|
From: Eric E. <eri...@us...> - 2006-07-13 09:41:09
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22818/gensrc/metadata Modified Files: bonds.xml capletvolstructure.xml couponvectors.xml instruments.xml options.xml randomsequencegenerator.xml ratehelpers.xml swap.xml swaption.xml swaptionvolstructure.xml termstructures.xml vanillaswap.xml Log Message: indicate dependency tracking trigger with function-level tag dependencyTrigger='true' rather than explicitly adding parameter to list Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** vanillaswap.xml 11 Jul 2006 13:30:53 -0000 1.10 --- vanillaswap.xml 13 Jul 2006 09:41:02 -0000 1.11 *************** *** 78,92 **** </Constructor> ! <Member name='qlVanillaSwapFairRate' libraryClass='VanillaSwap'> <description>the fair rate of a swap</description> <libraryFunction>fairRate</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dep tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 78,86 ---- </Constructor> ! <Member name='qlVanillaSwapFairRate' libraryClass='VanillaSwap' dependencyTrigger='true'> <description>the fair rate of a swap</description> <libraryFunction>fairRate</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 96,110 **** </Member> ! <Member name='qlVanillaSwapFairSpread' libraryClass='VanillaSwap'> <description>the fair rate of a swap</description> <libraryFunction>fairSpread</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dep tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 90,98 ---- </Member> ! <Member name='qlVanillaSwapFairSpread' libraryClass='VanillaSwap' dependencyTrigger='true'> <description>the fair rate of a swap</description> <libraryFunction>fairSpread</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 127,141 **** </Member> ! <Member name='qlVanillaSwapFixedLegBPS' libraryClass='VanillaSwap'> <description>the BPS of the fixed leg</description> <libraryFunction>fixedLegBPS</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dep tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 115,123 ---- </Member> ! <Member name='qlVanillaSwapFixedLegBPS' libraryClass='VanillaSwap' dependencyTrigger='true'> <description>the BPS of the fixed leg</description> <libraryFunction>fixedLegBPS</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 145,159 **** </Member> ! <Member name='qlVanillaSwapFloatingLeg' objectClass='VanillaSwap'> <description>The floating leg cash flow analysis</description> <libraryFunction>floatingLeg</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dep tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 127,135 ---- </Member> ! <Member name='qlVanillaSwapFloatingLeg' objectClass='VanillaSwap' dependencyTrigger='true'> <description>The floating leg cash flow analysis</description> <libraryFunction>floatingLeg</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 163,177 **** </Member> ! <Member name='qlVanillaSwapFloatingLegBPS' libraryClass='VanillaSwap'> <description>the BPS of the floating leg</description> <libraryFunction>floatingLegBPS</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dep tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 139,147 ---- </Member> ! <Member name='qlVanillaSwapFloatingLegBPS' libraryClass='VanillaSwap' dependencyTrigger='true'> <description>the BPS of the floating leg</description> <libraryFunction>floatingLegBPS</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** swap.xml 11 Jul 2006 13:30:53 -0000 1.13 --- swap.xml 13 Jul 2006 09:41:02 -0000 1.14 *************** *** 40,44 **** </Constructor> ! <Member name='qlSwapLegAnalysis' objectClass='Swap'> <description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legAnalysis</libraryFunction> --- 40,44 ---- </Constructor> ! <Member name='qlSwapLegAnalysis' objectClass='Swap' dependencyTrigger='true'> <description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legAnalysis</libraryFunction> *************** *** 50,58 **** <description>Zero based leg number (e.g. 0 for the first leg, 1 for the second leg, etc)</description> </Parameter> - <Parameter name='trigger' ignore='true'> - <type>any</type> - <tensorRank>scalar</tensorRank> - <description>dependency tracking trigger</description> - </Parameter> </Parameters> </ParameterList> --- 50,53 ---- *************** *** 63,67 **** </Member> ! <Member