Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6085/gensrc/metadata Modified Files: bonds.xml calendar.xml capfloor.xml capletvolstructure.xml couponvectors.xml date.xml daycounter.xml exercise.xml forwardrateagreement.xml index.xml instruments.xml interpolation.xml mathf.xml options.xml prices.xml randomsequencegenerator.xml ratehelpers.xml schedule.xml swap.xml swaption.xml swaptionvolstructure.xml termstructures.xml utilities.xml vanillaswap.xml Log Message: remove description from return value in function metadata Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** vanillaswap.xml 28 Jun 2006 15:18:59 -0000 1.8 --- vanillaswap.xml 4 Jul 2006 10:06:53 -0000 1.9 *************** *** 94,98 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>the fair rate</description> </ReturnValue> </Member> --- 94,97 ---- *************** *** 114,118 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>the fair spread</description> </ReturnValue> </Member> --- 113,116 ---- *************** *** 129,133 **** <type>double</type> <tensorRank>matrix</tensorRank> - <description>The fixed leg cash flow analysis</description> </ReturnValue> </Member> --- 127,130 ---- *************** *** 149,153 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>the fixed leg BPS</description> </ReturnValue> </Member> --- 146,149 ---- *************** *** 169,173 **** <type>double</type> <tensorRank>matrix</tensorRank> - <description>The floating leg cash flow analysis</description> </ReturnValue> </Member> --- 165,168 ---- *************** *** 189,193 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>the floating leg BPS</description> </ReturnValue> </Member> --- 184,187 ---- Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** ratehelpers.xml 26 Jun 2006 21:31:03 -0000 1.10 --- ratehelpers.xml 4 Jul 2006 10:06:53 -0000 1.11 *************** *** 31,35 **** <type>long</type> <tensorRank>scalar</tensorRank> - <description>earliest date</description> </ReturnValue> </Member> --- 31,34 ---- *************** *** 51,55 **** <type>long</type> <tensorRank>scalar</tensorRank> - <description>latest date</description> </ReturnValue> </Member> --- 50,53 ---- *************** *** 71,75 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>reference quote</description> </ReturnValue> </Member> --- 69,72 ---- *************** *** 91,95 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>the difference vetween the new quote and the old quote</description> </ReturnValue> </Member> --- 88,91 ---- *************** *** 199,203 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>the convexity adjustment of the FuturesRateHelper object</description> </ReturnValue> </Member> --- 195,198 ---- *************** *** 219,223 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>the difference vetween the new convexity adjustment and the old convexity adjustment</description> </ReturnValue> </Member> --- 214,217 ---- *************** *** 307,311 **** <type>string</type> <tensorRank>vector</tensorRank> - <description>list of instance names of selected rate helpers</description> </ReturnValue> </Procedure> --- 301,304 ---- Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** index.xml 28 Jun 2006 15:18:59 -0000 1.3 --- index.xml 4 Jul 2006 10:06:52 -0000 1.4 *************** *** 24,28 **** <type>string</type> <tensorRank>scalar</tensorRank> - <description>index name</description> </ReturnValue> </Member> --- 24,27 ---- *************** *** 49,53 **** <type>any</type> <tensorRank>vector</tensorRank> - <description>index fixing(s)</description> </ReturnValue> </Member> --- 48,51 ---- *************** *** 74,78 **** <type>void</type> <tensorRank>scalar</tensorRank> - <description>SUCCESS/FAILURE</description> </ReturnValue> </Member> --- 72,75 ---- *************** *** 99,103 **** <type>void</type> <tensorRank>scalar</tensorRank> - <description>SUCCESS/FAILURE</description> </ReturnValue> </Member> --- 96,99 ---- Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** bonds.xml 28 Jun 2006 15:18:58 -0000 1.11 --- bonds.xml 4 Jul 2006 10:06:52 -0000 1.12 *************** *** 35,39 **** <type>double</type> <tensorRank>matrix</tensorRank> - <description>Cash flow analysis</description> </ReturnValue> </Member> --- 35,38 ---- *************** *** 