSmileSection'> <libraryFunction>SabrSmileSection</libraryFunction> <functionCategory>QuantLib</functionCategory> --- 118,124 ---- </Parameters> </ParameterList> ! </Constructor--> ! <!--Constructor name='qlSabrSmileSection'> <libraryFunction>SabrSmileSection</libraryFunction> <functionCategory>QuantLib</functionCategory> *************** *** 145,151 **** </Parameters> </ParameterList> ! </Constructor> ! <!--<Constructor name='qlSabrSmileSection'> <libraryFunction>SabrSmileSection</libraryFunction> <functionCategory>QuantLib</functionCategory> --- 145,151 ---- </Parameters> </ParameterList> ! </Constructor--> ! <Constructor name='qlSabrSmileSection'> <libraryFunction>SabrSmileSection</libraryFunction> <functionCategory>QuantLib</functionCategory> *************** *** 227,231 **** </Parameters> </ParameterList> ! </Constructor>--> </Functions> --- 227,231 ---- </Parameters> </ParameterList> ! </Constructor> </Functions> |