name='qlSwapLegBPS' libraryClass='Swap'> <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legBPS</libraryFunction> --- 58,62 ---- </Member> ! <Member name='qlSwapLegBPS' libraryClass='Swap' dependencyTrigger='true'> <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legBPS</libraryFunction> *************** *** 73,81 **** <description>Zero based leg number (e.g. 0 for the first leg, 1 for the second leg, etc)</description> </Parameter> - <Parameter name='trigger' ignore='true'> - <type>any</type> - <tensorRank>scalar</tensorRank> - <description>dependency tracking trigger</description> - </Parameter> </Parameters> </ParameterList> --- 68,71 ---- *************** *** 86,100 **** </Member> ! <Member name='qlSwapStartDate' libraryClass='Swap'> <description>the start date of the swap</description> <libraryFunction>startDate</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> --- 76,84 ---- </Member> ! <Member name='qlSwapStartDate' libraryClass='Swap' dependencyTrigger='true'> <description>the start date of the swap</description> <libraryFunction>startDate</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> *************** *** 104,118 **** </Member> ! <Member name='qlSwapMaturity' libraryClass='Swap'> <description>the maturity date of the swap</description> <libraryFunction>maturity</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> --- 88,96 ---- </Member> ! <Member name='qlSwapMaturity' libraryClass='Swap' dependencyTrigger='true'> <description>the maturity date of the swap</description> <libraryFunction>maturity</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** ratehelpers.xml 11 Jul 2006 13:30:53 -0000 1.12 --- ratehelpers.xml 13 Jul 2006 09:41:01 -0000 1.13 *************** *** 16,30 **** <Functions> ! <Member name='qlEarliestDate' libraryClass='RateHelper'> <description>retrieve a RateHelper's earliest date</description> <libraryFunction>earliestDate</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> --- 16,24 ---- <Functions> ! <Member name='qlEarliestDate' libraryClass='RateHelper' dependencyTrigger='true'> <description>retrieve a RateHelper's earliest date</description> <libraryFunction>earliestDate</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> *************** *** 34,48 **** </Member> ! <Member name='qlLatestDate' libraryClass='RateHelper'> <description>retrieve a RateHelper's latest date</description> <libraryFunction>latestDate</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> --- 28,36 ---- </Member> ! <Member name='qlLatestDate' libraryClass='RateHelper' dependencyTrigger='true'> <description>retrieve a RateHelper's latest date</description> <libraryFunction>latestDate</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> *************** *** 52,66 **** </Member> ! <Member name='qlReferenceQuote' libraryClass='RateHelper'> <description>retrieve a RateHelper's reference quote</description> <libraryFunction>referenceQuote</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 40,48 ---- </Member> ! <Member name='qlReferenceQuote' libraryClass='RateHelper' dependencyTrigger='true'> <description>retrieve a RateHelper's reference quote</description> <libraryFunction>referenceQuote</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 174,188 **** </Constructor> ! <Member name='qlConvexityAdjustment' libraryClass='FuturesRateHelper'> <description>get convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>convexityAdjustment</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 156,164 ---- </Constructor> ! <Member name='qlConvexityAdjustment' libraryClass='FuturesRateHelper' dependencyTrigger='true'> <description>get convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>convexityAdjustment</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 253,257 **** </Constructor> ! <Procedure name='qlRateHelperSelection'> <description>select rate helpers for bootstrapping</description> <ParameterList> --- 229,233 ---- </Constructor> ! <Procedure name='qlRateHelperSelection' dependencyTrigger='true'> <description>select rate helpers for bootstrapping</description> <ParameterList> *************** *** 282,290 **** <description>discard the front contract the given number of days in advance of its expiry (e.g zero implies the usage of the front contract during its expiry day)</description> </Parameter> - <Parameter name='trigger' ignore='true'> - <type>any</type> - <tensorRank>scalar</tensorRank> - <description>dependency tracking trigger</description> - </Parameter> </Parameters> </ParameterList> --- 258,261 ---- Index: options.