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From: Ferdinando A. <na...@us...> - 2006-06-06 02:33:58
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11898/gensrc/metadata Modified Files: calendar.xml date.xml daycounter.xml Log Message: exportinf Calendar and DayCounter interface Index: daycounter.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/daycounter.xml,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** daycounter.xml 23 May 2006 16:41:17 -0000 1.1 --- daycounter.xml 5 Jun 2006 13:28:45 -0000 1.2 *************** *** 2,33 **** <description>Daycounter related QuantLib functions</description> <displayName>Daycounter</displayName> ! <includes> ! <include>ql/Functions/daycounters.hpp</include> ! </includes> <Functions> ! <Procedure name='qlDayCount'> <description>calculate the number of days in a period according to a given day count convention</description> <functionCategory>QuantLib</functionCategory> - <alias>QuantLib::dayCount</alias> - <platforms>EGO</platforms> <ParameterList> ! <Parameters> ! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>day-counter convention</description> ! </Parameter> ! <Parameter name='startDate' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>start date</description> ! </Parameter> ! <Parameter name='endDate' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>end date</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 2,39 ---- <description>Daycounter related QuantLib functions</description> <displayName>Daycounter</displayName> ! <includes/> <Functions> ! <EnumerationMember name='qlDayCounterName' enumeration='QuantLib::DayCounter'> ! <description>returns the name of the given DayCounter</description> ! <libraryFunction>name</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>DayCounter name</description> ! </ReturnValue> ! </EnumerationMember> ! ! <EnumerationMember name='qlDayCount' enumeration='QuantLib::DayCounter'> <description>calculate the number of days in a period according to a given day count convention</description> + <libraryFunction>dayCount</libraryFunction> <functionCategory>QuantLib</functionCategory> <ParameterList> ! <Parameters> ! <Parameter name='startDate' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>start date</description> ! </Parameter> ! <Parameter name='endDate' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>end date</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> *************** *** 36,73 **** <description>days between the start date and the end date</description> </ReturnValue> ! </Procedure> ! <Procedure name='qlYearFraction'> <description>calculate a year fraction</description> <functionCategory>QuantLib</functionCategory> - <alias>QuantLib::yearFraction</alias> <ParameterList> ! <Parameters> ! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>day-counter convention</description> ! </Parameter> ! <Parameter name='startDate' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>start date</description> ! </Parameter> ! <Parameter name='endDate' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>end date</description> ! </Parameter> ! <Parameter name='refPeriodStart' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>start date for reference period</description> ! </Parameter> ! <Parameter name='refPeriodEnd' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>end date for reference period</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 42,74 ---- <description>days between the start date and the end date</description> </ReturnValue> ! </EnumerationMember> ! <EnumerationMember name='qlYearFraction' enumeration='QuantLib::DayCounter'> <description>calculate a year fraction</description> + <libraryFunction>yearFraction</libraryFunction> <functionCategory>QuantLib</functionCategory> <ParameterList> ! <Parameters> ! <Parameter name='startDate' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>start date</description> ! </Parameter> ! <Parameter name='endDate' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>end date</description> ! </Parameter> ! <Parameter name='refPeriodStart' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>start date for reference period</description> ! </Parameter> ! <Parameter name='refPeriodEnd' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>end date for reference period</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> *************** *** 76,80 **** <description>advanced date</description> </ReturnValue> ! </Procedure> </Functions> --- 77,81 ---- <description>advanced date</description> </ReturnValue> ! </EnumerationMember> </Functions> Index: calendar.