[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata options.xml, 1.6, 1.7 pricingengines.xml, 1.7, 1.8

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8871/gensrc/metadata

Modified Files:
	options.xml pricingengines.xml 
Log Message:


Index: options.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** options.xml	28 Jun 2006 15:18:59 -0000	1.6
--- options.xml	29 Jun 2006 15:02:31 -0000	1.7
***************
*** 2,5 ****
--- 2,10 ----
    <description>functions to construct QuantLib option objects</description>
    <displayName>Options</displayName>
+   <includes>
+     <include>qlo/options.hpp</include>
+     <include>qlo/vo_options.hpp</include>
+     <include>qlo/pricingengines.hpp</include>
+   </includes>
    <copyright>
   Copyright (C) 2005, 2006 Eric Ehlers
***************
*** 52,64 ****
              <description>Exercise ID</description>
            </Parameter>
!           <Parameter name='engine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>engine type</description>
!           </Parameter>
!           <Parameter name='timeSteps' default='0'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>time steps (for binomial pricing engines)</description>
            </Parameter>
          </Parameters>
--- 57,64 ----
              <description>Exercise ID</description>
            </Parameter>
!           <Parameter name='pricingEngine' libraryClass='PricingEngine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>pricing engine</description>
            </Parameter>
          </Parameters>
***************
*** 101,113 ****
              <description>Exercise ID</description>
            </Parameter>
!           <Parameter name='engine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>engine type</description>
!           </Parameter>
!           <Parameter name='timeSteps' default='0'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>time steps (for binomial pricing engines)</description>
            </Parameter>
          </Parameters>
--- 101,108 ----
              <description>Exercise ID</description>
            </Parameter>
!           <Parameter name='pricingEngine' libraryClass='PricingEngine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>pricing engine</description>
            </Parameter>
          </Parameters>
***************
*** 145,157 ****
              <description>vector of reset dates</description>
            </Parameter>
!           <Parameter name='engine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>engine type</description>
!           </Parameter>
!           <Parameter name='timeSteps' default='0'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>time steps (for binomial pricing engines)</description>
            </Parameter>
          </Parameters>
--- 140,147 ----
              <description>vector of reset dates</description>
            </Parameter>
!           <Parameter name='pricingEngine' libraryClass='PricingEngine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>pricing engine</description>
            </Parameter>
          </Parameters>
***************
*** 209,221 ****
              <description>Exercise ID</description>
            </Parameter>
!           <Parameter name='engine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>engine type</description>
!           </Parameter>
!           <Parameter name='timeSteps' default='0'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>time steps (for binomial pricing engines)</description>
            </Parameter>
          </Parameters>
--- 199,206 ----
              <description>Exercise ID</description>
            </Parameter>
!           <Parameter name='pricingEngine' libraryClass='PricingEngine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>pricing engine</description>
            </Parameter>
          </Parameters>
***************
*** 263,275 ****
              <description>vector of dividends</description>
            </Parameter>
!           <Parameter name='engine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>engine type</description>
!           </Parameter>
!           <Parameter name='timeSteps' default='0'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>time steps (for binomial pricing engines)</description>
            </Parameter>
          </Parameters>
--- 248,255 ----
              <description>vector of dividends</description>
            </Parameter>
!           <Parameter name='pricingEngine' libraryClass='PricingEngine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>pricing engine</description>
            </Parameter>
          </Parameters>
***************
*** 317,329 ****
              <description>Exercise ID</description>
            </Parameter>
!           <Parameter name='engine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>engine type</description>
!           </Parameter>
!           <Parameter name='timeSteps' default='0'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>time steps (for binomial pricing engines)</description>
            </Parameter>
          </Parameters>
--- 297,304 ----
              <description>Exercise ID</description>
            </Parameter>
!           <Parameter name='pricingEngine' libraryClass='PricingEngine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>pricing engine</description>
            </Parameter>
          </Parameters>
