Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15305/gensrc/metadata
Modified Files:
bonds.xml calendar.xml capfloor.xml couponvectors.xml date.xml
daycounter.xml enumerations.xml exercise.xml
forwardrateagreement.xml instruments.xml interpolation.xml
mathf.xml options.xml prices.xml processes.xml
randomsequencegenerator.xml ratehelpers.xml schedule.xml
shortratemodels.xml swap.xml swaptionvolstructure.xml
termstructures.xml utilities.xml vanillaswap.xml
volatilities.xml xibor.xml
Log Message:
file-by-file copyright in autogenerated source
Index: vanillaswap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** vanillaswap.xml 15 Jun 2006 19:01:39 -0000 1.4
--- vanillaswap.xml 19 Jun 2006 08:10:01 -0000 1.5
***************
*** 2,5 ****
--- 2,10 ----
<description>functions to construct and use QuantLib::VanillaSwap objects</description>
<displayName>Vanilla Swap</displayName>
+ <copyright>
+ Copyright (C) 2005, 2006 Eric Ehlers
+ Copyright (C) 2005 Plamen Neykov
+ Copyright (C) 2005 Aurelien Chanudet
+ </copyright>
<Functions>
Index: ratehelpers.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** ratehelpers.xml 18 Jun 2006 19:06:28 -0000 1.5
--- ratehelpers.xml 19 Jun 2006 08:10:01 -0000 1.6
***************
*** 7,10 ****
--- 7,16 ----
<include>qlo/xibor.hpp</include>
</includes>
+ <copyright>
+ Copyright (C) 2005, 2006 Eric Ehlers
+ Copyright (C) 2006 Ferdinando Ametrano
+ Copyright (C) 2005 Plamen Neykov
+ Copyright (C) 2005 Aurelien Chanudet
+ </copyright>
<Functions>
***************
*** 286,294 ****
<description>max number of futures to be included</description>
</Parameter>
- <Parameter name='frontContractRollingDays' default='0'>
- <type>long</type>
- <tensorRank>scalar</tensorRank>
- <description>discard the front contract the given number of days in advance of its expiry (e.g zero implies the usage of the front contract during its expiry day)</description>
- </Parameter>
<Parameter name='trigger' ignore='true'>
<type>any</type>
--- 292,295 ----
Index: shortratemodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** shortratemodels.xml 16 Jun 2006 17:37:16 -0000 1.4
--- shortratemodels.xml 19 Jun 2006 08:10:01 -0000 1.5
***************
*** 2,5 ****
--- 2,9 ----
<description>functions to construct QuantLib short-rate model objects</description>
<displayName>Short Rate Models</displayName>
+ <copyright>
+ Copyright (C) 2005 Eric Ehlers
+ Copyright (C) 2005 Aurelien Chanudet
+ </copyright>
<Functions>
Index: bonds.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** bonds.xml 18 Jun 2006 19:47:14 -0000 1.7
--- bonds.xml 19 Jun 2006 08:10:00 -0000 1.8
***************
*** 10,13 ****
--- 10,19 ----
<include>qlo/termstructures.hpp</include>
</includes>
+ <copyright>
+ Copyright (C) 2006 Ferdinando Ametrano
+ Copyright (C) 2005, 2006 Eric Ehlers
+ Copyright (C) 2005 Plamen Neykov
+ Copyright (C) 2005 Walter Penschke
+ </copyright>
<Functions>
***************
*** 388,396 ****
<description>fixing days (e.g. 2)</description>
</Parameter>
- <Parameter name='gearings' default='0'>
- <type>double</type>
- <tensorRank>vector</tensorRank>
- <description>floating rate gearings (i.e. the multiplicative coefficients of the floating rate index)</description>
- </Parameter>
<Parameter name='spreads' default='0'>
<type>double</type>
--- 394,397 ----
Index: swap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** swap.xml 16 Jun 2006 17:37:16 -0000 1.8
--- swap.xml 19 Jun 2006 08:10:01 -0000 1.9
***************
*** 2,5 ****
--- 2,12 ----
<description>functions to construct and use QuantLib::Swap objects</description>
<displayName>Swap</displayName>
+ <copyright>
+ Copyright (C) 2005 Eric Ehlers
+ Copyright (C) 2006 Ferdinando Ametrano
+ Copyright (C) 2005 Aurelien Chanudet
+ Copyright (C) 2005 Plamen Neykov
+ Copyright (C) 2006 Katiuscia Manzoni
+ </copyright>
<Functions>
Index: daycounter.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/daycounter.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** daycounter.xml 5 Jun 2006 13:28:45 -0000 1.2
--- daycounter.xml 19 Jun 2006 08:10:00 -0000 1.3
***************
*** 3,6 ****
--- 3,9 ----
<displayName>Daycounter</displayName>
<includes/>
+ <copyright>
+ Copyright (C) 200? ??? ???
