Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18585/gensrc/metadata Modified Files: bonds.xml calendar.xml capfloor.xml capletvolstructure.xml couponvectors.xml date.xml daycounter.xml enumtypes.xml exercise.xml forwardrateagreement.xml index.xml instruments.xml interpolation.xml marketmodels.xml mathf.xml options.xml payoffs.xml prices.xml pricingengines.xml processes.xml randomsequencegenerator.xml ratehelpers.xml schedule.xml shortratemodels.xml swap.xml swaption.xml swaptionvolstructure.xml termstructures.xml utilities.xml vanillaswap.xml volatilities.xml Log Message: categorize functions in the Excel Function Wizard Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** vanillaswap.xml 4 Jul 2006 10:06:53 -0000 1.9 --- vanillaswap.xml 11 Jul 2006 13:30:53 -0000 1.10 *************** *** 2,5 **** --- 2,6 ---- <description>functions to construct and use QuantLib::VanillaSwap objects</description> <displayName>Vanilla Swap</displayName> + <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <includes> <include>qlo/vanillaswap.hpp</include> *************** *** 16,20 **** <Constructor name='qlVanillaSwap'> <libraryFunction>VanillaSwap</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 17,20 ---- *************** *** 81,85 **** <description>the fair rate of a swap</description> <libraryFunction>fairRate</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 81,84 ---- *************** *** 100,104 **** <description>the fair rate of a swap</description> <libraryFunction>fairSpread</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 99,102 ---- *************** *** 119,123 **** <description>The fixed leg cash flow analysis</description> <libraryFunction>fixedLeg</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 117,120 ---- *************** *** 133,137 **** <description>the BPS of the fixed leg</description> <libraryFunction>fixedLegBPS</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 130,133 ---- *************** *** 152,156 **** <description>The floating leg cash flow analysis</description> <libraryFunction>floatingLeg</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 148,151 ---- *************** *** 171,175 **** <description>the BPS of the floating leg</description> <libraryFunction>floatingLegBPS</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 166,169 ---- Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** ratehelpers.xml 4 Jul 2006 10:06:53 -0000 1.11 --- ratehelpers.xml 11 Jul 2006 13:30:53 -0000 1.12 *************** *** 2,5 **** --- 2,6 ---- <description>functions to construct QuantLib RateHelper objects</description> <displayName>RateHelper</displayName> + <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <includes> <include>qlo/ratehelpers.hpp</include> *************** *** 18,22 **** <description>retrieve a RateHelper's earliest date</description> <libraryFunction>earliestDate</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 19,22 ---- *************** *** 37,41 **** <description>retrieve a RateHelper's latest date</description> <libraryFunction>latestDate</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 37,40 ---- *************** *** 56,60 **** <description>retrieve a RateHelper's reference quote</description> <libraryFunction>referenceQuote</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 55,58 ---- *************** *** 75,79 **** <description>update quote of existing Rate Helper object</description> <libraryFunction>setQuote</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 73,76 ---- *************** *** 93,97 **** <Constructor name='qlDepositRateHelper'> <libraryFunction>DepositRateHelper</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 90,93 ---- *************** *** 132,136 **** <Constructor name='qlSwapRateHelper'> <libraryFunction>SwapRateHelper</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 128,131 ---- *************** *** 182,186 **** <description>get convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>convexityAdjustment</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 177,180 ---- *************** *** 201,205 **** <description>update convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>setConvexityAdjustment</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 195,198 ---- *************** *** 219,223 **** <Constructor name='qlFuturesRateHelper'> <libraryFunction>FuturesRateHelper</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 212,215 ---- *************** *** 263,267 **** <Procedure name='qlRateHelperSelection'> <description>select rate helpers for bootstrapping</description> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 255,258 ---- Index: shortratemodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** shortratemodels.xml 28 Jun 2006 15:18:59 -0000 1.6 --- shortratemodels.xml 11 Jul 2006 13:30:53 -0000 1.7 *************** *** 2,5 **** --- 2,6 ---- <description>functions to construct QuantLib short-rate model objects</description> <displayName>Short Rate Models</displayName> + <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <copyright> Copyright (C) 2005 Eric Ehlers *************** *** 10,14 **** <Constructor name='qlHullWhite'> <libraryFunction>HullWhite</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 11,14 ---- *************** *** 34,38 **** <Constructor name='qlVasicek'> <libraryFunction>Vasicek</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 34,37 ---- Index: payoffs.