[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata smilesection.xml, 1.13, 1.14

[Francois du V. <fd...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2911

Modified Files:
	smilesection.xml 
Log Message:
method argument of SabrInterpolatedSmileSection class is back !

Index: smilesection.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/smilesection.xml,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** smilesection.xml	21 Dec 2006 16:47:17 -0000	1.13
--- smilesection.xml	22 Dec 2006 11:30:58 -0000	1.14
***************
*** 1,323 ****
  <Category name='smilesection'>
!   <description>functions to construct and use SmileSection objects</description>
!   <displayName>Smile Section Structures</displayName>
!   <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
!   <includes>
!     <include>ql/Volatilities/interpolatedsmilesection.hpp</include>
!     <include>qlo/smilesection.hpp</include>
!     <include>qlo/optimization.hpp</include>
!     <include>ql/quote.hpp</include>
!   </includes>
!   <copyright>
!     Copyright (C) 2006 Ferdinando Ametrano
!     Copyright (C) 2006 Francois du Vignaud
!   </copyright>
  
!   <Functions>
  
!     <!-- SmileSection interface -->
!     <Member name='qlSmileSectionVolatility' libraryClass='SmileSection'>
!       <description>Returns the volatility at a given strike from the SmileSection object</description>
!       <libraryFunction>volatility</libraryFunction>
!       <SupportedPlatforms>
!         <Excel/>
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='strike' libraryType='QuantLib::Rate'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>strike</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Volatility'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlSmileSectionVariance' libraryClass='SmileSection'>
!       <description>Returns the variance at a given strike from the SmileSection object</description>
!       <libraryFunction>variance</libraryFunction>
!       <SupportedPlatforms>
!         <Excel/>
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='strike' libraryType='QuantLib::Rate'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>strike</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlSmileSectionExerciseDate' libraryClass='SmileSection'>
!       <description>Returns the exercise date of the SmileSection object</description>
!       <libraryFunction>exerciseDate</libraryFunction>
!       <SupportedPlatforms>
!         <Excel/>
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters/>
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlSmileSectionDayCounter' libraryClass='SmileSection'>
!       <description>Returns the DayCounter of the SmileSection object</description>
!       <libraryFunction>dayCounter</libraryFunction>
!       <SupportedPlatforms>
!         <Excel/>
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters/>
!       </ParameterList>
!       <ReturnValue enumeration='QuantLib::DayCounter'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
  
!     <!-- SmileSection constructors -->
!     <Constructor name='qlFlatSmileSection'>
!       <libraryFunction>FlatSmileSection</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <SupportedPlatforms>
!         <Excel/>
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='optionDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>smile's expiry as date</description>
!           </Parameter>
!           <Parameter name='volatilities' libraryType='QuantLib::Volatility'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>volatilities</description>
!           </Parameter>
!           <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>day counter (e.g. Actual/360)</description>
!           </Parameter>
!           <Parameter name='refDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>ref date</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
  
