[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata options.xml, 1.2, 1.3 processes.xml, 1.2, 1.3 shortratemodels.xml, 1.2, 1.3 swap.xml, 1.6, 1.7 termstructures.xml, 1.4, 1.5 vanillaswap.xml, 1.2, 1.3

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1271/gensrc/metadata

Modified Files:
	options.xml processes.xml shortratemodels.xml swap.xml 
	termstructures.xml vanillaswap.xml 
Log Message:
removed all occurrence of the word "handle" in the xml metadata

Index: vanillaswap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** vanillaswap.xml	6 Jun 2006 17:16:47 -0000	1.2
--- vanillaswap.xml	14 Jun 2006 18:53:55 -0000	1.3
***************
*** 1,222 ****
  <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='qlVanillaSwapFairRate' 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='qlVanillaSwapFairSpread' 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='qlVanillaSwapFixedLeg' objectClass='VanillaSwap'>
! <description>The fixed leg cash flow analysis</description>
! <libraryFunction>fixedLeg</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
!     </Parameters>
! </ParameterList>
! <ReturnValue>
!     <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>
! <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 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>
! <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 floating leg cash flow analysis</description>
! </ReturnValue>
! </Member>
  
! <Member name='qlVanillaSwapFloatingLegBPS' 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 floating leg BPS</description>
! </ReturnValue>
! </Member>
  
! </Functions>
  </Category>
- 
--- 1,221 ----
  <Category name='vanillaswap'>
!   <description>functions to construct and use QuantLib::VanillaSwap objects</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='IndexID' libraryClass='Xibor'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>floating leg Index</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='termStructureID' libraryClass='YieldTermStructure'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>discounting term structure</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!     <Member name='qlVanillaSwapFairRate' 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='qlVanillaSwapFairSpread' 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='qlVanillaSwapFixedLeg' objectClass='VanillaSwap'>
!       <description>The fixed leg cash flow analysis</description>
!       <libraryFunction>fixedLeg</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue>
!         <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>
!       <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 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>
!         <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 floating leg cash flow analysis</description>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlVanillaSwapFloatingLegBPS' 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 floating leg BPS</description>
!       </ReturnValue>
!     </Member>
  
!   </Functions>
  </Category>

Index: swap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** swap.xml	14 Jun 2006 18:34:31 -0000	1.6
--- swap.xml	14 Jun 2006 18:53:55 -0000	1.7
***************
*** 1,4 ****
  <Category name='swap'>
!   <description>functions to construct QuantLib swap objects</description>
    <displayName>Swap</displayName>
    <Functions>
--- 1,4 ----
  <Category name='swap'>
!   <description>functions to construct and use QuantLib::Swap objects</description>
    <displayName>Swap</displayName>
    <Functions>
***************
*** 12,21 ****
              <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'>
--- 12,21 ----
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>paid leg</description>
            </Parameter>
            <Parameter name='recvLegID' objectClass='CouponVector'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>receveid leg</description>
            </Parameter>
            <Parameter name='termStructureID' libraryClass='YieldTermStructure'>

Index: options.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** options.xml	24 May 2006 14:59:43 -0000	1.2
--- options.xml	14 Jun 2006 18:53:55 -0000	1.3
***************
*** 1,773 ****
  <Category name='options'>
! <description>functions to construct QuantLib option objects</description>
! <displayName>Options</displayName>
! <Functions>
  
! <Constructor name='qlBarrierOption'>
! <libraryFunction>BarrierOption</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
[...1516 lines suppressed...]
!       <libraryFunction>itmCashProbability</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>itm cash probability</description>
!       </ReturnValue>
!     </Member>
  
!   </Functions>
  </Category>

Index: termstructures.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** termstructures.xml	5 Jun 2006 11:44:43 -0000	1.4
--- termstructures.xml	14 Jun 2006 18:53:55 -0000	1.5
***************
*** 1,571 ****
  <Category name='termstructures'>
! <description>functions to construct QuantLib term structure objects</description>
! <displayName>Term Structures</displayName>
! <Functions>
  
! <Constructor name='qlDepositRateHelper'>
! <libraryFunction>DepositRateHelper</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
[...1115 lines suppressed...]
!         <description>earliest date</description>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlMaxDate' libraryClass='YieldTermStructure'>
!       <description>return the latest date at which the YieldTermStructure is defined (not considering extrapolation feature)</description>
!       <libraryFunction>maxDate</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters/>
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!         <description>latest date</description>
!       </ReturnValue>
!     </Member>
  
