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>
|