[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata smilesection.xml, 1.14, 1.15
Brought to you by:
ericehlers,
nando
|
From: Francois du V. <fd...@us...> - 2006-12-22 15:29:07
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv32021 Modified Files: smilesection.xml Log Message: alpha, beta, nu, rho, interpolationError, MaxInterpolationError, endCriteria SabrInterpolatedSmileSection methods created and exposed to Excel Index: smilesection.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/smilesection.xml,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** smilesection.xml 22 Dec 2006 11:30:58 -0000 1.14 --- smilesection.xml 22 Dec 2006 15:29:02 -0000 1.15 *************** *** 210,213 **** --- 210,318 ---- </Constructor> + <Member name='qlSabrInterpolatedSmileSectionAlpha' libraryClass='SabrInterpolatedSmileSection'> + <description>Returns the alpha of the SABR fit for the given SabrInterpolatedSmileSection object</description> + <libraryFunction>alpha</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue> + <type>double</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + + <Member name='qlSabrInterpolatedSmileSectionBeta' libraryClass='SabrInterpolatedSmileSection'> + <description>Returns the beta of the SABR fit</description> + <libraryFunction>beta</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue> + <type>double</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + + <Member name='qlSabrInterpolatedSmileSectionNu' libraryClass='SabrInterpolatedSmileSection'> + <description>Returns the nu of the SABR fit for the given SabrInterpolatedSmileSection object</description> + <libraryFunction>nu</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue> + <type>double</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + + <Member name='qlSabrInterpolatedSmileSectionRho' libraryClass='SabrInterpolatedSmileSection'> + <description>Returns the rho of the SABR fit for the given SabrInterpolatedSmileSection object</description> + <libraryFunction>rho</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue> + <type>double</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + + <Member name='qlSabrInterpolatedSmileSectionError' libraryClass='SabrInterpolatedSmileSection'> + <description>Returns the error of the SABR fit for the given SabrInterpolatedSmileSection object</description> + <libraryFunction>interpolationError</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue> + <type>double</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + + <Member name='qlSabrInterpolatedSmileSectionMaxError' libraryClass='SabrInterpolatedSmileSection'> + <description>Returns the max error of the SABR fit for the given SabrInterpolatedSmileSection object</description> + <libraryFunction>interpolationMaxError</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue> + <type>double</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + + <Member name='qlSabrInterpolatedSmileSectionEndCriteria' libraryClass='SabrInterpolatedSmileSection'> + <description>Returns the optimization end criteria of the SABR fit for the given SabrInterpolatedSmileSection object</description> + <libraryFunction>endCriteria</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue enumeration='QuantLib::EndCriteria::Type'> + <type>string</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + <Constructor name='qlSabrSmileSection'> <libraryFunction>SabrSmileSection</libraryFunction> |