+ </copyright>
<Functions>
Index: xibor.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/xibor.xml,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** xibor.xml 18 Jun 2006 13:42:03 -0000 1.9
--- xibor.xml 19 Jun 2006 08:10:01 -0000 1.10
***************
*** 7,10 ****
--- 7,15 ----
<include>qlo/termstructures.hpp</include>
</includes>
+ <copyright>
+ Copyright (C) 2006 Ferdinando Ametrano
+ Copyright (C) 2005 Eric Ehlers
+ Copyright (C) 2005 Plamen Neykov
+ </copyright>
<Functions>
Index: volatilities.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/volatilities.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** volatilities.xml 23 May 2006 16:41:18 -0000 1.1
--- volatilities.xml 19 Jun 2006 08:10:01 -0000 1.2
***************
*** 2,5 ****
--- 2,8 ----
<description>functions to construct QuantLib volatility objects</description>
<displayName>Volatilities</displayName>
+ <copyright>
+ Copyright (C) 2005, 2006 Eric Ehlers
+ </copyright>
<Functions>
Index: termstructures.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** termstructures.xml 18 Jun 2006 13:42:03 -0000 1.12
--- termstructures.xml 19 Jun 2006 08:10:01 -0000 1.13
***************
*** 6,9 ****
--- 6,15 ----
<include>qlo/vo_termstructures.hpp</include>
</includes>
+ <copyright>
+ Copyright (C) 2005, 2006 Eric Ehlers
+ Copyright (C) 2006 Ferdinando Ametrano
+ Copyright (C) 2005 Plamen Neykov
+ Copyright (C) 2005 Aurelien Chanudet
+ </copyright>
<Functions>
Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** swaptionvolstructure.xml 18 Jun 2006 13:42:03 -0000 1.4
--- swaptionvolstructure.xml 19 Jun 2006 08:10:01 -0000 1.5
***************
*** 2,5 ****
--- 2,9 ----
<description>functions to construct QuantLib Swaption Volatility Term Structure objects</description>
<displayName>Swaption Volatility Term Structures</displayName>
+ <copyright>
+ Copyright (C) 2006 Ferdinando Ametrano
+ Copyright (C) 2006 Silvia Frasson
+ </copyright>
<Functions>
Index: capfloor.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** capfloor.xml 16 Jun 2006 17:37:16 -0000 1.3
--- capfloor.xml 19 Jun 2006 08:10:00 -0000 1.4
***************
*** 2,5 ****
--- 2,8 ----
<description>functions to construct QuantLib cap/floor objects</description>
<displayName>Caps/Floors</displayName>
+ <copyright>
+ Copyright (C) 2005 Aurelien Chanudet
+ </copyright>
<Functions>
Index: utilities.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/utilities.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** utilities.xml 23 May 2006 16:41:18 -0000 1.1
--- utilities.xml 19 Jun 2006 08:10:01 -0000 1.2
***************
*** 2,5 ****
--- 2,9 ----
<description>diagnostic and utility functions</description>
<displayName>Utilities</displayName>
+ <copyright>
+ Copyright (C) 2005 Plamen Neykov
+ Copyright (C) 2004, 2005, 2006 Eric Ehlers
+ </copyright>
<Functions>
Index: randomsequencegenerator.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/randomsequencegenerator.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** randomsequencegenerator.xml 23 May 2006 16:41:18 -0000 1.1
--- randomsequencegenerator.xml 19 Jun 2006 08:10:01 -0000 1.2
***************
*** 2,5 ****
--- 2,8 ----
<description>functions to generate random number sequences</description>
<displayName>Random Sequence Generator</displayName>
+ <copyright>
+ Copyright (C) 2006 Aurelien Chanudet
+ </copyright>
<Functions>
Index: forwardrateagreement.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** forwardrateagreement.xml 16 Jun 2006 17:37:16 -0000 1.5
--- forwardrateagreement.xml 19 Jun 2006 08:10:01 -0000 1.6
***************
*** 2,5 ****
--- 2,9 ----
<description>functions to construct QuantLib Forward Rate Agreement objects</description>
<displayName>Forward Rate Agreement</displayName>
+ <copyright>
+ Copyright (C) 2006 Katiuscia Manzoni
+ Copyright (C) 2006 Ferdinando Ametrano
+ </copyright>
<Functions>
Index: exercise.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/exercise.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** exercise.xml 23 May 2006 16:41:18 -0000 1.1
--- exercise.xml 19 Jun 2006 08:10:00 -0000 1.2
***************
*** 2,5 ****
--- 2,8 ----
<description>functions to construct QuantLib Exercise objects</description>
<displayName>Exercise</displayName>
+ <copyright>
+ Copyright (C) 2006 Eric Ehlers
+ </copyright>
<Functions>
Index: mathf.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/mathf.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** mathf.xml 31 May 2006 18:45:14 -0000 1.2
--- mathf.xml 19 Jun 2006 08:10:01 -0000 1.3
***************
*** 6,9 ****
--- 6,12 ----
<include>ql/Math/primenumbers.hpp</include>
</includes>
+ <copyright>
+ Copyright (C) 2002, 2003, 2004 Ferdinando Ametrano
+ </copyright>
<Functions>
