[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata vanillaswap.xml, NONE, 1.1 config.xml, 1.1, 1.2 s

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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22689/gensrc/metadata

Modified Files:
	config.xml swap.xml 
Added Files:
	vanillaswap.xml 
Removed Files:
	simpleswap.xml 
Log Message:
renaming simpleswap.* files as vanillaswap.*, according to the actual class name

--- simpleswap.xml DELETED ---

Index: config.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/config.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** config.xml	23 May 2006 16:41:17 -0000	1.1
--- config.xml	6 Jun 2006 08:10:05 -0000	1.2
***************
*** 21,28 ****
    <categoryName>schedule</categoryName>
    <categoryName>shortratemodels</categoryName>
-   <categoryName>simpleswap</categoryName>
    <categoryName>swap</categoryName>
    <categoryName>termstructures</categoryName>
    <categoryName>utilities</categoryName>
    <categoryName>volatilities</categoryName>
    <categoryName>xibor</categoryName>
--- 21,28 ----
    <categoryName>schedule</categoryName>
    <categoryName>shortratemodels</categoryName>
    <categoryName>swap</categoryName>
    <categoryName>termstructures</categoryName>
    <categoryName>utilities</categoryName>
+   <categoryName>vanillaswap</categoryName>
    <categoryName>volatilities</categoryName>
    <categoryName>xibor</categoryName>

--- NEW FILE: vanillaswap.xml ---
<Category name='vanillaswap'>
<description>construct and return a handle to a vanilla swap object</description>
<displayName>Vanilla Swap</displayName>
<Functions>

<Constructor name='qlVanillaSwap'>
<libraryFunction>VanillaSwap</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='maturityDate' libraryType='QuantLib::Date'>
        <type>long</type>
        <tensorRank>scalar</tensorRank>
        <description>maturity date</description>
    </Parameter>
    <Parameter name='Nominal'>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
        <description>Notional Amount</description>
    </Parameter>
    <Parameter name='PayFixed'>
        <type>bool</type>
        <tensorRank>scalar</tensorRank>
        <description>pay or receive the fixed rate</description>
    </Parameter>
    <Parameter name='FixRate'>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
        <description>the fixed rate</description>
    </Parameter>
    <Parameter name='calendar' enumeration='QuantLib::Calendar'>
        <type>string</type>
        <tensorRank>scalar</tensorRank>
        <description>holiday calendar (e.g. TARGET)</description>
    </Parameter>
    <Parameter name='FixFrq' enumeration='QuantLib::Frequency'>
        <type>string</type>
        <tensorRank>scalar</tensorRank>
        <description>Fixed Leg Frequency</description>
    </Parameter>
    <Parameter name='FixBDayConvention' enumeration='QuantLib::BusinessDayConvention'>
        <type>string</type>
        <tensorRank>scalar</tensorRank>
        <description>Fixed Leg Business Day Convention</description>
    </Parameter>
      <Parameter name='FixDayCounter' enumeration='QuantLib::DayCounter'>
        <type>string</type>
        <tensorRank>scalar</tensorRank>
        <description>fixed leg day counter (e.g. Actual365Fixed)</description>
      </Parameter>
      <Parameter name='fixStartFromEnd'>
        <type>bool</type>
        <tensorRank>scalar</tensorRank>
        <description>build fixed leg schedule backwards (start from maturity)</description>
    </Parameter>
    <Parameter name='fixLongFinal'>
        <type>bool</type>
        <tensorRank>scalar</tensorRank>
        <description>fixed leg schedule long first/last period</description>
    </Parameter>
    <!--Parameter name='FltFrq'>
        <type>string</type>
        <tensorRank>scalar</tensorRank>
        <description>Floating Leg Frequency</description>
    </Parameter-->
    <Parameter name='FloatdayCounter' enumeration='QuantLib::DayCounter'>
        <type>string</type>
        <tensorRank>scalar</tensorRank>
        <description>floating day counter (e.g. Actual365Fixed)</description>
    </Parameter>
    <Parameter name='IndexHandle' libraryClass='Xibor'>
        <type>string</type>
        <tensorRank>scalar</tensorRank>
        <description>handle of the Index for the float leg</description>
    </Parameter>
    <Parameter name='fltStartFromEnd'>
        <type>bool</type>
        <tensorRank>scalar</tensorRank>
        <description>build floating leg schedule backwards (start from maturity)</description>
    </Parameter>
    <Parameter name='fltLongFinal'>
        <type>bool</type>
        <tensorRank>scalar</tensorRank>
        <description>floating leg schedule long first/last period</description>
    </Parameter>
    <Parameter name='FloatSpread'>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
        <description>Index Spread</description>
    </Parameter>
    <Parameter name='DiscountCurve' libraryClass='YieldTermStructure'>
        <type>string</type>
        <tensorRank>scalar</tensorRank>
        <description>handle of the Yield Curve used for discounting</description>
    </Parameter>
</Parameters>
</ParameterList>
</Constructor>

<Member name='qlSwapFairRate' libraryClass='VanillaSwap'>
<description>the fair rate of a swap</description>
<libraryFunction>fairRate</libraryFunction>
<functionCategory>QuantLib</functionCategory>
<ParameterList>
<Parameters>
    <Parameter name='trigger' ignore='true'>
        <type>any</type>
        <tensorRank>scalar</tensorRank>
        <description>dep tracking trigger</description>
    </Parameter>
</Parameters>
</ParameterList>
<ReturnValue>
    <type>double</type>
    <tensorRank>scalar</tensorRank>
    <description>the fair rate</description>
</ReturnValue>
</Member>

