[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata smilesection.xml, 1.8, 1.9
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From: Ferdinando A. <na...@us...> - 2006-12-11 17:57:21
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15572/gensrc/metadata Modified Files: smilesection.xml Log Message: SCARY AS HELL: I cannot change the variable names??????? Eric, would you please check. Index: smilesection.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/smilesection.xml,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** smilesection.xml 11 Dec 2006 17:48:57 -0000 1.8 --- smilesection.xml 11 Dec 2006 17:57:10 -0000 1.9 *************** *** 167,174 **** <description>strikes</description> </Parameter> <Parameter name='volatilities' libToHandle='Quote'> <type>string</type> <tensorRank>vector</tensorRank> ! <description>volatilities.</description> </Parameter> <Parameter name='forward' libraryType='QuantLib::Rate'> --- 167,175 ---- <description>strikes</description> </Parameter> + <!--<Parameter name='stdDevs' libToHandle='Quote'>--> <Parameter name='volatilities' libToHandle='Quote'> <type>string</type> <tensorRank>vector</tensorRank> ! <description>standard deviations (i.e. volatilities times square root of time to option expiry).</description> </Parameter> <Parameter name='forward' libraryType='QuantLib::Rate'> *************** *** 249,256 **** <description>strikes</description> </Parameter> <Parameter name='volatilities' libToHandle='Quote'> <type>string</type> <tensorRank>vector</tensorRank> ! <description>volatilities.</description> </Parameter> <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> --- 250,258 ---- <description>strikes</description> </Parameter> + <!--<Parameter name='stdDevs' libToHandle='Quote'>--> <Parameter name='volatilities' libToHandle='Quote'> <type>string</type> <tensorRank>vector</tensorRank> ! <description>standard deviations (i.e. volatilities times square root of time to option expiry).</description> </Parameter> <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> |