[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata interpolation.xml, 1.1, 1.2
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From: Ferdinando A. <na...@us...> - 2006-06-08 09:39:32
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23346/gensrc/metadata Modified Files: interpolation.xml Log Message: Index: interpolation.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** interpolation.xml 23 May 2006 16:41:18 -0000 1.1 --- interpolation.xml 8 Jun 2006 09:39:28 -0000 1.2 *************** *** 1,119 **** <Category name='interpolation'> ! <description>functions to carry out interpolations</description> ! <displayName>Interpolation</displayName> ! <Functions> ! <Constructor name='qlBackwardFlatInterpolation'> ! <libraryFunction>BackwardFlatInterpolation</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='allowExtrapolation'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>allow extrapolation flag</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Constructor name='qlForwardFlatInterpolation'> ! <libraryFunction>ForwardFlatInterpolation</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='allowExtrapolation'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>allow extrapolation flag</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Constructor name='qlLinearInterpolation'> ! <libraryFunction>LinearInterpolation</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='allowExtrapolation'> ! <type>bool</type> <tensorRank>scalar</tensorRank> ! <description>allow extrapolation flag</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Constructor name='qlCubicSplineInterpolation'> ! <libraryFunction>CubicSplineInterpolation</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='allowExtrapolation'> ! <type>bool</type> <tensorRank>scalar</tensorRank> ! <description>allow extrapolation flag</description> ! </Parameter> ! <Parameter name='leftConditionType'> ! <type>string</type> <tensorRank>scalar</tensorRank> ! <description>left boundary condition (NotAKnot, FirstDerivative, SecondDerivative, Periodic, Lagrange)</description> ! </Parameter> ! <Parameter name='leftConditionValue'> <type>double</type> <tensorRank>scalar</tensorRank> ! <description>left condition value</description> ! </Parameter> ! <Parameter name='rightConditionType'> ! <type>string</type> <tensorRank>scalar</tensorRank> ! <description>right boundary condition (NotAKnot, FirstDerivative, SecondDerivative, Periodic, Lagrange)</description> ! </Parameter> ! <Parameter name='rightConditionValue'> <type>double</type> <tensorRank>scalar</tensorRank> ! <description>right condition value</description> ! </Parameter> ! <Parameter name='monotonicityConstraint'> <type>bool</type> <tensorRank>scalar</tensorRank> ! <description>monotonicity constraint flag</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> - <Member name='qlInterpolate' objectClass='Interpolation'> - <description>carry out interpolation</description> - <libraryFunction>interpolate</libraryFunction> - <functionCategory>QuantLib</functionCategory> - <ParameterList> - <Parameters> - <Parameter name='xArray'> - <type>double</type> - <tensorRank>matrix</tensorRank> - <description>x array</description> - </Parameter> - <Parameter name='yArray'> - <type>double</type> - <tensorRank>matrix</tensorRank> - <description>y array</description> - </Parameter> - <Parameter name='xValues'> - <type>double</type> - <tensorRank>matrix</tensorRank> - <description>x values</description> - </Parameter> - </Parameters> - </ParameterList> - <ReturnValue> - <type>double</type> - <tensorRank>matrix</tensorRank> - <description>interpolated y values</description> - </ReturnValue> - </Member> - </Functions> - </Category> --- 1,278 ---- <Category name='interpolation'> ! <description>functions to carry out interpolations</description> ! <displayName>Interpolation</displayName> ! <Functions> ! <Constructor name='qlBackwardFlatInterpolation'> ! <libraryFunction>BackwardFlatInterpolation</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='xArray'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>x array</description> ! </Parameter> ! <Parameter name='yArray'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>y array</description> ! </Parameter> ! <Parameter name='defaultExtrapolationFlag' default='1'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>allow extrapolation flag</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Constructor name='qlForwardFlatInterpolation'> ! <libraryFunction>ForwardFlatInterpolation</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='xArray'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>x array</description> ! </Parameter> ! <Parameter name='yArray'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>y array</description> ! </Parameter> ! <Parameter name='defaultExtrapolationFlag' default='1'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>allow extrapolation flag</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Constructor name='qlLinearInterpolation'> ! <libraryFunction>LinearInterpolation</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='xArray'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>x array</description> ! </Parameter> ! <Parameter name='yArray'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>y array</description> ! </Parameter> ! <Parameter name='defaultExtrapolationFlag' default='1'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>allow