[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata couponvectors.xml, 1.2, 1.3
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From: Ferdinando A. <na...@us...> - 2006-06-15 19:16:37
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20230/gensrc/metadata Modified Files: couponvectors.xml Log Message: improved header inclusion Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** couponvectors.xml 24 May 2006 14:59:43 -0000 1.2 --- couponvectors.xml 15 Jun 2006 19:16:30 -0000 1.3 *************** *** 1,116 **** <Category name='couponvectors'> ! <description>functions to construct QuantLib coupon vector objects</description> ! <displayName>Coupon Vectors</displayName> ! <Functions> ! <Constructor name='qlFixedRateCouponVector'> ! <libraryFunction>FixedRateCouponVector</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='scheduleID' libraryClass='Schedule'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>schedule</description> ! </Parameter> ! <Parameter name='conventionID' enumeration='QuantLib::BusinessDayConvention'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>payment adjustment</description> ! </Parameter> ! <Parameter name='nominals'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>coupon nominals</description> ! </Parameter> ! <Parameter name='couponRates'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>coupon fixed rates</description> ! </Parameter> ! <Parameter name='dayCountID' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>day counter</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Constructor name='qlFloatingRateCouponVector'> ! <libraryFunction>FloatingRateCouponVector</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='scheduleID' libraryClass='Schedule'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>schedule</description> ! </Parameter> ! <Parameter name='nominals'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>coupon nominals</description> ! </Parameter> ! <Parameter name='indexID' libraryClass='Xibor'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>underlying index</description> ! </Parameter> ! <Parameter name='spreads' default='0'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>floating rate spreads</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Member name='qlGetLeg' objectClass='CouponVector'> ! <description>return coupon details</description> ! <libraryFunction>getLeg</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>matrix</tensorRank> ! <description>coupon details</description> ! </ReturnValue> ! </Member> ! <Member name='qlGetBPS' objectClass='CouponVector'> ! <description>basis point sensitivity</description> ! <libraryFunction>getBPS</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>discounting term structure</description> ! </Parameter> ! <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>BPS</description> ! </ReturnValue> ! </Member> ! </Functions> </Category> --- 1,121 ---- <Category name='couponvectors'> ! <description>functions to construct QuantLib coupon vector objects</description> ! <displayName>Coupon Vectors</displayName> ! <includes> ! <include>qlo/couponvectors.hpp</include> ! <include>qlo/vo_couponvectors.hpp</include> ! <include>qlo/termstructures.hpp</include> ! </includes> ! <Functions> ! <Constructor name='qlFixedRateCouponVector'> ! <libraryFunction>FixedRateCouponVector</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='scheduleID' libraryClass='Schedule'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>schedule</description> ! </Parameter> ! <Parameter name='conventionID' enumeration='QuantLib::BusinessDayConvention'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>payment adjustment</description> ! </Parameter> ! <Parameter name='nominals'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>coupon nominals</description> ! </Parameter> ! <Parameter name='couponRates'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>coupon fixed rates</description> ! </Parameter> ! <Parameter name='dayCountID' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>day counter</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Constructor name='qlFloatingRateCouponVector'> ! <libraryFunction>FloatingRateCouponVector</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='scheduleID' libraryClass='Schedule'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>schedule</description> ! </Parameter> ! <Parameter name='nominals'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>coupon nominals</description> ! </Parameter> ! <Parameter name='indexID' libraryClass='Xibor'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>underlying index</description> ! </Parameter> ! <Parameter name='spreads' default='0'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>floating rate spreads</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Member name='qlGetLeg' objectClass='CouponVector'> ! <description>return coupon details</description> ! <libraryFunction>getLeg</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>matrix</tensorRank> ! <description>coupon details</description> ! </ReturnValue> ! </Member> ! <Member name='qlGetBPS' objectClass='CouponVector'> ! <description>basis point sensitivity</description> ! <libraryFunction>getBPS</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>discounting term structure</description> ! </Parameter> ! <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>BPS</description> ! </ReturnValue> ! </Member> ! </Functions> </Category> |