[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata instruments.xml, 1.3, 1.4

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1853/gensrc/metadata

Modified Files:
	instruments.xml 
Log Message:
exporting full Instrument interface

Index: instruments.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/instruments.xml,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** instruments.xml	31 May 2006 18:45:14 -0000	1.3
--- instruments.xml	6 Jun 2006 17:12:00 -0000	1.4
***************
*** 1,5 ****
  <Category name='instruments'>
! <description>functions to construct QuantLib instrument objects</description>
! <displayName>Instruments</displayName>
    <includes>
      <include>ql/Instruments/fixedcouponbond.hpp</include>
--- 1,5 ----
  <Category name='instruments'>
!   <description>functions to construct QuantLib instrument objects</description>
!   <displayName>Instruments</displayName>
    <includes>
      <include>ql/Instruments/fixedcouponbond.hpp</include>
***************
*** 12,344 ****
    <Functions>
  
! <Member name='qlBondAccruedAmount' libraryClass='FixedCouponBond'>
! <description>Accrued: If no settlement is given the default bond settlement is used for calculation.</description>
! <libraryFunction>accruedAmount</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
!     <Parameter name='settlementDate' libraryType='QuantLib::Date'>
!         <type>long</type>
          <tensorRank>scalar</tensorRank>
!         <description>settlement date</description>
!     </Parameter>
! </Parameters>
! </ParameterList>
! <ReturnValue>
!     <type>double</type>
!     <tensorRank>scalar</tensorRank>
!     <description>the accrual</description>
! </ReturnValue>
! </Member>
  
! <Member name='qlBondCleanPrice' libraryClass='FixedCouponBond'>
! <description>If no settlement is given the default bond settlement is used for calculation.</description>
! <libraryFunction>cleanPrice</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
!     <Parameter name='yield'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>bond yield</description>
!     </Parameter>
!     <Parameter name='compounding' libraryType='QuantLib::Compounding'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
!     </Parameter>
!     <Parameter name='settlementDate' libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!         <description>settlement date</description>
!     </Parameter>
! </Parameters>
! </ParameterList>
! <ReturnValue>
!     <type>double</type>
!     <tensorRank>scalar</tensorRank>
!     <description>the clean price</description>
! </ReturnValue>
! </Member>
  
! <Member name='qlBondDirtyPrice' libraryClass='FixedCouponBond'>
! <description>dirty price: If no settlement is given the default bond settlement is used for calculation.</description>
! <libraryFunction>dirtyPrice</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
!     <Parameter name='yield'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>bond yield</description>
!     </Parameter>
!     <Parameter name='compounding' libraryType='QuantLib::Compounding'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
!     </Parameter>
!     <Parameter name='settlementDate' libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!         <description>settlement date</description>
!     </Parameter>
! </Parameters>
! </ParameterList>
! <ReturnValue>
!     <type>double</type>
!     <tensorRank>scalar</tensorRank>
!     <description>the dirty price</description>
! </ReturnValue>
! </Member>
  
! <Member name='qlBondThCleanPrice' libraryClass='FixedCouponBond'>
! <description>theoretical clean price: The default bond settlement is used for calculation.</description>
! <libraryFunction>cleanPrice</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 theoretical clean price</description>
! </ReturnValue>
! </Member>
  
! <Member name='qlBondThDirtyPrice' libraryClass='FixedCouponBond'>
! <description>theoretical dirty price: The default bond settlement is used for calculation.</description>
! <libraryFunction>dirtyPrice</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 theoretical dirty price</description>
! </ReturnValue>
! </Member>
  
! <Member name='qlBondThYield' libraryClass='FixedCouponBond'>
! <description>theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description>
! <libraryFunction>yield</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
!     <Parameter name='Compounding' libraryType='QuantLib::Compounding'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
!     </Parameter>
!     <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 theoretical yield</description>
! </ReturnValue>
! </Member>
  
! <Member name='qlBondYield' libraryClass='FixedCouponBond'>
! <description>Yield: If no settlement is given the default bond settlement is used for calculation.</description>
! <libraryFunction>yield</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
!     <Parameter name='cleanPrice'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>Clean Price</description>
!     </Parameter>
!     <Parameter name='compounding' libraryType='QuantLib::Compounding'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
!     </Parameter>
!     <Parameter name='settlementDate' libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!         <description>settlement date</description>
!     </Parameter>
! </Parameters>
! </ParameterList>
! <ReturnValue>
!     <type>double</type>
!     <tensorRank>scalar</tensorRank>
!     <description>the dirty price</description>
! </ReturnValue>
! </Member>
  