Index: calendar.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** calendar.xml 18 Jun 2006 13:42:03 -0000 1.11
--- calendar.xml 19 Jun 2006 08:10:00 -0000 1.12
***************
*** 2,5 ****
--- 2,8 ----
<description>Calendar related QuantLib functions</description>
<displayName>Calendar</displayName>
+ <copyright>
+ Copyright (C) 2006 Eric Ehlers
+ </copyright>
<Functions>
Index: schedule.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/schedule.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** schedule.xml 8 Jun 2006 20:47:53 -0000 1.2
--- schedule.xml 19 Jun 2006 08:10:01 -0000 1.3
***************
*** 2,5 ****
--- 2,8 ----
<description>functions to construct QuantLib schedule objects</description>
<displayName>Schedules</displayName>
+ <copyright>
+ Copyright (C) 2005 Aurelien Chanudet
+ </copyright>
<Functions>
Index: instruments.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/instruments.xml,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** instruments.xml 14 Jun 2006 18:34:31 -0000 1.6
--- instruments.xml 19 Jun 2006 08:10:01 -0000 1.7
***************
*** 2,5 ****
--- 2,8 ----
<description>functions to construct QuantLib instrument objects</description>
<displayName>Instruments</displayName>
+ <copyright>
+ Copyright (C) 2005 Walter Penschke
+ </copyright>
<Functions>
Index: prices.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/prices.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** prices.xml 16 Jun 2006 20:02:32 -0000 1.2
--- prices.xml 19 Jun 2006 08:10:01 -0000 1.3
***************
*** 5,8 ****
--- 5,11 ----
<include>ql/Functions/prices.hpp</include>
</includes>
+ <copyright>
+ Copyright (C) 2006 Katiuscia Manzoni
+ </copyright>
<Functions>
Index: options.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** options.xml 16 Jun 2006 17:37:16 -0000 1.4
--- options.xml 19 Jun 2006 08:10:01 -0000 1.5
***************
*** 2,5 ****
--- 2,8 ----
<description>functions to construct QuantLib option objects</description>
<displayName>Options</displayName>
+ <copyright>
+ Copyright (C) 2005, 2006 Eric Ehlers
+ </copyright>
<Functions>
Index: date.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/date.xml,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** date.xml 5 Jun 2006 13:28:45 -0000 1.5
--- date.xml 19 Jun 2006 08:10:00 -0000 1.6
***************
*** 6,9 ****
--- 6,12 ----
<include>ql/Functions/calendars.hpp</include>
</includes>
+ <copyright>
+ Copyright (C) 2004 Ferdinando Ametrano
+ </copyright>
<Functions>
Index: interpolation.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** interpolation.xml 18 Jun 2006 13:42:03 -0000 1.10
--- interpolation.xml 19 Jun 2006 08:10:01 -0000 1.11
***************
*** 7,10 ****
--- 7,13 ----
<include>ql/Math/sabrinterpolation.hpp</include>
</includes>
+ <copyright>
+ Copyright (C) 2006 Ferdinando Ametrano
+ </copyright>
<Functions>
Index: enumerations.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumerations.xml,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** enumerations.xml 16 Jun 2006 20:02:31 -0000 1.5
--- enumerations.xml 19 Jun 2006 08:10:00 -0000 1.6
***************
*** 1,3 ****
--- 1,9 ----
<root>
+ <copyright>
+ Copyright (C) 2005 Plamen Neykov
+ Copyright (C) 2005, 2006 Eric Ehlers
+ Copyright (C) 2006 Katiuscia Manzoni
+ Copyright (C) 2006 Ferdinando Ametrano
+ </copyright>
<Enumerations>
Index: processes.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/processes.xml,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** processes.xml 14 Jun 2006 18:53:55 -0000 1.3
--- processes.xml 19 Jun 2006 08:10:01 -0000 1.4
***************
*** 2,5 ****
--- 2,8 ----
<description>functions to construct QuantLib process objects</description>
<displayName>Processes</displayName>
+ <copyright>
+ Copyright (C) 2004, 2005 Eric Ehlers
+ </copyright>
<Functions>
Index: couponvectors.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** couponvectors.xml 18 Jun 2006 19:47:14 -0000 1.5
--- couponvectors.xml 19 Jun 2006 08:10:00 -0000 1.6
***************
*** 7,10 ****
--- 7,14 ----
<include>qlo/termstructures.hpp</include>
</includes>
+ <copyright>
+ Copyright (C) 2006 Ferdinando Ametrano
+ Copyright (C) 2005 Aurelien Chanudet
+ </copyright>
<Functions>
***************
*** 58,66 ****
<description>coupon nominals</description>
</Parameter>
- <Parameter name='gearings' default='0'>
- <type>double</type>
- <tensorRank>vector</tensorRank>
- <description>floating rate gearings (i.e. the multiplicative coefficients of the floating rate index)</description>
- </Parameter>
<Parameter name='indexID' libraryClass='Xibor'>
<type>string</type>
--- 62,65 ----
***************
*** 124,125 ****
--- 123,125 ----
</Functions>
</Category>
+
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