49,53 **** <type>long</type> <tensorRank>scalar</tensorRank> - <description>The settlement date of the bond</description> </ReturnValue> </Member> --- 48,51 ---- *************** *** 69,73 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>Theoretical clean price</description> </ReturnValue> </Member> --- 67,70 ---- *************** *** 89,93 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>Theoretical dirty price</description> </ReturnValue> </Member> --- 86,89 ---- *************** *** 114,118 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>Theoretical yield</description> </ReturnValue> </Member> --- 110,113 ---- *************** *** 144,148 **** <type>any</type> <tensorRank>vector</tensorRank> - <description>Clean price(s) given yield(s) and settlement date</description> </ReturnValue> </Member> --- 139,142 ---- *************** *** 174,178 **** <type>any</type> <tensorRank>vector</tensorRank> - <description>Dirty price(s) given yield(s) and settlement date</description> </ReturnValue> </Member> --- 168,171 ---- *************** *** 204,208 **** <type>any</type> <tensorRank>vector</tensorRank> - <description>Yield(s) given clean price(s) and settlement date.</description> </ReturnValue> </Member> --- 197,200 ---- *************** *** 224,228 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>Accrued amount at a given date</description> </ReturnValue> </Member> --- 216,219 ---- Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** swap.xml 28 Jun 2006 15:18:59 -0000 1.11 --- swap.xml 4 Jul 2006 10:06:53 -0000 1.12 *************** *** 61,65 **** <type>double</type> <tensorRank>matrix</tensorRank> - <description>Leg cash flow analysis</description> </ReturnValue> </Member> --- 61,64 ---- *************** *** 86,90 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>the leg BPS</description> </ReturnValue> </Member> --- 85,88 ---- *************** *** 106,110 **** <type>long</type> <tensorRank>scalar</tensorRank> - <description>the start date of the swap</description> </ReturnValue> </Member> --- 104,107 ---- *************** *** 126,130 **** <type>long</type> <tensorRank>scalar</tensorRank> - <description>the maturity date of the swap</description> </ReturnValue> </Member> --- 123,126 ---- Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** termstructures.xml 29 Jun 2006 14:18:29 -0000 1.18 --- termstructures.xml 4 Jul 2006 10:06:53 -0000 1.19 *************** *** 23,27 **** <type>long</type> <tensorRank>scalar</tensorRank> - <description></description> </ReturnValue> </Member> --- 23,26 ---- *************** *** 38,42 **** <type>string</type> <tensorRank>scalar</tensorRank> - <description></description> </ReturnValue> </Member> --- 37,40 ---- *************** *** 54,58 **** <type>long</type> <tensorRank>scalar</tensorRank> - <description></description> </ReturnValue> </Member> --- 52,55 ---- *************** *** 69,73 **** <type>string</type> <tensorRank>scalar</tensorRank> - <description></description> </ReturnValue> </Member> --- 66,69 ---- *************** *** 102,106 **** <type>any</type> <tensorRank>vector</tensorRank> - <description>vector of discount factors</description> </ReturnValue> </Member> --- 98,101 ---- *************** *** 153,157 **** <type>any</type> <tensorRank>vector</tensorRank> - <description>interest rate</description> </ReturnValue> </Member> --- 148,151 ---- *************** *** 199,203 **** <type>any</type> <tensorRank>vector</tensorRank> - <description>interest rate</description> </ReturnValue> </Member> --- 193,196 ---- *************** *** 240,244 **** <type>any</type> <tensorRank>vector</tensorRank> - <description>interest rate</description> </ReturnValue> </Member> --- 233,236 ---- *************** *** 254,258 **** <type>long</type> <tensorRank>scalar</tensorRank> - <description>earliest date</description> </ReturnValue> </Member> --- 246,249 ---- *************** *** 268,272 **** <type>long</type> <tensorRank>scalar</tensorRank> - <description>latest date</description> </ReturnValue> </Member> --- 259,262 ---- *************** *** 302,306 **** <type>void</type> <tensorRank>scalar</tensorRank> - <description>success/failure</description> </ReturnValue> </Member> --- 292,295 ---- Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** swaptionvolstructure.xml 