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/payoffs.xml,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** payoffs.xml 29 Jun 2006 16:52:12 -0000 1.1 --- payoffs.xml 11 Jul 2006 13:30:53 -0000 1.2 *************** *** 2,5 **** --- 2,6 ---- <description>functions to construct QuantLib StrikedTypePayoff objects</description> <displayName>Payoffs</displayName> + <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <copyright> Copyright (C) 2006 Eric Ehlers *************** *** 10,14 **** <Constructor name='qlStrikedTypePayoff'> <libraryFunction>StrikedTypePayoff</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 11,14 ---- *************** *** 34,38 **** <Constructor name='qlStrikedTypePayoff2'> <libraryFunction>StrikedTypePayoff</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 34,37 ---- Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** index.xml 10 Jul 2006 13:58:41 -0000 1.5 --- index.xml 11 Jul 2006 13:30:53 -0000 1.6 *************** *** 2,5 **** --- 2,6 ---- <description>functions to construct QuantLib Index objects</description> <displayName>Indices</displayName> + <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <includes> <include>qlo/index.hpp</include> *************** *** 17,21 **** <description>retrive the name for the given Index object</description> <libraryFunction>name</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 18,21 ---- *************** *** 30,34 **** <description>retrive the fixing for the given Index object</description> <libraryFunction>fixing</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 30,33 ---- *************** *** 54,58 **** <description>add a fixing for the given Index object</description> <libraryFunction>addFixing</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 53,56 ---- *************** *** 78,82 **** <description>add fixings for the given Index object</description> <libraryFunction>addFixings</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 76,79 ---- *************** *** 101,105 **** <Constructor name='qlXibor'> <libraryFunction>Xibor</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 98,101 ---- *************** *** 150,154 **** <Procedure name='qlSetEuriborTermStructure'> <description>set the yield term structure which is linked to by the handle shared by all enumerated Euribor objects</description> - <functionCategory>QuantLib</functionCategory> <alias>QuantLibAddin::EuriborHandle::instance().linkEuriborHandle</alias> <ParameterList> --- 146,149 ---- Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** bonds.xml 4 Jul 2006 10:06:52 -0000 1.12 --- bonds.xml 11 Jul 2006 13:30:52 -0000 1.13 *************** *** 2,5 **** --- 2,6 ---- <description>functions to construct QuantLib instrument objects</description> <displayName>Bonds</displayName> + <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <includes> <include>ql/Instruments/fixedcouponbond.hpp</include> *************** *** 22,26 **** <description>Cash flow analysis.</description> <libraryFunction>flowAnalysis</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 23,26 ---- *************** *** 41,45 **** <description>Returns the settlement date of the bond.</description> <libraryFunction>settlementDate</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 41,44 ---- *************** *** 54,58 **** <description>Theoretical clean price: The default bond settlement is used for calculation.</description> <libraryFunction>cleanPrice</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 53,56 ---- *************** *** 73,77 **** <description>Theoretical dirty price. The default bond settlement is used for calculation.</description> <libraryFunction>dirtyPrice</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 71,74 ---- *************** *** 92,96 **** <description>Theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description> <libraryFunction>yield</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 89,92 ---- *************** *** 116,120 **** <description>Clean price given a yield and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>cleanPrice</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 112,115 ---- *************** *** 145,149 **** <description>Dirty price(s) given yield(s) and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>dirtyPrice</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 140,143 ---- *************** *** 174,178 **** <description>Yield(s) given clean price(s) and settlement date. The default bond settlement is used if no date is given</description> <libraryFunction>yield</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 168,171 ---- *************** *** 203,207 **** <description>Accrued amount at a given date. The default bond settlement is used if no date is given.