Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2608/gensrc/metadata
Modified Files:
bonds.xml capfloor.xml couponvectors.xml
forwardrateagreement.xml index.xml marketmodels.xml
optimization.xml options.xml pricingengines.xml
shortratemodels.xml swap.xml swaption.xml
swaptionvolstructure.xml termstructures.xml vanillaswap.xml
Log Message:
parameterize hard-coded datatype conversions
Index: index.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** index.xml 19 Jul 2006 09:56:10 -0000 1.9
--- index.xml 19 Jul 2006 16:39:46 -0000 1.10
***************
*** 163,167 ****
<description>day counter (e.g. Actual360)</description>
</Parameter>
! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true' default='""'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 163,167 ----
<description>day counter (e.g. Actual360)</description>
</Parameter>
! <Parameter name='termStructureID' libToHandle='YieldTermStructure' default='""'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 297,301 ****
<ParameterList>
<Parameters>
! <Parameter name='termStructureID' libraryClass='YieldTermStructure' handleToLib='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 297,301 ----
<ParameterList>
<Parameters>
! <Parameter name='termStructureID' handleToLib='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: vanillaswap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** vanillaswap.xml 13 Jul 2006 09:41:02 -0000 1.11
--- vanillaswap.xml 19 Jul 2006 16:39:46 -0000 1.12
***************
*** 69,73 ****
<description>floating day counter (e.g. Actual/360)</description>
</Parameter>
! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 69,73 ----
<description>floating day counter (e.g. Actual/360)</description>
</Parameter>
! <Parameter name='termStructureID' libToHandle='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: swap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** swap.xml 13 Jul 2006 09:41:02 -0000 1.14
--- swap.xml 19 Jul 2006 16:39:46 -0000 1.15
***************
*** 31,35 ****
<description>receveid leg</description>
</Parameter>
! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 31,35 ----
<description>receveid leg</description>
</Parameter>
! <Parameter name='termStructureID' libToHandle='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: options.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** options.xml 16 Jul 2006 17:11:30 -0000 1.13
--- options.xml 19 Jul 2006 16:39:46 -0000 1.14
***************
*** 329,333 ****
<ParameterList>
<Parameters>
! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 329,333 ----
<ParameterList>
<Parameters>
! <Parameter name='termStructureID' libToHandle='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 372,376 ****
<ParameterList>
<Parameters>
! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 372,376 ----
<ParameterList>
<Parameters>
! <Parameter name='termStructureID' libToHandle='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: pricingengines.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** pricingengines.xml 11 Jul 2006 13:30:53 -0000 1.10
--- pricingengines.xml 19 Jul 2006 16:39:46 -0000 1.11
***************
*** 51,55 ****
<ParameterList>
<Parameters>
! <Parameter name='vol' libraryClass='SwaptionVolatilityStructure' libToHandle='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 51,55 ----
<ParameterList>
<Parameters>
! <Parameter name='vol' libToHandle='SwaptionVolatilityStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 64,68 ****
<ParameterList>
<Parameters>
! <Parameter name='vol' libraryClass='CapletVolatilityStructure' libToHandle='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 64,68 ----
<ParameterList>
<Parameters>
! <Parameter name='vol' libToHandle='CapletVolatilityStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: swaption.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** swaption.xml 13 Jul 2006 09:41:02 -0000 1.11
--- swaption.xml 19 Jul 2006 16:39:46 -0000 1.12
***************
*** 32,36 ****
<description>Exercise object</description>
</Parameter>
! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 32,36 ----
<description>Exercise object</description>
</Parameter>
! <Parameter name='termStructureID' libToHandle='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** marketmodels.xml 14 Jul 2006 18:56:08 -0000 1.9
--- marketmodels.xml 19 Jul 2006 16:39:46 -0000 1.10
***************
*** 735,744 ****
<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>
--- 735,744 ----
<description>PseudoRoot object</description>
</Parameter>
! <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>EvolutionDescription object</description>
</Parameter>
! <Parameter name='brownianGeneratorFactory' underlyingClass='BrownianGeneratorFactory'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 759,768 ****
<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>
--- 759,768 ----
<description>PseudoRoot object</description>
</Parameter>
! <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>EvolutionDescription object</description>
</Parameter>
! <Parameter name='brownianGeneratorFactory' underlyingClass='BrownianGeneratorFactory'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 790,794 ****
<description>MarketModelProduct object</description>
</Parameter>
