[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.2, 1.3

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15754/gensrc/metadata

Modified Files:
	marketmodels.xml 
Log Message:


Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** marketmodels.xml	6 Jul 2006 12:00:51 -0000	1.2
--- marketmodels.xml	6 Jul 2006 12:22:38 -0000	1.3
***************
*** 476,479 ****
--- 476,524 ----
      </Constructor>
  
+     <Procedure name='qlDrifts'>
+       <description>returns the drifts</description>
+       <alias>QuantLibAddin::drifts</alias>
+       <functionCategory>QuantLib</functionCategory>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='pseudo' libraryType='QuantLib::Matrix'>
+             <type>double</type>
+             <tensorRank>matrix</tensorRank>
+             <description>Pseudo square root of the covariance matrix</description>
+           </Parameter>
+           <Parameter name='displacements'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>displacements</description>
+           </Parameter>
+           <Parameter name='taus'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>taus</description>
+           </Parameter>
+           <Parameter name='numeraire'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>numeraire</description>
+           </Parameter>
+           <Parameter name='alive'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>index of the first rates still alive</description>
+           </Parameter>
+           <Parameter name='forwards'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>forwards</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+       <ReturnValue libraryType='QuantLib::Array'>
+         <type>double</type>
+         <tensorRank>vector</tensorRank>
+       </ReturnValue>
+     </Procedure>
+ 
+ 
    </Functions>
  </Category>