</description> <libraryFunction>accruedAmount</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 196,199 ---- *************** *** 224,228 **** <Constructor name='qlZeroCouponBond'> <libraryFunction>ZeroCouponBond</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 216,219 ---- *************** *** 273,277 **** <Constructor name='qlFixedCouponBond'> <libraryFunction>FixedCouponBond</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 264,267 ---- *************** *** 352,356 **** <Constructor name='qlFloatingCouponBond'> <libraryFunction>FloatingCouponBond</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 342,345 ---- Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** swap.xml 4 Jul 2006 10:06:53 -0000 1.12 --- swap.xml 11 Jul 2006 13:30:53 -0000 1.13 *************** *** 2,5 **** --- 2,6 ---- <description>functions to construct and use QuantLib::Swap objects</description> <displayName>Swap</displayName> + <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <includes> <include>qlo/swap.hpp</include> *************** *** 18,22 **** <Constructor name='qlSwap'> <libraryFunction>Swap</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 19,22 ---- *************** *** 43,47 **** <description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legAnalysis</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 43,46 ---- *************** *** 67,71 **** <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legBPS</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 66,69 ---- *************** *** 91,95 **** <description>the start date of the swap</description> <libraryFunction>startDate</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 89,92 ---- *************** *** 110,114 **** <description>the maturity date of the swap</description> <libraryFunction>maturity</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 107,110 ---- Index: volatilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/volatilities.xml,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** volatilities.xml 26 Jun 2006 21:31:03 -0000 1.4 --- volatilities.xml 11 Jul 2006 13:30:53 -0000 1.5 *************** *** 1,69 **** <Category name='volatilities'> ! <description>functions to construct QuantLib volatility objects</description> ! <displayName>Volatilities</displayName> ! <copyright> Copyright (C) 2005, 2006 Eric Ehlers </copyright> ! <Functions> ! <Constructor name='qlBlackConstantVol'> ! <libraryFunction>BlackConstantVol</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='settlementDate' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>settlement date</description> ! </Parameter> ! <Parameter name='volatility'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>volatility</description> ! </Parameter> ! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>day counter (e.g. Actual/360)</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Constructor name='qlBlackVarianceSurface'> ! <libraryFunction>BlackVarianceSurface</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters> ! <Parameter name='settlementDate' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>settlement date</description> ! </Parameter> ! <Parameter name='dates' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>vector</tensorRank> ! <description>dates</description> ! </Parameter> ! <Parameter name='strikes'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>strikes</description> ! </Parameter> <Parameter name='volatilities' libraryType='QuantLib::Matrix'> ! <type>double</type> ! <tensorRank>matrix</tensorRank> ! <description>volatilities</description> ! </Parameter> ! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>day counter (e.g. Actual/360)</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! </Functions> </Category> - --- 1,67 ---- <Category name='volatilities'> ! <description>functions to construct QuantLib volatility objects</description> ! <displayName>Volatilities</displayName> ! <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> ! <copyright> Copyright (C) 2005, 2006 Eric Ehlers </copyright> ! <Functions> ! <Constructor name='qlBlackConstantVol'> ! <libraryFunction>BlackConstantVol</libraryFunction> ! <ParameterList> ! <Parameters> ! <Parameter name='settlementDate' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>settlement date</description> ! </Parameter> ! <Parameter name='volatility'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>volatility</description> ! </Parameter> ! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>day counter (e.g. Actual/360)</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Constructor name='qlBlackVarianceSurface'> ! <libraryFunction>BlackVarianceSurface</libraryFunction> ! <ParameterList> ! <Parameters> ! <Parameter name='settlementDate' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>settlement date</description> ! </Parameter> ! <Parameter name='dates' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>vector</tensorRank> ! <description>dates</description> ! </Parameter> ! <Parameter name='strikes'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>strikes</description> ! </Parameter> <Parameter name='volatilities' libraryType='QuantLib::Matrix'> ! <type>double</type> ! <tensorRank>matrix</tensorRank> ! <description>volatilities</description> ! </Parameter> ! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>day counter (e.g. Actual/360)</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! </Functions> </Category> Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** marketmodels.xml 6 Jul 2006 12:22:38 -0000 1.3 --- marketmodels.xml 11 Jul 2006 13:30:53 -0000 1.4 *************** *** 2,5 **** --- 2,6 ---- <description>functions to construct QuantLib market Models objects</description> <displayName>MarketModels</displayName> + <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <includes> <include>qlo/marketmodels.hpp</include> *************** *** 12,21 **** ! <!-- PseudoRoot base class interface --> <Member name='qlPseudoRootInitialRates' libraryClass='PseudoRoot'> <description>initial rates for the PseudoRoot object</description> <libraryFunction>initialRates</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 13,21 ---- ! <!