! <Constructor name='qlFixedCouponBond'>
! <libraryFunction>FixedCouponBond</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
! 	<Parameter name='issueDate' libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!         <description>issue date</description>
!     </Parameter>
! 	<Parameter name='firstCouponDate' libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!         <description>first coupon date</description>
!     </Parameter>
! 	<Parameter name='maturityDate' libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!         <description>maturity date</description>
!     </Parameter>
!     <Parameter name='settlementDays'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!         <description>settlement days</description>
!     </Parameter>
!     <Parameter name='coupons'>
!         <type>double</type>
!         <tensorRank>vector</tensorRank>
!         <description>coupons</description>
!     </Parameter>
!     <Parameter name='nominal'>
!         <type>double</type>
!         <tensorRank>vector</tensorRank>
!         <description>nominals</description>
!     </Parameter>
!     <Parameter name='Redemption'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>Redemption</description>
!     </Parameter>
! 	<Parameter name='frequency' enumeration='QuantLib::Frequency'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>frequency ID</description>
!     </Parameter>
!   <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!     <type>string</type>
!     <tensorRank>scalar</tensorRank>
!     <description>day counter (e.g. Actual365Fixed)</description>
!   </Parameter>
!   <Parameter name='accrualBusinessDayConvention' enumeration='QuantLib::BusinessDayConvention'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>Accrual Business Day Convention (e.g. ModifiedFollowing)</description>
!     </Parameter>
! 	<Parameter name='paymentBusinessDayConvention' enumeration='QuantLib::BusinessDayConvention'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>Payment Business Day Convention (e.g. ModifiedFollowing)</description>
!     </Parameter>
!     <Parameter name='calendar' enumeration='QuantLib::Calendar'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>holiday calendar (e.g. TARGET)</description>
!     </Parameter>
!         <Parameter name='startFromEnd'>
!         <type>bool</type>
!         <tensorRank>scalar</tensorRank>
!         <description>build schedule backwards (start from maturity)</description>
!     </Parameter>
!     <Parameter name='longFinal'>
!         <type>bool</type>
!         <tensorRank>scalar</tensorRank>
!         <description>long first/last period</description>
!     </Parameter>
!     <Parameter name='DiscountCurve' default='""'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>handle of the Yield Curve used for discounting</description>
!     </Parameter>
! </Parameters>
! </ParameterList>
! </Constructor>
  
! <Constructor name='qlZeroCouponBond'>
! <libraryFunction>ZeroCouponBond</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
! 	<Parameter name='issueDate' libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!         <description>issue date</description>
!     </Parameter>
! 	<Parameter name='maturityDate' libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!         <description>maturity date</description>
!     </Parameter>
!     <Parameter name='settlementDays'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!         <description>settlement days</description>
!     </Parameter>
!   <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!     <type>string</type>
!     <tensorRank>scalar</tensorRank>
!     <description>day counter (e.g. Actual365Fixed)</description>
!   </Parameter>
!   <Parameter name='calendar' enumeration='QuantLib::Calendar'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>holiday calendar (e.g. TARGET)</description>
!     </Parameter>
! 	<Parameter name='businessDayConvention' enumeration='QuantLib::BusinessDayConvention'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>BusinessDayConvention</description>
!     </Parameter>
!     <Parameter name='redemption'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>redemption</description>
!     </Parameter>
!     <Parameter name='handleZeroCurve' libraryClass='YieldTermStructure'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>handle of the Zero Curve object</description>
!     </Parameter>
! </Parameters>
! </ParameterList>
! </Constructor>
  
! <Member name='qlNPV' libraryClass='Instrument'>
! <description>NPV</description>
! <libraryFunction>NPV</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>NPV</description>
! </ReturnValue>
! </Member>
  
