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>
|