!       <Constructor name='qlSabrInterpolatedSmileSection'>
!           <libraryFunction>SabrInterpolatedSmileSection</libraryFunction>
!           <functionCategory>QuantLib</functionCategory>
!           <SupportedPlatforms>
!               <Excel/>
!           </SupportedPlatforms>
!           <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'>
!                       <type>double</type>
!                       <tensorRank>vector</tensorRank>
!                       <description>strikes</description>
!                   </Parameter>
!                   <Parameter name='stdDevs' 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' libToHandle='Quote'>
!                       <type>string</type>
!                       <tensorRank>scalar</tensorRank>
!                       <description>atm rate</description>
!                   </Parameter>
!                   <Parameter name='alpha' default='QuantLib::Null&lt;QuantLib::Real&gt;()'>
!                       <type>double</type>
!                       <tensorRank>scalar</tensorRank>
!                       <description>alpha (fixed value or guess)</description>
!                   </Parameter>
!                   <Parameter name='beta' default='QuantLib::Null&lt;QuantLib::Real&gt;()'>
!                       <type>double</type>
!                       <tensorRank>scalar</tensorRank>
!                       <description>beta (fixed value or guess)</description>
!                   </Parameter>
!                   <Parameter name='nu' default='QuantLib::Null&lt;QuantLib::Real&gt;()'>
!                       <type>double</type>
!                       <tensorRank>scalar</tensorRank>
!                       <description>nu (fixed value or guess)</description>
!                   </Parameter>
!                   <Parameter name='rho' default='QuantLib::Null&lt;QuantLib::Real&gt;()'>
!                       <type>double</type>
!                       <tensorRank>scalar</tensorRank>
!                       <description>rho (fixed value or guess)</description>
!                   </Parameter>
!                   <Parameter name='alphaIsFixed' default='false'>
!                       <type>bool</type>
!                       <tensorRank>scalar</tensorRank>
!                       <description>TRUE if the alpha value provided is to be kept fixed, FALSE if it is just a guess</description>
!                   </Parameter>
!                   <Parameter name='betaIsFixed' default='false'>
!                       <type>bool</type>
!                       <tensorRank>scalar</tensorRank>
!                       <description>TRUE if the beta value provided is to be kept fixed, FALSE if it is just a guess</description>
!                   </Parameter>
!                   <Parameter name='nuIsFixed' default='false'>
!                       <type>bool</type>
!                       <tensorRank>scalar</tensorRank>
!                       <description>TRUE if the nu value provided is to be kept fixed, FALSE if it is just a guess</description>
!                   </Parameter>
!                   <Parameter name='rhoIsFixed' default='false'>
!                       <type>bool</type>
!                       <tensorRank>scalar</tensorRank>
!                       <description>TRUE if the rho value provided is to be kept fixed, FALSE if it is just a guess</description>
!                   </Parameter>
!                   <Parameter name='vegaWeighted' default='false'>
!                       <type>bool</type>
!                       <tensorRank>scalar</tensorRank>
!                       <description>TRUE if the interpolation is weighted using options Vega. FALSE by default.</description>
!                   </Parameter>
!                   <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!                       <type>string</type>
!                       <tensorRank>scalar</tensorRank>
!                       <description>day counter (e.g. Actual/360)</description>
!                   </Parameter>
!               </Parameters>
!           </ParameterList>
!       </Constructor>
!       
!     <Constructor name='qlSabrSmileSection'>
!       <libraryFunction>SabrSmileSection</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <SupportedPlatforms>
!         <Excel/>
!       </SupportedPlatforms>
!       <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'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>strikes</description>
!           </Parameter>
!           <Parameter name='stdDevs' 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'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>atm rate</description>
!           </Parameter>
!           <Parameter name='alpha' default='QuantLib::Null&lt;QuantLib::Real&gt;()'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>alpha (fixed value or guess)</description>
!           </Parameter>
!           <Parameter name='beta' default='QuantLib::Null&lt;QuantLib::Real&gt;()'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>beta (fixed value or guess)</description>
!           </Parameter>
!           <Parameter name='nu' default='QuantLib::Null&lt;QuantLib::Real&gt;()'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>nu (fixed value or guess)</description>
!           </Parameter>
!           <Parameter name='rho' default='QuantLib::Null&lt;QuantLib::Real&gt;()'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>rho (fixed value or guess)</description>
!           </Parameter>
!           <Parameter name='alphaIsFixed' default='false'>
!             <type>bool</type>
!             <tensorRank>scalar</tensorRank>
!             <description>TRUE if the alpha value provided is to be kept fixed, FALSE if it is just a guess</description>
!           </Parameter>
!           <Parameter name='betaIsFixed' default='false'>
!             <type>bool</type>
!             <tensorRank>scalar</tensorRank>
!             <description>TRUE if the beta value provided is to be kept fixed, FALSE if it is just a guess</description>
!           </Parameter>
!           <Parameter name='nuIsFixed' default='false'>
!             <type>bool</type>
!             <tensorRank>scalar</tensorRank>
!             <description>TRUE if the nu value provided is to be kept fixed, FALSE if it is just a guess</description>
!           </Parameter>
!           <Parameter name='rhoIsFixed' default='false'>
!             <type>bool</type>
!             <tensorRank>scalar</tensorRank>
!             <description>TRUE if the rho value provided is to be kept fixed, FALSE if it is just a guess</description>
!           </Parameter>
!           <Parameter name='vegaWeighted' default='false'>
!             <type>bool</type>
!             <tensorRank>scalar</tensorRank>
!             <description>TRUE if the interpolation is weighted using options Vega. FALSE by default.</description>
!           </Parameter>
!           <Parameter name='method' libraryClass='OptimizationMethod'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Optimization Method</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!     <Constructor name='qlInterpolatedSmileSection'>
!       <libraryFunction>InterpolatedSmileSection</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <SupportedPlatforms>
!         <Excel/>
!       </SupportedPlatforms>
!       <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'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>strikes</description>
!           </Parameter>
!           <Parameter name='stdDevs' 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'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>day counter (e.g. Actual/360)</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!   </Functions>
  