-- PseudoRoot base class interface --> <Member name='qlPseudoRootInitialRates' libraryClass='PseudoRoot'> <description>initial rates for the PseudoRoot object</description> <libraryFunction>initialRates</libraryFunction> <ParameterList> <Parameters/> *************** *** 30,34 **** <description>rates' displacemets for the PseudoRoot object</description> <libraryFunction>displacements</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 30,33 ---- *************** *** 43,47 **** <description>number of rates for the PseudoRoot object</description> <libraryFunction>numberOfRates</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 42,45 ---- *************** *** 56,60 **** <description>number of factors for the PseudoRoot object</description> <libraryFunction>numberOfFactors</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 54,57 ---- *************** *** 69,73 **** <description>Returns the pseudo root for the i-th step.</description> <libraryFunction>pseudoRoot</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 66,69 ---- *************** *** 85,94 **** </Member> ! <!-- PseudoRoot derived class constructors --> <Constructor name='qlExponentialCorrelation'> <libraryFunction>ExponentialCorrelation</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 81,89 ---- </Member> ! <!-- PseudoRoot derived class constructors --> <Constructor name='qlExponentialCorrelation'> <libraryFunction>ExponentialCorrelation</libraryFunction> <ParameterList> <Parameters> *************** *** 139,148 **** ! <!-- EvolutionDescription class interface and costructor --> <Member name='qlEvolutionDescriptionRatesTimes' libraryClass='EvolutionDescription'> <description>rates fixing times for the EvolutionDescription object</description> <libraryFunction>rateTimes</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 134,142 ---- ! <!-- EvolutionDescription class interface and costructor --> <Member name='qlEvolutionDescriptionRatesTimes' libraryClass='EvolutionDescription'> <description>rates fixing times for the EvolutionDescription object</description> <libraryFunction>rateTimes</libraryFunction> <ParameterList> <Parameters/> *************** *** 157,161 **** <description>taus for the EvolutionDescription object</description> <libraryFunction>taus</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 151,154 ---- *************** *** 170,174 **** <description>evolution times for the EvolutionDescription object</description> <libraryFunction>evolutionTimes</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 163,166 ---- *************** *** 183,187 **** <description>numeraires for the EvolutionDescription object</description> <libraryFunction>numeraires</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 175,178 ---- *************** *** 198,202 **** <description>number of rates for the EvolutionDescription object</description> <libraryFunction>numberOfRates</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 189,192 ---- *************** *** 211,215 **** <description>number of steps for the EvolutionDescription object</description> <libraryFunction>numberOfSteps</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 201,204 ---- *************** *** 223,227 **** <Constructor name='qlEvolutionDescription'> <libraryFunction>EvolutionDescription</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 212,215 ---- *************** *** 245,255 **** </Constructor> ! ! <!-- CurveState class interface and costructor --> <Member name='qlCurveStateSetOnForwardRates' libraryClass='CurveState'> <description>set the CurveState object on given vector of forward rates</description> <libraryFunction>setOnForwardRates</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 233,242 ---- </Constructor> ! ! <!-- CurveState class interface and costructor --> <Member name='qlCurveStateSetOnForwardRates' libraryClass='CurveState'> <description>set the CurveState object on given vector of forward rates</description> <libraryFunction>setOnForwardRates</libraryFunction> <ParameterList> <Parameters> *************** *** 270,274 **** <description>set the CurveState object on given vector of discount ratios</description> <libraryFunction>setOnDiscountRatios</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 257,260 ---- *************** *** 289,293 **** <description>set the CurveState object on given vector of coterminal swaps</description> <libraryFunction>setOnCoterminalSwapRates</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 275,278 ---- *************** *** 308,312 **** <description>set the CurveState object on given vector of forward rates</description> <libraryFunction>forwardRates</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 293,296 ---- *************** *** 321,325 **** <description>set the CurveState object on given vector of discount ratios</description> <libraryFunction>discountRatios</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 305,308 ---- *************** *** 334,338 **** <description>set the CurveState object on given vector of coterminal swaps</description> <libraryFunction>coterminalSwapRates</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 317,320 ---- *************** *** 348,352 **** <description>set the CurveState object on given vector of forward rates</description> <libraryFunction>forwardRate</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 330,333 ---- *************** *** 367,371 **** <description>set the CurveState object on given vector of discount ratios</description> <libraryFunction>discountRatio</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 348,351 ---- *************** *** 391,395 **** <description>set the CurveState object on given vector of coterminal swaps</description> <libraryFunction>coterminalSwapRate</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 371,374 ---- *************** *** 409,413 **** <Constructor name='qlCurveState'> <libraryFunction>CurveState</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 388,391 ---- *************** *** 421,430 **** </Constructor> ! <!