[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.7, 1.8
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From: Ferdinando A. <na...@us...> - 2006-07-14 17:37:19
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25773/gensrc/metadata Modified Files: marketmodels.xml Log Message: exported more MarketModels functions Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** marketmodels.xml 14 Jul 2006 09:38:53 -0000 1.7 --- marketmodels.xml 14 Jul 2006 17:37:16 -0000 1.8 *************** *** 132,136 **** </Constructor> - <Constructor name='qlAbcdVolatility'> <libraryFunction>AbcdVolatility</libraryFunction> --- 132,135 ---- *************** *** 473,477 **** </Member> - <Member name='qlCurveStateForwardRate' libraryClass='CurveState'> <description>set the CurveState object on given vector of forward rates</description> --- 472,475 ---- *************** *** 599,603 **** </Constructor> ! <!-- MarketModelForwards --> <Constructor name='qlMarketModelForwards'> --- 597,642 ---- </Constructor> ! <!-- MarketModelProduct base class interface --> ! ! <Member name='qlMarketModelProductPossibleCashFlowTimes' libraryClass='MarketModelProduct'> ! <description>possible cash flow times for the MarketModelProduct 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='qlMarketModelProductNumberOfProducts' libraryClass='MarketModelProduct'> ! <description>number of products in the MarketModelProduct object</description> ! <libraryFunction>numberOfProducts</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! ! <Member name='qlMarketModelProductMaxNumberOfCashFlowsPerProductPerStep' libraryClass='MarketModelProduct'> ! <description>Max number of cashflows per product per step for the MarketModelProduct object</description> ! <libraryFunction>maxNumberOfCashFlowsPerProductPerStep</libraryFunction> ! <functionCategory>QuantLib</functionCategory> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! ! <!-- MarketModelProduct derived classes' constructors --> <Constructor name='qlMarketModelForwards'> *************** *** 630,659 **** </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'> --- 669,689 ---- </Constructor> ! <!-- BrownianGeneratorFactory derived classes constructors --> ! <Constructor name='qlMTBrownianGeneratorFactory'> ! <libraryFunction>MTBrownianGeneratorFactory</libraryFunction> <functionCategory>QuantLib</functionCategory> <ParameterList> ! <Parameters> ! <Parameter name='seed'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>seed for random sequence generator</description> ! </Parameter> ! </Parameters> </ParameterList> ! </Constructor> + <!-- MarketModelEvolver base class interface --> <Member name='qlMarketModelEvolverStartNewPath' libraryClass='MarketModelEvolver'> *************** *** 696,699 **** --- 726,731 ---- </Member> + <!-- MarketModelEvolver derived classes' constructors --> + <Constructor name='qlForwardRateEvolver'> <libraryFunction>ForwardRateEvolver</libraryFunction> *************** *** 711,718 **** <description>EvolutionDescription object</description> </Parameter> ! <Parameter name='seed'> ! <type>long</type> <tensorRank>scalar</tensorRank> ! <description>seed for random sequence generator</description> </Parameter> </Parameters> --- 743,774 ---- <description>EvolutionDescription object</description> </Parameter> ! <Parameter name='brownianGeneratorFactory' libraryClass='BrownianGeneratorFactory' getUnderlying='true'> ! <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Brownian generator factory</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! ! <Constructor name='qlForwardRateIpcEvolver'> ! <libraryFunction>ForwardRateIpcEvolver</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' getUnderlying='true'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>EvolutionDescription object</description> ! </Parameter> ! <Parameter name='brownianGeneratorFactory' libraryClass='BrownianGeneratorFactory' getUnderlying='true'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>Brownian generator factory</description> </Parameter> </Parameters> *************** *** 720,723 **** --- 776,809 ---- </Constructor> + <!-- AccountingEngine class interface and constructor --> + + <Constructor name='qlAccountingEngine'> + <libraryFunction>AccountingEngine</libraryFunction> + <functionCategory>QuantLib</functionCategory> + <ParameterList> + <Parameters> + <Parameter name='evolver' libraryClass='MarketModelEvolver'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>MarketModelEvolver object</description> + </Parameter> + <Parameter name='product' libraryClass='MarketModelProduct'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>MarketModelProduct object</description> + </Parameter> + <Parameter name='evolutionDescription' libraryClass='EvolutionDescription' getUnderlying='true'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>EvolutionDescription object</description> + </Parameter> + <Parameter name='initialNumeraireValue'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>initial numeraire value</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> </Functions> |