[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata bonds.xml, 1.2, 1.3

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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19039/gensrc/metadata

Modified Files:
	bonds.xml 
Log Message:
added flowAnalysis to Bond

Index: bonds.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** bonds.xml	14 Jun 2006 19:27:11 -0000	1.2
--- bonds.xml	14 Jun 2006 20:33:10 -0000	1.3
***************
*** 12,16 ****
  
    <Functions>
!     
      <Member name='qlBondSettlementDate' libraryClass='Bond'>
        <description>Returns the settlement date of the bond.</description>
--- 12,16 ----
  
    <Functions>
! 
      <Member name='qlBondSettlementDate' libraryClass='Bond'>
        <description>Returns the settlement date of the bond.</description>
***************
*** 27,50 ****
      </Member>
  
!     <Member name='qlBondCleanPrice' libraryClass='Bond'>
!       <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' 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='settlementDate' libraryType='QuantLib::Date'>
!             <type>long</type>
              <tensorRank>scalar</tensorRank>
!             <description>settlement date</description>
            </Parameter>
          </Parameters>
--- 27,40 ----
      </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>
***************
*** 53,80 ****
          <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>the clean price</description>
        </ReturnValue>
      </Member>
  
!     <Member name='qlBondDirtyPrice' libraryClass='Bond'>
!       <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' 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='settlementDate' libraryType='QuantLib::Date'>
!             <type>long</type>
              <tensorRank>scalar</tensorRank>
!             <description>settlement date</description>
            </Parameter>
          </Parameters>
--- 43,60 ----
          <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>Theoretical clean price</description>
        </ReturnValue>
      </Member>
  
!     <Member name='qlBondThDirtyPrice' libraryClass='Bond'>
!       <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>
***************
*** 83,96 ****
          <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>the dirty price</description>
        </ReturnValue>
      </Member>
  
!     <Member name='qlBondThDirtyPrice' libraryClass='Bond'>
!       <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>
--- 63,81 ----
          <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>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' 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='trigger' ignore='true'>
              <type>any</type>
***************
*** 103,120 ****
          <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>the theoretical dirty price</description>
        </ReturnValue>
      </Member>
  
!     <Member name='qlBondYield' libraryClass='Bond'>
!       <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' enumeration='QuantLib::Compounding'>
--- 88,105 ----
          <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>Theoretical yield</description>
        </ReturnValue>
      </Member>
  
!     <Member name='qlBondCleanPrice' libraryClass='Bond' loopParameter='yield'>
!       <description>Clean price given a yield and settlement date. The default bond settlement is used if no date is given.</description>
!       <libraryFunction>cleanPrice</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <ParameterList>
          <Parameters>
!           <Parameter name='yield'>
!             <type>any</type>
!             <tensorRank>vector</tensorRank>
!             <description>bond yield(s)</description>
            </Parameter>
            <Parameter name='compounding' enumeration='QuantLib::Compounding'>
***************
*** 123,127 ****
              <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>
--- 108,112 ----
              <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
            </Parameter>
!           <Parameter name='settlementDate' libraryType='QuantLib::Date' default='0'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
***************
*** 131,147 ****
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!         <description>the dirty price</description>
        </ReturnValue>
      </Member>
  
!     <Member name='qlBondAccruedAmount' libraryClass='Bond'>
!       <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>
--- 116,142 ----
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
!         <tensorRank>vector</tensorRank>
!         <description>Clean price(s) given yield(s) and settlement date</description>
        </ReturnValue>
      </Member>
  
!     <Member name='qlBondDirtyPrice' libraryClass='Bond' loopParameter='yield'>
!       <description>Dirty price(s) given yield(s) and settlement date. The default bond settlement is used if no date is given.</description>
!       <libraryFunction>dirtyPrice</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <ParameterList>
          <Parameters>
!           <Parameter name='yield'>
!             <type>any</type>
!             <tensorRank>vector</tensorRank>
!             <description>bond yield(s)</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='settlementDate' libraryType='QuantLib::Date' default='0'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
***************
*** 151,198 ****
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!         <description>the accrual</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='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' 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='trigger' ignore='true'>
!             <type>any</type>
              <tensorRank>scalar</tensorRank>
!             <description>dep tracking trigger</description>
            </Parameter>
          </Parameters>
--- 146,195 ----
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
!         <tensorRank>vector</tensorRank>
!         <description>Dirty price(s) given yield(s) and settlement date</description>
        </ReturnValue>
      </Member>
  
!     <Member name='qlBondYield' libraryClass='Bond' loopParameter='cleanPrice'>
!       <description>Yield(s) given clean price(s) and settlement date. The default bond settlement is used if no date is given</description>
!       <libraryFunction>yield</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <ParameterList>
          <Parameters>
!           <Parameter name='cleanPrice'>
              <type>any</type>
+             <tensorRank>vector</tensorRank>
+             <description>Clean price(s)</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='settlementDate' libraryType='QuantLib::Date' default='0'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>settlement date</description>
            </Parameter>
          </Parameters>
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
!         <tensorRank>vector</tensorRank>
!         <description>Yield(s) given clean price(s) and settlement date.</description>
        </ReturnValue>
      </Member>
  
!     <Member name='qlBondAccruedAmount' libraryClass='Bond'>
!       <description>Accrued amount at a given date. The default bond settlement is used if no date is given.</description>
!       <libraryFunction>accruedAmount</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <ParameterList>
          <Parameters>
!           <Parameter name='settlementDate' libraryType='QuantLib::Date' default='0'>
!             <type>long</type>
              <tensorRank>scalar</tensorRank>
!             <description>settlement date</description>
            </Parameter>
          </Parameters>
***************
*** 201,208 ****
          <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>the theoretical yield</description>
        </ReturnValue>
      </Member>
  
      <Constructor name='qlZeroCouponBond'>
        <libraryFunction>ZeroCouponBond</libraryFunction>
--- 198,208 ----
          <type>double</type>
          <tensorRank>scalar</tensorRank>
!         <description>Accrued amount at a given date</description>
        </ReturnValue>
      </Member>
  
+ 
+ 
+ 
      <Constructor name='qlZeroCouponBond'>
        <libraryFunction>ZeroCouponBond</libraryFunction>