[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata smilesection.xml, 1.12, 1.13
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From: Ferdinando A. <na...@us...> - 2006-12-21 16:47:21
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9439/gensrc/metadata Modified Files: smilesection.xml Log Message: sabrInterpolated SmileSection are created with date instead of time Index: smilesection.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/smilesection.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** smilesection.xml 20 Dec 2006 19:17:54 -0000 1.12 --- smilesection.xml 21 Dec 2006 16:47:17 -0000 1.13 *************** *** 131,138 **** <ParameterList> <Parameters> ! <Parameter name='optionTime' libraryType='QuantLib::Time'> ! <type>double</type> <tensorRank>scalar</tensorRank> ! <description>smile's expiry as time</description> </Parameter> <Parameter name='strikes' libraryType='QuantLib::Rate'> --- 131,138 ---- <ParameterList> <Parameters> ! <Parameter name='optionDate' libraryType='QuantLib::Date'> ! <type>long</type> <tensorRank>scalar</tensorRank> ! <description>smile's expiry as Date</description> </Parameter> <Parameter name='strikes' libraryType='QuantLib::Rate'> |