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** options.xml 11 Jul 2006 13:30:53 -0000 1.11 --- options.xml 13 Jul 2006 09:41:01 -0000 1.12 *************** *** 399,413 **** </Constructor> ! <Member name='qlDelta' libraryClass='OneAssetOption'> <description>delta of an option</description> <libraryFunction>delta</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 399,407 ---- </Constructor> ! <Member name='qlDelta' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>delta of an option</description> <libraryFunction>delta</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 417,431 **** </Member> ! <Member name='qlDeltaForward' libraryClass='OneAssetOption'> <description>delta forward of an option</description> <libraryFunction>deltaForward</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 411,419 ---- </Member> ! <Member name='qlDeltaForward' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>delta forward of an option</description> <libraryFunction>deltaForward</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 435,449 **** </Member> ! <Member name='qlElasticity' libraryClass='OneAssetOption'> <description>elasticity of an option</description> <libraryFunction>elasticity</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 423,431 ---- </Member> ! <Member name='qlElasticity' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>elasticity of an option</description> <libraryFunction>elasticity</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 453,467 **** </Member> ! <Member name='qlGamma' libraryClass='OneAssetOption'> <description>gamma of an option</description> <libraryFunction>gamma</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 435,443 ---- </Member> ! <Member name='qlGamma' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>gamma of an option</description> <libraryFunction>gamma</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 471,485 **** </Member> ! <Member name='qlTheta' libraryClass='OneAssetOption'> <description>theta of an option</description> <libraryFunction>theta</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 447,455 ---- </Member> ! <Member name='qlTheta' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>theta of an option</description> <libraryFunction>theta</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 489,503 **** </Member> ! <Member name='qlThetaPerDay' libraryClass='OneAssetOption'> <description>theta per day of an option</description> <libraryFunction>thetaPerDay</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 459,467 ---- </Member> ! <Member name='qlThetaPerDay' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>theta per day of an option</description> <libraryFunction>thetaPerDay</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 507,521 **** </Member> ! <Member name='qlVega' libraryClass='OneAssetOption'> <description>vega of an option</description> <libraryFunction>vega</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 471,479 ---- </Member> ! <Member name='qlVega' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>vega of an option</description> <libraryFunction>vega</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 525,539 **** </Member> ! <Member name='qlRho' libraryClass='OneAssetOption'> <description>rho of an option</description> <libraryFunction>rho</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 483,491 ---- </Member> ! <Member name='qlRho' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>rho of an option</description> <libraryFunction>rho</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 543,557 **** </Member> ! <Member name='qlDividendRho' libraryClass='OneAssetOption'> <description>dividend rho of an option</description> <libraryFunction>dividendRho</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 495,503 ---- </Member> ! <Member name='qlDividendRho' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>dividend rho of an option</description> <libraryFunction>dividendRho</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 561,575 **** </Member> ! <Member name='qlItmCashProbability' libraryClass='OneAssetOption'> <description>itm cash probability of an option</description> <libraryFunction>itmCashProbability</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 507,515 ---- </Member> ! <Member name='qlItmCashProbability' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>itm cash probability of an option</description> <libraryFunction>itmCashProbability</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> Index: swaption.