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** calendar.xml 1 Jun 2006 18:42:11 -0000 1.4 --- calendar.xml 5 Jun 2006 13:28:45 -0000 1.5 *************** *** 3,7 **** <displayName>Calendar</displayName> <includes> - <include>ql/Functions/calendars.hpp</include> <include>qlo/calendar.hpp</include> <include>qlo/vo_calendar.hpp</include> --- 3,6 ---- *************** *** 9,23 **** <Functions> ! <Procedure name='qlIsHoliday' > ! <description>returns TRUE if the date is a holiday for the given calendar</description> <functionCategory>QuantLib</functionCategory> - <alias>QuantLib::isHoliday</alias> <ParameterList> <Parameters> ! <Parameter name='calendar' enumeration='QuantLib::Calendar'> ! <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Calendar to use for holiday determination</description> </Parameter> <Parameter name='date' libraryType='QuantLib::Date'> <type>long</type> --- 8,51 ---- <Functions> ! <EnumerationMember name='qlCalendarName' enumeration='QuantLib::Calendar'> ! <description>returns the name of the given calendar</description> ! <libraryFunction>name</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>calendar name</description> ! </ReturnValue> ! </EnumerationMember> ! ! <EnumerationMember name='qlIsBusinessDay' enumeration='QuantLib::Calendar'> ! <description>returns TRUE if the date is a business day for the given calendar</description> ! <libraryFunction>isBusinessDay</libraryFunction> <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> ! <Parameter name='date' libraryType='QuantLib::Date'> ! <type>long</type> <tensorRank>scalar</tensorRank> ! <description>date</description> </Parameter> + </Parameters> + </ParameterList> + <ReturnValue> + <type>bool</type> + <tensorRank>scalar</tensorRank> + <description>TRUE if the date is a business day for the given calendar</description> + </ReturnValue> + </EnumerationMember> + + <EnumerationMember name='qlIsHoliday' enumeration='QuantLib::Calendar'> + <description>returns TRUE if the date is a holiday for the given calendar</description> + <libraryFunction>isHoliday</libraryFunction> + <functionCategory>QuantLib</functionCategory> + <ParameterList> + <Parameters> <Parameter name='date' libraryType='QuantLib::Date'> <type>long</type> *************** *** 32,48 **** <description>TRUE if the date is a holiday for the given calendar</description> </ReturnValue> ! </Procedure> ! <Procedure name='qlIsEndOfMonth' > <description>returns TRUE if the date is last business day for the month in the given calendar</description> <functionCategory>QuantLib</functionCategory> - <alias>QuantLib::isEndOfMonth</alias> <ParameterList> <Parameters> - <Parameter name='calendar' enumeration='QuantLib::Calendar'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>Calendar to use for holiday determination</description> - </Parameter> <Parameter name='date' libraryType='QuantLib::Date'> <type>long</type> --- 60,71 ---- <description>TRUE if the date is a holiday for the given calendar</description> </ReturnValue> ! </EnumerationMember> ! <EnumerationMember name='qlIsEndOfMonth' enumeration='QuantLib::Calendar'> <description>returns TRUE if the date is last business day for the month in the given calendar</description> + <libraryFunction>isEndOfMonth</libraryFunction> <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> <Parameter name='date' libraryType='QuantLib::Date'> <type>long</type> *************** *** 57,89 **** <description>TRUE if the date is last business day for the month in the given calendar</description> </ReturnValue> ! </Procedure> ! <Procedure name='qlHolidayList' > <description>returns the holidays in a period between two dates according to a given holiday calendar</description> <functionCategory>QuantLib</functionCategory> - <alias>QuantLib::holidayList</alias> <ParameterList> ! <Parameters> ! <Parameter name='calendar' enumeration='QuantLib::Calendar'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>Calendar to use for holiday determination</description> ! </Parameter> ! <Parameter name='fromDate' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>first date of the period</description> ! </Parameter> ! <Parameter name='toDate' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>last date of the period</description> ! </Parameter> ! <Parameter name='includeWeekEnds' default='false'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>include week-end as holidays</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> --- 80,172 ---- <description>TRUE if the date is last business day for the month in the given calendar</description> </ReturnValue> ! </EnumerationMember> ! <EnumerationMember name='qlEndOfMonth' enumeration='QuantLib::Calendar'> ! <description>returns the last business day in the given calendar of the month to which the given date belongs</description> ! <libraryFunction>endOfMonth</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='date' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>date</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>the