[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata forwardrateagreement.xml, NONE, 1.1 enumerations.xml, 1.1, 1.2

[Katiuscia M. <kma...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22654/gensrc/metadata

Modified Files:
	enumerations.xml 
Added Files:
	forwardrateagreement.xml 
Log Message:
exported object Forward Rate Agreement from QL to QLXL

Index: enumerations.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumerations.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** enumerations.xml	23 May 2006 16:41:18 -0000	1.1
--- enumerations.xml	8 Jun 2006 18:42:42 -0000	1.2
***************
*** 2,6 ****
  <Enumerations>
  
! <Enumeration>
    <type>QuantLib::PriceType</type>
    <constructor>true</constructor>
--- 2,21 ----
  <Enumerations>
  
!   <Enumeration>
!     <type>QuantLib::Forward::Type</type>
!     <constructor>true</constructor>
!     <EnumerationDefinitions>
!       <EnumerationDefinition>
!         <string>Long</string>
!         <value>QuantLib::Forward::Long</value>
!       </EnumerationDefinition>
!       <EnumerationDefinition>
!         <string>Short</string>
!         <value>QuantLib::Forward::Short</value>
!       </EnumerationDefinition>
!     </EnumerationDefinitions>
!   </Enumeration>
! 
!   <Enumeration>
    <type>QuantLib::PriceType</type>
    <constructor>true</constructor>

--- NEW FILE: forwardrateagreement.xml ---
<Category name='forwardrateagreement'>
  <description>functions to construct QuantLib Forward Rate Agreement objects</description>
  <displayName>Forward Rate Agreement</displayName>
  <Functions>

    <Constructor name='qlFRA'>
      <libraryFunction>ForwardRateAgreement</libraryFunction>
      <functionCategory>QuantLib</functionCategory>
      <ParameterList>
        <Parameters>
          <Parameter name='valueDate' libraryType='QuantLib::Date'>
            <type>long</type>
            <tensorRank>scalar</tensorRank>
            <description>value date</description>
          </Parameter>
          <Parameter name='maturityDate' libraryType='QuantLib::Date'>
            <type>long</type>
            <tensorRank>scalar</tensorRank>
            <description>maturity date</description>
          </Parameter>
          <Parameter name='type' enumeration='QuantLib::Forward::Type'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>forward type (Long for a FRA purchase, Short for a FRA sale)</description>
          </Parameter>
          <Parameter name='strike'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>strike rate</description>
          </Parameter>
          <Parameter name='notional'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>Notional Amount</description>
          </Parameter>
          <Parameter name='settlementDays'>
            <type>long</type>
            <tensorRank>scalar</tensorRank>
            <description>settlement days</description>
          </Parameter>
          <Parameter name='dayCount' enumeration='QuantLib::DayCounter'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>day counter (e.g. Actual360)</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>Business Day Convention</description>
          </Parameter>          
          <Parameter name='discountCurve' libraryClass='YieldTermStructure'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>handle to discounting term structure</description>
          </Parameter>
          <Parameter name='compounding' enumeration='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='frequency' enumeration='QuantLib::Frequency'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>Frequency</description>
          </Parameter>          
        </Parameters>
      </ParameterList>
    </Constructor>

    <Member name='qlFRAforwardRate' libraryClass='ForwardRateAgreement'>
      <description>Returns the relevant forward rate associated with the FRA term.</description>
      <libraryFunction>forwardRate</libraryFunction>
      <functionCategory>QuantLib</functionCategory>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
        <description>Returns the relevant forward rate associated with the FRA term</description>
      </ReturnValue>
    </Member>

  </Functions>
</Category>