[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaption.xml, NONE, 1.1 exercise.xml, 1.2, 1.3

[Cristina D. <cdu...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22040/gensrc/metadata

Modified Files:
	exercise.xml 
Added Files:
	swaption.xml 
Log Message:
1) exported swaption
2) exported Exercise interface

--- NEW FILE: swaption.xml ---
<Category name='swaption'>
  <description>functions to construct QuantLib swaption objects</description>
  <displayName>Swaption</displayName>
  <includes>
    <include>qlo/pricingengine.hpp</include>
    <include>qlo/swaption.hpp</include>
    <include>qlo/exercise.hpp</include>
    <include>qlo/vanillaswap.hpp</include>
    <include>qlo/vo_swaption.hpp</include>
  </includes>
  <copyright>
    Copyright (C) 2006 Ferdinando Ametrano
    Copyright (C) 2006 Cristina Duminuco
    Copyright (C) 2006 Eric Ehlers
  </copyright>
  <Functions>

    <Constructor name='qlSwaption'>
      <libraryFunction>Swaption</libraryFunction>
      <functionCategory>QuantLib</functionCategory>
      <ParameterList>
        <Parameters>
          <Parameter name='vanillaSwap' libraryClass='VanillaSwap'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>underlying swap (vanilla)</description>
          </Parameter>
          <Parameter name='Exercise' libraryClass='Exercise'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>Exercise object</description>
          </Parameter>
          <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>discounting term structure</description>
          </Parameter>
        </Parameters>
      </ParameterList>
    </Constructor>

    <Member name='qlUnderlyingSwap' objectClass='Swaption'>
      <description>the underlying swap</description>
      <libraryFunction>underlyingSwap</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>string</type>
        <tensorRank>scalar</tensorRank>
        <description>the underlying swap</description>
      </ReturnValue>
    </Member>
    
  </Functions>
</Category>

Index: exercise.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/exercise.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** exercise.xml	19 Jun 2006 08:10:00 -0000	1.2
--- exercise.xml	19 Jun 2006 14:18:01 -0000	1.3
***************
*** 1,68 ****
  <Category name='exercise'>
! <description>functions to construct QuantLib Exercise objects</description>
! <displayName>Exercise</displayName>
! <copyright>
!  Copyright (C) 2006 Eric Ehlers
! </copyright>
! <Functions>
  
! <Constructor name='qlAmericanExercise'>
! <libraryFunction>AmericanExercise</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
!     <Parameter name='earliestDate' libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!         <description>earliest exercise date</description>
!     </Parameter>
!     <Parameter name='latestDate' libraryType='QuantLib::Date'>
          <type>long</type>
!         <tensorRank>scalar</tensorRank>
!         <description>latest exercise date</description>
!     </Parameter>
!     <Parameter name='payoffAtExpiry' default='false'>
!         <type>bool</type>
!         <tensorRank>scalar</tensorRank>
!         <description>payoff at expiry</description>
!     </Parameter>
! </Parameters>
! </ParameterList>
! </Constructor>
  
! <Constructor name='qlEuropeanExercise'>
! <libraryFunction>EuropeanExercise</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
!     <Parameter name='expiryDate' libraryType='QuantLib::Date'>
          <type>long</type>
          <tensorRank>scalar</tensorRank>
!         <description>expiry date</description>
!     </Parameter>
! </Parameters>
! </ParameterList>
! </Constructor>
  
! <Constructor name='qlBermudanExercise'>
! <libraryFunction>BermudanExercise</libraryFunction>
! <functionCategory>QuantLib</functionCategory>
! <ParameterList>
! <Parameters>
!     <Parameter name='dates' libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>vector</tensorRank>
!         <description>dates</description>
!     </Parameter>
!     <Parameter name='payoffAtExpiry' default='false'>
!         <type>bool</type>
!         <tensorRank>scalar</tensorRank>
!         <description>payoff at expiry</description>
!     </Parameter>
! </Parameters>
! </ParameterList>
! </Constructor>
  
! </Functions>
! </Category>
  
--- 1,97 ----
  <Category name='exercise'>
!   <description>functions to construct QuantLib Exercise objects</description>
!   <displayName>Exercise</displayName>
!   <copyright>
!     Copyright (C) 2006 Ferdinando Ametrano
!     Copyright (C) 2006 Cristina Duminuco
!     Copyright (C) 2006 Eric Ehlers
!   </copyright>
!   <Functions>
  
!     <Member name='qlExerciseDates' libraryClass='Exercise'>
!       <description>Returns all exercise dates</description>
!       <libraryFunction>dates</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters/>
!       </ParameterList>
!       <ReturnValue  libraryType='QuantLib::Date'>
          <type>long</type>
!         <tensorRank>vector</tensorRank>
!         <description>Exercise dates</description>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlLastDate' libraryClass='Exercise'>
!       <description>Returns last exercise date</description>
!       <libraryFunction>lastDate</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters/>
!       </ParameterList>
!       <ReturnValue  libraryType='QuantLib::Date'>
          <type>long</type>
          <tensorRank>scalar</tensorRank>
!         <description>Last exercise date</description>
!       </ReturnValue>
!     </Member>
  
!     <Constructor name='qlAmericanExercise'>
!       <libraryFunction>AmericanExercise</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='earliestDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>earliest exercise date</description>
!           </Parameter>
!           <Parameter name='latestDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>latest exercise date</description>
!           </Parameter>
!           <Parameter name='payoffAtExpiry' default='false'>
!             <type>bool</type>
!             <tensorRank>scalar</tensorRank>
!             <description>payoff at expiry</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!     <Constructor name='qlEuropeanExercise'>
!       <libraryFunction>EuropeanExercise</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='expiryDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>expiry date</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
! 
!     <Constructor name='qlBermudanExercise'>
!       <libraryFunction>BermudanExercise</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='dates' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>vector</tensorRank>
!             <description>dates</description>
!           </Parameter>
!           <Parameter name='payoffAtExpiry' default='false'>
!             <type>bool</type>
!             <tensorRank>scalar</tensorRank>
!             <description>payoff at expiry</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
+   </Functions>
+ </Category>