Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13624/Docs/pages
Modified Files:
evaluationdate.docs extending.docs faq.docs index.docs
installation.docs
Log Message:
restructure documentation
Index: index.docs
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RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/index.docs,v
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! /*
! Copyright (C) 2005, 2006 Eric Ehlers
!
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
! QuantLib is free software developed by the QuantLib Group; you can
! redistribute it and/or modify it under the terms of the QuantLib License;
! either version 1.0, or (at your option) any later version.
!
! This program is distributed in the hope that it will be useful,
! but WITHOUT ANY WARRANTY; without even the implied warranty of
! MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
! QuantLib License for more details.
!
! You should have received a copy of the QuantLib License along with this
! program; if not, please email qua...@li...
! The QuantLib License is also available at http://quantlib.org/license.html
! The members of the QuantLib Group are listed in the QuantLib License
*/
! /*! \page index QuantLibAddin
\section overview Overview
! %QuantLibAddin implements an interface supporting a subset of QuantLib
! functionality. Constructor, member and utility functions are defined
! in XML metadata from which a Python application generates source code
! for supported platforms:
!
! \li Microsoft Excel
! \li OpenOffice.Org Calc (Windows and Linux)
! \li Guile
! \li C/C++ (standalone programs)
!
! <div class="center"><img src="images/screenshot.jpg"></div>
!
! The ObjectHandler repository is used to provide an object oriented
! environment even on procedural platforms such as spreadsheets - QuantLib
! objects may be constructed, interrogated, passed as arguments to other
! functions, and destructed. Polymorphism is supported, for example
! function qlNPV returns the NPV of an Instrument and can be invoked on
! an instance of any derived class - Swap, Bond, etc.
!
! \section quantlib QuantLib
!
! %QuantLibAddin shares the QuantLib project structure with regard to
! distribution, licensing, etc., all of which is documented on the main
! QuantLib website:<br>
! http://quantlib.org
!
! \section introduction Introduction
! Please refer to document \ref installation for instructions on
! building %QuantLibAddin.
! The section \ref functional provides platform-independent,
! end-user documentation of %QuantLibAddin functionality.
! Additional information is available from the links at the left,
! if you have a question which is not answered here please send
! email to qua...@li....
*/
--- 1,118 ----
! /*
! Copyright (C) 2006 Ferdinando Ametrano
! Copyright (C) 2005 Eric Ehlers
! Copyright (C) 2005 Plamen Neykov
!
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
! QuantLib is free software: you can redistribute it and/or modify it under the
! terms of the QuantLib license. You should have received a copy of the
! license along with this program; if not, please email qua...@li...
! The license is also available online at http://quantlib.org/html/license.html
! This program is distributed in the hope that it will be useful, but WITHOUT
! ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
! FOR A PARTICULAR PURPOSE. See the license for more details.
*/
! // this file generated automatically by gensrc.py
! // editing this file manually is not recommended
+ /*! \page index Indices
\section overview Overview
+ functions to construct QuantLib Index objects
+ \section functionlist Function List
+ \ref qlIndexAddFixing ()\n
+ \ref qlIndexAddFixings ()\n
+ \ref qlIndexFixing ()\n
+ \ref qlIndexName ()\n
+ \ref qlXibor ()\n
+ \section documentation Function Documentation
+ \anchor qlIndexAddFixing \b qlIndexAddFixing
+ \code
+ void returnValue
+ qlIndexAddFixing(
+ string objectID
+ long fixingDate
+ double fixing)
+ \endcode
+ \par Description:
+ add a fixing for the given Index object
+ \param objectID id of existing QuantLib Index object
+ \param fixingDate fixing date
+ \param fixing fixing value
+ \return SUCCESS/FAILURE
! \anchor qlIndexAddFixings \b qlIndexAddFixings
! \code
! void returnValue
! qlIndexAddFixings(
! string objectID
! long fixingDates
! double fixings)
! \endcode
! \par Description:
! add fixings for the given Index object
! \param objectID id of existing ObjectHandler Index object
! \param fixingDates fixing dates
! \param fixings fixing values
! \return SUCCESS/FAILURE
! \anchor qlIndexFixing \b qlIndexFixing
! \code
! any returnValue
! qlIndexFixing(
! string objectID
! long fixingDate
! bool forecastTodaysFixing)
! \endcode
! \par Description:
! retrive the fixing for the given Index object
! \param objectID id of existing QuantLib Index object
! \param fixingDate fixing date(s)
! \param forecastTodaysFixing forecast today's fixing even if the actual fixing is already available
! \return index fixing(s)
! \anchor qlIndexName \b qlIndexName
! \code
! string returnValue
! qlIndexName(
! string objectID)
! \endcode
! \par Description:
! retrive the name for the given Index object
! \param objectID id of existing QuantLib Index object