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** swaption.xml 11 Jul 2006 13:30:53 -0000 1.10 --- swaption.xml 13 Jul 2006 09:41:02 -0000 1.11 *************** *** 51,65 **** </Constructor> ! <Member name='qlSwaptionUnderlyingSwap' objectClass='Swaption'> <description>the underlying swap</description> <libraryFunction>underlyingSwap</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 51,59 ---- </Constructor> ! <Member name='qlSwaptionUnderlyingSwap' objectClass='Swaption' dependencyTrigger='true'> <description>the underlying swap</description> <libraryFunction>underlyingSwap</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> Index: randomsequencegenerator.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/randomsequencegenerator.xml,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** randomsequencegenerator.xml 11 Jul 2006 13:30:53 -0000 1.4 --- randomsequencegenerator.xml 13 Jul 2006 09:41:01 -0000 1.5 *************** *** 39,43 **** </Procedure--> ! <Member name='qlVariates' objectClass='RandomSequenceGenerator'> <description>generate variates</description> <libraryFunction>variates</libraryFunction> --- 39,43 ---- </Procedure--> ! <Member name='qlVariates' objectClass='RandomSequenceGenerator' dependencyTrigger='true'> <description>generate variates</description> <libraryFunction>variates</libraryFunction> *************** *** 49,57 **** <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> --- 49,52 ---- Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** bonds.xml 11 Jul 2006 13:30:52 -0000 1.13 --- bonds.xml 13 Jul 2006 09:41:01 -0000 1.14 *************** *** 20,34 **** <Functions> ! <Member name='qlBondFlowAnalysis' objectClass='Bond'> <description>Cash flow analysis.</description> <libraryFunction>flowAnalysis</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 20,28 ---- <Functions> ! <Member name='qlBondFlowAnalysis' objectClass='Bond' dependencyTrigger='true'> <description>Cash flow analysis.</description> <libraryFunction>flowAnalysis</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 50,64 **** </Member> ! <Member name='qlBondThCleanPrice' libraryClass='FixedCouponBond'> <description>Theoretical clean price: The default bond settlement is used for calculation.</description> <libraryFunction>cleanPrice</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dep tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 44,52 ---- </Member> ! <Member name='qlBondThCleanPrice' libraryClass='FixedCouponBond' dependencyTrigger='true'> <description>Theoretical clean price: The default bond settlement is used for calculation.</description> <libraryFunction>cleanPrice</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 68,82 **** </Member> ! <Member name='qlBondThDirtyPrice' libraryClass='Bond'> <description>Theoretical dirty price. The default bond settlement is used for calculation.</description> <libraryFunction>dirtyPrice</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dep tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 56,64 ---- </Member> ! <Member name='qlBondThDirtyPrice' libraryClass='Bond' dependencyTrigger='true'> <description>Theoretical dirty price. The default bond settlement is used for calculation.