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From: Eric E. <eri...@us...> - 2006-07-02 15:50:31
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6411/gensrc/metadata Added Files: enumclasses.xml enumtypes.xml Removed Files: enumerations.xml Log Message: autogenerate source for enumerated classes --- enumerations.xml DELETED --- --- NEW FILE: enumtypes.xml --- <root> <enumTypeCopyright> Copyright (C) 2005 Plamen Neykov Copyright (C) 2005, 2006 Eric Ehlers Copyright (C) 2006 Katiuscia Manzoni Copyright (C) 2006 Ferdinando Ametrano </enumTypeCopyright> <Enumerations> <Enumeration> <type>QuantLib::PriceType</type> <constructor>true</constructor> <EnumerationDefinitions> <EnumerationDefinition> <string>Bid</string> <value>QuantLib::Bid</value> </EnumerationDefinition> <EnumerationDefinition> <string>Ask</string> <value>QuantLib::Ask</value> </EnumerationDefinition> <EnumerationDefinition> <string>Last</string> <value>QuantLib::Last</value> </EnumerationDefinition> <EnumerationDefinition> <string>Close</string> <value>QuantLib::Close</value> </EnumerationDefinition> <EnumerationDefinition> <string>Mid</string> <value>QuantLib::Mid</value> </EnumerationDefinition> <EnumerationDefinition> <string>Mid Equivalent</string> <value>QuantLib::MidEquivalent</value> </EnumerationDefinition> <EnumerationDefinition> <string>Mid Robust</string> <value>QuantLib::MidRobust</value> </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> <Enumeration> <type>QuantLib::Position::Type</type> <constructor>true</constructor> <EnumerationDefinitions> <EnumerationDefinition> <string>Long</string> <value>QuantLib::Position::Long</value> </EnumerationDefinition> <EnumerationDefinition> <string>Short</string> <value>QuantLib::Position::Short</value> </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> <Enumeration> <type>QuantLib::Average::Type</type> <constructor>true</constructor> <EnumerationDefinitions> <EnumerationDefinition> <string>Arithmetic</string> <value>QuantLib::Average::Arithmetic</value> </EnumerationDefinition> <EnumerationDefinition> <string>Geometric</string> <value>QuantLib::Average::Geometric</value> </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> <Enumeration> <type>QuantLib::Barrier::Type</type> <constructor>true</constructor> <EnumerationDefinitions> <EnumerationDefinition> <string>DownIn</string> <value>QuantLib::Barrier::DownIn</value> </EnumerationDefinition> <EnumerationDefinition> <string>DownOut</string> <value>QuantLib::Barrier::DownOut</value> </EnumerationDefinition> <EnumerationDefinition> <string>UpIn</string> <value>QuantLib::Barrier::UpIn</value> </EnumerationDefinition> <EnumerationDefinition> <string>UpOut</string> <value>QuantLib::Barrier::UpOut</value> </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> <Enumeration> <type>QuantLib::BusinessDayConvention</type> <constructor>true</constructor> <EnumerationDefinitions> <EnumerationDefinition> <string>Following</string> <value>QuantLib::Following</value> </EnumerationDefinition> <EnumerationDefinition> <string>Modified Following</string> <value>QuantLib::ModifiedFollowing</value> </EnumerationDefinition> <EnumerationDefinition> <string>Preceding</string> <value>QuantLib::Preceding</value> </EnumerationDefinition> <EnumerationDefinition> <string>Modified Preceding</string> <value>QuantLib::ModifiedPreceding</value> </EnumerationDefinition> <EnumerationDefinition> <string>Month End Reference</string> <value>QuantLib::MonthEndReference</value> </EnumerationDefinition> <EnumerationDefinition> <string>Unadjusted Month End</string> <value>QuantLib::MonthEndReference</value> </EnumerationDefinition> <EnumerationDefinition> <string>Unadjusted</string> <value>QuantLib::Unadjusted</value> </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> <Enumeration> <type>QuantLib::Calendar</type> <constructor>false</constructor> <EnumerationDefinitions> <EnumerationDefinition> <string>Argentina</string> <value>QuantLib::Argentina()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Argentina::Merval</string> <value>QuantLib::Argentina(QuantLib::Argentina::Merval)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Australia</string> <value>QuantLib::Australia()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Brazil</string> <value>QuantLib::Brazil()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Canada</string> <value>QuantLib::Canada()</value> </EnumerationDefinition> <EnumerationDefinition> <string>China</string> <value>QuantLib::China()</value> </EnumerationDefinition> <EnumerationDefinition> <string>CzechRepublic</string> <value>QuantLib::CzechRepublic()</value> </EnumerationDefinition> <EnumerationDefinition> <string>CzechRepublic::PSE</string> <value>QuantLib::CzechRepublic(QuantLib::CzechRepublic::PSE)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Denmark</string> <value>QuantLib::Denmark()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Finland</string> <value>QuantLib::Finland()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Germany</string> <value>QuantLib::Germany()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Germany::Eurex</string> <value>QuantLib::Germany(QuantLib::Germany::Eurex)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Germany::FrankfurtStockExchange</string> <value>QuantLib::Germany(QuantLib::Germany::FrankfurtStockExchange)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Germany::Settlement</string> <value>QuantLib::Germany(QuantLib::Germany::Settlement)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Germany::Xetra</string> <value>QuantLib::Germany(QuantLib::Germany::Xetra)</value> </EnumerationDefinition> <EnumerationDefinition> <string>HongKong</string> <value>QuantLib::HongKong()</value> </EnumerationDefinition> <EnumerationDefinition> <string>HongKong::HKEx</string> <value>QuantLib::HongKong(QuantLib::HongKong::HKEx)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Hungary</string> <value>QuantLib::Hungary()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Iceland</string> <value>QuantLib::Iceland()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Iceland::ICEX</string> <value>QuantLib::Iceland(QuantLib::Iceland::ICEX)</value> </EnumerationDefinition> <EnumerationDefinition> <string>India</string> <value>QuantLib::India()</value> </EnumerationDefinition> <EnumerationDefinition> <string>India::NSE</string> <value>QuantLib::India(QuantLib::India::NSE)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Indonesia</string> <value>QuantLib::Indonesia()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Indonesia::BEJ</string> <value>QuantLib::Indonesia(QuantLib::Indonesia::BEJ)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Italy</string> <value>QuantLib::Italy()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Italy::Exchange</string> <value>QuantLib::Italy(QuantLib::Italy::Exchange)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Italy::Settlement</string> <value>QuantLib::Italy(QuantLib::Italy::Settlement)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Japan</string> <value>QuantLib::Japan()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Mexico</string> <value>QuantLib::Mexico()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Mexico::BMV</string> <value>QuantLib::Mexico(QuantLib::Mexico::BMV)</value> </EnumerationDefinition> <EnumerationDefinition> <string>NewZealand</string> <value>QuantLib::NewZealand()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Norway</string> <value>QuantLib::Norway()</value> </EnumerationDefinition> <EnumerationDefinition> <string>NullCalendar</string> <value>QuantLib::NullCalendar()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Poland</string> <value>QuantLib::Poland()</value> </EnumerationDefinition> <EnumerationDefinition> <string>SaudiArabia</string> <value>QuantLib::SaudiArabia()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Singapore</string> <value>QuantLib::Singapore()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Singapore::SGX</string> <value>QuantLib::Singapore(QuantLib::Singapore::SGX)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Slovakia</string> <value>QuantLib::Slovakia()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Slovakia::BSSE</string> <value>QuantLib::Slovakia(QuantLib::Slovakia::BSSE)</value> </EnumerationDefinition> <EnumerationDefinition> <string>SouthAfrica</string> <value>QuantLib::SouthAfrica()</value> </EnumerationDefinition> <EnumerationDefinition> <string>SouthKorea</string> <value>QuantLib::SouthKorea()</value> </EnumerationDefinition> <EnumerationDefinition> <string>SouthKorea::KRX</string> <value>QuantLib::SouthKorea(QuantLib::SouthKorea::KRX)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Sweden</string> <value>QuantLib::Sweden()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Switzerland</string> <value>QuantLib::Switzerland()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Taiwan</string> <value>QuantLib::Taiwan()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Taiwan::TSEC</string> <value>QuantLib::Taiwan(QuantLib::Taiwan::TSEC)</value> </EnumerationDefinition> <EnumerationDefinition> <string>TARGET</string> <value>QuantLib::TARGET()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Turkey</string> <value>QuantLib::Turkey()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Ukraine</string> <value>QuantLib::Ukraine()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Ukraine::USE</string> <value>QuantLib::Ukraine(QuantLib::Ukraine::USE)</value> </EnumerationDefinition> <EnumerationDefinition> <string>UnitedKingdom</string> <value>QuantLib::UnitedKingdom()</value> </EnumerationDefinition> <EnumerationDefinition> <string>UnitedKingdom::Exchange</string> <value>QuantLib::UnitedKingdom(QuantLib::UnitedKingdom::Exchange)</value> </EnumerationDefinition> <EnumerationDefinition> <string>UnitedKingdom::Metals</string> <value>QuantLib::UnitedKingdom(QuantLib::UnitedKingdom::Metals)</value> </EnumerationDefinition> <EnumerationDefinition> <string>UnitedKingdom::Settlement</string> <value>QuantLib::UnitedKingdom(QuantLib::UnitedKingdom::Settlement)</value> </EnumerationDefinition> <EnumerationDefinition> <string>UnitedStates</string> <value>QuantLib::UnitedStates()</value> </EnumerationDefinition> <EnumerationDefinition> <string>UnitedStates::GovernmentBond</string> <value>QuantLib::UnitedStates(QuantLib::UnitedStates::GovernmentBond)</value> </EnumerationDefinition> <EnumerationDefinition> <string>UnitedStates::NERC</string> <value>QuantLib::UnitedStates(QuantLib::UnitedStates::NERC)</value> </EnumerationDefinition> <EnumerationDefinition> <string>UnitedStates::NYSE</string> <value>QuantLib::UnitedStates(QuantLib::UnitedStates::NYSE)</value> </EnumerationDefinition> <EnumerationDefinition> <string>UnitedStates::Settlement</string> <value>QuantLib::UnitedStates(QuantLib::UnitedStates::Settlement)</value> </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> <Enumeration> <type>QuantLib::CapFloor::Type</type> <constructor>true</constructor> <EnumerationDefinitions> <EnumerationDefinition> <string>Cap</string> <value>QuantLib::CapFloor::Cap</value> </EnumerationDefinition> <EnumerationDefinition> <string>Floor</string> <value>QuantLib::CapFloor::Floor</value> </EnumerationDefinition> <EnumerationDefinition> <string>Collar</string> <value>QuantLib::CapFloor::Collar</value> </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> <Enumeration> <type>QuantLib::Settlement::Type</type> <constructor>true</constructor> <EnumerationDefinitions> <EnumerationDefinition> <string>Cash</string> <value>QuantLib::Settlement::Cash</value> </EnumerationDefinition> <EnumerationDefinition> <string>Physical</string> <value>QuantLib::Settlement::Physical</value> </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> <Enumeration> <type>QuantLib::Compounding</type> <constructor>true</constructor> <EnumerationDefinitions> <EnumerationDefinition> <string>Simple</string> <value>QuantLib::Simple</value> </EnumerationDefinition> <EnumerationDefinition> <string>Compounded</string> <value>QuantLib::Compounded</value> </EnumerationDefinition> <EnumerationDefinition> <string>Continuous</string> <value>QuantLib::Continuous</value> </EnumerationDefinition> <EnumerationDefinition> <string>SimpleThenCompounded</string> <value>QuantLib::SimpleThenCompounded</value> </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> <Enumeration> <type>QuantLib::Currency</type> <constructor>false</constructor> <EnumerationDefinitions> <EnumerationDefinition> <string>ARS</string> <value>QuantLib::ARSCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>ATS</string> <value>QuantLib::ATSCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>AUD</string> <value>QuantLib::AUDCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>BDT</string> <value>QuantLib::BDTCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>BEF</string> <value>QuantLib::BEFCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>BGL</string> <value>QuantLib::BGLCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>BRL</string> <value>QuantLib::BRLCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>BYR</string> <value>QuantLib::BYRCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