|
From: Eric E. <eri...@us...> - 2006-06-28 15:19:06
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7333/gensrc/metadata Modified Files: bonds.xml capfloor.xml couponvectors.xml forwardrateagreement.xml index.xml options.xml pricingengines.xml shortratemodels.xml swap.xml swaption.xml swaptionvolstructure.xml termstructures.xml vanillaswap.xml Log Message: more explicit syntax for coercion of Handle<T> <---> boost::shared_ptr<T> Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** index.xml 22 Jun 2006 18:51:19 -0000 1.2 --- index.xml 28 Jun 2006 15:18:59 -0000 1.3 *************** *** 143,147 **** <description>day counter (e.g. Actual360)</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true' default='""'> <type>string</type> <tensorRank>scalar</tensorRank> --- 143,147 ---- <description>day counter (e.g. Actual360)</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true' default='""'> <type>string</type> <tensorRank>scalar</tensorRank> Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** vanillaswap.xml 27 Jun 2006 21:17:33 -0000 1.7 --- vanillaswap.xml 28 Jun 2006 15:18:59 -0000 1.8 *************** *** 69,73 **** <description>floating day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'> <type>string</type> <tensorRank>scalar</tensorRank> --- 69,73 ---- <description>floating day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'> <type>string</type> <tensorRank>scalar</tensorRank> Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** swap.xml 26 Jun 2006 21:31:03 -0000 1.10 --- swap.xml 28 Jun 2006 15:18:59 -0000 1.11 *************** *** 31,35 **** <description>receveid leg</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'> <type>string</type> <tensorRank>scalar</tensorRank> --- 31,35 ---- <description>receveid leg</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'> <type>string</type> <tensorRank>scalar</tensorRank> Index: options.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** options.xml 19 Jun 2006 08:10:01 -0000 1.5 --- options.xml 28 Jun 2006 15:18:59 -0000 1.6 *************** *** 449,453 **** <ParameterList> <Parameters> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'> <type>string</type> <tensorRank>scalar</tensorRank> --- 449,453 ---- <ParameterList> <Parameters> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 508,512 **** <ParameterList> <Parameters> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'> <type>string</type> <tensorRank>scalar</tensorRank> --- 508,512 ---- <ParameterList> <Parameters> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'> <type>string</type> <tensorRank>scalar</tensorRank> Index: pricingengines.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** pricingengines.xml 26 Jun 2006 21:31:02 -0000 1.6 --- pricingengines.xml 28 Jun 2006 15:18:59 -0000 1.7 *************** *** 20,24 **** <ParameterList> <Parameters> ! <Parameter name='vol' libraryClass='SwaptionVolatilityStructure' ql_handle='true'> <type>string</type> <tensorRank>scalar</tensorRank> --- 20,24 ---- <ParameterList> <Parameters> ! <Parameter name='vol' libraryClass='SwaptionVolatilityStructure' libToHandle='true'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 34,38 **** <ParameterList> <Parameters> ! <Parameter name='vol' libraryClass='CapletVolatilityStructure' ql_handle='true'> <type>string</type> <tensorRank>scalar</tensorRank> --- 34,38 ---- <ParameterList> <Parameters> ! <Parameter name='vol' libraryClass='CapletVolatilityStructure' libToHandle='true'> <type>string</type> <tensorRank>scalar</tensorRank> Index: swaption.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** swaption.xml 28 Jun 2006 11:46:13 -0000 1.6 --- swaption.xml 28 Jun 2006 15:18:59 -0000 1.7 *************** *** 32,36 **** <description>Exercise object</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'> <type>string</type> <tensorRank>scalar</tensorRank> --- 32,36 ---- <description>Exercise object</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'> <type>string</type> <tensorRank>scalar</tensorRank> Index: shortratemodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** shortratemodels.xml 19 Jun 2006 08:10:01 -0000 1.5 --- shortratemodels.xml 28 Jun 2006 15:18:59 -0000 1.6 *************** *** 13,17 **** <ParameterList> <Parameters> ! <Parameter name='termStructure' libraryClass='YieldTermStructure' ql_handle='true'> <type>string</type> <tensorRank>scalar</tensorRank> --- 13,17 ---- <ParameterList> <Parameters> ! <Parameter