</description> <libraryFunction>dirtyPrice</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 86,90 **** </Member> ! <Member name='qlBondThYield' libraryClass='FixedCouponBond'> <description>Theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description> <libraryFunction>yield</libraryFunction> --- 68,72 ---- </Member> ! <Member name='qlBondThYield' libraryClass='FixedCouponBond' dependencyTrigger='true'> <description>Theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description> <libraryFunction>yield</libraryFunction> *************** *** 96,104 **** <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> - <Parameter name='trigger' ignore='true'> - <type>any</type> - <tensorRank>scalar</tensorRank> - <description>dep tracking trigger</description> - </Parameter> </Parameters> </ParameterList> --- 78,81 ---- *************** *** 435,436 **** --- 412,414 ---- </Functions> </Category> + Index: capletvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** capletvolstructure.xml 11 Jul 2006 13:30:53 -0000 1.5 --- capletvolstructure.xml 13 Jul 2006 09:41:01 -0000 1.6 *************** *** 15,19 **** <!-- CapletVolatilityStructure interface--> ! <Member name='qlCapletVTSVolatility' libraryClass='CapletVolatilityStructure' loopParameter='strike'> <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date.</description> <libraryFunction>volatility</libraryFunction> --- 15,19 ---- <!-- CapletVolatilityStructure interface--> ! <Member name='qlCapletVTSVolatility' libraryClass='CapletVolatilityStructure' loopParameter='strike' dependencyTrigger='true'> <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date.</description> <libraryFunction>volatility</libraryFunction> *************** *** 36,44 **** <description>Extrapolation Flag (TRUE allows extrapolation)</description> </Parameter> - <Parameter name='trigger' ignore='true'> - <type>any</type> - <tensorRank>scalar</tensorRank> - <description>dependency tracking trigger</description> - </Parameter> </Parameters> </ParameterList> --- 36,39 ---- *************** *** 111,115 **** <!-- CapletVolatilityStructure constructors --> ! <Constructor name='qlCapletVTSConstant'> <libraryFunction>CapletConstantVolatility</libraryFunction> <platforms>EGO</platforms> --- 106,110 ---- <!-- CapletVolatilityStructure constructors --> ! <Constructor name='qlCapletVTSConstant' dependencyTrigger='true'> <libraryFunction>CapletConstantVolatility</libraryFunction> <platforms>EGO</platforms> *************** *** 126,134 **** <description>day counter (e.g. Actual/360)</description> </Parameter> - <Parameter name='trigger' ignore='true'> - <type>any</type> - <tensorRank>scalar</tensorRank> - <description>dependency tracking trigger</description> - </Parameter> </Parameters> </ParameterList> --- 121,124 ---- Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** termstructures.xml 11 Jul 2006 13:30:53 -0000 1.20 --- termstructures.xml 13 Jul 2006 09:41:02 -0000 1.21 *************** *** 68,72 **** ! <Member name='qlDiscount' libraryClass='YieldTermStructure' loopParameter='DfDates'> <description>Returns a vector of discount factors corresponding to a vector of dates for a given yield term structure</description> <libraryFunction>discount</libraryFunction> --- 68,72 ---- ! <Member name='qlDiscount' libraryClass='YieldTermStructure' loopParameter='DfDates' dependencyTrigger='true'> <description>Returns a vector of discount factors corresponding to a vector of dates for a given yield term structure</description> <libraryFunction>discount</libraryFunction> *************** *** 84,92 **** <description>Extrapolation Flag (TRUE allows extrapolation)</description> </Parameter> - <Parameter name='trigger' ignore='true'> - <type>any</type> - <tensorRank>scalar</tensorRank> - <description>dependency tracking trigger</description> - </Parameter> </Parameters> </ParameterList> --- 84,87 ---- *************** *** 97,101 **** </Member> ! <Member name='qlForwardRate' libraryClass='YieldTermStructure' loopParameter='d2'> <description>return a vector of implied forward interest rates between input date d1 and input date vector d2</description> <libraryFunction>forwardRate</libraryFunction> --- 92,96 ---- </Member> ! <Member name='qlForwardRate' libraryClass='YieldTermStructure' loopParameter='d2' dependencyTrigger='true'> <description>return a vector of implied forward interest rates between input date d1 and input date vector d2</description> <libraryFunction>forwardRate</libraryFunction> *************** *** 133,141 **** <description>extrapolate</description> </Parameter> - <Parameter name='trigger' ignore='true'> - <type>any</type> - <tensorRank>scalar</tensorRank> - <description>dependency tracking trigger</description> - </Parameter> </Parameters> </ParameterList> --- 128,131 ---- *************** *** 146,150 **** </Member> ! <Member