[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata bonds.xml, 1.4, 1.5 capfloor.xml, 1.2, 1.3 couponvectors.xml, 1.3, 1.4 forwardrateagreement.xml, 1.4, 1.5 options.xml, 1.3, 1.4 shortratemodels.xml, 1.3, 1.4 swap.xml, 1.7, 1.8 termstructures.xml, 1.10, 1.11 xibor.xml, 1.7, 1.8

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3851/gensrc/metadata

Modified Files:
	bonds.xml capfloor.xml couponvectors.xml 
	forwardrateagreement.xml options.xml shortratemodels.xml 
	swap.xml termstructures.xml xibor.xml 
Log Message:
using Handle<YieldTermStructure> instead of YieldTermStructure

Index: bonds.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** bonds.xml	14 Jun 2006 20:41:08 -0000	1.4
--- bonds.xml	16 Jun 2006 17:37:16 -0000	1.5
***************
*** 255,259 ****
              <description>holiday calendar (e.g. TARGET)</description>
            </Parameter>
!           <Parameter name='businessDayConvention' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 255,259 ----
              <description>holiday calendar (e.g. TARGET)</description>
            </Parameter>
!           <Parameter name='BDC' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 265,269 ****
              <description>redemption</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 265,269 ----
              <description>redemption</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 319,328 ****
              <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>
--- 319,328 ----
              <description>day counter (e.g. Actual365Fixed)</description>
            </Parameter>
!           <Parameter name='accrualBDC' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>Accrual Business Day Convention (e.g. ModifiedFollowing)</description>
            </Parameter>
!           <Parameter name='paymentBDC' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 344,348 ****
              <description>long first/last period</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 344,348 ----
              <description>long first/last period</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 408,417 ****
              <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>
--- 408,417 ----
              <description>day counter (e.g. Actual365Fixed)</description>
            </Parameter>
!           <Parameter name='accrualBDC' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>Accrual Business Day Convention (e.g. ModifiedFollowing)</description>
            </Parameter>
!           <Parameter name='paymentBDC' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 423,427 ****
              <description>Redemption</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 423,427 ----
              <description>Redemption</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

Index: swap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** swap.xml	14 Jun 2006 18:53:55 -0000	1.7
--- swap.xml	16 Jun 2006 17:37:16 -0000	1.8
***************
*** 19,23 ****
              <description>receveid leg</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 19,23 ----
              <description>receveid leg</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

Index: options.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** options.xml	14 Jun 2006 18:53:55 -0000	1.3
--- options.xml	16 Jun 2006 17:37:16 -0000	1.4
***************
*** 446,453 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>YieldTermStructure ID</description>
            </Parameter>
            <Parameter name='blackVolID' libraryClass='BlackVolTermStructure'>
--- 446,453 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>termStructureID</description>
            </Parameter>
            <Parameter name='blackVolID' libraryClass='BlackVolTermStructure'>
***************
*** 505,512 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>YieldTermStructure ID</description>
            </Parameter>
            <Parameter name='blackVolID' libraryClass='BlackVolTermStructure'>
--- 505,512 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>termStructureID</description>
            </Parameter>
            <Parameter name='blackVolID' libraryClass='BlackVolTermStructure'>

Index: forwardrateagreement.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** forwardrateagreement.xml	13 Jun 2006 16:52:35 -0000	1.4
--- forwardrateagreement.xml	16 Jun 2006 17:37:16 -0000	1.5
***************
*** 53,61 ****
              <tensorRank>scalar</tensorRank>
              <description>Business Day Convention</description>
!           </Parameter>          
!           <Parameter name='discountCurve' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>handle to discounting term structure</description>
            </Parameter>
            <Parameter name='compounding' enumeration='QuantLib::Compounding'>
--- 53,61 ----
              <tensorRank>scalar</tensorRank>
              <description>Business Day Convention</description>
!           </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>discounting term structure</description>
            </Parameter>
            <Parameter name='compounding' enumeration='QuantLib::Compounding'>
***************
*** 68,72 ****
              <tensorRank>scalar</tensorRank>
              <description>Frequency</description>
!           </Parameter>          
          </Parameters>
        </ParameterList>
--- 68,72 ----
              <tensorRank>scalar</tensorRank>
              <description>Frequency</description>
!           </Parameter>
          </Parameters>
        </ParameterList>
***************
*** 104,115 ****
            </Parameter>
            <Parameter name="indexID" libraryClass='Xibor'>
!             <type>string</type> 
!             <tensorRank>scalar</tensorRank> 
!             <description>underlying index</description> 
            </Parameter>
!           <Parameter name='discountCurve' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>handle to discounting term structure</description>
            </Parameter>
            <Parameter name='compounding' enumeration='QuantLib::Compounding'>
--- 104,115 ----
            </Parameter>
            <Parameter name="indexID" libraryClass='Xibor'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>underlying index</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>discounting term structure</description>
            </Parameter>
            <Parameter name='compounding' enumeration='QuantLib::Compounding'>
***************
*** 117,121 ****
              <tensorRank>scalar</tensorRank>
              <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
!           </Parameter>       
          </Parameters>
        </ParameterList>
--- 117,121 ----
              <tensorRank>scalar</tensorRank>
              <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
!           </Parameter>
          </Parameters>
        </ParameterList>
***************
*** 162,167 ****
          <description>Returns the spot value of the FRA.</description>
        </ReturnValue>
!     </Member>    
!     
    </Functions>
  </Category>
--- 162,167 ----
          <description>Returns the spot value of the FRA.</description>
        </ReturnValue>
!     </Member>
! 
    </Functions>
  </Category>