last business day in the given calendar of the month to which the given date belongs</description> ! </ReturnValue> ! </EnumerationMember> ! ! <EnumerationMember name='qlAddHoliday' enumeration='QuantLib::Calendar'> ! <description>adds an holiday to the given calendar</description> ! <libraryFunction>addHoliday</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='date' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>date</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! <description>SUCCESS/FAILURE</description> ! </ReturnValue> ! </EnumerationMember> ! ! <EnumerationMember name='qlRemoveHoliday' enumeration='QuantLib::Calendar'> ! <description>removes an holiday from the given calendar</description> ! <libraryFunction>addHoliday</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='date' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>date</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! <description>SUCCESS/FAILURE</description> ! </ReturnValue> ! </EnumerationMember> ! ! <Procedure name='qlHolidayList'> <description>returns the holidays in a period between two dates according to a given holiday calendar</description> + <alias>QuantLib::Calendar::holidayList</alias> <functionCategory>QuantLib</functionCategory> <ParameterList> ! <Parameters> ! <Parameter name='calendar' enumeration='QuantLib::Calendar'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>Calendar to use for holiday determination</description> ! </Parameter> ! <Parameter name='fromDate' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>first date of the period</description> ! </Parameter> ! <Parameter name='toDate' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>last date of the period</description> ! </Parameter> ! <Parameter name='includeWeekEnds' default='false'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>include week-end as holidays</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> *************** *** 94,101 **** </Procedure> ! <Procedure name='qlAdvanceCalendar' > <description>advances a date according to a given calendar</description> <functionCategory>QuantLib</functionCategory> - <alias>QuantLib::advanceCalendar</alias> <ParameterList> <Parameters> --- 177,209 ---- </Procedure> ! <EnumerationMember name='qlAdjust' enumeration='QuantLib::Calendar'> ! <description>Adjusts a non-business day to the appropriate near business day according to a given calendar with respect to the given convention.</description> ! <libraryFunction>adjust</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='date' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>date to be adjusted</description> ! </Parameter> ! <Parameter name='BusinessDayConvention' enumeration='QuantLib::BusinessDayConvention'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>rolling convention</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>adjusted date</description> ! </ReturnValue> ! </EnumerationMember> ! ! <EnumerationMember name='qlAdvance' enumeration='QuantLib::Calendar'> <description>advances a date according to a given calendar</description> + <libraryFunction>advance</libraryFunction> <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> *************** *** 115,124 **** <description>units to advance</description> </Parameter> ! <Parameter name='calendar' enumeration='QuantLib::Calendar'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>Calendar to be used for advancing the date</description> ! </Parameter> ! <Parameter name='rollingConvention' enumeration='QuantLib::BusinessDayConvention'> <type>string</type> <tensorRank>scalar</tensorRank> --- 223,227 ---- <description>units to advance</description> </Parameter> ! <Parameter name='BusinessDayConvention' enumeration='QuantLib::BusinessDayConvention'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 132,136 **** <description>advanced date</description> </ReturnValue> ! </Procedure> <Constructor name='qlJointCalendar'> --- 235,239 ---- <description>advanced date</description> </ReturnValue> ! </EnumerationMember> <Constructor name='qlJointCalendar'> *************** *** 153,210 **** </Constructor> - <EnumerationMember name='qlCalendarName' enumeration='QuantLib::Calendar'> - <description>returns the name of the given calendar</description> - <libraryFunction>name</libraryFunction> - <functionCategory>QuantLib</functionCategory> - <ParameterList> - <Parameters/> - </ParameterList> - <ReturnValue> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>calendar name</description> - </ReturnValue> - </EnumerationMember> - - <EnumerationMember name='qlIsBusinessDay' enumeration='QuantLib::Calendar'> - <description>returns TRUE if the date is a business day for the given calendar</description> - <libraryFunction>isBusinessDay</libraryFunction> - <functionCategory>QuantLib</functionCategory> - <ParameterList> - <Parameters> - <Parameter