28 Jun 2006 15:18:59 -0000 1.18 --- swaptionvolstructure.xml 4 Jul 2006 10:06:53 -0000 1.19 *************** *** 54,58 **** <type>double</type> <tensorRank>vector</tensorRank> - <description>vector of volatilities</description> </ReturnValue> </Member> --- 54,57 ---- *************** *** 69,73 **** <type>long</type> <tensorRank>scalar</tensorRank> - <description>max swaption expiry date</description> </ReturnValue> </Member> --- 68,71 ---- *************** *** 84,88 **** <type>string</type> <tensorRank>scalar</tensorRank> - <description>max underlying swap length as period</description> </ReturnValue> </Member> --- 82,85 ---- *************** *** 99,103 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>minimum strike</description> </ReturnValue> </Member> --- 96,99 ---- *************** *** 114,118 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>maximum strike</description> </ReturnValue> </Member> --- 110,113 ---- *************** *** 150,154 **** <type>void</type> <tensorRank>scalar</tensorRank> - <description>success/failure</description> </ReturnValue> </Member> --- 145,148 ---- *************** *** 280,284 **** <type>string</type> <tensorRank>scalar</tensorRank> - <description>day counter</description> </ReturnValue> </Member> --- 274,277 ---- *************** *** 295,299 **** <type>long</type> <tensorRank>vector</tensorRank> - <description>swaption exercise dates</description> </ReturnValue> </Member> --- 288,291 ---- *************** *** 310,314 **** <type>string</type> <tensorRank>vector</tensorRank> - <description>underlying swap lengths</description> </ReturnValue> </Member> --- 302,305 ---- Index: forwardrateagreement.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** forwardrateagreement.xml 28 Jun 2006 15:18:59 -0000 1.7 --- forwardrateagreement.xml 4 Jul 2006 10:06:52 -0000 1.8 *************** *** 136,140 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>Returns the relevant forward rate associated with the FRA term</description> </ReturnValue> </Member> --- 136,139 ---- *************** *** 150,154 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>Returns the forward value of the FRA.</description> </ReturnValue> </Member> --- 149,152 ---- *************** *** 164,168 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>Returns the spot value of the FRA.</description> </ReturnValue> </Member> --- 162,165 ---- Index: capfloor.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** capfloor.xml 28 Jun 2006 15:18:58 -0000 1.6 --- capfloor.xml 4 Jul 2006 10:06:52 -0000 1.7 *************** *** 24,28 **** <type>string</type> <tensorRank>scalar</tensorRank> - <description></description> </ReturnValue> </Member--> --- 24,27 ---- *************** *** 38,42 **** <type>double</type> <tensorRank>vector</tensorRank> - <description></description> </ReturnValue> </Member> --- 37,40 ---- *************** *** 52,56 **** <type>double</type> <tensorRank>vector</tensorRank> - <description></description> </ReturnValue> </Member> --- 50,53 ---- *************** *** 72,76 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description></description> </ReturnValue> </Member> --- 69,72 ---- *************** *** 125,129 **** <type>double</type> <tensorRank>matrix</tensorRank> - <description></description> </ReturnValue> </Member> --- 121,124 ---- Index: utilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/utilities.xml,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** utilities.xml 29 Jun 2006 10:47:33 -0000 1.3 --- utilities.xml 4 Jul 2006 10:06:53 -0000 1.4 *************** *** 17,21 **** <type>string</type> <tensorRank>scalar</tensorRank> - <description>QuantLib version number</description> </ReturnValue> </Procedure> --- 17,20 ---- *************** *** 31,35 **** <type>string</type> <tensorRank>vector</tensorRank> - <description>list of enumerated types</description> </ReturnValue> </Procedure> --- 30,33 ---- *************** *** 51,55 **** <type>string</type> <tensorRank>vector</tensorRank> - <description>list of members of given enumerated type</description> </ReturnValue> </Procedure> --- 49,52 ---- *************** *** 65,69 **** <type>string</type> <tensorRank>vector</tensorRank> - <description>list of enumerated classes</description> </ReturnValue> </Procedure> --- 62,65 ---- *************** *** 85,89 **** <type>string</type> <tensorRank>vector</tensorRank> - <description>list of members of given enumerated class</description> </ReturnValue> </Procedure> --- 81,84 ---- Index: randomsequencegenerator.