name='qlZeroRate' libraryClass='YieldTermStructure' loopParameter='dates'> <description>return a vector of implied zero-yield rates for given input dates</description> <libraryFunction>zeroRate</libraryFunction> --- 136,140 ---- </Member> ! <Member name='qlZeroRate' libraryClass='YieldTermStructure' loopParameter='dates' dependencyTrigger='true'> <description>return a vector of implied zero-yield rates for given input dates</description> <libraryFunction>zeroRate</libraryFunction> *************** *** 177,185 **** <description>extrapolate</description> </Parameter> - <Parameter name='trigger' ignore='true'> - <type>any</type> - <tensorRank>scalar</tensorRank> - <description>dependency tracking trigger</description> - </Parameter> </Parameters> </ParameterList> --- 167,170 ---- *************** *** 190,194 **** </Member> ! <Member name='qlParRate' libraryClass='YieldTermStructure' loopParameter='tenor'> <description>return a vector of implied par rates corresponding to input vector of tenors for given date/payment frequency</description> <libraryFunction>parRate</libraryFunction> --- 175,179 ---- </Member> ! <Member name='qlParRate' libraryClass='YieldTermStructure' loopParameter='tenor' dependencyTrigger='true'> <description>return a vector of implied par rates corresponding to input vector of tenors for given date/payment frequency</description> <libraryFunction>parRate</libraryFunction> *************** *** 216,224 **** <description>extrapolate</description> </Parameter> - <Parameter name='trigger' ignore='true'> - <type>any</type> - <tensorRank>scalar</tensorRank> - <description>dependency tracking trigger</description> - </Parameter> </Parameters> </ParameterList> --- 201,204 ---- *************** *** 284,288 **** </Member> ! <Constructor name='qlPiecewiseYieldCurve'> <libraryFunction>PiecewiseYieldCurve</libraryFunction> <platforms>EGO</platforms> --- 264,268 ---- </Member> ! <Constructor name='qlPiecewiseYieldCurve' dependencyTrigger='true'> <libraryFunction>PiecewiseYieldCurve</libraryFunction> <platforms>EGO</platforms> *************** *** 309,317 **** <description>day counter (e.g. Actual/360)</description> </Parameter> - <Parameter name='trigger' ignore='true'> - <type>any</type> - <tensorRank>scalar</tensorRank> - <description>dependency tracking trigger</description> - </Parameter> </Parameters> </ParameterList> --- 289,292 ---- Index: instruments.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/instruments.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** instruments.xml 11 Jul 2006 13:30:53 -0000 1.12 --- instruments.xml 13 Jul 2006 09:41:01 -0000 1.13 *************** *** 14,28 **** <Functions> ! <Member name='qlNPV' libraryClass='Instrument'> <description>Returns Instrument's NPV</description> <libraryFunction>NPV</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 14,22 ---- <Functions> ! <Member name='qlNPV' libraryClass='Instrument' dependencyTrigger='true'> <description>Returns Instrument's NPV</description> <libraryFunction>NPV</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 32,46 **** </Member> ! <Member name='qlNPVErrorEstimate' libraryClass='Instrument'> <description>Returns Instrument's NPV error estimation (e.g. Monte Carlo simulation)</description> <libraryFunction>errorEstimate</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 26,34 ---- </Member> ! <Member name='qlNPVErrorEstimate' libraryClass='Instrument' dependencyTrigger='true'> <description>Returns Instrument's NPV error estimation (e.g. Monte Carlo simulation)</description> <libraryFunction>errorEstimate</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 50,64 **** </Member> ! <Member name='qlIsExpired' libraryClass='Instrument'> <description>Returns TRUE if the Instrument is expired</description> <libraryFunction>isExpired</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 38,46 ---- </Member> ! <Member name='qlIsExpired' libraryClass='Instrument' dependencyTrigger='true'> <description>Returns TRUE if the Instrument is expired</description> <libraryFunction>isExpired</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** couponvectors.xml 11 Jul 2006 13:30:53 -0000 1.10 --- couponvectors.xml 13 Jul 2006 09:41:01 -0000 1.11 *************** *** 80,94 **** </Constructor> ! <Member name='qlGetLeg' objectClass='CouponVector'> <description>return