[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata bonds.xml, 1.1, 1.2
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[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata bonds.xml, 1.1, 1.2
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From: Ferdinando A. <na...@us...> - 2006-06-14 19:27:15
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19279/gensrc/metadata Modified Files: bonds.xml Log Message: FloatingCouponBond exported Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** bonds.xml 14 Jun 2006 18:34:31 -0000 1.1 --- bonds.xml 14 Jun 2006 19:27:11 -0000 1.2 *************** *** 205,208 **** --- 205,257 ---- </Member> + <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='termStructureID' libraryClass='YieldTermStructure'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>discounting term structure</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> + <Constructor name='qlFixedCouponBond'> <libraryFunction>FixedCouponBond</libraryFunction> *************** *** 284,289 **** </Constructor> ! <Constructor name='qlZeroCouponBond'> ! <libraryFunction>ZeroCouponBond</libraryFunction> <functionCategory>QuantLib</functionCategory> <ParameterList> --- 333,338 ---- </Constructor> ! <Constructor name='qlFloatingCouponBond'> ! <libraryFunction>FloatingCouponBond</libraryFunction> <functionCategory>QuantLib</functionCategory> <ParameterList> *************** *** 294,297 **** --- 343,351 ---- <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> *************** *** 304,311 **** <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'> --- 358,380 ---- <description>settlement days</description> </Parameter> ! <Parameter name='indexID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Floating rate index</description> ! </Parameter> ! <Parameter name='fixingDays'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>fixing days (e.g. 2)</description> ! </Parameter> ! <Parameter name='spreads' default='0'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>floating rate spreads</description> ! </Parameter> ! <Parameter name='frequency' enumeration='QuantLib::Frequency'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>frequency ID</description> </Parameter> <Parameter name='calendar' enumeration='QuantLib::Calendar'> *************** *** 314,326 **** <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='termStructureID' libraryClass='YieldTermStructure'> --- 383,405 ---- <description>holiday calendar (e.g. TARGET)</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='Redemption'> <type>double</type> <tensorRank>scalar</tensorRank> ! <description>Redemption</description> </Parameter> <Parameter name='termStructureID' libraryClass='YieldTermStructure'> *************** *** 329,332 **** --- 408,421 ---- <description>discounting term structure</description> </Parameter> + <Parameter name='stubDate' libraryType='QuantLib::Date' default='0'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>stub date</description> + </Parameter> + <Parameter name='startFromEnd'> + <type>bool</type> + <tensorRank>scalar</tensorRank> + <description>build schedule backwards (start from maturity)</description> + </Parameter> </Parameters> </ParameterList> |
