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[Quantlib-dev] Patch to exposure to QuantLibXL a few more functions of InterestRate object
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From: Piter D. <pit...@pi...> - 2009-09-18 21:31:39
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Index: QuantLibAddin/gensrc/metadata/functions/leg.xml
===================================================================
--- QuantLibAddin/gensrc/metadata/functions/leg.xml (revision 16482)
+++ QuantLibAddin/gensrc/metadata/functions/leg.xml (working copy)
@@ -1074,6 +1074,130 @@
</ReturnValue>
</Member>
+ <Member name='qlInterestRateCompoundFactor' type='QuantLib::InterestRate' superType='libraryClass'>
+ <description>Returns the compound factor between two dates based on the given InterestRate object.</description>
+ <libraryFunction>compoundFactor</libraryFunction>
+ <SupportedPlatforms>
+ <!--SupportedPlatform name='Excel' calcInWizard='false'/-->
+ <SupportedPlatform name='Excel'/>
+ <!--SupportedPlatform name='Cpp'/-->
+ </SupportedPlatforms>
+ <ParameterList>
+ <Parameters>
+ <Parameter name='StartDate' default='QuantLib::Date()'>
+ <type>QuantLib::Date</type>
+ <tensorRank>scalar</tensorRank>
+ <description>start date: start date for compound factor calculation.</description>
+ </Parameter>
+ <Parameter name='EndDate' default='QuantLib::Date()'>
+ <type>QuantLib::Date</type>
+ <tensorRank>scalar</tensorRank>
+ <description>end date: end date for compound factor calculation.</description>
+ </Parameter>
+ <Parameter name='RefPeriodStart' default='QuantLib::Date()'>
+ <type>QuantLib::Date</type>
+ <tensorRank>scalar</tensorRank>
+ <description>ref period start date: only needed for few daycounters (ex. Actual/Actual).</description>
+ </Parameter>
+ <Parameter name='RefPeriodEnd' default='QuantLib::Date()'>
+ <type>QuantLib::Date</type>
+ <tensorRank>scalar</tensorRank>
+ <description>ref period end date: only needed for few daycounters (ex. Actual/Actual).</description>
+ </Parameter>
+ </Parameters>
+ </ParameterList>
+ <ReturnValue>
+ <type>QuantLib::Real</type>
+ <tensorRank>scalar</tensorRank>
+ </ReturnValue>
+ </Member>
+
+ <Member name='qlInterestRateDiscountFactor' type='QuantLib::InterestRate' superType='libraryClass'>
+ <description>Returns the discount factor between two dates based on the given InterestRate object.</description>
+ <libraryFunction>discountFactor</libraryFunction>
+ <SupportedPlatforms>
+ <!--SupportedPlatform name='Excel' calcInWizard='false'/-->
+ <SupportedPlatform name='Excel'/>
+ <!--SupportedPlatform name='Cpp'/-->
+ </SupportedPlatforms>
+ <ParameterList>
+ <Parameters>
+ <Parameter name='StartDate' default='QuantLib::Date()'>
+ <type>QuantLib::Date</type>
+ <tensorRank>scalar</tensorRank>
+ <description>start date: start date for compound factor calculation.</description>
+ </Parameter>
+ <Parameter name='EndDate' default='QuantLib::Date()'>
+ <type>QuantLib::Date</type>
+ <tensorRank>scalar</tensorRank>
+ <description>end date: end date for compound factor calculation.</description>
+ </Parameter>
+ <Parameter name='RefPeriodStart' default='QuantLib::Date()'>
+ <type>QuantLib::Date</type>
+ <tensorRank>scalar</tensorRank>
+ <description>ref period start date: only needed for few daycounters (ex. Actual/Actual).</description>
+ </Parameter>
+ <Parameter name='RefPeriodEnd' default='QuantLib::Date()'>
+ <type>QuantLib::Date</type>
+ <tensorRank>scalar</tensorRank>
+ <description>ref period end date: only needed for few daycounters (ex. Actual/Actual).</description>
+ </Parameter>
+ </Parameters>
+ </ParameterList>
+ <ReturnValue>
+ <type>QuantLib::Real</type>
+ <tensorRank>scalar</tensorRank>
+ </ReturnValue>
+ </Member>
+
+ <Procedure name='qlInterestRateImpliedRate'>
+ <description>Returns the implied rate between two dates based on the given a compound factor.</description>
+ <alias>QuantLib::InterestRate::impliedRate</alias>
+ <SupportedPlatforms>
+ <!--SupportedPlatform name='Excel' calcInWizard='false'/-->
+ <SupportedPlatform name='Excel'/>
+ <!--SupportedPlatform name='Cpp'/-->
+ </SupportedPlatforms>
+ <ParameterList>
+ <Parameters>
+ <Parameter name='Compound' default='1.'>
+ <type>QuantLib::Real</type>
+ <tensorRank>scalar</tensorRank>
+ <description>compound: compound factor used to extract the rate.</description>
+ </Parameter>
+ <Parameter name='StartDate' default='QuantLib::Date()'>
+ <type>QuantLib::Date</type>
+ <tensorRank>scalar</tensorRank>
+ <description>start date: start date of rate calculation.</description>
+ </Parameter>
+ <Parameter name='EndDate' default='QuantLib::Date()'>
+ <type>QuantLib::Date</type>
+ <tensorRank>scalar</tensorRank>
+ <description>end date: end date of rate calculation.</description>
+ </Parameter>
+ <Parameter name='DayCounter' default='"Actual/365 (Fixed)"'>
+ <type>QuantLib::DayCounter</type>
+ <tensorRank>scalar</tensorRank>
+ <description>rate DayCounter ID.</description>
+ </Parameter>
+ <Parameter name='Compounding' default='"Continuous"' const='False'>
+ <type>QuantLib::Compounding</type>
+ <tensorRank>scalar</tensorRank>
+ <description>interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt}).</description>
+ </Parameter>
+ <Parameter name='Frequency' default='"Annual"' const='False'>
+ <type>QuantLib::Frequency</type>
+ <tensorRank>scalar</tensorRank>
+ <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly).</description>
+ </Parameter>
+ </Parameters>
+ </ParameterList>
+ <ReturnValue>
+ <type>QuantLib::Real</type>
+ <tensorRank>scalar</tensorRank>
+ </ReturnValue>
+ </Procedure>
+
<Constructor name='qlInterestRate'>
<libraryFunction>InterestRate</libraryFunction>
<SupportedPlatforms> |
