Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19506/gensrc/metadata
Modified Files:
cmsmarket.xml enumtypes.xml
Log Message:
Index: enumtypes.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumtypes.xml,v
retrieving revision 1.29
retrieving revision 1.30
diff -C2 -d -r1.29 -r1.30
*** enumtypes.xml 21 Nov 2006 09:31:34 -0000 1.29
--- enumtypes.xml 4 Dec 2006 10:04:43 -0000 1.30
***************
*** 1184,1201 ****
</Enumeration>
- <Enumeration type='QuantLib::SmileAndCmsCalibrationBySabr::OptimMethod'>
- <constructor>true</constructor>
- <EnumerationDefinitions>
- <EnumerationDefinition>
- <string>DownHillSimplex</string>
- <value>QuantLib::SmileAndCmsCalibrationBySabr::DownHillSimplex</value>
- </EnumerationDefinition>
- <EnumerationDefinition>
- <string>ConjugateGradient</string>
- <value>QuantLib::SmileAndCmsCalibrationBySabr::ConjugateGrad </value>
- </EnumerationDefinition>
- </EnumerationDefinitions>
- </Enumeration>
-
</Enumerations>
--- 1184,1187 ----
Index: cmsmarket.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/cmsmarket.xml,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** cmsmarket.xml 28 Nov 2006 09:54:58 -0000 1.18
--- cmsmarket.xml 4 Dec 2006 10:04:43 -0000 1.19
***************
*** 8,11 ****
--- 8,12 ----
<include>qlo/couponvectors.hpp</include>
<include>qlo/swaptionvolstructure.hpp</include>
+ <include>qlo/optimization.hpp</include>
</includes>
<copyright>
***************
*** 110,122 ****
<ParameterList>
<Parameters>
! <Parameter name='guess' libraryType='QuantLib::Array'>
! <type>double</type>
! <tensorRank>vector</tensorRank>
! <description>initial guess</description>
! </Parameter>
! <Parameter name='OptimMethod' enumeration='QuantLib::SmileAndCmsCalibrationBySabr::OptimMethod'>
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>optimization method (e.g. DownHillSimplex, ConjugateGradient)</description>
</Parameter>
</Parameters>
--- 111,118 ----
<ParameterList>
<Parameters>
! <Parameter name='optimizationMethod' libraryClass='OptimizationMethod' default='""'>
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>optimization method object ID</description>
</Parameter>
</Parameters>
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