>CAD</string> <value>QuantLib::CADCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>CHF</string> <value>QuantLib::CHFCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>CLP</string> <value>QuantLib::CLPCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>CNY</string> <value>QuantLib::CNYCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>COP</string> <value>QuantLib::COPCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>CYP</string> <value>QuantLib::CYPCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>CZK</string> <value>QuantLib::CZKCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>DEM</string> <value>QuantLib::DEMCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>DKK</string> <value>QuantLib::DKKCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>EEK</string> <value>QuantLib::EEKCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>ESP</string> <value>QuantLib::ESPCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>EUR</string> <value>QuantLib::EURCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>FIM</string> <value>QuantLib::FIMCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>FRF</string> <value>QuantLib::FRFCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>GBP</string> <value>QuantLib::GBPCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>GRD</string> <value>QuantLib::GRDCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>HKD</string> <value>QuantLib::HKDCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>HUF</string> <value>QuantLib::HUFCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>IEP</string> <value>QuantLib::IEPCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>ILS</string> <value>QuantLib::ILSCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>INR</string> <value>QuantLib::INRCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>IQD</string> <value>QuantLib::IQDCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>IRR</string> <value>QuantLib::IRRCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>ISK</string> <value>QuantLib::ISKCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>ITL</string> <value>QuantLib::ITLCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>JPY</string> <value>QuantLib::JPYCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>KRW</string> <value>QuantLib::KRWCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>KWD</string> <value>QuantLib::KWDCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>LTL</string> <value>QuantLib::LTLCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>LUF</string> <value>QuantLib::LUFCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>LVL</string> <value>QuantLib::LVLCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>MTL</string> <value>QuantLib::MTLCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>MXN</string> <value>QuantLib::MXNCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>NLG</string> <value>QuantLib::NLGCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>NOK</string> <value>QuantLib::NOKCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>NPR</string> <value>QuantLib::NPRCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>NZD</string> <value>QuantLib::NZDCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>PKR</string> <value>QuantLib::PKRCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>PLN</string> <value>QuantLib::PLNCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>PTE</string> <value>QuantLib::PTECurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>ROL</string> <value>QuantLib::ROLCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>SAR</string> <value>QuantLib::SARCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>SEK</string> <value>QuantLib::SEKCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>SGD</string> <value>QuantLib::SGDCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>SIT</string> <value>QuantLib::SITCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>SKK</string> <value>QuantLib::SKKCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>THB</string> <value>QuantLib::THBCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>TRL</string> <value>QuantLib::TRLCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>TTD</string> <value>QuantLib::TTDCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>TWD</string> <value>QuantLib::TWDCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>USD</string> <value>QuantLib::USDCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>VEB</string> <value>QuantLib::VEBCurrency()</value> </EnumerationDefinition> <EnumerationDefinition> <string>ZAR</string> <value>QuantLib::ZARCurrency()</value> </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> <Enumeration> <type>QuantLib::DayCounter</type> <constructor>false</constructor> <EnumerationDefinitions> <!