Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31901/gensrc/metadata
Modified Files:
enumerations.xml interpolation.xml
Log Message:
exported Interpolation2D
Index: enumerations.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumerations.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** enumerations.xml 19 Jun 2006 11:07:11 -0000 1.7
--- enumerations.xml 23 Jun 2006 17:18:14 -0000 1.8
***************
*** 78,81 ****
--- 78,96 ----
<Enumeration>
+ <type>QuantLibAddin::Interpolation2DType</type>
+ <constructor>true</constructor>
+ <EnumerationDefinitions>
+ <EnumerationDefinition>
+ <string>BiLinear</string>
+ <value>QuantLibAddin::BiLinear</value>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>BiCubic</string>
+ <value>QuantLibAddin::BiCubic</value>
+ </EnumerationDefinition>
+ </EnumerationDefinitions>
+ </Enumeration>
+
+ <Enumeration>
<type>QuantLib::Average::Type</type>
<constructor>true</constructor>
Index: interpolation.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** interpolation.xml 20 Jun 2006 09:18:11 -0000 1.14
--- interpolation.xml 23 Jun 2006 17:18:14 -0000 1.15
***************
*** 4,15 ****
<includes>
<include>qlo/interpolation.hpp</include>
<include>qlo/vo_interpolation.hpp</include>
<include>ql/Math/sabrinterpolation.hpp</include>
</includes>
<copyright>
! Copyright (C) 2006 Ferdinando Ametrano
</copyright>
<Functions>
<Member name='qlEnableExtrapolation' libraryClass='Extrapolator'>
<description>Sets the enable extrapolation flag</description>
--- 4,20 ----
<includes>
<include>qlo/interpolation.hpp</include>
+ <include>qlo/interpolation2D.hpp</include>
<include>qlo/vo_interpolation.hpp</include>
<include>ql/Math/sabrinterpolation.hpp</include>
+ <include>ql/Math/bilinearinterpolation.hpp</include>
+ <include>ql/Math/bicubicsplineinterpolation.hpp</include>
</includes>
<copyright>
! Copyright (C) 2006 Ferdinando Ametrano
</copyright>
<Functions>
+ <!-- Extrapolator interface -->
+
<Member name='qlEnableExtrapolation' libraryClass='Extrapolator'>
<description>Sets the enable extrapolation flag</description>
***************
*** 32,36 ****
</Member>
! <Member name='qlInterpolation' libraryClass='Interpolation' loopParameter='xValues'>
<description>Returns interpolated values</description>
<libraryFunction>operator()</libraryFunction>
--- 37,43 ----
</Member>
! <!-- Interpolation interface -->
!
! <Member name='qlInterpolate' libraryClass='Interpolation' loopParameter='xValues'>
<description>Returns interpolated values</description>
<libraryFunction>operator()</libraryFunction>
***************
*** 51,55 ****
</ParameterList>
<ReturnValue>
! <type>any</type>
<tensorRank>vector</tensorRank>
<description>interpolated y values</description>
--- 58,62 ----
</ParameterList>
<ReturnValue>
! <type>double</type>
<tensorRank>vector</tensorRank>
<description>interpolated y values</description>
***************
*** 180,183 ****
--- 187,192 ----
</Member>
+ <!-- Interpolation constructors -->
+
<Constructor name='qlLinearInterpolation'>
<libraryFunction>LinearInterpolation</libraryFunction>
***************
*** 297,300 ****
--- 306,311 ----
</Constructor>
+ <!-- SABRInterpolation interface -->
+
<Member name='qlSABRInterpolationBeta' libraryClass='SABRInterpolation'>
<description>Returns the beta of the SABR fit</description>
***************
*** 409,412 ****
--- 420,612 ----
</Member>
+
+ <!-- Interpolation2D interface -->
+
+ <Member name='qlInterpolation2DXmin' libraryClass='Interpolation2D'>
+ <description>Returns the minimum value of the x array</description>
+ <libraryFunction>xMin</libraryFunction>
+ <functionCategory>QuantLib</functionCategory>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue>
+ <type>double</type>
+ <tensorRank>scalar</tensorRank>
+ <description>minimum value of the x array</description>
+ </ReturnValue>
+ </Member>
+
+ <Member name='qlInterpolation2DXmax' libraryClass='Interpolation2D'>
+ <description>Returns the maximum value of the x array</description>
+ <libraryFunction>xMax</libraryFunction>
+ <functionCategory>QuantLib</functionCategory>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue>
+ <type>double</type>
+ <tensorRank>scalar</tensorRank>
+ <description>maximum value of the x array</description>
+ </ReturnValue>
+ </Member>
+
+ <Member name='qlInterpolation2DXvalues' libraryClass='Interpolation2D'>
+ <description>Returns the x array grid</description>
+ <libraryFunction>xValues</libraryFunction>
+ <functionCategory>QuantLib</functionCategory>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue>
+ <type>double</type>
