[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata termstructures.xml, 1.13, 1.14
Brought to you by:
ericehlers,
nando
Menu
▾
▴
[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata termstructures.xml, 1.13, 1.14
|
From: Ferdinando A. <na...@us...> - 2006-06-22 10:17:09
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27764/gensrc/metadata Modified Files: termstructures.xml Log Message: exported TermStructure interface Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** termstructures.xml 19 Jun 2006 08:10:01 -0000 1.13 --- termstructures.xml 22 Jun 2006 10:17:05 -0000 1.14 *************** *** 14,142 **** <Functions> - <Constructor name='qlPiecewiseYieldCurve'> - <libraryFunction>PiecewiseYieldCurve</libraryFunction> - <functionCategory>QuantLib</functionCategory> - <platforms>EGO</platforms> - <ParameterList> - <Parameters> - <Parameter name='nDays' default='0'> - <type>long</type> - <tensorRank>scalar</tensorRank> - <description>number of days to advance from EvaluationDate (usually zero or two): it fixes the date at which the discount factor = 1.0</description> - </Parameter> - <Parameter name='calendar' enumeration='QuantLib::Calendar'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>holiday calendar (e.g. TARGET) to advance from global EvaluationDate</description> - </Parameter> - <Parameter name='rateHelpers'> - <type>string</type> - <tensorRank>vector</tensorRank> - <description>vector of rate-helpers</description> - </Parameter> - <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>day counter (e.g. Actual365Fixed)</description> - </Parameter> - <Parameter name='trigger' ignore='true'> - <type>any</type> - <tensorRank>scalar</tensorRank> - <description>dependency tracking trigger</description> - </Parameter> - </Parameters> - </ParameterList> - </Constructor> ! <Constructor name='qlDiscountCurve'> ! <libraryFunction>DiscountCurve</libraryFunction> <functionCategory>QuantLib</functionCategory> <ParameterList> ! <Parameters> ! <Parameter name='curveDates' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>vector</tensorRank> ! <description>dates of the curve</description> ! </Parameter> ! <Parameter name='curveDiscounts'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>discount factors for the above dates</description> ! </Parameter> ! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>day counter (e.g. Actual365Fixed)</description> ! </Parameter> ! </Parameters> </ParameterList> ! </Constructor> ! <Constructor name='qlZeroCurve'> ! <libraryFunction>ZeroCurve</libraryFunction> <functionCategory>QuantLib</functionCategory> <ParameterList> ! <Parameters> ! <Parameter name='curveDates' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>vector</tensorRank> ! <description>dates of the curve</description> ! </Parameter> ! <Parameter name='curveYields'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>zero rates for the above dates</description> ! </Parameter> ! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>day counter (e.g. Actual365Fixed)</description> ! </Parameter> ! </Parameters> </ParameterList> ! </Constructor> ! <Constructor name='qlForwardCurve'> ! <libraryFunction>ForwardCurve</libraryFunction> <functionCategory>QuantLib</functionCategory> <ParameterList> ! <Parameters> ! <Parameter name='curveDates' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>vector</tensorRank> ! <description>dates of the curve</description> ! </Parameter> ! <Parameter name='forwardYields'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>forwards rates for the above dates</description> ! </Parameter> ! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>day counter (e.g. Actual365Fixed)</description> ! </Parameter> ! </Parameters> </ParameterList> ! </Constructor> ! <Constructor name='qlForwardSpreadedTermStructure'> ! <libraryFunction>ForwardSpreadedTermStructure</libraryFunction> <functionCategory>QuantLib</functionCategory> <ParameterList> ! <Parameters> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>Base YieldTermStructure to be spreaded</description> ! </Parameter> ! <Parameter name='spread'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>the spread to be applied to the forward rates of the yield curve</description> ! </Parameter> ! </Parameters> </ParameterList> ! </Constructor> <Member name='qlDiscount' libraryClass='YieldTermStructure' loopParameter='DfDates'> --- 14,81 ---- <Functions> ! ! <Member name='qlTermStructureReferenceDate' libraryClass='TermStructure'> ! <description>Returns the reference date for the given TermStructure object</description> ! <libraryFunction>referenceDate</libraryFunction> <functionCategory>QuantLib</functionCategory> + <platforms>EO</platforms> <ParameterList> ! <Parameters/> </ParameterList> ! <ReturnValue libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description></description> ! </ReturnValue> ! </Member> ! <Member name='qlTermStructureCalendar' libraryClass='TermStructure'> ! <description>Returns the calendar used by the given TermStructure