[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.4, 1.5

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13547/gensrc/metadata

Modified Files:
	marketmodels.xml 
Log Message:


Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** marketmodels.xml	11 Jul 2006 13:30:53 -0000	1.4
--- marketmodels.xml	12 Jul 2006 08:56:55 -0000	1.5
***************
*** 236,239 ****
--- 236,252 ----
      <!-- CurveState class interface and costructor -->
  
+     <Member name='qlCurveStateRateTimes' libraryClass='CurveState'>
+       <description>return the rate times of the CurveState object</description>
+       <libraryFunction>rateTimes</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue libraryType='QuantLib::Array'>
+         <type>double</type>
+         <tensorRank>vector</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
      <Member name='qlCurveStateSetOnForwardRates' libraryClass='CurveState'>
        <description>set the CurveState object on given vector of forward rates</description>
***************
*** 452,497 ****
      </Constructor>
  
!     <Procedure name='qlDrifts'>
!       <description>returns the drifts</description>
!       <alias>QuantLibAddin::drifts</alias>
        <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>
  
  
--- 465,588 ----
      </Constructor>
  
! 	<!-- MarketModelForwards  -->
! 
!     <Constructor name='qlMarketModelForwards'>
!       <libraryFunction>MarketModelForwards</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
        <ParameterList>
          <Parameters>
!           <Parameter name='rateTimes' libraryType='QuantLib::Array'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>rate fixing times</description>
            </Parameter>
!           <Parameter name='accruals' libraryType='QuantLib::Array'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
!             <description>accrual factors</description>
            </Parameter>
!           <Parameter name='paymentTimes' libraryType='QuantLib::Array'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
!             <description>payment times of the product</description>
            </Parameter>
!           <Parameter name='strikes' libraryType='QuantLib::Array'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
!             <description>forward strikes</description>
            </Parameter>
          </Parameters>
        </ParameterList>
+     </Constructor>
+ 
+     <Member name='qlMarketModelForwardsPossibleCashFlowTimes' libraryClass='MarketModelForwards'>
+       <description>possible cash flow times for the MarketModelForwards object</description>
+       <libraryFunction>possibleCashFlowTimes</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
        <ReturnValue libraryType='QuantLib::Array'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
!     </Member>
! 
!     <Member name='qlMarketModelForwardsNumberOfProducts' libraryClass='MarketModelForwards'>
!       <description>number of products in the MarketModelForwards object</description>
!       <libraryFunction>numberOfProducts</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters/>
!       </ParameterList>
!       <ReturnValue>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
! 
! 
!     <Member name='qlMarketModelEvolverStartNewPath' libraryClass='MarketModelEvolver'>
!       <description>start a new path for the MarketModelEvolver object</description>
!       <libraryFunction>startNewPath</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters/>
!       </ParameterList>
!       <ReturnValue>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlMarketModelEvolverAdvanceStep' libraryClass='MarketModelEvolver'>
!       <description>advance a single step in the current path for the MarketModelEvolver object</description>
!       <libraryFunction>advanceStep</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters/>
!       </ParameterList>
!       <ReturnValue>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlMarketModelEvolverCurrentStep' libraryClass='MarketModelEvolver'>
!       <description>returns the current step index in the current path for the MarketModelEvolver object</description>
!       <libraryFunction>currentStep</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters/>
!       </ParameterList>
!       <ReturnValue>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <!--Constructor name='qlForwardRateEvolver'>
!       <libraryFunction>ForwardRateEvolver</libraryFunction>
!       <functionCategory>QuantLib</functionCategory>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='pseudoRoot' libraryClass='PseudoRoot'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>PseudoRoot object</description>
!           </Parameter>
!           <Parameter name='evolutionDescription' libraryClass='EvolutionDescription'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>EvolutionDescription object</description>
!           </Parameter>
!           <Parameter name='seed'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>seed for random sequence generator</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor-->