[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata payoffs.xml, NONE, 1.1 instruments.xml, 1.8, 1.9 options.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-serv25490/gensrc/metadata

Modified Files:
	instruments.xml options.xml 
Added Files:
	payoffs.xml 
Log Message:
implement separate class for StrikedTypePayoff

Index: options.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** options.xml	29 Jun 2006 15:02:31 -0000	1.7
--- options.xml	29 Jun 2006 16:52:12 -0000	1.8
***************
*** 6,9 ****
--- 6,10 ----
      <include>qlo/vo_options.hpp</include>
      <include>qlo/pricingengines.hpp</include>
+     <include>qlo/payoffs.hpp</include>
    </includes>
    <copyright>
***************
*** 37,54 ****
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='optionType'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>option type</description>
!           </Parameter>
!           <Parameter name='payoff'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>payoff type</description>
!           </Parameter>
!           <Parameter name='strike'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>strike</description>
            </Parameter>
            <Parameter name='exerciseID' libraryClass='Exercise'>
--- 38,45 ----
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='payoffID' libraryClass='StrikedTypePayoff'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>ID of a striked type payoff object</description>
            </Parameter>
            <Parameter name='exerciseID' libraryClass='Exercise'>
***************
*** 81,98 ****
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='optionType'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>option type</description>
!           </Parameter>
!           <Parameter name='payoff'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>payoff type</description>
!           </Parameter>
!           <Parameter name='strike'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>strike</description>
            </Parameter>
            <Parameter name='exerciseID' libraryClass='Exercise'>
--- 72,79 ----
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='payoffID' libraryClass='StrikedTypePayoff'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>ID of a striked type payoff object</description>
            </Parameter>
            <Parameter name='exerciseID' libraryClass='Exercise'>
***************
*** 110,114 ****
      </Constructor>
  
!     <Constructor name='qlCliquetOption'>
        <libraryFunction>CliquetOption</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
--- 91,95 ----
      </Constructor>
  
!     <!--Constructor name='qlCliquetOption'>
        <libraryFunction>CliquetOption</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
***************
*** 120,137 ****
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='optionType' enumeration='QuantLib::Option::Type'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>option type</description>
!           </Parameter>
!           <Parameter name='strike'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>strike</description>
            </Parameter>
!           <Parameter name='expiryDate' libraryType='QuantLib::Date'>
!             <type>long</type>
              <tensorRank>scalar</tensorRank>
!             <description>expiry date</description>
            </Parameter>
            <Parameter name='resetDates' libraryType='QuantLib::Date'>
--- 101,113 ----
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='payoffID' libraryClass='PercentageStrikePayoff'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>ID of a striked type payoff object</description>
            </Parameter>
!           <Parameter name='exerciseID' libraryClass='EuropeanExercise'>
!             <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>Exercise ID</description>
            </Parameter>
            <Parameter name='resetDates' libraryType='QuantLib::Date'>
***************
*** 147,151 ****
          </Parameters>
        </ParameterList>
!     </Constructor>
  
      <Constructor name='qlDaAsianOption'>
--- 123,127 ----
          </Parameters>
        </ParameterList>
!     </Constructor-->
  