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/randomsequencegenerator.xml,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** randomsequencegenerator.xml 19 Jun 2006 08:10:01 -0000 1.2 --- randomsequencegenerator.xml 4 Jul 2006 10:06:53 -0000 1.3 *************** *** 18,22 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>a random number between 0 and 1</description> </ReturnValue> </Procedure> --- 18,21 ---- *************** *** 38,42 **** <type>void</type> <tensorRank>scalar</tensorRank> - <description>void</description> </ReturnValue> </Procedure--> --- 37,40 ---- *************** *** 63,67 **** <type>double</type> <tensorRank>matrix</tensorRank> - <description>variates</description> </ReturnValue> </Member> --- 61,64 ---- Index: swaption.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** swaption.xml 29 Jun 2006 07:16:23 -0000 1.8 --- swaption.xml 4 Jul 2006 10:06:53 -0000 1.9 *************** *** 67,71 **** <type>string</type> <tensorRank>scalar</tensorRank> - <description>the underlying swap</description> </ReturnValue> </Member> --- 67,70 ---- *************** *** 87,91 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description></description> </ReturnValue> </Member> --- 86,89 ---- Index: exercise.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/exercise.xml,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** exercise.xml 19 Jun 2006 14:22:19 -0000 1.4 --- exercise.xml 4 Jul 2006 10:06:52 -0000 1.5 *************** *** 19,23 **** <type>long</type> <tensorRank>vector</tensorRank> - <description>Exercise dates</description> </ReturnValue> </Member> --- 19,22 ---- *************** *** 33,37 **** <type>long</type> <tensorRank>scalar</tensorRank> - <description>Last exercise date</description> </ReturnValue> </Member> --- 32,35 ---- Index: mathf.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/mathf.xml,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** mathf.xml 23 Jun 2006 17:20:55 -0000 1.4 --- mathf.xml 4 Jul 2006 10:06:53 -0000 1.5 *************** *** 32,36 **** <type>long</type> <tensorRank>scalar</tensorRank> - <description>the N-th prime number</description> </ReturnValue> </Procedure> --- 32,35 ---- *************** *** 67,71 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>the normal cumulative distribution for the specified mean and standard deviation</description> </ReturnValue> </Procedure> --- 66,69 ---- *************** *** 87,91 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>the standard normal cumulative distribution (has a mean of zero and standard deviation of one).</description> </ReturnValue> </Procedure> --- 85,88 ---- *************** *** 117,121 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>the inverse of the normal cumulative distribution for the specified mean and standard deviation</description> </ReturnValue> </Procedure> --- 114,117 ---- *************** *** 137,141 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>the inverse of the standard normal cumulative distribution (has a mean of zero and standard deviation of one).</description> </ReturnValue> </Procedure> --- 133,136 ---- *************** *** 153,157 **** <type>double</type> <tensorRank>vector</tensorRank> - <description></description> </ReturnValue> </Member--> --- 148,151 ---- *************** *** 167,171 **** <type>double</type> <tensorRank>matrix</tensorRank> - <description></description> </ReturnValue> </Member> --- 161,164 ---- Index: capletvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** capletvolstructure.xml 29 Jun 2006 07:59:03 -0000 1.3 --- capletvolstructure.xml 4 Jul 2006 10:06:52 -0000 1.4 *************** *** 47,51 **** <type>double</type> <tensorRank>vector</tensorRank> - <description>vector of volatilities</description> </ReturnValue> </Member> --- 47,50 ---- *************** *** 62,66 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>minimum strike</description> </ReturnValue> </Member> --- 61,64 ---- *************** *** 77,81 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>maximum strike</description> </ReturnValue> </Member> --- 75,78 ---- *************** *** 113,117 **** <type>void</type> <tensorRank>scalar</tensorRank> - <description>success/failure</description> </ReturnValue> </Member> --- 110,113 ---- Index: calendar.