-- ISDA 2000 Definition Annex Article 4 Section 4.16--> <!-- (a) --> <EnumerationDefinition> <string>1/1</string> <value>QuantLib::OneDayCounter()</value> </EnumerationDefinition> <!-- (b) --> <EnumerationDefinition> <string>Actual/Actual::ISDA</string> <value>QuantLib::ActualActual(QuantLib::ActualActual::ISDA)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Actual/Actual</string> <value>QuantLib::ActualActual(QuantLib::ActualActual::ISDA)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Actual/365</string> <value>QuantLib::ActualActual(QuantLib::ActualActual::ISDA)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Act/365</string> <value>QuantLib::ActualActual(QuantLib::ActualActual::ISDA)</value> </EnumerationDefinition> <EnumerationDefinition> <string>A/365</string> <value>QuantLib::ActualActual(QuantLib::ActualActual::ISDA)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Act/Act</string> <value>QuantLib::ActualActual(QuantLib::ActualActual::ISDA)</value> </EnumerationDefinition> <!-- (c) --> <EnumerationDefinition> <string>Actual/365 (Fixed)</string> <value>QuantLib::Actual365Fixed()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Act/365 (Fixed)</string> <value>QuantLib::Actual365Fixed()</value> </EnumerationDefinition> <EnumerationDefinition> <string>A/365 (Fixed)</string> <value>QuantLib::Actual365Fixed()</value> </EnumerationDefinition> <EnumerationDefinition> <string>A/365F</string> <value>QuantLib::Actual365Fixed()</value> </EnumerationDefinition> <!-- (d) --> <EnumerationDefinition> <string>Actual/360</string> <value>QuantLib::Actual360()</value> </EnumerationDefinition> <EnumerationDefinition> <string>Act/360</string> <value>QuantLib::Actual360()</value> </EnumerationDefinition> <EnumerationDefinition> <string>A/360</string> <value>QuantLib::Actual360()</value> </EnumerationDefinition> <!-- (e) --> <EnumerationDefinition> <string>30/360::BondBasis</string> <value>QuantLib::Thirty360(QuantLib::Thirty360::BondBasis)</value> </EnumerationDefinition> <EnumerationDefinition> <string>30/360</string> <value>QuantLib::Thirty360(QuantLib::Thirty360::BondBasis)</value> </EnumerationDefinition> <EnumerationDefinition> <string>360/360</string> <value>QuantLib::Thirty360(QuantLib::Thirty360::BondBasis)</value> </EnumerationDefinition> <!-- (f) --> <EnumerationDefinition> <string>30/360::EurobondBasis</string> <value>QuantLib::Thirty360(QuantLib::Thirty360::EurobondBasis)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Thirty360::EurobondBasis</string> <value>QuantLib::Thirty360(QuantLib::Thirty360::EurobondBasis)</value> </EnumerationDefinition> <!-- NON-ISDA --> <EnumerationDefinition> <string>Actual/Actual::ISMA</string> <value>QuantLib::ActualActual(QuantLib::ActualActual::ISMA)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Actual/Actual::Bond</string> <value>QuantLib::ActualActual(QuantLib::ActualActual::ISMA)</value> </EnumerationDefinition> <!-- NON-ISDA --> <EnumerationDefinition> <string>Actual/Actual::AFB</string> <value>QuantLib::ActualActual(QuantLib::ActualActual::AFB)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Actual/Actual::Euro</string> <value>QuantLib::ActualActual(QuantLib::ActualActual::AFB)</value> </EnumerationDefinition> <!-- NON-ISDA --> <EnumerationDefinition> <string>30/360::Italian</string> <value>QuantLib::Thirty360(QuantLib::Thirty360::Italian)</value> </EnumerationDefinition> <!