name='date' libraryType='QuantLib::Date'> - <type>long</type> - <tensorRank>scalar</tensorRank> - <description>date</description> - </Parameter> - </Parameters> - </ParameterList> - <ReturnValue> - <type>bool</type> - <tensorRank>scalar</tensorRank> - <description>TRUE/FALSE</description> - </ReturnValue> - </EnumerationMember> - - <EnumerationMember name='qlAddHoliday' enumeration='QuantLib::Calendar'> - <description>returns TRUE if the date is a holiday for the given calendar</description> - <libraryFunction>addHoliday</libraryFunction> - <functionCategory>QuantLib</functionCategory> - <ParameterList> - <Parameters> - <Parameter name='date' libraryType='QuantLib::Date'> - <type>long</type> - <tensorRank>scalar</tensorRank> - <description>date</description> - </Parameter> - </Parameters> - </ParameterList> - <ReturnValue> - <type>void</type> - <tensorRank>scalar</tensorRank> - <description>SUCCESS/FAILURE</description> - </ReturnValue> - </EnumerationMember> - </Functions> </Category> --- 256,259 ---- Index: date.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/date.xml,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** date.xml 31 May 2006 18:44:47 -0000 1.4 --- date.xml 5 Jun 2006 13:28:45 -0000 1.5 *************** *** 8,11 **** --- 8,45 ---- <Functions> + <Procedure name='qlEvaluationDate'> + <description>returns the current value of the Evaluation Date</description> + <functionCategory>QuantLib</functionCategory> + <alias>QuantLib::Settings::instance().evaluationDate</alias> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue libraryType='QuantLib::Date'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>evaluation date</description> + </ReturnValue> + </Procedure> + + <Procedure name='qlSetEvaluationDate'> + <description>sets the value of the Evaluation Date</description> + <functionCategory>QuantLib</functionCategory> + <alias>QuantLib::setEvaluationDate</alias> + <ParameterList> + <Parameters> + <Parameter name='evalDate' libraryType='QuantLib::Date'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>new value for the evaluation date</description> + </Parameter> + </Parameters> + </ParameterList> + <ReturnValue libraryType='QuantLib::Date'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>evaluation date</description> + </ReturnValue> + </Procedure> + <Procedure name='qlIsIMMdate' > <description>returns whether or not the given date is an IMM date.</description> *************** *** 48,71 **** </Procedure> - <Procedure name='qlIMMdate'> - <description>returns the IMM date corresponding to the given IMM code (e.g. March 15th, 2006 for H6).</description> - <functionCategory>QuantLib</functionCategory> - <alias>QuantLib::Date::IMMdate</alias> - <ParameterList> - <Parameters> - <Parameter name='IMMcode'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>2 letter IMM code (e.q. \"H9\")</description> - </Parameter> - </Parameters> - </ParameterList> - <ReturnValue libraryType='QuantLib::Date'> - <type>long</type> - <tensorRank>scalar</tensorRank> - <description>the corresponding IMM code</description> - </ReturnValue> - </Procedure> - <Procedure name='qlIMMcode'> <description>returns the future code corresponding to a given IMM date (e.g. H6 for March 15th, 2006). It fails if the input date is not an IMM date.</description> --- 82,85 ---- *************** *** 88,123 **** </Procedure> ! ! <Procedure name='qlSetEvaluationDate'> ! <description>sets the value of the Evaluation Date</description> ! <functionCategory>QuantLib</functionCategory> ! <alias>QuantLib::setEvaluationDate</alias> ! <ParameterList> ! <Parameters> ! <Parameter name='evalDate' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>new value for the evaluation date</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>evaluation date</description> ! </ReturnValue> ! </Procedure> ! ! <Procedure name='qlEvaluationDate'> ! <description>returns the current value of the Evaluation Date</description> <functionCategory>QuantLib</functionCategory> ! <alias>QuantLib::Settings::instance().evaluationDate</alias> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> ! <description>evaluation date</description> </ReturnValue> </Procedure> --- 102,122 ---- </Procedure> ! <Procedure name='qlIMMdate'> ! <description>returns the IMM date corresponding to the given IMM code (e.g. March 15th, 2006 for H6).</description> <functionCategory>QuantLib</functionCategory> ! <alias>QuantLib::Date::IMMdate</alias> <ParameterList> ! <Parameters> ! <Parameter name='IMMcode'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>2 letter IMM code (e.q. \"H9\")</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> ! <description>the corresponding IMM code</description> </ReturnValue> </Procedure> |