      <Constructor name='qlDaAsianOption'>
***************
*** 179,196 ****
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='optionType'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>option type</description>
!           </Parameter>
!           <Parameter name='payoff'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>payoff type</description>
!           </Parameter>
!           <Parameter name='strike'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>strike</description>
            </Parameter>
            <Parameter name='exerciseID' libraryClass='Exercise'>
--- 155,162 ----
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='payoffID' libraryClass='StrikedTypePayoff'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>ID of a striked type payoff object</description>
            </Parameter>
            <Parameter name='exerciseID' libraryClass='Exercise'>
***************
*** 218,235 ****
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='optionType'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>option type</description>
!           </Parameter>
!           <Parameter name='payoff'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>payoff type</description>
!           </Parameter>
!           <Parameter name='strike'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>strike</description>
            </Parameter>
            <Parameter name='exerciseID' libraryClass='Exercise'>
--- 184,191 ----
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='payoffID' libraryClass='StrikedTypePayoff'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>ID of a striked type payoff object</description>
            </Parameter>
            <Parameter name='exerciseID' libraryClass='Exercise'>
***************
*** 277,294 ****
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='optionType'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>option type</description>
!           </Parameter>
!           <Parameter name='payoff'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>payoff type</description>
!           </Parameter>
!           <Parameter name='strike'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>strike</description>
            </Parameter>
            <Parameter name='exerciseID' libraryClass='Exercise'>
--- 233,240 ----
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='payoffID' libraryClass='StrikedTypePayoff'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>ID of a striked type payoff object</description>
            </Parameter>
            <Parameter name='exerciseID' libraryClass='Exercise'>
***************
*** 336,353 ****
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='optionType'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>option type</description>
!           </Parameter>
!           <Parameter name='payoff'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>payoff type</description>
!           </Parameter>
!           <Parameter name='strike'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>strike</description>
            </Parameter>
            <Parameter name='exerciseID' libraryClass='Exercise'>
--- 282,289 ----
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='payoffID' libraryClass='StrikedTypePayoff'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>ID of a striked type payoff object</description>
            </Parameter>
            <Parameter name='exerciseID' libraryClass='Exercise'>
***************
*** 375,392 ****
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='optionType'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>option type</description>
!           </Parameter>
!           <Parameter name='payoff'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>payoff type</description>
!           </Parameter>
!           <Parameter name='strike'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>strike</description>
            </Parameter>
            <Parameter name='exerciseID' libraryClass='Exercise'>
--- 311,318 ----
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='payoffID' libraryClass='StrikedTypePayoff'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>ID of a striked type payoff object</description>
            </Parameter>
            <Parameter name='exerciseID' libraryClass='Exercise'>
***************
*** 429,446 ****
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='optionType'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>option type</description>
!           </Parameter>
!           <Parameter name='payoff'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>payoff type</description>
!           </Parameter>
!           <Parameter name='strike'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>strike</description>
            </Parameter>
            <Parameter name='exerciseID' libraryClass='Exercise'>
--- 355,362 ----
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='payoffID' libraryClass='StrikedTypePayoff'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>ID of a striked type payoff object</description>
            </Parameter>
            <Parameter name='exerciseID' libraryClass='Exercise'>
***************
*** 493,510 ****
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='optionType'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>option type</description>
!           </Parameter>
!           <Parameter name='payoff'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>payoff type</description>
!           </Parameter>
!           <Parameter name='strike'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>strike</description>
            </Parameter>
            <Parameter name='exerciseID' libraryClass='Exercise'>
--- 409,416 ----
              <description>GeneralizedBlackScholesProcess</description>
            </Parameter>
!           <Parameter name='payoffID' libraryClass='StrikedTypePayoff'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>ID of a striked type payoff object</description>
            </Parameter>
            <Parameter name='exerciseID' libraryClass='Exercise'>
***************
*** 724,725 ****
--- 630,632 ----
    </Functions>
  </Category>
+ 

Index: instruments.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/instruments.xml,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** instruments.xml	20 Jun 2006 10:05:09 -0000	1.8
--- instruments.xml	29 Jun 2006 16:52:12 -0000	1.9
***************
*** 6,11 ****
    </includes>
    <copyright>
!     Copyright (C) 2006 Ferdinando Ametrano
!     Copyright (C) 2005 Walter Penschke
    </copyright>
  
--- 6,11 ----
    </includes>
    <copyright>
!  Copyright (C) 2006 Ferdinando Ametrano
!  Copyright (C) 2005 Walter Penschke
    </copyright>
  

--- NEW FILE: payoffs.xml ---
<Category name='payoffs'>
  <description>functions to construct QuantLib StrikedTypePayoff objects</description>
  <displayName>Payoffs</displayName>
  <copyright>
 Copyright (C) 2006 Eric Ehlers
  </copyright>

  <Functions>

    <Constructor name='qlStrikedTypePayoff'>
      <libraryFunction>StrikedTypePayoff</libraryFunction>
      <functionCategory>QuantLib</functionCategory>
      <ParameterList>
        <Parameters>
          <Parameter name='payoffID'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>payoff ID</description>
          </Parameter>
          <Parameter name='optionType' enumeration='QuantLib::Option::Type'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>option type</description>
          </Parameter>
          <Parameter name='strike'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>strike (or moneyness)</description>
          </Parameter>
        </Parameters>
      </ParameterList>
    </Constructor>

    <Constructor name='qlStrikedTypePayoff2'>
      <libraryFunction>StrikedTypePayoff</libraryFunction>
      <functionCategory>QuantLib</functionCategory>
      <ParameterList>
        <Parameters>
          <Parameter name='payoffID'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>payoff ID</description>
          </Parameter>
          <Parameter name='optionType' enumeration='QuantLib::Option::Type'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>option type</description>
          </Parameter>
          <Parameter name='strike'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>strike</description>
          </Parameter>
          <Parameter name='strikeIncrement'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>strike increment</description>
          </Parameter>
        </Parameters>
      </ParameterList>
    </Constructor>

  </Functions>
</Category>