-- NON-ISDA QuantLib specific --> <EnumerationDefinition> <string>Simple</string> <value>QuantLib::SimpleDayCounter()</value> </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> <Enumeration> <type>QuantLib::Frequency</type> <constructor>true</constructor> <EnumerationDefinitions> <EnumerationDefinition> <string>Once</string> <value>QuantLib::Once</value> </EnumerationDefinition> <EnumerationDefinition> <string>Annual</string> <value>QuantLib::Annual</value> </EnumerationDefinition> <EnumerationDefinition> <string>Semiannual</string> <value>QuantLib::Semiannual</value> </EnumerationDefinition> <EnumerationDefinition> <string>Every4Month</string> <value>QuantLib::EveryFourthMonth</value> </EnumerationDefinition> <EnumerationDefinition> <string>Quarterly</string> <value>QuantLib::Quarterly</value> </EnumerationDefinition> <EnumerationDefinition> <string>Bimonthly</string> <value>QuantLib::Bimonthly</value> </EnumerationDefinition> <EnumerationDefinition> <string>Monthly</string> <value>QuantLib::Monthly</value> </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> <Enumeration> <type>QuantLib::Option::Type</type> <constructor>true</constructor> <EnumerationDefinitions> <EnumerationDefinition> <string>Call</string> <value>QuantLib::Option::Call</value> </EnumerationDefinition> <EnumerationDefinition> <string>Put</string> <value>QuantLib::Option::Put</value> </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> <Enumeration> <type>QuantLib::TimeUnit</type> <constructor>true</constructor> <EnumerationDefinitions> <EnumerationDefinition> <string>Days</string> <value>QuantLib::Days</value> </EnumerationDefinition> <EnumerationDefinition> <string>Months</string> <value>QuantLib::Months</value> </EnumerationDefinition> <EnumerationDefinition> <string>Weeks</string> <value>QuantLib::Weeks</value> </EnumerationDefinition> <EnumerationDefinition> <string>Years</string> <value>QuantLib::Years</value> </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> <Enumeration> <type>QuantLib::CubicSpline::BoundaryCondition</type> <constructor>false</constructor> <EnumerationDefinitions> <EnumerationDefinition> <string>NotAKnot</string> <value>QuantLib::CubicSpline::BoundaryCondition(QuantLib::CubicSpline::NotAKnot)</value> </EnumerationDefinition> <EnumerationDefinition> <string>FirstDerivative</string> <value>QuantLib::CubicSpline::BoundaryCondition(QuantLib::CubicSpline::FirstDerivative)</value> </EnumerationDefinition> <EnumerationDefinition> <string>SecondDerivative</string> <value>QuantLib::CubicSpline::BoundaryCondition(QuantLib::CubicSpline::SecondDerivative)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Periodic</string> <value>QuantLib::CubicSpline::BoundaryCondition(QuantLib::CubicSpline::Periodic)</value> </EnumerationDefinition> <EnumerationDefinition> <string>Lagrange</string> <value>QuantLib::CubicSpline::BoundaryCondition(QuantLib::CubicSpline::Lagrange)</value> </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> <Enumeration> <type>QuantLib::JointCalendarRule</type> <constructor>true</constructor> <EnumerationDefinitions> <EnumerationDefinition> <string>JoinHolidays</string> <value>QuantLib::JoinHolidays</value> </EnumerationDefinition> <EnumerationDefinition> <string>JoinBusinessDays</string> <value>QuantLib::JoinBusinessDays</value> </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> </Enumerations> </root> --- NEW FILE: enumclasses.xml --- <root> <enumClassCopyright> Copyright (C) 2005 Plamen Neykov Copyright (C) 2005, 2006 Eric Ehlers Copyright (C) 2006 Katiuscia Manzoni Copyright (C) 2006 Ferdinando Ametrano </enumClassCopyright> <Enumerations> <Enumeration> <type>QuantLib::Extrapolator</type> <EnumerationDefinitions> <EnumerationDefinition> <string>Linear</string> <value>LinearInterpolation_Extrapolator</value> <libraryClass>QuantLib::LinearInterpolation</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>BackwardFlat</string> <value>BackwardFlatInterpolation_Extrapolator</value> <libraryClass>QuantLib::BackwardFlatInterpolation</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>ForwardFlat</string> <value>ForwardFlatInterpolation_Extrapolator</value> <libraryClass>QuantLib::ForwardFlatInterpolation</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>BiLinear</string> <value>BilinearInterpolation_Extrapolator</value> <libraryClass>QuantLib::BilinearInterpolation</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>BiCubic</string> <value>BicubicSpline_Extrapolator</value> <libraryClass>QuantLib::BicubicSpline</libraryClass> </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> <Enumeration> <type>QuantLib::PricingEngine</type> <EnumerationDefinitions> <EnumerationDefinition> <string>AB</string> <value>AB_Engine</value> <libraryClass>QuantLib::AnalyticBarrierEngine</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>AC</string> <value>AC_Engine</value> <libraryClass>QuantLib::AnalyticCliquetEngine</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>ACGAPA</string> <value>ACGAPA