Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18879/gensrc/metadata
Modified Files:
calendar.xml termstructures.xml xibor.xml
Log Message:
1) using Period as input parameter instead of (int, TimeUnit)
Index: calendar.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** calendar.xml 15 Jun 2006 15:51:21 -0000 1.8
--- calendar.xml 15 Jun 2006 18:07:53 -0000 1.9
***************
*** 199,203 ****
</EnumerationMember>
! <EnumerationMember name='qlAdvance' libraryType='QuantLib::Calendar'>
<description>advances a date according to a given calendar</description>
<libraryFunction>advance</libraryFunction>
--- 199,203 ----
</EnumerationMember>
! <EnumerationMember name='qlAdvance' libraryType='QuantLib::Calendar' loopParameter='period'>
<description>advances a date according to a given calendar</description>
<libraryFunction>advance</libraryFunction>
***************
*** 211,216 ****
</Parameter>
<Parameter name='period' libraryType='QuantLib::Period'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
<description>period(s) to advance (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description>
</Parameter>
--- 211,216 ----
</Parameter>
<Parameter name='period' libraryType='QuantLib::Period'>
! <type>any</type>
! <tensorRank>vector</tensorRank>
<description>period(s) to advance (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description>
</Parameter>
***************
*** 223,228 ****
</ParameterList>
<ReturnValue libraryType='QuantLib::Date'>
! <type>long</type>
! <tensorRank>scalar</tensorRank>
<description>advanced date</description>
</ReturnValue>
--- 223,228 ----
</ParameterList>
<ReturnValue libraryType='QuantLib::Date'>
! <type>any</type>
! <tensorRank>vector</tensorRank>
<description>advanced date</description>
</ReturnValue>
Index: xibor.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/xibor.xml,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** xibor.xml 15 Jun 2006 15:51:21 -0000 1.6
--- xibor.xml 15 Jun 2006 18:07:55 -0000 1.7
***************
*** 1,22 ****
<Category name='xibor'>
! <description>functions to construct QuantLib Xibor objects</description>
! <displayName>Indices</displayName>
! <Functions>
! <Constructor name='qlXibor'>
! <libraryFunction>Xibor</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
! <Parameter name='IndexName'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>index name</description>
! </Parameter>
! <Parameter name='Currency' enumeration='QuantLib::Currency'>
! <type>string</type>
<tensorRank>scalar</tensorRank>
! <description>Index Currency</description>
! </Parameter>
<Parameter name='tenor' libraryType='QuantLib::Period'>
<type>string</type>
--- 1,106 ----
<Category name='xibor'>
! <description>functions to construct QuantLib Xibor objects</description>
! <displayName>Indices</displayName>
! <Functions>
! <Member name='qlIndexName' libraryClass='Index'>
! <description>retrive the name for the given Index object</description>
! <libraryFunction>name</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters/>
! </ParameterList>
! <ReturnValue>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>index name</description>
! </ReturnValue>
! </Member>
!
! <Member name='qlIndexFixing' libraryClass='Index' loopParameter='fixingDate'>
! <description>retrive the fixing for the given Index object</description>
! <libraryFunction>fixing</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
! <Parameter name='fixingDate' libraryType='QuantLib::Date'>
! <type>any</type>
! <tensorRank>vector</tensorRank>
! <description>fixing date(s)</description>
! </Parameter>
! <Parameter name='forecastTodaysFixing' default='0'>
! <type>bool</type>
! <tensorRank>scalar</tensorRank>
! <description>forecast today's fixing even if the actual fixing is already available</description>
! </Parameter>
! </Parameters>
! </ParameterList>
! <ReturnValue libraryType='QuantLib::Rate'>
! <type>any</type>
! <tensorRank>vector</tensorRank>
! <description>index fixing(s)</description>
! </ReturnValue>
! </Member>
!
! <Member name='qlIndexAddFixing' libraryClass='Index'>
! <description>add a fixing for the given Index object</description>
! <libraryFunction>addFixing</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
! <Parameter name='fixingDate' libraryType='QuantLib::Date'>
! <type>long</type>
! <tensorRank>scalar</tensorRank>
! <description>fixing date</description>
! </Parameter>
! <Parameter name='fixing' libraryType='QuantLib::Rate'>
! <type>double</type>
! <tensorRank>scalar</tensorRank>
! <description>fixing value</description>
! </Parameter>
! </Parameters>
! </ParameterList>
! <ReturnValue>
! <type>void</type>
<tensorRank>scalar</tensorRank>
! <description>SUCCESS/FAILURE</description>
! </ReturnValue>
! </Member>
!
! <Member name='qlIndexAddFixings' objectClass='Index'>
! <description>add fixings for the given Index object</description>
! <libraryFunction>addFixings</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
! <Parameter name='fixingDates' libraryType='QuantLib::Date'>
! <type>long</type>
! <tensorRank>vector</tensorRank>
! <description>fixing dates</description>
! </Parameter>
! <Parameter name='fixings' libraryType='QuantLib::Rate'>
! <type>double</type>
! <tensorRank>vector</tensorRank>
! <description>fixing values</description>
! </Parameter>
! </Parameters>
! </ParameterList>
! <ReturnValue>
! <type>void</type>
! <tensorRank>scalar</tensorRank>
! <description>SUCCESS/FAILURE</description>
! </ReturnValue>
! </Member>
!