name='termStructure' libraryClass='YieldTermStructure' libToHandle='true'> <type>string</type> <tensorRank>scalar</tensorRank> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** bonds.xml 26 Jun 2006 21:31:02 -0000 1.10 --- bonds.xml 28 Jun 2006 15:18:58 -0000 1.11 *************** *** 271,275 **** <description>redemption</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'> <type>string</type> <tensorRank>scalar</tensorRank> --- 271,275 ---- <description>redemption</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 350,354 **** <description>long first/last period</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'> <type>string</type> <tensorRank>scalar</tensorRank> --- 350,354 ---- <description>long first/last period</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 434,438 **** <description>Redemption</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'> <type>string</type> <tensorRank>scalar</tensorRank> --- 434,438 ---- <description>Redemption</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'> <type>string</type> <tensorRank>scalar</tensorRank> Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** termstructures.xml 27 Jun 2006 09:54:19 -0000 1.16 --- termstructures.xml 28 Jun 2006 15:18:59 -0000 1.17 *************** *** 422,426 **** <ParameterList> <Parameters> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'> <type>string</type> <tensorRank>scalar</tensorRank> --- 422,426 ---- <ParameterList> <Parameters> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 441,445 **** <ParameterList> <Parameters> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'> <type>string</type> <tensorRank>scalar</tensorRank> --- 441,445 ---- <ParameterList> <Parameters> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'> <type>string</type> <tensorRank>scalar</tensorRank> Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** couponvectors.xml 19 Jun 2006 08:29:45 -0000 1.7 --- couponvectors.xml 28 Jun 2006 15:18:59 -0000 1.8 *************** *** 107,111 **** <ParameterList> <Parameters> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'> <type>string</type> <tensorRank>scalar</tensorRank> --- 107,111 ---- <ParameterList> <Parameters> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'> <type>string</type> <tensorRank>scalar</tensorRank> Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** swaptionvolstructure.xml 27 Jun 2006 19:12:18 -0000 1.17 --- swaptionvolstructure.xml 28 Jun 2006 15:18:59 -0000 1.18 *************** *** 17,21 **** <!-- SwaptionVolatilityStructure interface--> ! <Member name='qlSwaptionVTSVolatility' libraryClass='SwaptionVolatilityStructure' loopParameter='strike' ql_handle='true'> <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date and underlying swap length.</description> <libraryFunction>volatility</libraryFunction> --- 17,21 ---- <!-- SwaptionVolatilityStructure interface--> ! <Member name='qlSwaptionVTSVolatility' libraryClass='SwaptionVolatilityStructure' loopParameter='strike' handleToLib='true'> <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date and underlying swap length.</description> <libraryFunction>volatility</libraryFunction> Index: forwardrateagreement.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** forwardrateagreement.xml 19 Jun 2006 08:10:01 -0000 1.6 --- forwardrateagreement.xml 28 Jun 2006 15:18:59 -0000 1.7 *************** *** 58,62 **** <description>Business Day Convention</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'> <type>string</type> <tensorRank>scalar</tensorRank> --- 58,62 ---- <description>Business Day Convention</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 112,116 **** <description>underlying index</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'> <type>string</type> <tensorRank>scalar</tensorRank> --- 112,116 ---- <description>underlying index</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'> <type>string</type> <tensorRank>scalar</tensorRank> Index: capfloor.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** capfloor.xml 26 Jun 2006 21:31:02 -0000 1.5 --- capfloor.xml 28 Jun 2006 15:18:58 -0000 1.6 *************** *** 101,105 **** <description>floor strikes</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'> <type>string</type> <tensorRank>scalar</tensorRank> --- 101,105 ---- <description>floor strikes</description> </Parameter> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'> <type>string</type> <tensorRank>scalar</tensorRank> |
