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From: Ferdinando A. <na...@us...> - 2006-06-23 17:18:23
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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> |