-- DriftCalculator class interface and constructor --> <Member name='qlDriftCalculatorCompute' objectClass='DriftCalculator'> <description>compute the drifts using the DriftCalculator object</description> <libraryFunction>compute</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 399,407 ---- </Constructor> ! <!-- DriftCalculator class interface and constructor --> <Member name='qlDriftCalculatorCompute' objectClass='DriftCalculator'> <description>compute the drifts using the DriftCalculator object</description> <libraryFunction>compute</libraryFunction> <ParameterList> <Parameters> *************** *** 444,448 **** <Constructor name='qlDriftCalculator'> <libraryFunction>DriftCalculator</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 421,424 ---- *************** *** 479,483 **** <description>returns the drifts</description> <alias>QuantLibAddin::drifts</alias> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 455,458 ---- Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.19 retrieving revision 1.20 diff -C2 -d -r1.19 -r1.20 *** swaptionvolstructure.xml 4 Jul 2006 10:06:53 -0000 1.19 --- swaptionvolstructure.xml 11 Jul 2006 13:30:53 -0000 1.20 *************** *** 1,6 **** - <Category name='swaptionvolstructure'> <description>functions to construct QuantLib Swaption Volatility Term Structure objects</description> <displayName>Swaption Volatility Term Structures</displayName> <includes> <include>qlo/swaptionvolstructure.hpp</include> --- 1,6 ---- <Category name='swaptionvolstructure'> <description>functions to construct QuantLib Swaption Volatility Term Structure objects</description> <displayName>Swaption Volatility Term Structures</displayName> + <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <includes> <include>qlo/swaptionvolstructure.hpp</include> *************** *** 8,24 **** <include>ql/Volatilities/swaptionvolmatrix.hpp</include> <include>ql/Volatilities/swaptionconstantvol.hpp</include> ! </includes> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2006 Silvia Frasson </copyright> <Functions> <!-- SwaptionVolatilityStructure interface--> ! <Member name='qlSwaptionVTSVolatility' libraryClass='SwaptionVolatilityStructure' loopParameter='strike' handleToLib='true'> <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date and underlying swap length.</description> <libraryFunction>volatility</libraryFunction> - <functionCategory>QuantLib</functionCategory> <platforms>EO</platforms> <ParameterList> --- 8,23 ---- <include>ql/Volatilities/swaptionvolmatrix.hpp</include> <include>ql/Volatilities/swaptionconstantvol.hpp</include> ! </includes> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2006 Silvia Frasson </copyright> <Functions> <!-- SwaptionVolatilityStructure interface--> ! <Member name='qlSwaptionVTSVolatility' libraryClass='SwaptionVolatilityStructure' loopParameter='strike' handleToLib='true'> <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date and underlying swap length.</description> <libraryFunction>volatility</libraryFunction> <platforms>EO</platforms> <ParameterList> *************** *** 60,64 **** <description>Returns the latest start date for which the term structure can return vols.</description> <libraryFunction>maxStartDate</libraryFunction> - <functionCategory>QuantLib</functionCategory> <platforms>EO</platforms> <ParameterList> --- 59,62 ---- *************** *** 74,78 **** <description>Returns the largest length for which the term structure can return vols.</description> <libraryFunction>maxLength</libraryFunction> - <functionCategory>QuantLib</functionCategory> <platforms>EO</platforms> <ParameterList> --- 72,75 ---- *************** *** 88,92 **** <description>Returns the minimum strike for which the term structure can return vols.</description> <libraryFunction>minStrike</libraryFunction> - <functionCategory>QuantLib</functionCategory> <platforms>EO</platforms> <ParameterList> --- 85,88 ---- *************** *** 102,106 **** <description>Returns the maximum strike for which the term structure can return vols.