[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata index.xml, 1.7, 1.8

[Katiuscia M. <kma...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv30446/gensrc/metadata

Modified Files:
	index.xml 
Log Message:
exported to Excel a number of Xibor methods (tenor, dayCounter, calendar, frequency, ...)

Index: index.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** index.xml	14 Jul 2006 10:20:32 -0000	1.7
--- index.xml	18 Jul 2006 18:49:57 -0000	1.8
***************
*** 26,30 ****
        </ReturnValue>
      </Member>
! 
      <Member name='qlIndexFixing' libraryClass='Index' loopParameter='fixingDate'>
        <description>retrive the fixing for the given Index object</description>
--- 26,30 ----
        </ReturnValue>
      </Member>
!    
      <Member name='qlIndexFixing' libraryClass='Index' loopParameter='fixingDate'>
        <description>retrive the fixing for the given Index object</description>
***************
*** 172,175 ****
--- 172,295 ----
      </Constructor>
  
+     <Member name='qlIndexFamilyName' libraryClass='Xibor'>
+       <description>retrieve the family name for the given Index (e.g. EURIBOR6m)</description>
+       <libraryFunction>familyName</libraryFunction>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue>
+         <type>string</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
+     <Member name='qlIndexTenor' libraryClass='Xibor'>
+       <description>retrieve the tenor for the given Index (e.g. 6m)</description>
+       <libraryFunction>tenor</libraryFunction>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue enumeration='QuantLib::Period'>
+         <type>string</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
+     <Member name='qlIndexFrequency' libraryClass='Xibor'>
+       <description>retrieve the frequency for the given Index (e.g. annual)</description>
+       <libraryFunction>frequency</libraryFunction>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue enumeration='QuantLib::Frequency'>
+         <type>string</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
+     <Member name='qlIndexSettlementDays' libraryClass='Xibor'>
+       <description>retrieve the settlement days for the given Index (e.g. 2)</description>
+       <libraryFunction>settlementDays</libraryFunction>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue>
+         <type>long</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
+     <Member name='qlIndexCurrency' libraryClass='Xibor'>
+       <description>retrieve the currency for the given Index (e.g. EUR)</description>
+       <libraryFunction>currency</libraryFunction>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue enumeration='QuantLib::Currency'>
+         <type>string</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
+     <Member name='qlIndexCalendar' libraryClass='Xibor'>
+       <description>retrieve the calendar for the given Index (e.g. TARGET)</description>
+       <libraryFunction>calendar</libraryFunction>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue libraryType='QuantLib::Calendar'>
+         <type>string</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
+     <Member name='qlIndexIsAdjusted' libraryClass='Xibor'>
+       <description>returns TRUE if business day convention is of type adjusted and FALSE otherwise.</description>
+       <libraryFunction>isAdjusted</libraryFunction>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue>
+         <type>bool</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
+     <Member name='qlIndexBusinessDayConv' libraryClass='Xibor'>
+       <description>retrieve the business day convention for the given Index (e.g. Modified Following)</description>
+       <libraryFunction>businessDayConvention</libraryFunction>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue enumeration='QuantLib::BusinessDayConvention'>
+         <type>string</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
+     <Member name='qlIndexDayCounter' libraryClass='Xibor'>
+       <description>retrieve the day count fraction for the given Index (e.g. Actual/360)</description>
+       <libraryFunction>dayCounter</libraryFunction>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue libraryType='QuantLib::DayCounter'>
+         <type>string</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
+     <!--<Member name='qlIndexTermStructure' libraryClass='Xibor'>
+       <description>retrieve the term structure for the given Index (e.g. EURYC)</description>
+       <libraryFunction>termStructure</libraryFunction>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue>
+         <type>string</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>-->
+     
      <Procedure name='qlSetEuriborTermStructure'>
        <description>set the yield term structure which is linked to by the handle shared by all enumerated Euribor objects</description>
***************
*** 189,193 ****
        </ReturnValue>
      </Procedure>
! 
    </Functions>
  </Category>
--- 309,313 ----
        </ReturnValue>
      </Procedure>
!     
    </Functions>
  </Category>