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From: Ferdinando A. <na...@us...> - 2006-06-22 10:18:52
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28410/gensrc/metadata Modified Files: ratehelpers.xml Added Files: index.xml Removed Files: xibor.xml Log Message: xibor renamed index, according to the QuantLib class --- NEW FILE: index.xml --- <Category name='index'> <description>functions to construct QuantLib Index objects</description> <displayName>Indices</displayName> <includes> <include>qlo/index.hpp</include> <include>qlo/vo_index.hpp</include> <include>qlo/termstructures.hpp</include> </includes> <copyright> Copyright (C) 2006 Ferdinando Ametrano Copyright (C) 2005 Eric Ehlers Copyright (C) 2005 Plamen Neykov </copyright> <Functions> <Member name='qlIndexName' libraryClass='Index'> <description>retrive the name for the given Index object</description> <libraryFunction>name</libraryFunction> <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> </ParameterList> <ReturnValue> <type>string</type> <tensorRank>scalar</tensorRank> <description>index name</description> </ReturnValue> </Member> <Member name='qlIndexFixing' libraryClass='Index' loopParameter='fixingDate'> <description>retrive the fixing for the given Index object</description> <libraryFunction>fixing</libraryFunction> <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> <Parameter name='fixingDate' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>vector</tensorRank> <description>fixing date(s)</description> </Parameter> <Parameter name='forecastTodaysFixing' default='0'> <type>bool</type> <tensorRank>scalar</tensorRank> <description>forecast today's fixing even if the actual fixing is already available</description> </Parameter> </Parameters> </ParameterList> <ReturnValue libraryType='QuantLib::Rate'> <type>any</type> <tensorRank>vector</tensorRank> <description>index fixing(s)</description> </ReturnValue> </Member> <Member name='qlIndexAddFixing' libraryClass='Index'> <description>add a fixing for the given Index object</description> <libraryFunction>addFixing</libraryFunction> <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> <Parameter name='fixingDate' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> <description>fixing date</description> </Parameter> <Parameter name='fixing' libraryType='QuantLib::Rate'> <type>double</type> <tensorRank>scalar</tensorRank> <description>fixing value</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> <type>void</type> <tensorRank>scalar</tensorRank> <description>SUCCESS/FAILURE</description> </ReturnValue> </Member> <Member name='qlIndexAddFixings' objectClass='Index'> <description>add fixings for the given Index object</description> <libraryFunction>addFixings</libraryFunction> <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> <Parameter name='fixingDates' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>vector</tensorRank> <description>fixing dates</description> </Parameter> <Parameter name='fixings' libraryType='QuantLib::Rate'> <type>double</type> <tensorRank>vector</tensorRank> <description>fixing values</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> <type>void</type> <tensorRank>scalar</tensorRank> <description>SUCCESS/FAILURE</description> </ReturnValue> </Member> <Constructor name='qlXibor'> <libraryFunction>Xibor</libraryFunction> <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> <Parameter name='IndexName'> <type>string</type> <tensorRank>scalar</tensorRank> <description>index name</description> </Parameter> <Parameter name='tenor' libraryType='QuantLib::Period'> <type>string</type> <tensorRank>scalar</tensorRank> <description>index tenor (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description> </Parameter> <Parameter name='fixingDays'> <type>long</type> <tensorRank>scalar</tensorRank> <description>fixing days (e.g. 2)</description> </Parameter> <Parameter name='Currency' enumeration='QuantLib::Currency'> <type>string</type> <tensorRank>scalar</tensorRank> <description>Index Currency</description> </Parameter> <Parameter name='calendar' enumeration='QuantLib::Calendar'> <type>string</type> <tensorRank>scalar</tensorRank> <description>holiday calendar (e.g. TARGET)</description> </Parameter> <Parameter name='BDayConvention' enumeration='QuantLib::BusinessDayConvention'> <type>string</type> <tensorRank>scalar</tensorRank> <description>business day convention (e.g. ModifiedFollowing)</description> </Parameter> <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> <type>string</type> <tensorRank>scalar</tensorRank> <description>day counter (e.g. Actual360)</description> </Parameter> <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true' default='""'> <type>string</type> <tensorRank>scalar</tensorRank> <description>forecasting term structure</description> </Parameter> </Parameters> </ParameterList> </Constructor> </Functions> </Category> --- xibor.xml DELETED --- Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** ratehelpers.xml 19 Jun 2006 08:29:45 -0000 1.7 --- ratehelpers.xml 22 Jun 2006 10:18:48 -0000 1.8 *************** *** 5,9 **** <include>qlo/ratehelpers.hpp</include> <include>qlo/vo_ratehelpers.hpp</include> ! <include>qlo/xibor.hpp</include> </includes> <copyright> --- 5,9 ---- <include>qlo/ratehelpers.hpp</include> <include>qlo/vo_ratehelpers.hpp</include> ! <include>qlo/index.hpp</include> </includes> <copyright> |