extrapolation flag</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! ! <Constructor name='qlCubicSplineInterpolation'> ! <libraryFunction>CubicSplineInterpolation</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='xArray'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>x array</description> ! </Parameter> ! <Parameter name='yArray'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>y array</description> ! </Parameter> ! <Parameter name='defaultExtrapolationFlag' default='1'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>allow extrapolation flag</description> ! </Parameter> ! <Parameter name='leftConditionType' enumeration='QuantLib::CubicSpline::BoundaryCondition'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>left boundary condition (NotAKnot, FirstDerivative, SecondDerivative, Periodic, Lagrange)</description> ! </Parameter> ! <Parameter name='leftConditionValue'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>left condition value</description> ! </Parameter> ! <Parameter name='rightConditionType' enumeration='QuantLib::CubicSpline::BoundaryCondition'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>right boundary condition (NotAKnot, FirstDerivative, SecondDerivative, Periodic, Lagrange)</description> ! </Parameter> ! <Parameter name='rightConditionValue'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>right condition value</description> ! </Parameter> ! <Parameter name='monotonicityConstraint'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>monotonicity constraint flag</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! ! <Member name='qlInterpolation' libraryClass='Interpolation'> ! <description>Returns interpolated values of the interpolated curve</description> ! <libraryFunction>derivative</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='xValues'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>x values</description> ! </Parameter> ! <Parameter name='allowExtrapolation' default='0'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>allow extrapolation flag</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>double</type> <tensorRank>scalar</tensorRank> ! <description>interpolated y values</description> ! </ReturnValue> ! </Member> ! <Member name='qlInterpolationDerivative' libraryClass='Interpolation'> ! <description>Returns the first derivative of the interpolated curve</description> ! <libraryFunction>derivative</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='xValues'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>x values</description> ! </Parameter> ! <Parameter name='allowExtrapolation' default='0'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>allow extrapolation flag</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>double</type> <tensorRank>scalar</tensorRank> ! <description>interpolated y values</description> ! </ReturnValue> ! </Member> ! ! <Member name='qlInterpolationSecondDerivative' libraryClass='Interpolation'> ! <description>Returns the second derivative of the interpolated curve</description> ! <libraryFunction>secondDerivative</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='xValues'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>x values</description> ! </Parameter> ! <Parameter name='allowExtrapolation' default='0'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>allow extrapolation flag</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>double</type> <tensorRank>scalar</tensorRank> ! <description>interpolated y values</description> ! </ReturnValue> ! </Member> ! ! <Member name='qlInterpolationPrimitive' libraryClass='Interpolation'> ! <description>Returns the primitive of the interpolated curve</description> ! <libraryFunction>primitive</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='xValues'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>x values</description> ! </Parameter> ! <Parameter name='allowExtrapolation' default='0'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>allow extrapolation flag</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> ! <description>interpolated y values</description> ! </ReturnValue> ! </Member> ! ! <Member name='qlInterpolationXmin' libraryClass='Interpolation'> ! <description>Returns the minimum value of the x array</description> ! <libraryFunction>xMin</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>double</type> <tensorRank>scalar</tensorRank> ! <description>minimum value of the x array</description> ! </ReturnValue> ! </Member> ! ! <Member name='qlInterpolationXmax' libraryClass='Interpolation'> ! <description>Returns the maximum value of the x array</description> ! <libraryFunction>xMax</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> ! <description>maximum value of the x array</description> ! </ReturnValue> ! </Member> ! ! <Member name='qlInterpolationIsInRange' libraryClass='Interpolation'> ! <description>Returns TRUE if the input value is in the allowed interpolation range</description> ! <libraryFunction>isInRange</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='xValues'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>x values</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> <type>bool</type> <tensorRank>scalar</tensorRank> ! <description>TRUE if the input value is in the allowed interpolation range</description> ! </ReturnValue> ! </Member> + </Functions> + </Category> |