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** calendar.xml 19 Jun 2006 08:10:00 -0000 1.12 --- calendar.xml 4 Jul 2006 10:06:52 -0000 1.13 *************** *** 18,22 **** <type>string</type> <tensorRank>scalar</tensorRank> - <description>calendar name</description> </ReturnValue> </EnumerationMember> --- 18,21 ---- *************** *** 38,42 **** <type>bool</type> <tensorRank>scalar</tensorRank> - <description>TRUE if the date is a business day for the given calendar</description> </ReturnValue> </EnumerationMember> --- 37,40 ---- *************** *** 58,62 **** <type>bool</type> <tensorRank>scalar</tensorRank> - <description>TRUE if the date is a holiday for the given calendar</description> </ReturnValue> </EnumerationMember> --- 56,59 ---- *************** *** 78,82 **** <type>bool</type> <tensorRank>scalar</tensorRank> - <description>TRUE if the date is last business day for the month in the given calendar</description> </ReturnValue> </EnumerationMember> --- 75,78 ---- *************** *** 98,102 **** <type>long</type> <tensorRank>scalar</tensorRank> - <description>the last business day in the given calendar of the month to which the given date belongs</description> </ReturnValue> </EnumerationMember> --- 94,97 ---- *************** *** 118,122 **** <type>void</type> <tensorRank>scalar</tensorRank> - <description>SUCCESS/FAILURE</description> </ReturnValue> </EnumerationMember> --- 113,116 ---- *************** *** 138,142 **** <type>void</type> <tensorRank>scalar</tensorRank> - <description>SUCCESS/FAILURE</description> </ReturnValue> </EnumerationMember> --- 132,135 ---- *************** *** 173,177 **** <type>long</type> <tensorRank>vector</tensorRank> - <description>holidays</description> </ReturnValue> </Procedure> --- 166,169 ---- *************** *** 198,202 **** <type>long</type> <tensorRank>scalar</tensorRank> - <description>adjusted date</description> </ReturnValue> </EnumerationMember> --- 190,193 ---- *************** *** 228,232 **** <type>any</type> <tensorRank>vector</tensorRank> - <description>advanced date</description> </ReturnValue> </EnumerationMember> --- 219,222 ---- Index: schedule.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/schedule.xml,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** schedule.xml 19 Jun 2006 08:10:01 -0000 1.3 --- schedule.xml 4 Jul 2006 10:06:53 -0000 1.4 *************** *** 67,71 **** <type>long</type> <tensorRank>vector</tensorRank> - <description>dates</description> </ReturnValue> </Member> --- 67,70 ---- Index: instruments.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/instruments.xml,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** instruments.xml 29 Jun 2006 16:52:12 -0000 1.9 --- instruments.xml 4 Jul 2006 10:06:52 -0000 1.10 *************** *** 28,32 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>NPV</description> </ReturnValue> </Member> --- 28,31 ---- *************** *** 48,52 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>NPV error estimation</description> </ReturnValue> </Member> --- 47,50 ---- *************** *** 68,72 **** <type>bool</type> <tensorRank>scalar</tensorRank> - <description>TRUE if the Instrument is expired</description> </ReturnValue> </Member> --- 66,69 ---- Index: prices.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/prices.xml,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** prices.xml 19 Jun 2006 08:10:01 -0000 1.3 --- prices.xml 4 Jul 2006 10:06:53 -0000 1.4 *************** *** 41,45 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>mid (equivalent) price</description> </ReturnValue> </Procedure> --- 41,44 ---- *************** *** 66,70 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>mid (robust) price</description> </ReturnValue> </Procedure> --- 65,68 ---- Index: options.