_Engine</value> <libraryClass>QuantLib::AnalyticContinuousGeometricAveragePriceAsianEngine</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>ADA</string> <value>ADA_Engine</value> <libraryClass>QuantLib::AnalyticDigitalAmericanEngine</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>ADGAPA</string> <value>ADGAPA_Engine</value> <libraryClass>QuantLib::AnalyticDiscreteGeometricAveragePriceAsianEngine</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>ADE</string> <value>ADE_Engine</value> <libraryClass>QuantLib::AnalyticDividendEuropeanEngine</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>AE</string> <value>AE_Engine</value> <libraryClass>QuantLib::AnalyticEuropeanEngine</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>AP</string> <value>AP_Engine</value> <libraryClass>QuantLib::AnalyticPerformanceEngine</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>BAWA</string> <value>BAWA_Engine</value> <libraryClass>QuantLib::BaroneAdesiWhaleyApproximationEngine</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>AEQPB</string> <value>AEQPB_Engine</value> <libraryClass>QuantLib::AdditiveEQPBinomialTree</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>CRR</string> <value>CRR_Engine</value> <libraryClass>QuantLib::CoxRossRubinstein</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>I</string> <value>I_Engine</value> <libraryClass>QuantLib::IntegralEngine</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>FDA</string> <value>FDA_Engine</value> <libraryClass>QuantLib::FDAmericanEngine</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>FDE</string> <value>FDE_Engine</value> <libraryClass>QuantLib::FDEuropeanEngine</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>FDB</string> <value>FDB_Engine</value> <libraryClass>QuantLib::FDBermudanEngine</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>JR</string> <value>JR_Engine</value> <libraryClass>QuantLib::JarrowRudd</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>LR</string> <value>LR_Engine</value> <libraryClass>QuantLib::LeisenReimer</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>TIAN</string> <value>TIAN_Engine</value> <libraryClass>QuantLib::Tian</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>TRI</string> <value>TRI_Engine</value> <libraryClass>QuantLib::Trigeorgis</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>BSA</string> <value>BSA_Engine</value> <libraryClass>QuantLib::BjerksundStenslandApproximationEngine</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>PE</string> <value>PE_Engine</value> <libraryClass>QuantLib::PricingEngine</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>SE</string> <value>SE_Engine</value> <libraryClass>QuantLib::StulzEngine</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>FE</string> <value>FE_Engine</value> <libraryClass>QuantLib::ForwardEngine</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>FPE</string> <value>FPE_Engine</value> <libraryClass>QuantLib::ForwardPerformanceEngine</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>QE</string> <value>QE_Engine</value> <libraryClass>QuantLib::QuantoEngine</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>QFE</string> <value>QFE_Engine</value> <libraryClass>QuantLib::QuantoForwardEngine</libraryClass> </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> <Enumeration> <type>QuantLib::StrikedTypePayoff</type> <EnumerationDefinitions> <EnumerationDefinition> <string>AssetOrNothing</string> <value>ASSETORNOTHING_Payoff</value> <libraryClass>QuantLib::AssetOrNothingPayoff</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>CashOrNothing</string> <value>CASHORNOTHING_Payoff</value> <libraryClass>QuantLib::CashOrNothingPayoff</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>Gap</string> <value>GAP_Payoff</value> <libraryClass>QuantLib::GapPayoff</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>PercentageStrike</string> <value>PERCENTAGESTRIKE_Payoff</value> <libraryClass>QuantLib::PercentageStrikePayoff</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>Vanilla</string> <value>VANILLA_Payoff</value> <libraryClass>QuantLib::PlainVanillaPayoff</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>SuperShare</string> <value>SUPERSHARE_Payoff</value> <libraryClass>QuantLib::SuperSharePayoff</libraryClass> </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> </Enumerations> </root> |