object</description> ! <libraryFunction>calendar</libraryFunction> <functionCategory>QuantLib</functionCategory> + <platforms>EO</platforms> <ParameterList> ! <Parameters/> </ParameterList> ! <ReturnValue libraryType='QuantLib::Calendar'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description></description> ! </ReturnValue> ! </Member> ! ! <Member name='qlTermStructureMaxDate' libraryClass='TermStructure'> ! <description>Returns the max date for the given TermStructure object</description> ! <libraryFunction>maxDate</libraryFunction> <functionCategory>QuantLib</functionCategory> + <platforms>EO</platforms> <ParameterList> ! <Parameters/> </ParameterList> ! <ReturnValue libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description></description> ! </ReturnValue> ! </Member> ! <Member name='qlTermStructureDayCounter' libraryClass='TermStructure'> ! <description>Returns the DayCounter used by the given TermStructure object</description> ! <libraryFunction>dayCounter</libraryFunction> <functionCategory>QuantLib</functionCategory> + <platforms>EO</platforms> <ParameterList> ! <Parameters/> </ParameterList> ! <ReturnValue libraryType='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description></description> ! </ReturnValue> ! </Member> ! ! <Member name='qlDiscount' libraryClass='YieldTermStructure' loopParameter='DfDates'> *************** *** 371,374 **** --- 310,439 ---- </Member> + <Constructor name='qlPiecewiseYieldCurve'> + <libraryFunction>PiecewiseYieldCurve</libraryFunction> + <functionCategory>QuantLib</functionCategory> + <platforms>EGO</platforms> + <ParameterList> + <Parameters> + <Parameter name='nDays' default='0'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>number of days to advance from EvaluationDate (usually zero or two): it fixes the date at which the discount factor = 1.0</description> + </Parameter> + <Parameter name='calendar' enumeration='QuantLib::Calendar'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>holiday calendar (e.g. TARGET) to advance from global EvaluationDate</description> + </Parameter> + <Parameter name='rateHelpers'> + <type>string</type> + <tensorRank>vector</tensorRank> + <description>vector of rate-helpers</description> + </Parameter> + <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>day counter (e.g. Actual365Fixed)</description> + </Parameter> + <Parameter name='trigger' ignore='true'> + <type>any</type> + <tensorRank>scalar</tensorRank> + <description>dependency tracking trigger</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> + + <Constructor name='qlDiscountCurve'> + <libraryFunction>DiscountCurve</libraryFunction> + <functionCategory>QuantLib</functionCategory> + <ParameterList> + <Parameters> + <Parameter name='curveDates' libraryType='QuantLib::Date'> + <type>long</type> + <tensorRank>vector</tensorRank> + <description>dates of the curve</description> + </Parameter> + <Parameter name='curveDiscounts'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>discount factors for the above dates</description> + </Parameter> + <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>day counter (e.g. Actual365Fixed)</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> + + <Constructor name='qlZeroCurve'> + <libraryFunction>ZeroCurve</libraryFunction> + <functionCategory>QuantLib</functionCategory> + <ParameterList> + <Parameters> + <Parameter name='curveDates' libraryType='QuantLib::Date'> + <type>long</type> + <tensorRank>vector</tensorRank> + <description>dates of the curve</description> + </Parameter> + <Parameter name='curveYields'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>zero rates for the above dates</description> + </Parameter> + <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>day counter (e.g. Actual365Fixed)</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> + + <Constructor name='qlForwardCurve'> + <libraryFunction>ForwardCurve</libraryFunction> + <functionCategory>QuantLib</functionCategory> + <ParameterList> + <Parameters> + <Parameter name='curveDates' libraryType='QuantLib::Date'> + <type>long</type> + <tensorRank>vector</tensorRank> + <description>dates of the curve</description> + </Parameter> + <Parameter name='forwardYields'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>forwards rates for the above dates</description> + </Parameter> + <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>day counter (e.g. Actual365Fixed)</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> + + <Constructor name='qlForwardSpreadedTermStructure'> + <libraryFunction>ForwardSpreadedTermStructure</libraryFunction> + <functionCategory>QuantLib</functionCategory> + <ParameterList> + <Parameters> + <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>Base YieldTermStructure to be spreaded</description> + </Parameter> + <Parameter name='spread'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>the spread to be applied to the forward rates of the yield curve</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> + </Functions> </Category> |