***************
*** 337,356 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='engineName'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>engine name</description>
!           </Parameter>
!           <Parameter name='timeSteps' default='0'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>time steps (for binomial pricing engines)</description>
            </Parameter>
          </Parameters>
        </ParameterList>
        <ReturnValue>
!         <type>string</type>
          <tensorRank>scalar</tensorRank>
!         <description>new engine name</description>
        </ReturnValue>
      </Member>
--- 312,326 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='pricingEngine' libraryClass='PricingEngine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>pricing engine</description>
            </Parameter>
          </Parameters>
        </ParameterList>
        <ReturnValue>
!         <type>bool</type>
          <tensorRank>scalar</tensorRank>
!         <description>success/failure</description>
        </ReturnValue>
      </Member>
***************
*** 386,398 ****
              <description>Exercise ID</description>
            </Parameter>
!           <Parameter name='engine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>engine type</description>
!           </Parameter>
!           <Parameter name='timeSteps' default='0'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>time steps (for binomial pricing engines)</description>
            </Parameter>
          </Parameters>
--- 356,363 ----
              <description>Exercise ID</description>
            </Parameter>
!           <Parameter name='pricingEngine' libraryClass='PricingEngine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>pricing engine</description>
            </Parameter>
          </Parameters>
***************
*** 430,442 ****
              <description>Exercise ID</description>
            </Parameter>
!           <Parameter name='engine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>engine type</description>
!           </Parameter>
!           <Parameter name='timeSteps' default='0'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>time steps (for binomial pricing engines)</description>
            </Parameter>
          </Parameters>
--- 395,402 ----
              <description>Exercise ID</description>
            </Parameter>
!           <Parameter name='pricingEngine' libraryClass='PricingEngine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>pricing engine</description>
            </Parameter>
          </Parameters>
***************
*** 489,501 ****
              <description>Exercise ID</description>
            </Parameter>
!           <Parameter name='engine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>engine type</description>
!           </Parameter>
!           <Parameter name='timeSteps' default='0'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>time steps (for binomial pricing engines)</description>
            </Parameter>
          </Parameters>
--- 449,456 ----
              <description>Exercise ID</description>
            </Parameter>
!           <Parameter name='pricingEngine' libraryClass='PricingEngine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>pricing engine</description>
            </Parameter>
          </Parameters>
***************
*** 558,570 ****
              <description>Exercise ID</description>
            </Parameter>
!           <Parameter name='engine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>engine type</description>
!           </Parameter>
!           <Parameter name='timeSteps' default='0'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>time steps (for binomial pricing engines)</description>
            </Parameter>
          </Parameters>
--- 513,520 ----
              <description>Exercise ID</description>
            </Parameter>
!           <Parameter name='pricingEngine' libraryClass='PricingEngine'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>pricing engine</description>
            </Parameter>
          </Parameters>

Index: pricingengines.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** pricingengines.xml	28 Jun 2006 15:18:59 -0000	1.7
--- pricingengines.xml	29 Jun 2006 15:02:31 -0000	1.8
***************
*** 11,18 ****
    </includes>
    <copyright>
!     Copyright (C) 2006 Ferdinando Ametrano
    </copyright>
    <Functions>
  
      <Constructor name='qlBlackSwaptionEngine'>
        <libraryFunction>BlackSwaptionEngine</libraryFunction>
--- 11,51 ----
    </includes>
    <copyright>
!  Copyright (C) 2006 Ferdinando Ametrano
    </copyright>
    <Functions>
  
+     <Constructor name='qlPricingEngine'>
+       <libraryFunction>PricingEngine</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='engineID'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>engine type</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+     </Constructor>
+ 
+     <Constructor name='qlPricingEngine2'>
+       <libraryFunction>PricingEngine</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='engineID'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>engine type</description>
+           </Parameter>
+           <Parameter name='timeSteps' default='0'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>#/time steps</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+     </Constructor>
+ 
      <Constructor name='qlBlackSwaptionEngine'>
        <libraryFunction>BlackSwaptionEngine</libraryFunction>