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>
|