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** options.xml 29 Jun 2006 16:52:12 -0000 1.8 --- options.xml 4 Jul 2006 10:06:53 -0000 1.9 *************** *** 268,272 **** <type>bool</type> <tensorRank>scalar</tensorRank> - <description>success/failure</description> </ReturnValue> </Member> --- 268,271 ---- *************** *** 444,448 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>delta</description> </ReturnValue> </Member> --- 443,446 ---- *************** *** 464,468 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>delta forward</description> </ReturnValue> </Member> --- 462,465 ---- *************** *** 484,488 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>elasticity</description> </ReturnValue> </Member> --- 481,484 ---- *************** *** 504,508 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>gamma</description> </ReturnValue> </Member> --- 500,503 ---- *************** *** 524,528 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>theta</description> </ReturnValue> </Member> --- 519,522 ---- *************** *** 544,548 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>theta per day</description> </ReturnValue> </Member> --- 538,541 ---- *************** *** 564,568 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>vega</description> </ReturnValue> </Member> --- 557,560 ---- *************** *** 584,588 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>rho</description> </ReturnValue> </Member> --- 576,579 ---- *************** *** 604,608 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>dividend rho</description> </ReturnValue> </Member> --- 595,598 ---- *************** *** 624,628 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>itm cash probability</description> </ReturnValue> </Member> --- 614,617 ---- Index: date.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/date.xml,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** date.xml 19 Jun 2006 08:10:00 -0000 1.6 --- date.xml 4 Jul 2006 10:06:52 -0000 1.7 *************** *** 21,25 **** <type>long</type> <tensorRank>scalar</tensorRank> - <description>evaluation date</description> </ReturnValue> </Procedure> --- 21,24 ---- *************** *** 41,45 **** <type>long</type> <tensorRank>scalar</tensorRank> - <description>evaluation date</description> </ReturnValue> </Procedure> --- 40,43 ---- *************** *** 61,65 **** <type>bool</type> <tensorRank>scalar</tensorRank> - <description>is an IMM date</description> </ReturnValue> </Procedure> --- 59,62 ---- *************** *** 81,85 **** <type>long</type> <tensorRank>scalar</tensorRank> - <description>the next IMM date</description> </ReturnValue> </Procedure> --- 78,81 ---- *************** *** 101,105 **** <type>string</type> <tensorRank>scalar</tensorRank> - <description>the IMM code (e.q. \"H9\")</description> </ReturnValue> </Procedure> --- 97,100 ---- *************** *** 121,125 **** <type>long</type> <tensorRank>scalar</tensorRank> - <description>the corresponding IMM code</description> </ReturnValue> </Procedure> --- 116,119 ---- Index: interpolation.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** interpolation.xml 30 Jun 2006 14:12:03 -0000 1.17 --- interpolation.xml 4 Jul 2006 10:06:52 -0000 1.18 *************** *** 33,37 **** <type>void</type> <tensorRank>scalar</tensorRank> - <description>SUCCESS/FAILURE</description> </ReturnValue> </Member> --- 33,36 ---- *************** *** 60,64 **** <type>double</type> <tensorRank>vector</tensorRank> - <description>interpolated y values</description> </ReturnValue> </Member> --- 59,62 ---- *************** *** 85,89 **** <type>any</type> <tensorRank>vector</tensorRank> - <description>interpolated derivative values</description> </ReturnValue> </Member> --- 83,86 ---- *************** *** 110,114 **** <type>any</type> <tensorRank>vector</tensorRank> - <description>interpolated second derivative values</description> </ReturnValue> </Member> --- 107,110 ---- *************** *** 135,139 **** <type>any</type> <tensorRank>vector</tensorRank> - <description>interpolated primitive values</description> </ReturnValue> </Member> --- 131,134 ---- *************** *** 149,153 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>minimum value of the x array</description> </ReturnValue> </Member> --- 144,147 ---- *************** *** 163,167 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>maximum value of the x array</description> </ReturnValue> </Member> --- 