</description> <libraryFunction>maxStrike</libraryFunction> - <functionCategory>QuantLib</functionCategory> <platforms>EO</platforms> <ParameterList> --- 98,101 ---- *************** *** 117,121 **** <Constructor name='qlHandleSwaptionVolatilityStructure'> <libraryFunction>Handle<QuantLib::SwaptionVolatilityStructure></libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 112,115 ---- *************** *** 131,135 **** <Member name='qlHandleSwaptionVolatilityStructureLinkTo' objectClass='Handle<QuantLib::SwaptionVolatilityStructure>'> <libraryFunction>linkTo</libraryFunction> - <functionCategory>QuantLib</functionCategory> <description>relink handle</description> <ParameterList> --- 125,128 ---- *************** *** 153,157 **** <Constructor name='qlSwaptionVTSConstant'> <libraryFunction>SwaptionConstantVolatility</libraryFunction> - <functionCategory>QuantLib</functionCategory> <platforms>EGO</platforms> <ParameterList> --- 146,149 ---- *************** *** 183,187 **** <Constructor name='qlSwaptionVTSMatrix'> <libraryFunction>SwaptionVolatilityMatrix</libraryFunction> - <functionCategory>QuantLib</functionCategory> <platforms>EGO</platforms> <ParameterList> --- 175,178 ---- *************** *** 228,232 **** <Constructor name='qlSwaptionVTSMatrix2'> <libraryFunction>SwaptionVolatilityMatrix</libraryFunction> - <functionCategory>QuantLib</functionCategory> <platforms>EGO</platforms> <ParameterList> --- 219,222 ---- *************** *** 266,270 **** <description>Returns the underlying swap day counter.</description> <libraryFunction>dayCounter</libraryFunction> - <functionCategory>QuantLib</functionCategory> <platforms>EO</platforms> <ParameterList> --- 256,259 ---- *************** *** 280,284 **** <description>Returns the vector of swaption exercise dates.</description> <libraryFunction>exerciseDates</libraryFunction> - <functionCategory>QuantLib</functionCategory> <platforms>EO</platforms> <ParameterList> --- 269,272 ---- *************** *** 294,298 **** <description>Returns the vector of underlying swap lengths.</description> <libraryFunction>lengths</libraryFunction> - <functionCategory>QuantLib</functionCategory> <platforms>EO</platforms> <ParameterList> --- 282,285 ---- Index: forwardrateagreement.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** forwardrateagreement.xml 10 Jul 2006 18:10:30 -0000 1.9 --- forwardrateagreement.xml 11 Jul 2006 13:30:53 -0000 1.10 *************** *** 2,5 **** --- 2,6 ---- <description>functions to construct QuantLib Forward Rate Agreement objects</description> <displayName>Forward Rate Agreement</displayName> + <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <copyright> Copyright (C) 2006 Katiuscia Manzoni *************** *** 8,15 **** <Functions> ! <Constructor name='qlFRA'> <libraryFunction>ForwardRateAgreement</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 9,15 ---- <Functions> ! <Constructor name='qlFRA'> <libraryFunction>ForwardRateAgreement</libraryFunction> <ParameterList> <Parameters> *************** *** 56,60 **** <description>Returns the relevant forward rate associated with the FRA term.</description> <libraryFunction>forwardRate</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 56,59 ---- *************** *** 69,73 **** <description>Returns the forward value of the FRA.</description> <libraryFunction>forwardValue</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 68,71 ---- *************** *** 82,86 **** <description>Returns the spot value of the FRA.</description> <libraryFunction>spotValue</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 80,83 ---- Index: capfloor.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** capfloor.xml 4 Jul 2006 10:06:52 -0000 1.7 --- capfloor.xml 11 Jul 2006 13:30:53 -0000 1.8 *************** *** 2,5 **** --- 2,6 ---- <description>functions to construct QuantLib cap/floor objects</description> <displayName>Caps/Floors</displayName> + <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <includes> <include>qlo/capfloor.hpp</include> *************** *** 7,11 **** <include>qlo/termstructures.hpp</include> <include>qlo/pricingengines.hpp</include> ! </includes> <copyright> Copyright (C) 2006 Ferdinando Ametrano --- 8,12 ---- <include>qlo/termstructures.hpp</include> <include>qlo/pricingengines.hpp</include> ! </includes> <copyright> Copyright (C) 2006 Ferdinando Ametrano *************** *** 17,21 **** <description>CapFloortype (e.g. Cap, Floor, Collar)</description> <libraryFunction>type</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 18,21 ---- *************** *** 30,34 **** <description>cap rates</description> <libraryFunction>capRates</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 30,33 ---- *************** *** 43,47 **** <description>floor rates</description> <libraryFunction>floorRates</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 42,45 ---- *************** *** 56,60 **** <description>implied volatility</description> <libraryFunction>impliedVolatility</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 54,57 ---- *************** *** 74,78 **** <Constructor name='qlCapFloor'> <libraryFunction>CapFloor</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 71,74 ---- *************** *** 114,118 **** <description>The cap/floor cash flow analysis</description> <libraryFunction>legAnalysis</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 110,113 ---- Index: exercise.