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>
|