Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1079/gensrc/metadata
Modified Files:
capfloor.xml couponvectors.xml instruments.xml options.xml
processes.xml shortratemodels.xml simpleswap.xml swap.xml
xibor.xml
Log Message:
autogenerate calls to OH_GET_OBJECT / OH_GET_REFERENCE
Index: swap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** swap.xml 23 May 2006 16:41:18 -0000 1.1
--- swap.xml 24 May 2006 14:59:43 -0000 1.2
***************
*** 9,23 ****
<ParameterList>
<Parameters>
! <Parameter name='paidLegID'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>handle to paid leg</description>
</Parameter>
! <Parameter name='recvLegID'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>handle to receveid leg</description>
</Parameter>
! <Parameter name='termStructureID'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 9,23 ----
<ParameterList>
<Parameters>
! <Parameter name='paidLegID' objectClass='CouponVector'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>handle to paid leg</description>
</Parameter>
! <Parameter name='recvLegID' objectClass='CouponVector'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>handle to receveid leg</description>
</Parameter>
! <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: options.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** options.xml 23 May 2006 16:41:18 -0000 1.1
--- options.xml 24 May 2006 14:59:43 -0000 1.2
***************
*** 24,28 ****
<description>rebate</description>
</Parameter>
! <Parameter name='handleBlackScholes'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 24,28 ----
<description>rebate</description>
</Parameter>
! <Parameter name='handleBlackScholes' libraryClass='GeneralizedBlackScholesProcess'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 44,48 ****
<description>strike</description>
</Parameter>
! <Parameter name='handleExercise'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 44,48 ----
<description>strike</description>
</Parameter>
! <Parameter name='handleExercise' libraryClass='Exercise'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 73,77 ****
<description>average type</description>
</Parameter>
! <Parameter name='handleBlackScholes'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 73,77 ----
<description>average type</description>
</Parameter>
! <Parameter name='handleBlackScholes' libraryClass='GeneralizedBlackScholesProcess'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 93,97 ****
<description>strike</description>
</Parameter>
! <Parameter name='handleExercise'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 93,97 ----
<description>strike</description>
</Parameter>
! <Parameter name='handleExercise' libraryClass='Exercise'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 117,121 ****
<ParameterList>
<Parameters>
! <Parameter name='handleBlackScholes'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 117,121 ----
<ParameterList>
<Parameters>
! <Parameter name='handleBlackScholes' libraryClass='GeneralizedBlackScholesProcess'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 132,136 ****
<description>strike</description>
</Parameter>
! <Parameter name='expiryDate'>
<type>long</type>
<tensorRank>scalar</tensorRank>
--- 132,136 ----
<description>strike</description>
</Parameter>
! <Parameter name='expiryDate' libraryType='QuantLib::Date'>
<type>long</type>
<tensorRank>scalar</tensorRank>
***************
*** 181,185 ****
<description>fixing dates</description>
</Parameter>
! <Parameter name='handleBlackScholes'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 181,185 ----
<description>fixing dates</description>
</Parameter>
! <Parameter name='handleBlackScholes' libraryClass='GeneralizedBlackScholesProcess'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 201,205 ****
<description>strike</description>
</Parameter>
! <Parameter name='handleExercise'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 201,205 ----
<description>strike</description>
</Parameter>
! <Parameter name='handleExercise' libraryClass='Exercise'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 225,229 ****
<ParameterList>
<Parameters>
! <Parameter name='handleBlackScholes'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 225,229 ----
<ParameterList>
<Parameters>
! <Parameter name='handleBlackScholes' libraryClass='GeneralizedBlackScholesProcess'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 245,249 ****
<description>strike</description>
</Parameter>
! <Parameter name='handleExercise'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 245,249 ----
<description>strike</description>
</Parameter>
! <Parameter name='handleExercise' libraryClass='Exercise'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 289,293 ****
<description>reset date</description>
</Parameter>
! <Parameter name='handleBlackScholes'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 289,293 ----
<description>reset date</description>
</Parameter>
! <Parameter name='handleBlackScholes' libraryClass='GeneralizedBlackScholesProcess'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 309,313 ****
<description>strike</description>
</Parameter>
! <Parameter name='handleExercise'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 309,313 ----
<description>strike</description>
</Parameter>
! <Parameter name='handleExercise' libraryClass='Exercise'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 358,362 ****
<ParameterList>
<Parameters>
! <Parameter name='handleBlackScholes'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 358,362 ----
<ParameterList>
<Parameters>
! <Parameter name='handleBlackScholes' libraryClass='GeneralizedBlackScholesProcess'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 378,382 ****
<description>strike</description>
</Parameter>
! <Parameter name='handleExercise'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 378,382 ----
<description>strike</description>
</Parameter>
! <Parameter name='handleExercise' libraryClass='Exercise'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 402,406 ****
<ParameterList>
<Parameters>
! <Parameter name='handleBlackScholes'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 402,406 ----
<ParameterList>
<Parameters>
! <Parameter name='handleBlackScholes' libraryClass='GeneralizedBlackScholesProcess'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 422,426 ****
<description>strike</description>
</Parameter>
! <Parameter name='handleExercise'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 422,426 ----
<description>strike</description>
</Parameter>
! <Parameter name='handleExercise' libraryClass='Exercise'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 446,455 ****
<ParameterList>
<Parameters>
! <Parameter name='handleTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>handle of a term structure object</description>
</Parameter>
! <Parameter name='handleBlackVol'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 446,455 ----
<ParameterList>
<Parameters>
! <Parameter name='handleTermStructure' libraryClass='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>handle of a term structure object</description>
