[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swap.xml, 1.3, 1.4 vanillaswap.xml, 1.1, 1.2

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4982/gensrc/metadata

Modified Files:
	swap.xml vanillaswap.xml 
Log Message:
1) in synch with QuantLib Swap/VanillaSwap refactoring
2) VaniilaSwap now inherits from Swap (as in QuantLib)
still to do: export to Excel multi-leg swap

Index: vanillaswap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** vanillaswap.xml	6 Jun 2006 08:10:05 -0000	1.1
--- vanillaswap.xml	6 Jun 2006 17:16:47 -0000	1.2
***************
*** 103,107 ****
  </Constructor>
  
! <Member name='qlSwapFairRate' libraryClass='VanillaSwap'>
  <description>the fair rate of a swap</description>
  <libraryFunction>fairRate</libraryFunction>
--- 103,107 ----
  </Constructor>
  
! <Member name='qlVanillaSwapFairRate' libraryClass='VanillaSwap'>
  <description>the fair rate of a swap</description>
  <libraryFunction>fairRate</libraryFunction>
***************
*** 123,127 ****
  </Member>
  
! <Member name='qlSwapFairSpread' libraryClass='VanillaSwap'>
  <description>the fair rate of a swap</description>
  <libraryFunction>fairSpread</libraryFunction>
--- 123,127 ----
  </Member>
  
! <Member name='qlVanillaSwapFairSpread' libraryClass='VanillaSwap'>
  <description>the fair rate of a swap</description>
  <libraryFunction>fairSpread</libraryFunction>
***************
*** 143,149 ****
  </Member>
  
! <Member name='qlSwapGetFixLeg' objectClass='VanillaSwap'>
! <description>The Fixed Leg Details</description>
! <libraryFunction>getFixLeg</libraryFunction>
  <functionCategory>QuantLib</functionCategory>
  <ParameterList>
--- 143,149 ----
  </Member>
  
! <Member name='qlVanillaSwapFixedLeg' objectClass='VanillaSwap'>
! <description>The fixed leg cash flow analysis</description>
! <libraryFunction>fixedLeg</libraryFunction>
  <functionCategory>QuantLib</functionCategory>
  <ParameterList>
***************
*** 154,162 ****
      <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>
--- 154,162 ----
      <type>double</type>
      <tensorRank>matrix</tensorRank>
!     <description>The fixed leg cash flow analysis</description>
  </ReturnValue>
  </Member>
  
! <Member name='qlVanillaSwapFixedLegBPS' libraryClass='VanillaSwap'>
  <description>the BPS of the fixed leg</description>
  <libraryFunction>fixedLegBPS</libraryFunction>
***************
*** 174,184 ****
      <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>
--- 174,184 ----
      <type>double</type>
      <tensorRank>scalar</tensorRank>
!     <description>the fixed leg BPS</description>
  </ReturnValue>
  </Member>
  
! <Member name='qlVanillaSwapFloatingLeg' objectClass='VanillaSwap'>
! <description>The floating leg cash flow analysis</description>
! <libraryFunction>floatingLeg</libraryFunction>
  <functionCategory>QuantLib</functionCategory>
  <ParameterList>
***************
*** 194,202 ****
      <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>
--- 194,202 ----
      <type>double</type>
      <tensorRank>matrix</tensorRank>
!     <description>The floating leg cash flow analysis</description>
  </ReturnValue>
  </Member>
  
! <Member name='qlVanillaSwapFloatingLegBPS' libraryClass='VanillaSwap'>
  <description>the BPS of the floating leg</description>
  <libraryFunction>floatingLegBPS</libraryFunction>
***************
*** 214,218 ****
      <type>double</type>
      <tensorRank>scalar</tensorRank>
!     <description>the float leg BPS</description>
  </ReturnValue>
  </Member>
--- 214,218 ----
      <type>double</type>
      <tensorRank>scalar</tensorRank>
!     <description>the floating leg BPS</description>
  </ReturnValue>
  </Member>

Index: swap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** swap.xml	6 Jun 2006 08:10:05 -0000	1.3
--- swap.xml	6 Jun 2006 17:16:47 -0000	1.4
***************
*** 28,37 ****
      </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>
--- 28,42 ----
      </Constructor>
  
!     <Member name='qlSwapLegAnalysis' objectClass='Swap'>
!       <description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description>
!       <libraryFunction>legAnalysis</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <ParameterList>
          <Parameters>
+           <Parameter name='legNumber'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>Zero based leg number (e.g. input zero for the first leg)</description>
+           </Parameter>
            <Parameter name='trigger' ignore='true'>
              <type>any</type>
***************
*** 43,57 ****
        <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>
--- 48,67 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>matrix</tensorRank>
!         <description>Leg cash flow analysis</description>
        </ReturnValue>
      </Member>
  
!     <Member name='qlSwapLegBPS' libraryClass='Swap'>
!       <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description>
!       <libraryFunction>legBPS</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <ParameterList>
          <Parameters>
+           <Parameter name='legNumber'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>Zero based leg number (e.g. input zero for the first leg)</description>
+           </Parameter>
            <Parameter name='trigger' ignore='true'>
              <type>any</type>
***************
*** 64,68 ****
          <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>the second leg BPS</description>
        </ReturnValue>
      </Member>
--- 74,78 ----
          <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>the leg BPS</description>
        </ReturnValue>
      </Member>
***************
*** 110,112 ****
    </Functions>
  </Category>
- 
--- 120,121 ----