157,160 ---- *************** *** 183,187 **** <type>any</type> <tensorRank>vector</tensorRank> - <description>TRUE if the input value is in the allowed interpolation range</description> </ReturnValue> </Member> --- 176,179 ---- *************** *** 318,322 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>beta of the SABR fit</description> </ReturnValue> </Member> --- 310,313 ---- *************** *** 332,336 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>alpha of the SABR fit</description> </ReturnValue> </Member> --- 323,326 ---- *************** *** 346,350 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>nu of the SABR fit</description> </ReturnValue> </Member> --- 336,339 ---- *************** *** 360,364 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>rho of the SABR fit</description> </ReturnValue> </Member> --- 349,352 ---- *************** *** 374,378 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>expiry of the SABR fit</description> </ReturnValue> </Member> --- 362,365 ---- *************** *** 388,392 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>forward of the SABR fit</description> </ReturnValue> </Member> --- 375,378 ---- *************** *** 402,406 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>error of the SABR fit</description> </ReturnValue> </Member> --- 388,391 ---- *************** *** 416,420 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>error of the SABR fit</description> </ReturnValue> </Member> --- 401,404 ---- *************** *** 433,437 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>minimum value of the x array</description> </ReturnValue> </Member> --- 417,420 ---- *************** *** 447,451 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>maximum value of the x array</description> </ReturnValue> </Member> --- 430,433 ---- *************** *** 461,465 **** <type>double</type> <tensorRank>vector</tensorRank> - <description></description> </ReturnValue> </Member> --- 443,446 ---- *************** *** 475,479 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>minimum value of the x array</description> </ReturnValue> </Member> --- 456,459 ---- *************** *** 489,493 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>maximum value of the x array</description> </ReturnValue> </Member> --- 469,472 ---- *************** *** 503,507 **** <type>double</type> <tensorRank>vector</tensorRank> - <description></description> </ReturnValue> </Member> --- 482,485 ---- *************** *** 517,521 **** <type>double</type> <tensorRank>matrix</tensorRank> - <description></description> </ReturnValue> </Member> --- 495,498 ---- *************** *** 542,546 **** <type>double</type> <tensorRank>vector</tensorRank> - <description></description> </ReturnValue> </Member> --- 519,522 ---- *************** *** 573,577 **** <type>double</type> <tensorRank>vector</tensorRank> - <description>interpolated z values</description> </ReturnValue> </Member> --- 549,552 ---- Index: daycounter.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/daycounter.xml,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** daycounter.xml 27 Jun 2006 21:17:33 -0000 1.4 --- daycounter.xml 4 Jul 2006 10:06:52 -0000 1.5 *************** *** 18,22 **** <type>string</type> <tensorRank>scalar</tensorRank> - <description>DayCounter name</description> </ReturnValue> </EnumerationMember> --- 18,21 ---- *************** *** 43,47 **** <type>long</type> <tensorRank>scalar</tensorRank> - <description>days between the start date and the end date</description> </ReturnValue> </EnumerationMember> --- 42,45 ---- *************** *** 78,82 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>advanced date</description> </ReturnValue> </EnumerationMember> --- 76,79 ---- Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** couponvectors.xml 28 Jun 2006 15:18:59 -0000 1.8 --- couponvectors.xml 4 Jul 2006 10:06:52 -0000 1.9 *************** *** 97,101 **** <type>double</type> <tensorRank>matrix</tensorRank> - <description>coupon details</description> </ReturnValue> </Member> --- 97,100 ---- *************** *** 122,126 **** <type>double</type> <tensorRank>scalar</tensorRank> - <description>BPS</description> </ReturnValue> </Member> --- 121,124 ---- |