</Parameter>
! <Parameter name='handleBlackVol' libraryClass='BlackVolTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 461,465 ****
<description>correlation</description>
</Parameter>
! <Parameter name='handleBlackScholes'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 461,465 ----
<description>correlation</description>
</Parameter>
! <Parameter name='handleBlackScholes' libraryClass='GeneralizedBlackScholesProcess'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 481,485 ****
<description>strike</description>
</Parameter>
! <Parameter name='handleExercise'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 481,485 ----
<description>strike</description>
</Parameter>
! <Parameter name='handleExercise' libraryClass='Exercise'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 505,514 ****
<ParameterList>
<Parameters>
! <Parameter name='handleTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>handle of a term structure object</description>
</Parameter>
! <Parameter name='handleBlackVol'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 505,514 ----
<ParameterList>
<Parameters>
! <Parameter name='handleTermStructure' libraryClass='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>handle of a term structure object</description>
</Parameter>
! <Parameter name='handleBlackVol' libraryClass='BlackVolTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 530,534 ****
<description>reset date</description>
</Parameter>
! <Parameter name='handleBlackScholes'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 530,534 ----
<description>reset date</description>
</Parameter>
! <Parameter name='handleBlackScholes' libraryClass='GeneralizedBlackScholesProcess'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 550,554 ****
<description>strike</description>
</Parameter>
! <Parameter name='handleExercise'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 550,554 ----
<description>strike</description>
</Parameter>
! <Parameter name='handleExercise' libraryClass='Exercise'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: shortratemodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** shortratemodels.xml 23 May 2006 16:41:18 -0000 1.1
--- shortratemodels.xml 24 May 2006 14:59:43 -0000 1.2
***************
*** 9,13 ****
<ParameterList>
<Parameters>
! <Parameter name='handleTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 9,13 ----
<ParameterList>
<Parameters>
! <Parameter name='handleTermStructure' libraryClass='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: xibor.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/xibor.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** xibor.xml 23 May 2006 16:41:18 -0000 1.1
--- xibor.xml 24 May 2006 14:59:43 -0000 1.2
***************
*** 49,53 ****
<description>fixing days (e.g. 2)</description>
</Parameter>
! <Parameter name='ForwardCurve'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 49,53 ----
<description>fixing days (e.g. 2)</description>
</Parameter>
! <Parameter name='ForwardCurve' libraryClass='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: processes.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/processes.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** processes.xml 23 May 2006 16:41:18 -0000 1.1
--- processes.xml 24 May 2006 14:59:43 -0000 1.2
***************
*** 9,13 ****
<ParameterList>
<Parameters>
! <Parameter name='handleBlackVol'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 9,13 ----
<ParameterList>
<Parameters>
! <Parameter name='handleBlackVol' libraryClass='BlackVolTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: simpleswap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/simpleswap.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** simpleswap.xml 23 May 2006 16:41:18 -0000 1.1
--- simpleswap.xml 24 May 2006 14:59:43 -0000 1.2
***************
*** 74,78 ****
<description>floating day counter (e.g. Actual365Fixed)</description>
</Parameter>
! <Parameter name='IndexHandle'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 74,78 ----
<description>floating day counter (e.g. Actual365Fixed)</description>
</Parameter>
! <Parameter name='IndexHandle' libraryClass='Xibor'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 94,98 ****
<description>Index Spread</description>
</Parameter>
! <Parameter name='DiscountCurve'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 94,98 ----
<description>Index Spread</description>
</Parameter>
! <Parameter name='DiscountCurve' libraryClass='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: instruments.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/instruments.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** instruments.xml 23 May 2006 16:41:18 -0000 1.1
--- instruments.xml 24 May 2006 14:59:43 -0000 1.2
***************
*** 304,308 ****
<description>redemption</description>
</Parameter>
! <Parameter name='handleZeroCurve'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 304,308 ----
<description>redemption</description>
</Parameter>
! <Parameter name='handleZeroCurve' libraryClass='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: couponvectors.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** couponvectors.xml 23 May 2006 16:41:17 -0000 1.1
--- couponvectors.xml 24 May 2006 14:59:43 -0000 1.2
***************
*** 9,13 ****
<ParameterList>
<Parameters>
! <Parameter name='scheduleID'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 9,13 ----
<ParameterList>
<Parameters>
! <Parameter name='scheduleID' libraryClass='Schedule'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 43,47 ****
<ParameterList>
<Parameters>
! <Parameter name='scheduleID'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 43,47 ----
<ParameterList>
<Parameters>
! <Parameter name='scheduleID' libraryClass='Schedule'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 53,57 ****
<description>coupon nominals</description>
</Parameter>
! <Parameter name='indexID'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 53,57 ----
<description>coupon nominals</description>
</Parameter>
! <Parameter name='indexID' libraryClass='Xibor'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 93,97 ****
<ParameterList>
<Parameters>
! <Parameter name='termStructureID'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 93,97 ----
<ParameterList>
<Parameters>
! <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: capfloor.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** capfloor.xml 23 May 2006 16:41:17 -0000 1.1
--- capfloor.xml 24 May 2006 14:59:43 -0000 1.2
***************
*** 9,13 ****
<ParameterList>
<Parameters>
! <Parameter name='handleModel'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 9,13 ----
<ParameterList>
<Parameters>
! <Parameter name='handleModel' libraryClass='AffineModel'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 28,32 ****
<description>coupon vector</description>
</Parameter>
! <Parameter name='termStructureID'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 28,32 ----
<description>coupon vector</description>
</Parameter>
! <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
|