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/exercise.xml,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** exercise.xml 4 Jul 2006 10:06:52 -0000 1.5 --- exercise.xml 11 Jul 2006 13:30:53 -0000 1.6 *************** *** 2,9 **** <description>functions to construct QuantLib Exercise objects</description> <displayName>Exercise</displayName> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2006 Cristina Duminuco ! Copyright (C) 2006 Eric Ehlers </copyright> <Functions> --- 2,10 ---- <description>functions to construct QuantLib Exercise objects</description> <displayName>Exercise</displayName> + <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2006 Cristina Duminuco ! Copyright (C) 2006 Eric Ehlers </copyright> <Functions> *************** *** 12,16 **** <description>Returns all exercise dates</description> <libraryFunction>dates</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 13,16 ---- *************** *** 25,29 **** <description>Returns last exercise date</description> <libraryFunction>lastDate</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters/> --- 25,28 ---- *************** *** 37,41 **** <Constructor name='qlAmericanExercise'> <libraryFunction>AmericanExercise</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 36,39 ---- *************** *** 61,65 **** <Constructor name='qlEuropeanExercise'> <libraryFunction>EuropeanExercise</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 59,62 ---- *************** *** 75,79 **** <Constructor name='qlBermudanExercise'> <libraryFunction>BermudanExercise</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> <Parameters> --- 72,75 ---- Index: utilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/utilities.xml,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** utilities.xml 4 Jul 2006 10:06:53 -0000 1.4 --- utilities.xml 11 Jul 2006 13:30:53 -0000 1.5 *************** *** 1,88 **** <Category name='utilities'> ! <description>diagnostic and utility functions</description> ! <displayName>Utilities</displayName> ! <copyright> Copyright (C) 2005 Plamen Neykov Copyright (C) 2004, 2005, 2006 Eric Ehlers </copyright> ! <Functions> ! <Procedure name='qlVersion'> ! <description>returns the version number of QuantLib</description> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='qlListEnumeratedTypes'> ! <description>list supported enumerated types</description> ! <functionCategory>QuantLib</functionCategory> ! <alias>QuantLibAddin::EnumTypeRegistry::instance().getAllRegisteredTypes</alias> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>vector</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='qlEnumeratedType'> ! <description>return the members of a given enumerated type</description> ! <functionCategory>QuantLib</functionCategory> ! <alias>QuantLibAddin::EnumTypeRegistry::instance().getTypeElements</alias> ! <ParameterList> ! <Parameters> ! <Parameter name='enumId'> <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>name of enumerated type</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>vector</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='qlListEnumeratedClasses'> ! <description>list supported enumerated classes</description> ! <functionCategory>QuantLib</functionCategory> ! <alias>QuantLibAddin::EnumClassRegistry::instance().getAllRegisteredTypes</alias> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>vector</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='qlEnumeratedClass'> ! <description>return the members of a given enumerated class</description> ! <functionCategory>QuantLib</functionCategory> ! <alias>QuantLibAddin::EnumClassRegistry::instance().getTypeElements</alias> ! <ParameterList> ! <Parameters> ! <Parameter name='typeId'> <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>name of enumerated class</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>vector</tensorRank> ! </ReturnValue> ! </Procedure> ! </Functions> </Category> - --- 1,83 ---- <Category name='utilities'> ! <description>diagnostic and utility functions</description> ! <displayName>Utilities</displayName> ! <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> ! <copyright> Copyright (C) 2005 Plamen Neykov Copyright (C) 2004, 2005, 2006 Eric Ehlers </copyright> ! <Functions> ! <Procedure name='qlVersion'> ! <description>returns the version number of QuantLib</description> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='qlListEnumeratedTypes'> ! <description>list supported enumerated types</description> ! <alias>QuantLibAddin::EnumTypeRegistry::instance().getAllRegisteredTypes</alias> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>vector</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='qlEnumeratedType'> ! <description>return the members of a given enumerated type</description> ! <alias>QuantLibAddin::EnumTypeRegistry::instance().getTypeElements</alias> ! <ParameterList> ! <Parameters> ! <Parameter name='enumId'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>name of enumerated type</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> <type>string</type> ! <tensorRank>vector</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='qlListEnumeratedClasses'> ! <description>list supported enumerated classes</description> ! <alias>QuantLibAddin::EnumClassRegistry::instance().getAllRegisteredTypes</alias> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>vector</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='qlEnumeratedClass'> ! <description>return the members of a given enumerated class</description> ! <alias>QuantLibAddin::EnumClassRegistry::instance().getTypeElements</alias> ! <ParameterList> ! <Parameters> ! <Parameter name='typeId'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>name of enumerated class</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> <type>string</type> ! <tensorRank>vector</tensorRank> ! </ReturnValue> ! </Procedure> ! </Functions> </Category> Index: randomsequencegenerator.