  </Category>
--- 1,328 ----
  <Category name='smilesection'>
!     <description>functions to construct and use SmileSection objects</description>
!     <displayName>Smile Section Structures</displayName>
!     <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
!     <includes>
!         <include>ql/Volatilities/interpolatedsmilesection.hpp</include>
!         <include>qlo/smilesection.hpp</include>
!         <include>qlo/optimization.hpp</include>
!         <include>ql/quote.hpp</include>
!     </includes>
!     <copyright>
!         Copyright (C) 2006 Ferdinando Ametrano
!         Copyright (C) 2006 Francois du Vignaud
!     </copyright>
  
!     <Functions>
  
!         <!-- SmileSection interface -->
!         <Member name='qlSmileSectionVolatility' libraryClass='SmileSection'>
!             <description>Returns the volatility at a given strike from the SmileSection object</description>
!             <libraryFunction>volatility</libraryFunction>
!             <SupportedPlatforms>
!                 <Excel/>
!             </SupportedPlatforms>
!             <ParameterList>
!                 <Parameters>
!                     <Parameter name='strike' libraryType='QuantLib::Rate'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>strike</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!             <ReturnValue libraryType='QuantLib::Volatility'>
!                 <type>double</type>
!                 <tensorRank>scalar</tensorRank>
!             </ReturnValue>
!         </Member>
  
!         <Member name='qlSmileSectionVariance' libraryClass='SmileSection'>
!             <description>Returns the variance at a given strike from the SmileSection object</description>
!             <libraryFunction>variance</libraryFunction>
!             <SupportedPlatforms>
!                 <Excel/>
!             </SupportedPlatforms>
!             <ParameterList>
!                 <Parameters>
!                     <Parameter name='strike' libraryType='QuantLib::Rate'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>strike</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!             <ReturnValue>
!                 <type>double</type>
!                 <tensorRank>scalar</tensorRank>
!             </ReturnValue>
!         </Member>
  
!         <Member name='qlSmileSectionExerciseDate' libraryClass='SmileSection'>
!             <description>Returns the exercise date of the SmileSection object</description>
!             <libraryFunction>exerciseDate</libraryFunction>
!             <SupportedPlatforms>
!                 <Excel/>
!             </SupportedPlatforms>
!             <ParameterList>
!                 <Parameters/>
!             </ParameterList>
!             <ReturnValue libraryType='QuantLib::Date'>
!                 <type>long</type>
!                 <tensorRank>scalar</tensorRank>
!             </ReturnValue>
!         </Member>
  
!         <Member name='qlSmileSectionDayCounter' libraryClass='SmileSection'>
!             <description>Returns the DayCounter of the SmileSection object</description>
!             <libraryFunction>dayCounter</libraryFunction>
!             <SupportedPlatforms>
!                 <Excel/>
!             </SupportedPlatforms>
!             <ParameterList>
!                 <Parameters/>
!             </ParameterList>
!             <ReturnValue enumeration='QuantLib::DayCounter'>
!                 <type>string</type>
!                 <tensorRank>scalar</tensorRank>
!             </ReturnValue>
!         </Member>
  
!         <!-- SmileSection constructors -->
!         <Constructor name='qlFlatSmileSection'>
!             <libraryFunction>FlatSmileSection</libraryFunction>
!             <functionCategory>QuantLib</functionCategory>
!             <SupportedPlatforms>
!                 <Excel/>
!             </SupportedPlatforms>
!             <ParameterList>
!                 <Parameters>
!                     <Parameter name='optionDate' libraryType='QuantLib::Date'>
!                         <type>long</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>smile's expiry as date</description>
!                     </Parameter>
!                     <Parameter name='volatilities' libraryType='QuantLib::Volatility'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>volatilities</description>
!                     </Parameter>
!                     <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>day counter (e.g. Actual/360)</description>
!                     </Parameter>
!                     <Parameter name='refDate' libraryType='QuantLib::Date'>
!                         <type>long</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>ref date</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!         </Constructor>
  