!   </Functions>
  </Category>

Index: shortratemodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** shortratemodels.xml	24 May 2006 14:59:43 -0000	1.2
--- shortratemodels.xml	14 Jun 2006 18:53:55 -0000	1.3
***************
*** 1,61 ****
  <Category name='shortratemodels'>
! <description>functions to construct QuantLib short-rate model objects</description>
! <displayName>Short Rate Models</displayName>
! <Functions>
  
! <Constructor name='qlHullWhite'>
! <libraryFunction>HullWhite</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
!     <Parameter name='handleTermStructure' libraryClass='YieldTermStructure'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>handle to a term structure object</description>
!     </Parameter>
!     <Parameter name='a'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!         <description>a</description>
!     </Parameter>
!     <Parameter name='sigma'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!         <description>volatility</description>
!     </Parameter>
! </Parameters>
! </ParameterList>
! </Constructor>
  
! <Constructor name='qlVasicek'>
! <libraryFunction>Vasicek</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
!     <Parameter name='a'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!         <description>mean reverting speed</description>
!     </Parameter>
!     <Parameter name='b'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!         <description>short-rate limit value</description>
!     </Parameter>
!     <Parameter name='lambda'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!         <description>risk premium</description>
!     </Parameter>
!     <Parameter name='sigma'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!         <description>volatility</description>
!     </Parameter>
! </Parameters>
! </ParameterList>
! </Constructor>
  
! </Functions>
  </Category>
- 
--- 1,60 ----
  <Category name='shortratemodels'>
!   <description>functions to construct QuantLib short-rate model objects</description>
!   <displayName>Short Rate Models</displayName>
!   <Functions>
  
!     <Constructor name='qlHullWhite'>
!       <libraryFunction>HullWhite</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='termStructure' libraryClass='YieldTermStructure'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>YieldTermStructure</description>
!           </Parameter>
!           <Parameter name='a'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>a</description>
!           </Parameter>
!           <Parameter name='sigma'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>volatility</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!     <Constructor name='qlVasicek'>
!       <libraryFunction>Vasicek</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='a'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>mean reverting speed</description>
!           </Parameter>
!           <Parameter name='b'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>short-rate limit value</description>
!           </Parameter>
!           <Parameter name='lambda'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>risk premium</description>
!           </Parameter>
!           <Parameter name='sigma'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>volatility</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!   </Functions>
  </Category>

Index: processes.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/processes.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** processes.xml	24 May 2006 14:59:43 -0000	1.2
--- processes.xml	14 Jun 2006 18:53:55 -0000	1.3
***************
*** 1,47 ****
  <Category name='processes'>
! <description>functions to construct QuantLib process objects</description>
! <displayName>Processes</displayName>
! <Functions>
  
! <Constructor name='qlGeneralizedBlackScholesProcess'>
! <libraryFunction>GeneralizedBlackScholesProcess</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
!     <Parameter name='handleBlackVol' libraryClass='BlackVolTermStructure'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>handle to a Black Vol Term Structure object</description>
!     </Parameter>
!     <Parameter name='underlying'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!         <description>underlying</description>
!     </Parameter>
!   <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!     <type>string</type>
!     <tensorRank>scalar</tensorRank>
!     <description>day counter (e.g. Actual365Fixed)</description>
!   </Parameter>
!   <Parameter name='settlementDate' libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!         <description>settlement date</description>
!     </Parameter>
!     <Parameter name='riskFreeRate'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!         <description>risk free rate</description>
!     </Parameter>
!     <Parameter name='dividendYield'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!         <description>dividend yield</description>
!     </Parameter>
! </Parameters>
! </ParameterList>
! </Constructor>
  
! </Functions>
  </Category>
- 
--- 1,46 ----
  <Category name='processes'>
!   <description>functions to construct QuantLib process objects</description>
!   <displayName>Processes</displayName>
!   <Functions>
  
!     <Constructor name='qlGeneralizedBlackScholesProcess'>
!       <libraryFunction>GeneralizedBlackScholesProcess</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='blackVolID' libraryClass='BlackVolTermStructure'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Black Vol Term Structure</description>
!           </Parameter>
!           <Parameter name='underlying'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>underlying</description>
!           </Parameter>
!           <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>day counter (e.g. Actual365Fixed)</description>
!           </Parameter>
!           <Parameter name='settlementDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>settlement date</description>
!           </Parameter>
!           <Parameter name='riskFreeRate'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>risk free rate</description>
!           </Parameter>
!           <Parameter name='dividendYield'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>dividend yield</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!   </Functions>
  </Category>