Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7439/gensrc/metadata
Modified Files:
enumerations.xml prices.xml
Log Message:
added midRobust enum & function to return mid only if both bid and ask are available
Index: enumerations.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumerations.xml,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** enumerations.xml 13 Jun 2006 08:39:15 -0000 1.4
--- enumerations.xml 16 Jun 2006 20:02:31 -0000 1.5
***************
*** 30,36 ****
<value>QuantLib::MidEquivalent</value>
</EnumerationDefinition>
</EnumerationDefinitions>
</Enumeration>
!
<Enumeration>
<type>QuantLib::Position::Type</type>
--- 30,40 ----
<value>QuantLib::MidEquivalent</value>
</EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>Mid Robust</string>
+ <value>QuantLib::MidRobust</value>
+ </EnumerationDefinition>
</EnumerationDefinitions>
</Enumeration>
!
<Enumeration>
<type>QuantLib::Position::Type</type>
Index: prices.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/prices.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** prices.xml 23 May 2006 16:41:18 -0000 1.1
--- prices.xml 16 Jun 2006 20:02:32 -0000 1.2
***************
*** 1,46 ****
<Category name='prices'>
! <description>QuantLib Price functions</description>
! <displayName>Prices</displayName>
! <includes>
! <include>ql/Functions/prices.hpp</include>
! </includes>
! <Functions>
! <Procedure name='qlMidEquivalent' >
! <description>returns the mid price if available, or a suitable substitute otherwise</description>
! <functionCategory>QuantLib</functionCategory>
! <alias>QuantLib::midEquivalent</alias>
! <ParameterList>
! <Parameters>
! <Parameter name='bid' default='0'>
! <type>double</type>
! <tensorRank>scalar</tensorRank>
! <description>bid price</description>
! </Parameter>
! <Parameter name='ask' default='0'>
! <type>double</type>
! <tensorRank>scalar</tensorRank>
! <description>ask price</description>
! </Parameter>
! <Parameter name='last' default='0'>
! <type>double</type>
! <tensorRank>scalar</tensorRank>
! <description>last price</description>
! </Parameter>
! <Parameter name='close' default='0'>
! <type>double</type>
! <tensorRank>scalar</tensorRank>
! <description>close price</description>
! </Parameter>
! </Parameters>
! </ParameterList>
! <ReturnValue>
! <type>double</type>
! <tensorRank>scalar</tensorRank>
! <description>mid (equivalent) price</description>
! </ReturnValue>
! </Procedure>
! </Functions>
</Category>
--- 1,71 ----
<Category name='prices'>
! <description>QuantLib Price functions</description>
! <displayName>Prices</displayName>
! <includes>
! <include>ql/Functions/prices.hpp</include>
! </includes>
! <Functions>
! <Procedure name='qlMidEquivalent' >
! <description>returns the mid price if available, or a suitable substitute otherwise</description>
! <functionCategory>QuantLib</functionCategory>
! <alias>QuantLib::midEquivalent</alias>
! <ParameterList>
! <Parameters>
! <Parameter name='bid' default='0'>
! <type>double</type>
! <tensorRank>scalar</tensorRank>
! <description>bid price</description>
! </Parameter>
! <Parameter name='ask' default='0'>
! <type>double</type>
! <tensorRank>scalar</tensorRank>
! <description>ask price</description>
! </Parameter>
! <Parameter name='last' default='0'>
! <type>double</type>
! <tensorRank>scalar</tensorRank>
! <description>last price</description>
! </Parameter>
! <Parameter name='close' default='0'>
! <type>double</type>
! <tensorRank>scalar</tensorRank>
! <description>close price</description>
! </Parameter>
! </Parameters>
! </ParameterList>
! <ReturnValue>
! <type>double</type>
! <tensorRank>scalar</tensorRank>
! <description>mid (equivalent) price</description>
! </ReturnValue>
! </Procedure>
! <Procedure name='qlMidRobust' >
! <description>returns the mid price if both bid and ask are available.</description>
! <functionCategory>QuantLib</functionCategory>
! <alias>QuantLib::midRobust</alias>
! <ParameterList>
! <Parameters>
! <Parameter name='bid' default='0'>
! <type>double</type>
! <tensorRank>scalar</tensorRank>
! <description>bid price</description>
! </Parameter>
! <Parameter name='ask' default='0'>
! <type>double</type>
! <tensorRank>scalar</tensorRank>
! <description>ask price</description>
! </Parameter>
! </Parameters>
! </ParameterList>
! <ReturnValue>
! <type>double</type>
! <tensorRank>scalar</tensorRank>
! <description>mid (robust) price</description>
! </ReturnValue>
! </Procedure>
!
! </Functions>
</Category>
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