! \return index name
! \anchor qlXibor \b qlXibor
! \code
! string returnValue
! qlXibor(
! string objectID
! string IndexName
! string tenor
! long fixingDays
! string Currency
! string calendar
! string BDayConvention
! string dayCounter
! string termStructureID
! any permanent)
! \endcode
! \par Description:
! Construct an object of class Xibor and return its id
! \param objectID id of existing QuantLib object
! \param IndexName index name
! \param tenor index tenor (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)
! \param fixingDays fixing days (e.g. 2)
! \param Currency Index Currency
! \param calendar holiday calendar (e.g. TARGET)
! \param BDayConvention business day convention (e.g. ModifiedFollowing)
! \param dayCounter day counter (e.g. Actual360)
! \param termStructureID forecasting term structure
! \param permanent object permanent/nonpermanent
! \return id of newly created object
*/
Index: extending.docs
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RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/extending.docs,v
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... and implement new class <tt>%QuantLibAddin::%FixedCouponBond</tt>, which wraps \c QuantLib::FixedCouponBond. Workspaces for the core %QuantLibAddin project must be updated to pick up the new files.
! File <tt>%generalutils.hpp</tt> in the qla directory can be \c #included to pick up additional utility functions.
\subsection clientscpp Clients/C++
--- 40,44 ----
... and implement new class <tt>%QuantLibAddin::%FixedCouponBond</tt>, which wraps \c QuantLib::FixedCouponBond. Workspaces for the core %QuantLibAddin project must be updated to pick up the new files.
! File <tt>%generalutils.hpp</tt> in the qla directory can be \c included to pick up additional utility functions.
\subsection clientscpp Clients/C++
Index: evaluationdate.docs
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RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/evaluationdate.docs,v
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Alternatively QuantLib offers support for Sessions which allow the client application to implement multiple instances of the evaluation date. When this functionality is enabled, %QuantLibAddin defines a session as an Excel workbook, so that a group of related objects which require a common instance of the evaluation date can be isolated in a single workbook.
! Function \ref qlEvalDate can be called to query the value of the Evaluation Date in a given context.
\section eval_quantlib QuantLib
--- 30,34 ----
Alternatively QuantLib offers support for Sessions which allow the client application to implement multiple instances of the evaluation date. When this functionality is enabled, %QuantLibAddin defines a session as an Excel workbook, so that a group of related objects which require a common instance of the evaluation date can be isolated in a single workbook.
! Function \ref qlEvaluationDate can be called to query the value of the Evaluation Date in a given context.
\section eval_quantlib QuantLib
Index: installation.docs
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RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/installation.docs,v
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/*! \page installation Installation
! \subsection installation_overview Overview
This document provides general instructions for building and installing
--- 24,28 ----
/*! \page installation Installation
! \section installation_overview Overview
This document provides general instructions for building and installing
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<dt>\ref windows_installation</dt>
<dt>\ref autoconf_installation</dt>
! <dd><dl>
</dl>
--- 42,46 ----
<dt>\ref windows_installation</dt>
<dt>\ref autoconf_installation</dt>
! </dl></dd>
</dl>
Index: faq.docs
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RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/faq.docs,v
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When you try to load an XLL into Excel, you may get a warning message
! such as "This file is not in a recognizable format" or "<filename>.xll is
not a valid add-in". Excel may attempt to load the XLL as a text file.
These errors indicate that the XLL has a runtime dependency which is
--- 129,133 ----
When you try to load an XLL into Excel, you may get a warning message
! such as "This file is not in a recognizable format" or "XYZ.XLL is
not a valid add-in". Excel may attempt to load the XLL as a text file.
These errors indicate that the XLL has a runtime dependency which is
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\li do <strong>Build/Debug/Attach to Process</strong>
\li Select Excel from the list of processes. (If the list of processes
! is empty: please refer to section \ref bugfix_vc)
\li From VC, open up a file containing the source
code you'd like to debug - for example file
--- 205,209 ----
\li do <strong>Build/Debug/Attach to Process</strong>
\li Select Excel from the list of processes. (If the list of processes
! is empty: please refer to section \ref faq_bugfix_vc)
\li From VC, open up a file containing the source
code you'd like to debug - for example file
|