! <Constructor name='qlXibor'>
! <libraryFunction>Xibor</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
! <Parameter name='IndexName'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>index name</description>
! </Parameter>
<Parameter name='tenor' libraryType='QuantLib::Period'>
<type>string</type>
***************
*** 24,92 ****
<description>index tenor (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description>
</Parameter>
! <Parameter name='calendar' enumeration='QuantLib::Calendar'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>holiday calendar (e.g. TARGET)</description>
! </Parameter>
! <Parameter name='BDayConvention' enumeration='QuantLib::BusinessDayConvention'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>business day convention (e.g. ModifiedFollowing)</description>
! </Parameter>
! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>day counter (e.g. Actual360)</description>
! </Parameter>
! <Parameter name='fixingDays'>
! <type>long</type>
! <tensorRank>scalar</tensorRank>
! <description>fixing days (e.g. 2)</description>
! </Parameter>
! <Parameter name='ForwardCurve' libraryClass='YieldTermStructure'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>Yield Curve used for forecasting</description>
! </Parameter>
! <Parameter name='dates' libraryType='QuantLib::Date'>
! <type>any</type>
! <tensorRank>vector</tensorRank>
! <description>fixing dates</description>
! </Parameter>
! <Parameter name='fixings' default='0'>
! <type>double</type>
! <tensorRank>vector</tensorRank>
! <description>fixing values</description>
! </Parameter>
! </Parameters>
! </ParameterList>
! </Constructor>
!
! <Member name='qlXiborFixing' libraryClass='Xibor' loopParameter='fixingDate'>
! <description>retrive the fixing for the given Xibor object</description>
! <libraryFunction>fixing</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
! <Parameter name='fixingDate' libraryType='QuantLib::Date'>
! <type>any</type>
! <tensorRank>vector</tensorRank>
! <description>fixing date(s)</description>
! </Parameter>
! <Parameter name='forecastTodaysFixing' default='0'>
! <type>bool</type>
! <tensorRank>scalar</tensorRank>
! <description>forecast today's fixing even if the actual fixing is already available</description>
! </Parameter>
! </Parameters>
! </ParameterList>
! <ReturnValue libraryType='QuantLib::Rate'>
! <type>any</type>
! <tensorRank>vector</tensorRank>
! <description>xibor fixing(s)</description>
! </ReturnValue>
! </Member>
! </Functions>
</Category>
-
--- 108,140 ----
<description>index tenor (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description>
</Parameter>
! <Parameter name='fixingDays'>
! <type>long</type>
! <tensorRank>scalar</tensorRank>
! <description>fixing days (e.g. 2)</description>
! </Parameter>
! <Parameter name='Currency' enumeration='QuantLib::Currency'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>Index Currency</description>
! </Parameter>
! <Parameter name='calendar' enumeration='QuantLib::Calendar'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>holiday calendar (e.g. TARGET)</description>
! </Parameter>
! <Parameter name='BDayConvention' enumeration='QuantLib::BusinessDayConvention'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>business day convention (e.g. ModifiedFollowing)</description>
! </Parameter>
! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>day counter (e.g. Actual360)</description>
! </Parameter>
! </Parameters>
! </ParameterList>
! </Constructor>
! </Functions>
</Category>
Index: termstructures.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** termstructures.xml 15 Jun 2006 15:51:21 -0000 1.6
--- termstructures.xml 15 Jun 2006 18:07:54 -0000 1.7
***************
*** 2,5 ****
--- 2,10 ----
<description>functions to construct QuantLib term structure objects</description>
<displayName>Term Structures</displayName>
+ <includes>
+ <include>qlo/termstructures.hpp</include>
+ <include>qlo/vo_termstructures.hpp</include>
+ <include>qlo/xibor.hpp</include>
+ </includes>
<Functions>
***************
*** 122,139 ****
<description>day counter (e.g. Actual365Fixed)</description>
</Parameter>
! <Parameter name='floatingLegFrequency' enumeration='QuantLib::Frequency'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>floating leg frequency (e.g. Quarterly, Semiannual, etc.)</description>
! </Parameter>
! <Parameter name='floatingLegConvention' enumeration='QuantLib::BusinessDayConvention'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>floating leg convention (e.g. ModifiedFollowing)</description>
! </Parameter>
! <Parameter name='floatingLegDayCounter' enumeration='QuantLib::DayCounter'>
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>day counter (e.g. Actual365Fixed)</description>
</Parameter>
</Parameters>
--- 127,134 ----
<description>day counter (e.g. Actual365Fixed)</description>
</Parameter>
! <Parameter name="indexID" libraryClass='Xibor'>
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>floating leg index</description>
</Parameter>
</Parameters>
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