! </Functions>
  </Category>
  
--- 12,384 ----
    <Functions>
  
!     <Member name='qlBondAccruedAmount' libraryClass='FixedCouponBond'>
!       <description>Accrued: If no settlement is given the default bond settlement is used for calculation.</description>
!       <libraryFunction>accruedAmount</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='settlementDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>settlement date</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue>
!         <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>the accrual</description>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlBondCleanPrice' libraryClass='FixedCouponBond'>
!       <description>If no settlement is given the default bond settlement is used for calculation.</description>
!       <libraryFunction>cleanPrice</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='yield'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>bond yield</description>
!           </Parameter>
!           <Parameter name='compounding' libraryType='QuantLib::Compounding'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
!           </Parameter>
!           <Parameter name='settlementDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>settlement date</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>the clean price</description>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlBondDirtyPrice' libraryClass='FixedCouponBond'>
!       <description>dirty price: If no settlement is given the default bond settlement is used for calculation.</description>
!       <libraryFunction>dirtyPrice</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='yield'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>bond yield</description>
!           </Parameter>
!           <Parameter name='compounding' libraryType='QuantLib::Compounding'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
!           </Parameter>
!           <Parameter name='settlementDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>settlement date</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>the dirty price</description>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlBondThCleanPrice' libraryClass='FixedCouponBond'>
!       <description>theoretical clean price: The default bond settlement is used for calculation.</description>
!       <libraryFunction>cleanPrice</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 theoretical clean price</description>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlBondThDirtyPrice' libraryClass='FixedCouponBond'>
!       <description>theoretical dirty price: The default bond settlement is used for calculation.</description>
!       <libraryFunction>dirtyPrice</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 theoretical dirty price</description>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlBondThYield' libraryClass='FixedCouponBond'>
!       <description>theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description>
!       <libraryFunction>yield</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='Compounding' libraryType='QuantLib::Compounding'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
!           </Parameter>
!           <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 theoretical yield</description>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlBondYield' libraryClass='FixedCouponBond'>
!       <description>Yield: If no settlement is given the default bond settlement is used for calculation.</description>
!       <libraryFunction>yield</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='cleanPrice'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Clean Price</description>
!           </Parameter>
!           <Parameter name='compounding' libraryType='QuantLib::Compounding'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
!           </Parameter>
!           <Parameter name='settlementDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>settlement date</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>the dirty price</description>
!       </ReturnValue>
!     </Member>
  
!     <Constructor name='qlFixedCouponBond'>
!       <libraryFunction>FixedCouponBond</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='issueDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>issue date</description>
!           </Parameter>
!           <Parameter name='firstCouponDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>first coupon date</description>
!           </Parameter>
!           <Parameter name='maturityDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>maturity date</description>
!           </Parameter>
!           <Parameter name='settlementDays'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>settlement days</description>
!           </Parameter>
!           <Parameter name='coupons'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>coupons</description>
!           </Parameter>
!           <Parameter name='nominal'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>nominals</description>
!           </Parameter>
!           <Parameter name='Redemption'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Redemption</description>
!           </Parameter>
!           <Parameter name='frequency' enumeration='QuantLib::Frequency'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>frequency ID</description>
!           </Parameter>
!           <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>day counter (e.g. Actual365Fixed)</description>
!           </Parameter>
!           <Parameter name='accrualBusinessDayConvention' enumeration='QuantLib::BusinessDayConvention'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Accrual Business Day Convention (e.g. ModifiedFollowing)</description>
!           </Parameter>
!           <Parameter name='paymentBusinessDayConvention' enumeration='QuantLib::BusinessDayConvention'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Payment Business Day Convention (e.g. ModifiedFollowing)</description>
!           </Parameter>
!           <Parameter name='calendar' enumeration='QuantLib::Calendar'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>holiday calendar (e.g. TARGET)</description>
!           </Parameter>
!           <Parameter name='startFromEnd'>
!             <type>bool</type>
!             <tensorRank>scalar</tensorRank>
!             <description>build schedule backwards (start from maturity)</description>
!           </Parameter>
!           <Parameter name='longFinal'>
!             <type>bool</type>
!             <tensorRank>scalar</tensorRank>
!             <description>long first/last period</description>
!           </Parameter>
!           <Parameter name='DiscountCurve' default='""'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>handle of the Yield Curve used for discounting</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
! 
!     <Constructor name='qlZeroCouponBond'>
!       <libraryFunction>ZeroCouponBond</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='issueDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>issue date</description>
!           </Parameter>
!           <Parameter name='maturityDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>maturity date</description>
!           </Parameter>
!           <Parameter name='settlementDays'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>settlement days</description>
!           </Parameter>
!           <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>day counter (e.g. Actual365Fixed)</description>
!           </Parameter>
!           <Parameter name='calendar' enumeration='QuantLib::Calendar'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>holiday calendar (e.g. TARGET)</description>
!           </Parameter>
!           <Parameter name='businessDayConvention' enumeration='QuantLib::BusinessDayConvention'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>BusinessDayConvention</description>
!           </Parameter>
!           <Parameter name='redemption'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>redemption</description>
!           </Parameter>
!           <Parameter name='handleZeroCurve' libraryClass='YieldTermStructure'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>handle of the Zero Curve object</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
! 
!     <Member name='qlNPV' libraryClass='Instrument'>
!       <description>Returns Instrument's NPV</description>
!       <libraryFunction>NPV</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>NPV</description>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlNPVErrorEstimate' libraryClass='Instrument'>
!       <description>Returns Instrument's NPV error estimation (e.g. Monte Carlo simulation)</description>
!       <libraryFunction>errorEstimate</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>NPV error estimation</description>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlIsExpired' libraryClass='Instrument'>
!       <description>Returns TRUE if the Instrument is expired</description>
!       <libraryFunction>isExpired</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>bool</type>
          <tensorRank>scalar</tensorRank>
!         <description>TRUE if the Instrument is expired</description>
!       </ReturnValue>
!     </Member>
  
!   </Functions>
  </Category>