[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata bonds.xml, 1.2, 1.3
Brought to you by:
ericehlers,
nando
|
From: Ferdinando A. <na...@us...> - 2006-06-14 20:33:33
|
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> |