coupon details</description> <libraryFunction>getLeg</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name='trigger' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dependency tracking trigger</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 80,88 ---- </Constructor> ! <Member name='qlGetLeg' objectClass='CouponVector' dependencyTrigger='true'> <description>return coupon details</description> <libraryFunction>getLeg</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 98,102 **** </Member> ! <Member name='qlGetBPS' objectClass='CouponVector'> <description>basis point sensitivity</description> <libraryFunction>getBPS</libraryFunction> --- 92,96 ---- </Member> ! <Member name='qlGetBPS' objectClass='CouponVector' dependencyTrigger='true'> <description>basis point sensitivity</description> <libraryFunction>getBPS</libraryFunction> *************** *** 108,116 **** <description>discounting term structure</description> </Parameter> - <Parameter name='trigger' ignore='true'> - <type>any</type> - <tensorRank>scalar</tensorRank> - <description>dependency tracking trigger</description> - </Parameter> </Parameters> </ParameterList> --- 102,105 ---- Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** swaptionvolstructure.xml 11 Jul 2006 13:30:53 -0000 1.20 --- swaptionvolstructure.xml 13 Jul 2006 09:41:02 -0000 1.21 *************** *** 17,21 **** <!-- 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> --- 17,21 ---- <!-- SwaptionVolatilityStructure interface--> ! <Member name='qlSwaptionVTSVolatility' libraryClass='SwaptionVolatilityStructure' loopParameter='strike' handleToLib='true' dependencyTrigger='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> *************** *** 43,51 **** <description>Extrapolation Flag (TRUE allows extrapolation)</description> </Parameter> - <Parameter name='trigger' ignore='true'> - <type>any</type> - <tensorRank>scalar</tensorRank> - <description>dependency tracking trigger</description> - </Parameter> </Parameters> </ParameterList> --- 43,46 ---- *************** *** 144,148 **** <!-- SwaptionVolatilityStructure constructors --> ! <Constructor name='qlSwaptionVTSConstant'> <libraryFunction>SwaptionConstantVolatility</libraryFunction> <platforms>EGO</platforms> --- 139,143 ---- <!-- SwaptionVolatilityStructure constructors --> ! <Constructor name='qlSwaptionVTSConstant' dependencyTrigger='true'> <libraryFunction>SwaptionConstantVolatility</libraryFunction> <platforms>EGO</platforms> *************** *** 164,177 **** <description>day counter (e.g. Actual/360)</description> </Parameter> - <Parameter name='trigger' ignore='true'> - <type>any</type> - <tensorRank>scalar</tensorRank> - <description>dependency tracking trigger</description> - </Parameter> </Parameters> </ParameterList> </Constructor> ! <Constructor name='qlSwaptionVTSMatrix'> <libraryFunction>SwaptionVolatilityMatrix</libraryFunction> <platforms>EGO</platforms> --- 159,167 ---- <description>day counter (e.g. Actual/360)</description> </Parameter> </Parameters> </ParameterList> </Constructor> ! <Constructor name='qlSwaptionVTSMatrix' dependencyTrigger='true'> <libraryFunction>SwaptionVolatilityMatrix</libraryFunction> <platforms>EGO</platforms> *************** *** 208,221 **** <description>day counter (e.g. Actual/360)</description> </Parameter> - <Parameter name='trigger' ignore='true'> - <type>any</type> - <tensorRank>scalar</tensorRank> - <description>dependency tracking trigger</description> - </Parameter> </Parameters> </ParameterList> </Constructor> ! <Constructor name='qlSwaptionVTSMatrix2'> <libraryFunction>SwaptionVolatilityMatrix</libraryFunction> <platforms>EGO</platforms> --- 198,206 ---- <description>day counter (e.g. Actual/360)</description> </Parameter> </Parameters> </ParameterList> </Constructor> ! <Constructor name='qlSwaptionVTSMatrix2' dependencyTrigger='true'> <libraryFunction>SwaptionVolatilityMatrix</libraryFunction> <platforms>EGO</platforms> *************** *** 242,250 **** <description>day counter (e.g. Actual/360)</description> </Parameter> - <Parameter name='trigger' ignore='true'> - <type>any</type> - <tensorRank>scalar</tensorRank> - <description>dependency tracking trigger</description> - </Parameter> </Parameters> </ParameterList> --- 227,230 ---- |