Index: shortratemodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** shortratemodels.xml	14 Jun 2006 18:53:55 -0000	1.3
--- shortratemodels.xml	16 Jun 2006 17:37:16 -0000	1.4
***************
*** 9,13 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructure' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 9,13 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructure' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

Index: xibor.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/xibor.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** xibor.xml	15 Jun 2006 18:07:55 -0000	1.7
--- xibor.xml	16 Jun 2006 17:37:16 -0000	1.8
***************
*** 1,5 ****
  <Category name='xibor'>
!   <description>functions to construct QuantLib Xibor objects</description>
    <displayName>Indices</displayName>
    <Functions>
  
--- 1,10 ----
  <Category name='xibor'>
!   <description>functions to construct QuantLib Index objects</description>
    <displayName>Indices</displayName>
+   <includes>
+     <include>qlo/xibor.hpp</include>
+     <include>qlo/vo_xibor.hpp</include>
+     <include>qlo/termstructures.hpp</include>
+   </includes>
    <Functions>
  
***************
*** 133,136 ****
--- 138,146 ----
              <description>day counter (e.g. Actual360)</description>
            </Parameter>
+           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>forecasting term structure</description>
+           </Parameter>
          </Parameters>
        </ParameterList>

Index: termstructures.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** termstructures.xml	16 Jun 2006 10:14:30 -0000	1.10
--- termstructures.xml	16 Jun 2006 17:37:16 -0000	1.11
***************
*** 120,127 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='YieldTermStructure' class='YieldTermStructure' default='""'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>YieldTermStructure to be spreaded</description>
            </Parameter>
            <Parameter name='spread'>
--- 120,127 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>Base YieldTermStructure to be spreaded</description>
            </Parameter>
            <Parameter name='spread'>

Index: couponvectors.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** couponvectors.xml	15 Jun 2006 19:16:30 -0000	1.3
--- couponvectors.xml	16 Jun 2006 17:37:16 -0000	1.4
***************
*** 98,102 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 98,102 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

Index: capfloor.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** capfloor.xml	24 May 2006 14:59:43 -0000	1.2
--- capfloor.xml	16 Jun 2006 17:37:16 -0000	1.3
***************
*** 1,61 ****
  <Category name='capfloor'>
! <description>functions to construct QuantLib cap/floor objects</description>
! <displayName>Caps/Floors</displayName>
! <Functions>
  
! <Constructor name='qlAnalyticCapFloorEngine'>
! <libraryFunction>AnalyticCapFloorEngine</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
!     <Parameter name='handleModel' libraryClass='AffineModel'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>affine model (providing a discount bond option pricing formula)</description>
!     </Parameter>
! </Parameters>
! </ParameterList>
! </Constructor>
  
! <Constructor name='qlCapFloor'>
! <libraryFunction>CapFloor</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
!     <Parameter name='couponVectorID'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>coupon vector</description>
!     </Parameter>
!     <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>handle to term structure</description>
!     </Parameter>
!     <Parameter name='capStrikes'>
!         <type>double</type>
!         <tensorRank>vector</tensorRank>
!         <description>cap strikes</description>
!     </Parameter>
!     <Parameter name='floorStrikes'>
!         <type>double</type>
!         <tensorRank>vector</tensorRank>
!         <description>floor strikes</description>
!     </Parameter>
!     <Parameter name='handleEngine'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>handle to pricing engine</description>
!     </Parameter>
!     <Parameter name='optionType' enumeration='QuantLib::CapFloor::Type'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>option type (cap, floor or collar)</description>
!     </Parameter>
! </Parameters>
! </ParameterList>
! </Constructor>
  
! </Functions>
  </Category>
- 
--- 1,60 ----
  <Category name='capfloor'>
!   <description>functions to construct QuantLib cap/floor objects</description>
!   <displayName>Caps/Floors</displayName>
!   <Functions>
  
!     <Constructor name='qlAnalyticCapFloorEngine'>
!       <libraryFunction>AnalyticCapFloorEngine</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='handleModel' libraryClass='AffineModel'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>affine model (providing a discount bond option pricing formula)</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!     <Constructor name='qlCapFloor'>
!       <libraryFunction>CapFloor</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='couponVectorID'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>coupon vector</description>
!           </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>discounting term structure</description>
!           </Parameter>
!           <Parameter name='capStrikes'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>cap strikes</description>
!           </Parameter>
!           <Parameter name='floorStrikes'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>floor strikes</description>
!           </Parameter>
!           <Parameter name='handleEngine'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>handle to pricing engine</description>
!           </Parameter>
!           <Parameter name='optionType' enumeration='QuantLib::CapFloor::Type'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>option type (cap, floor or collar)</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!   </Functions>
  </Category>