[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata optimization.xml, NONE, 1.1

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24857/gensrc/metadata

Added Files:
	optimization.xml 
Log Message:
exported OptimizationMethod

--- NEW FILE: optimization.xml ---
<Category name='optimization'>
  <description>QuantLib Optimization Methods</description>
  <displayName>Optimization</displayName>
  <xlFunctionWizardCategory>QuantLib - Math</xlFunctionWizardCategory>
  <includes>
    <include>qlo/optimization.hpp</include>
    <include>qlo/vo_optimization.hpp</include>
  </includes>
  <copyright>
 Copyright (C) 2006 Ferdinando Ametrano
  </copyright>

  <Functions>

    <!-- EndCriteria class and interface -->

    <Constructor name='qlEndCriteria'>
      <libraryFunction>EndCriteria</libraryFunction>
      <ParameterList>
        <Parameters>
          <Parameter name='mxIterations'>
            <type>long</type>
            <tensorRank>scalar</tensorRank>
            <description>max number of iterations</description>
          </Parameter>
          <Parameter name='epsilon'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>tolerance (e.g. 1e-8)</description>
          </Parameter>
        </Parameters>
      </ParameterList>
    </Constructor>

    <Member name='qlEndCriteriaSetPositiveOptimization' libraryClass='EndCriteria'>
      <description>Set positive optimization to the EndCriteria object</description>
      <libraryFunction>setPositiveOptimization</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>void</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlEndCriteriaCriteria' libraryClass='EndCriteria'>
      <description>Return the end criteria</description>
      <libraryFunction>criteria</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue enumeration='QuantLib::EndCriteria::Type'>
        <type>string</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <!-- OptimizationMethod base class interface -->

    <Member name='qlOptSetInitialValue' libraryClass='OptimizationMethod'>
      <description>Set initial value guess to the OptimizationMethod object</description>
      <libraryFunction>setInitialValue</libraryFunction>
      <ParameterList>
        <Parameters>
          <Parameter name="guess" libraryType='QuantLib::Array'>
            <type>double</type>
            <tensorRank>vector</tensorRank>
            <description>initial value guess</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>void</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlOptSetEndCriteria' libraryClass='OptimizationMethod'>
      <description>Set EndCriteria to the OptimizationMethod object</description>
      <libraryFunction>setEndCriteria</libraryFunction>
      <ParameterList>
        <Parameters>
          <Parameter name="guess" libraryClass='EndCriteria' getUnderlying='true'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>end criteria</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>void</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <!-- OptimizationMethod derived classes' consructors -->

    <Constructor name='qlConjugateGradient'>
      <libraryFunction>ConjugateGradient</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
    </Constructor>

    <Constructor name='qlLevenbergMarquardt'>
      <libraryFunction>LevenbergMarquardt</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
    </Constructor>

    <Constructor name='qlSimplex'>
      <libraryFunction>Simplex</libraryFunction>
      <ParameterList>
        <Parameters>
          <Parameter name="lambda">
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>lambda</description>
          </Parameter>
          <Parameter name="tol">
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>tol</description>
          </Parameter>
        </Parameters>
      </ParameterList>
    </Constructor>

    <Constructor name='qlSteepestDescent'>
      <libraryFunction>SteepestDescent</libraryFunction>
      <ParameterList>
        <Parameters/>
      </ParameterList>
    </Constructor>

  </Functions>

</Category>