  
!         <Constructor name='qlSabrInterpolatedSmileSection'>
!             <libraryFunction>SabrInterpolatedSmileSection</libraryFunction>
!             <functionCategory>QuantLib</functionCategory>
!             <SupportedPlatforms>
!                 <Excel/>
!             </SupportedPlatforms>
!             <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'>
!                         <type>double</type>
!                         <tensorRank>vector</tensorRank>
!                         <description>strikes</description>
!                     </Parameter>
!                     <Parameter name='stdDevs' 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' libToHandle='Quote'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>atm rate</description>
!                     </Parameter>
!                     <Parameter name='alpha' default='QuantLib::Null&lt;QuantLib::Real&gt;()'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>alpha (fixed value or guess)</description>
!                     </Parameter>
!                     <Parameter name='beta' default='QuantLib::Null&lt;QuantLib::Real&gt;()'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>beta (fixed value or guess)</description>
!                     </Parameter>
!                     <Parameter name='nu' default='QuantLib::Null&lt;QuantLib::Real&gt;()'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>nu (fixed value or guess)</description>
!                     </Parameter>
!                     <Parameter name='rho' default='QuantLib::Null&lt;QuantLib::Real&gt;()'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>rho (fixed value or guess)</description>
!                     </Parameter>
!                     <Parameter name='alphaIsFixed' default='false'>
!                         <type>bool</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>TRUE if the alpha value provided is to be kept fixed, FALSE if it is just a guess</description>
!                     </Parameter>
!                     <Parameter name='betaIsFixed' default='false'>
!                         <type>bool</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>TRUE if the beta value provided is to be kept fixed, FALSE if it is just a guess</description>
!                     </Parameter>
!                     <Parameter name='nuIsFixed' default='false'>
!                         <type>bool</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>TRUE if the nu value provided is to be kept fixed, FALSE if it is just a guess</description>
!                     </Parameter>
!                     <Parameter name='rhoIsFixed' default='false'>
!                         <type>bool</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>TRUE if the rho value provided is to be kept fixed, FALSE if it is just a guess</description>
!                     </Parameter>
!                     <Parameter name='vegaWeighted' default='false'>
!                         <type>bool</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>TRUE if the interpolation is weighted using options Vega. FALSE by default.</description>
!                     </Parameter>
!                     <Parameter name='method' libraryClass='OptimizationMethod' default='""'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>Optimization Method</description>
!                     </Parameter>
!                     <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>day counter (e.g. Actual/360)</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!         </Constructor>
  
!         <Constructor name='qlSabrSmileSection'>
!             <libraryFunction>SabrSmileSection</libraryFunction>
!             <functionCategory>QuantLib</functionCategory>
!             <SupportedPlatforms>
!                 <Excel/>
!             </SupportedPlatforms>
!             <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'>
!                         <type>double</type>
!                         <tensorRank>vector</tensorRank>
!                         <description>strikes</description>
!                     </Parameter>
!                     <Parameter name='stdDevs' 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'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>atm rate</description>
!                     </Parameter>
!                     <Parameter name='alpha' default='QuantLib::Null&lt;QuantLib::Real&gt;()'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>alpha (fixed value or guess)</description>
!                     </Parameter>
!                     <Parameter name='beta' default='QuantLib::Null&lt;QuantLib::Real&gt;()'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>beta (fixed value or guess)</description>
!                     </Parameter>
!                     <Parameter name='nu' default='QuantLib::Null&lt;QuantLib::Real&gt;()'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>nu (fixed value or guess)</description>
!                     </Parameter>
!                     <Parameter name='rho' default='QuantLib::Null&lt;QuantLib::Real&gt;()'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>rho (fixed value or guess)</description>
!                     </Parameter>
!                     <Parameter name='alphaIsFixed' default='false'>
!                         <type>bool</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>TRUE if the alpha value provided is to be kept fixed, FALSE if it is just a guess</description>
!                     </Parameter>
!                     <Parameter name='betaIsFixed' default='false'>
!                         <type>bool</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>TRUE if the beta value provided is to be kept fixed, FALSE if it is just a guess</description>
!                     </Parameter>
!                     <Parameter name='nuIsFixed' default='false'>
!                         <type>bool</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>TRUE if the nu value provided is to be kept fixed, FALSE if it is just a guess</description>
!                     </Parameter>
!                     <Parameter name='rhoIsFixed' default='false'>
!                         <type>bool</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>TRUE if the rho value provided is to be kept fixed, FALSE if it is just a guess</description>
!                     </Parameter>
!                     <Parameter name='vegaWeighted' default='false'>
!                         <type>bool</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>TRUE if the interpolation is weighted using options Vega. FALSE by default.</description>
!                     </Parameter>
!                     <Parameter name='method' libraryClass='OptimizationMethod'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>Optimization Method</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!         </Constructor>
  
!         <Constructor name='qlInterpolatedSmileSection'>
!             <libraryFunction>InterpolatedSmileSection</libraryFunction>
!             <functionCategory>QuantLib</functionCategory>
!             <SupportedPlatforms>
!                 <Excel/>
!             </SupportedPlatforms>
!             <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'>
!                         <type>double</type>
!                         <tensorRank>vector</tensorRank>
!                         <description>strikes</description>
!                     </Parameter>
!                     <Parameter name='stdDevs' 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'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>day counter (e.g. Actual/360)</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!         </Constructor>
! 
!     </Functions>
  
  </Category>