Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28332/gensrc/metadata
Modified Files:
instruments.xml swaption.xml
Added Files:
pricingengines.xml
Log Message:
1) doc projects renamed
2) obsolete files removed
3) introduced proper PricingEngine Object and files
Index: instruments.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/instruments.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** instruments.xml 19 Jun 2006 08:10:01 -0000 1.7
--- instruments.xml 20 Jun 2006 10:05:09 -0000 1.8
***************
*** 2,7 ****
<description>functions to construct QuantLib instrument objects</description>
<displayName>Instruments</displayName>
<copyright>
! Copyright (C) 2005 Walter Penschke
</copyright>
--- 2,11 ----
<description>functions to construct QuantLib instrument objects</description>
<displayName>Instruments</displayName>
+ <includes>
+ <include>qlo/baseinstruments.hpp</include>
+ </includes>
<copyright>
! Copyright (C) 2006 Ferdinando Ametrano
! Copyright (C) 2005 Walter Penschke
</copyright>
Index: swaption.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** swaption.xml 19 Jun 2006 14:18:01 -0000 1.1
--- swaption.xml 20 Jun 2006 10:05:09 -0000 1.2
***************
*** 3,7 ****
<displayName>Swaption</displayName>
<includes>
! <include>qlo/pricingengine.hpp</include>
<include>qlo/swaption.hpp</include>
<include>qlo/exercise.hpp</include>
--- 3,7 ----
<displayName>Swaption</displayName>
<includes>
! <include>qlo/pricingengines.hpp</include>
<include>qlo/swaption.hpp</include>
<include>qlo/exercise.hpp</include>
***************
*** 36,39 ****
--- 36,44 ----
<description>discounting term structure</description>
</Parameter>
+ <Parameter name='blackSwaptionEngineID' libraryClass='BlackSwaptionEngine'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ <description>Black swaption pricing engine</description>
+ </Parameter>
</Parameters>
</ParameterList>
--- NEW FILE: pricingengines.xml ---
<Category name='pricingengines'>
<description>functions to construct QuantLib::PricingEngine objects</description>
<displayName>Pricing Engines</displayName>
<includes>
<include>qlo/termstructures.hpp</include>
<include>qlo/pricingengines.hpp</include>
<include>qlo/vo_pricingengines.hpp</include>
</includes>
<copyright>
Copyright (C) 2006 Ferdinando Ametrano
</copyright>
<Functions>
<Constructor name='qlBlackSwaptionEngine'>
<libraryFunction>BlackSwaptionEngine</libraryFunction>
<functionCategory>QuantLib</functionCategory>
<ParameterList>
<Parameters>
<Parameter name='vol' libraryType='QuantLib::Volatility'>
<type>double</type>
<tensorRank>scalar</tensorRank>
<description>swaption Black volatility</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>
</Functions>
</Category>
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