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/randomsequencegenerator.xml,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** randomsequencegenerator.xml 4 Jul 2006 10:06:53 -0000 1.3 --- randomsequencegenerator.xml 11 Jul 2006 13:30:53 -0000 1.4 *************** *** 2,17 **** <description>functions to generate random number sequences</description> <displayName>Random Sequence Generator</displayName> <copyright> Copyright (C) 2006 Aurelien Chanudet </copyright> ! <Functions> <Procedure name='qlRand'> <description>returns a random number between 0 and 1.</description> - <functionCategory>QuantLib</functionCategory> <alias>QuantLib::rand</alias> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> --- 2,17 ---- <description>functions to generate random number sequences</description> <displayName>Random Sequence Generator</displayName> + <xlFunctionWizardCategory>QuantLib - Math</xlFunctionWizardCategory> <copyright> Copyright (C) 2006 Aurelien Chanudet </copyright> ! <Functions> <Procedure name='qlRand'> <description>returns a random number between 0 and 1.</description> <alias>QuantLib::rand</alias> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 23,27 **** <!--Procedure name='qlRandomize'> <description>returns a random number between 0 and 1.</description> - <functionCategory>QuantLib</functionCategory> <alias>QuantLib::randomize</alias> <ParameterList> --- 23,26 ---- *************** *** 43,60 **** <description>generate variates</description> <libraryFunction>variates</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> ! <Parameters> ! <Parameter name='samples'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>number of samples</description> ! </Parameter> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 42,58 ---- <description>generate variates</description> <libraryFunction>variates</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='samples'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>number of samples</description> ! </Parameter> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> *************** *** 66,83 **** <Constructor name='qlMersenneTwisterRsg'> <libraryFunction>MersenneTwisterRsg</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> ! <Parameters> ! <Parameter name='dimension'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>dimension</description> ! </Parameter> ! <Parameter name='seed'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>seed</description> ! </Parameter> ! </Parameters> </ParameterList> </Constructor> --- 64,80 ---- <Constructor name='qlMersenneTwisterRsg'> <libraryFunction>MersenneTwisterRsg</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='dimension'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>dimension</description> ! </Parameter> ! <Parameter name='seed'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>seed</description> ! </Parameter> ! </Parameters> </ParameterList> </Constructor> *************** *** 85,97 **** <Constructor name='qlFaureRsg'> <libraryFunction>FaureRsg</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> ! <Parameters> ! <Parameter name='dimension'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>dimension</description> ! </Parameter> ! </Parameters> </ParameterList> </Constructor> --- 82,93 ---- <Constructor name='qlFaureRsg'> <libraryFunction>FaureRsg</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='dimension'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>dimension</description> ! </Parameter> ! </Parameters> </ParameterList> </Constructor> *************** *** 99,116 **** <Constructor name='qlHaltonRsg'> <libraryFunction>HaltonRsg</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> ! <Parameters> ! <Parameter name='dimension'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>dimension</description> ! </Parameter> ! <Parameter name='seed'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>seed</description> ! </Parameter> ! </Parameters> </ParameterList> </Constructor> --- 95,111 ---- <Constructor name='qlHaltonRsg'> <libraryFunction>HaltonRsg</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='dimension'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>dimension</description> ! </Parameter> ! <Parameter name='seed'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>seed</description> ! </Parameter> ! </Parameters> </ParameterList> </Constructor> *************** *** 118,135 **** <Constructor name='qlSobolRsg'> <libraryFunction>SobolRsg</libraryFunction> - <functionCategory>QuantLib</functionCategory> <ParameterList> ! <Parameters> ! <Parameter name='dimension'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>dimension</description> ! </Parameter> ! <Parameter name='seed'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>seed</description> ! </Parameter> ! </Parameters> </ParameterList> </Constructor> --- 113,129 ---- <Constructor name='qlSobolRsg'> <libraryFunction>SobolRsg</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='dimension'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>dimension</description> ! </Parameter> ! <Parameter name='seed'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>seed</description> ! </Parameter> ! </Parameters> </ParameterList> </Constructor> Index: mathf.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/mathf.xml,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** mathf.xml 10 Jul 2006 18:08:20 -0000 1.8 --- mathf.xml 11 Jul 2006 13:30:53 -0000 1.9 *************** *** 2,5 **** --- 2,6 ---- <descriptio... 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