Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10542/gensrc/metadata
Modified Files:
swaptionvolstructure.xml
Log Message:
1. changed volSpreads parameter from Matrix to std::vector<std::vector<Handle<Quote> > >&;
2. commented out old code for qlSwaptionVTSMatrix1 and qlSwaptionVTSMatrix2. This will be removed at a later stage.
Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.50
retrieving revision 1.51
diff -C2 -d -r1.50 -r1.51
*** swaptionvolstructure.xml 12 Sep 2006 08:15:43 -0000 1.50
--- swaptionvolstructure.xml 12 Sep 2006 17:35:38 -0000 1.51
***************
*** 224,228 ****
</Constructor>
! <Constructor name='qlSwaptionVTSMatrix'>
<libraryFunction>SwaptionVolatilityMatrix</libraryFunction>
<supportedPlatforms>
--- 224,228 ----
</Constructor>
! <!--<Constructor name='qlSwaptionVTSMatrix'>
<libraryFunction>SwaptionVolatilityMatrix</libraryFunction>
<supportedPlatforms>
***************
*** 296,300 ****
</Parameters>
</ParameterList>
! </Constructor>
<Constructor name='qlSwaptionVTSMatrix3'>
--- 296,300 ----
</Parameters>
</ParameterList>
! </Constructor>-->
<Constructor name='qlSwaptionVTSMatrix3'>
***************
*** 440,444 ****
<description>smile cube's strike spreads over the ATM strike rate.</description>
</Parameter>
! <Parameter name='volatilities' libraryType='QuantLib::Matrix'>
<type>double</type>
<tensorRank>matrix</tensorRank>
--- 440,444 ----
<description>smile cube's strike spreads over the ATM strike rate.</description>
</Parameter>
! <Parameter name='volatilities' libToHandle='QuantLib::Quote'>
<type>double</type>
<tensorRank>matrix</tensorRank>
|