+ <tensorRank>vector</tensorRank>
+ <description></description>
+ </ReturnValue>
+ </Member>
+
+ <Member name='qlInterpolation2DYmin' libraryClass='Interpolation2D'>
+ <description>Returns the minimum value of the y array</description>
+ <libraryFunction>yMin</libraryFunction>
+ <functionCategory>QuantLib</functionCategory>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue>
+ <type>double</type>
+ <tensorRank>scalar</tensorRank>
+ <description>minimum value of the x array</description>
+ </ReturnValue>
+ </Member>
+
+ <Member name='qlInterpolation2DYmax' libraryClass='Interpolation2D'>
+ <description>Returns the maximum value of the y array</description>
+ <libraryFunction>yMax</libraryFunction>
+ <functionCategory>QuantLib</functionCategory>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue>
+ <type>double</type>
+ <tensorRank>scalar</tensorRank>
+ <description>maximum value of the x array</description>
+ </ReturnValue>
+ </Member>
+
+ <Member name='qlInterpolation2DYvalues' libraryClass='Interpolation2D'>
+ <description>Returns the y array grid</description>
+ <libraryFunction>yValues</libraryFunction>
+ <functionCategory>QuantLib</functionCategory>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue>
+ <type>double</type>
+ <tensorRank>vector</tensorRank>
+ <description></description>
+ </ReturnValue>
+ </Member>
+
+ <Member name='qlInterpolation2DzData' libraryClass='Interpolation2D'>
+ <description>Returns the y array grid</description>
+ <libraryFunction>zData</libraryFunction>
+ <functionCategory>QuantLib</functionCategory>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue libraryType='QuantLib::Matrix'>
+ <type>double</type>
+ <tensorRank>matrix</tensorRank>
+ <description></description>
+ </ReturnValue>
+ </Member>
+
+ <Member name='qlInterpolation2DIsInRange' libraryClass='Interpolation2D' loopParameter='xValues'>
+ <description>Returns TRUE if the input (x,y) value is in the allowed interpolation range</description>
+ <libraryFunction>isInRange</libraryFunction>
+ <functionCategory>QuantLib</functionCategory>
+ <ParameterList>
+ <Parameters>
+ <Parameter name='xValues'>
+ <type>double</type>
+ <tensorRank>vector</tensorRank>
+ <description>x values</description>
+ </Parameter>
+ <Parameter name='yValue'>
+ <type>double</type>
+ <tensorRank>scalar</tensorRank>
+ <description>y value</description>
+ </Parameter>
+ </Parameters>
+ </ParameterList>
+ <ReturnValue>
+ <type>double</type>
+ <tensorRank>vector</tensorRank>
+ <description></description>
+ </ReturnValue>
+ </Member>
+
+
+ <Member name='qlInterpolate2D' libraryClass='Interpolation2D' loopParameter='xValues'>
+ <description>Returns interpolated values for the (x,y) inputs</description>
+ <libraryFunction>operator()</libraryFunction>
+ <functionCategory>QuantLib</functionCategory>
+ <ParameterList>
+ <Parameters>
+ <Parameter name='xValues'>
+ <type>double</type>
+ <tensorRank>vector</tensorRank>
+ <description>x values: must match the number of columns in the data matrix</description>
+ </Parameter>
+ <Parameter name='yValue'>
+ <type>double</type>
+ <tensorRank>scalar</tensorRank>
+ <description>y value: must match the number of rows in the data matrix</description>
+ </Parameter>
+ <Parameter name='allowExtrapolation' default='0'>
+ <type>bool</type>
+ <tensorRank>scalar</tensorRank>
+ <description>allow extrapolation flag</description>
+ </Parameter>
+ </Parameters>
+ </ParameterList>
+ <ReturnValue>
+ <type>double</type>
+ <tensorRank>vector</tensorRank>
+ <description>interpolated z values</description>
+ </ReturnValue>
+ </Member>
+
+
+ <!-- Interpolation2D constructor -->
+
+ <Constructor name='qlInterpolation2D'>
+ <libraryFunction>Interpolation2D</libraryFunction>
+ <functionCategory>QuantLib</functionCategory>
+ <ParameterList>
+ <Parameters>
+ <Parameter name='type' enumeration='QuantLibAddin::Interpolation2DType'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ <description>2D-interpolation type (e.g BiLinear, BiCubic)</description>
+ </Parameter>
+ <Parameter name='xArray'>
+ <type>double</type>
+ <tensorRank>vector</tensorRank>
+ <description>x array</description>
+ </Parameter>
+ <Parameter name='yArray'>
+ <type>double</type>
+ <tensorRank>vector</tensorRank>
+ <description>y array</description>
+ </Parameter>
+ <Parameter name='zMatrix' libraryType='QuantLib::Matrix'>
+ <type>double</type>
+ <tensorRank>matrix</tensorRank>
+ <description>z-matrix values</description>
+ </Parameter>
+ </Parameters>
+ </ParameterList>
+ </Constructor>
+
</Functions>
</Category>
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