<Member name='qlSwapFairSpread' libraryClass='VanillaSwap'>
<description>the fair rate of a swap</description>
<libraryFunction>fairSpread</libraryFunction>
<functionCategory>QuantLib</functionCategory>
<ParameterList>
<Parameters>
    <Parameter name='trigger' ignore='true'>
        <type>any</type>
        <tensorRank>scalar</tensorRank>
        <description>dep tracking trigger</description>
    </Parameter>
</Parameters>
</ParameterList>
<ReturnValue>
    <type>double</type>
    <tensorRank>scalar</tensorRank>
    <description>the fair spread</description>
</ReturnValue>
</Member>

<Member name='qlSwapGetFixLeg' objectClass='VanillaSwap'>
<description>The Fixed Leg Details</description>
<libraryFunction>getFixLeg</libraryFunction>
<functionCategory>QuantLib</functionCategory>
<ParameterList>
<Parameters>
    </Parameters>
</ParameterList>
<ReturnValue>
    <type>double</type>
    <tensorRank>matrix</tensorRank>
    <description>The Fixed Leg Details</description>
</ReturnValue>
</Member>

<Member name='qlSwapFixedLegBPS' libraryClass='VanillaSwap'>
<description>the BPS of the fixed leg</description>
<libraryFunction>fixedLegBPS</libraryFunction>
<functionCategory>QuantLib</functionCategory>
<ParameterList>
<Parameters>
    <Parameter name='trigger' ignore='true'>
        <type>any</type>
        <tensorRank>scalar</tensorRank>
        <description>dep tracking trigger</description>
    </Parameter>
</Parameters>
</ParameterList>
<ReturnValue>
    <type>double</type>
    <tensorRank>scalar</tensorRank>
    <description>the fix leg BPS</description>
</ReturnValue>
</Member>

<Member name='qlSwapGetFloatLeg' objectClass='VanillaSwap'>
<description>The Float Leg Details</description>
<libraryFunction>getFloatLeg</libraryFunction>
<functionCategory>QuantLib</functionCategory>
<ParameterList>
<Parameters>
    <Parameter name='trigger' ignore='true'>
        <type>any</type>
        <tensorRank>scalar</tensorRank>
        <description>dep tracking trigger</description>
    </Parameter>
</Parameters>
</ParameterList>
<ReturnValue>
    <type>double</type>
    <tensorRank>matrix</tensorRank>
    <description>The Float Leg Details</description>
</ReturnValue>
</Member>

<Member name='qlSwapFloatingLegBPS' libraryClass='VanillaSwap'>
<description>the BPS of the floating leg</description>
<libraryFunction>floatingLegBPS</libraryFunction>
<functionCategory>QuantLib</functionCategory>
<ParameterList>
<Parameters>
    <Parameter name='trigger' ignore='true'>
        <type>any</type>
        <tensorRank>scalar</tensorRank>
        <description>dep tracking trigger</description>
    </Parameter>
</Parameters>
</ParameterList>
<ReturnValue>
    <type>double</type>
    <tensorRank>scalar</tensorRank>
    <description>the float leg BPS</description>
</ReturnValue>
</Member>

</Functions>
</Category>


Index: swap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** swap.xml	24 May 2006 14:59:43 -0000	1.2
--- swap.xml	6 Jun 2006 08:10:05 -0000	1.3
***************
*** 1,32 ****
  <Category name='swap'>
! <description>functions to construct QuantLib swap objects</description>
! <displayName>Swap</displayName>
! <Functions>
  
! <Constructor name='qlSwap'>
! <libraryFunction>Swap</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <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>
!         <description>handle to discounting term structure</description>
!     </Parameter>
! </Parameters>
! </ParameterList>
! </Constructor>
  
! </Functions>
  </Category>
  
--- 1,112 ----
  <Category name='swap'>
!   <description>functions to construct QuantLib swap objects</description>
!   <displayName>Swap</displayName>
!   <Functions>
  
!     <Constructor name='qlSwap'>
!       <libraryFunction>Swap</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <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>
!             <description>handle to discounting term structure</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
! 
!     <Member name='qlSwapFirstLegBPS' libraryClass='Swap'>
!       <description>the BPS of the first leg</description>
!       <libraryFunction>firstLegBPS</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='trigger' ignore='true'>
!             <type>any</type>
!             <tensorRank>scalar</tensorRank>
!             <description>dependency tracking trigger</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue>
!         <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>the first leg BPS</description>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlSwapSecondLegBPS' libraryClass='Swap'>
!       <description>the BPS of the first leg</description>
!       <libraryFunction>secondLegBPS</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='trigger' ignore='true'>
!             <type>any</type>
!             <tensorRank>scalar</tensorRank>
!             <description>dependency tracking trigger</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue>
!         <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>the second leg BPS</description>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlSwapStartDate' libraryClass='Swap'>
!       <description>the start date of the swap</description>
!       <libraryFunction>startDate</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='trigger' ignore='true'>
!             <type>any</type>
!             <tensorRank>scalar</tensorRank>
!             <description>dependency tracking trigger</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Date'>
!         <type>long</type>
          <tensorRank>scalar</tensorRank>
!         <description>the start date of the swap</description>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlSwapMaturity' libraryClass='Swap'>
!       <description>the maturity date of the swap</description>
!       <libraryFunction>maturity</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='trigger' ignore='true'>
!             <type>any</type>
!             <tensorRank>scalar</tensorRank>
!             <description>dependency tracking trigger</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!         <description>the maturity date of the swap</description>
!       </ReturnValue>
!     </Member>
! 
!   </Functions>
  </Category>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata vanillaswap.xml, NONE, 1.1 config.xml, 1.1, 1.2 s

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata vanillaswap.xml, NONE, 1.1 config.xml, 1.1, 1.2 swap.xml, 1.2, 1.3 simpleswap.xml, 1.2, NONE