! <Parameter name='evolutionDescription' libraryClass='EvolutionDescription' getUnderlying='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 790,794 ----
<description>MarketModelProduct object</description>
</Parameter>
! <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: shortratemodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** shortratemodels.xml 11 Jul 2006 13:30:53 -0000 1.7
--- shortratemodels.xml 19 Jul 2006 16:39:46 -0000 1.8
***************
*** 13,17 ****
<ParameterList>
<Parameters>
! <Parameter name='termStructure' libraryClass='YieldTermStructure' libToHandle='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 13,17 ----
<ParameterList>
<Parameters>
! <Parameter name='termStructure' libToHandle='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: bonds.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** bonds.xml 13 Jul 2006 09:41:01 -0000 1.14
--- bonds.xml 19 Jul 2006 16:39:46 -0000 1.15
***************
*** 230,234 ****
<description>redemption</description>
</Parameter>
! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 230,234 ----
<description>redemption</description>
</Parameter>
! <Parameter name='termStructureID' libToHandle='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 308,312 ****
<description>long first/last period</description>
</Parameter>
! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 308,312 ----
<description>long first/last period</description>
</Parameter>
! <Parameter name='termStructureID' libToHandle='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 391,395 ****
<description>Redemption</description>
</Parameter>
! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 391,395 ----
<description>Redemption</description>
</Parameter>
! <Parameter name='termStructureID' libToHandle='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: optimization.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/optimization.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** optimization.xml 18 Jul 2006 16:01:08 -0000 1.2
--- optimization.xml 19 Jul 2006 16:39:46 -0000 1.3
***************
*** 88,92 ****
<ParameterList>
<Parameters>
! <Parameter name="endCriteria" libraryClass='EndCriteria' getUnderlying='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 88,92 ----
<ParameterList>
<Parameters>
! <Parameter name="endCriteria" underlyingClass='EndCriteria'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 107,111 ****
<ParameterList>
<Parameters>
! <Parameter name="endCriteria" libraryClass='EndCriteria' getUnderlying='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 107,111 ----
<ParameterList>
<Parameters>
! <Parameter name="endCriteria" underlyingClass='EndCriteria'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: termstructures.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v
retrieving revision 1.23
retrieving revision 1.24
diff -C2 -d -r1.23 -r1.24
*** termstructures.xml 19 Jul 2006 09:56:10 -0000 1.23
--- termstructures.xml 19 Jul 2006 16:39:46 -0000 1.24
***************
*** 366,370 ****
<ParameterList>
<Parameters>
! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 366,370 ----
<ParameterList>
<Parameters>
! <Parameter name='termStructureID' libToHandle='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 384,388 ****
<ParameterList>
<Parameters>
! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 384,388 ----
<ParameterList>
<Parameters>
! <Parameter name='termStructureID' libToHandle='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: couponvectors.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** couponvectors.xml 13 Jul 2006 09:41:01 -0000 1.11
--- couponvectors.xml 19 Jul 2006 16:39:46 -0000 1.12
***************
*** 97,101 ****
<ParameterList>
<Parameters>
! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 97,101 ----
<ParameterList>
<Parameters>
! <Parameter name='termStructureID' libToHandle='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.22
retrieving revision 1.23
diff -C2 -d -r1.22 -r1.23
*** swaptionvolstructure.xml 19 Jul 2006 09:56:10 -0000 1.22
--- swaptionvolstructure.xml 19 Jul 2006 16:39:46 -0000 1.23
***************
*** 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>
--- 17,21 ----
<!-- SwaptionVolatilityStructure interface-->
! <Member name='qlSwaptionVTSVolatility' handleToLib='SwaptionVolatilityStructure' loopParameter='strike' 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>
Index: forwardrateagreement.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** forwardrateagreement.xml 11 Jul 2006 13:30:53 -0000 1.10
--- forwardrateagreement.xml 19 Jul 2006 16:39:46 -0000 1.11
***************
*** 44,48 ****
<description>underlying index</description>
</Parameter>
! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 44,48 ----
<description>underlying index</description>
</Parameter>
! <Parameter name='termStructureID' libToHandle='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: capfloor.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** capfloor.xml 13 Jul 2006 16:38:29 -0000 1.9
--- capfloor.xml 19 Jul 2006 16:39:46 -0000 1.10
***************
*** 93,97 ****
<description>floor strikes</description>
</Parameter>
! <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 93,97 ----
<description>floor strikes</description>
</Parameter>
! <Parameter name='termStructureID' libToHandle='YieldTermStructure'>
<type>string</type>
<tensorRank>scalar</tensorRank>
|