[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.10, 1.11

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14177/gensrc/metadata

Modified Files:
	marketmodels.xml 
Log Message:
1) delegating to EvolutionDescription more time/alive computations
2) using EvolutionDescription as input instead of (const Array& rateTimes, const Array& evolutionTimes)

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** marketmodels.xml	19 Jul 2006 16:39:46 -0000	1.10
--- marketmodels.xml	19 Jul 2006 18:22:49 -0000	1.11
***************
*** 99,105 ****
      </Member>
  
!     <Member name='qlEvolutionDescriptionTaus' libraryClass='EvolutionDescription'>
!       <description>taus for the EvolutionDescription object</description>
!       <libraryFunction>taus</libraryFunction>
        <ParameterList>
          <Parameters/>
--- 99,105 ----
      </Member>
  
!     <Member name='qlEvolutionDescriptionRateTaus' libraryClass='EvolutionDescription'>
!       <description>rate taus for the EvolutionDescription object</description>
!       <libraryFunction>rateTaus</libraryFunction>
        <ParameterList>
          <Parameters/>
***************
*** 123,126 ****
--- 123,150 ----
      </Member>
  
+     <Member name='qlEvolutionDescriptionEvolutionTaus' libraryClass='EvolutionDescription'>
+       <description>for each step returns a row with the effective evolution taus for each rate</description>
+       <libraryFunction>evolutionTaus</libraryFunction>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue libraryType='QuantLib::Matrix'>
+         <type>double</type>
+         <tensorRank>matrix</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
+     <Member name='qlEvolutionDescriptionFirstAliveRate' libraryClass='EvolutionDescription'>
+       <description>first alive rate at each evolution time for the EvolutionDescription object</description>
+       <libraryFunction>firstAliveRate</libraryFunction>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue libraryType='QuantLib::Size'>
+         <type>long</type>
+         <tensorRank>vector</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
      <Member name='qlEvolutionDescriptionNumeraires' libraryClass='EvolutionDescription'>
        <description>numeraires for the EvolutionDescription object</description>
***************
*** 339,351 ****
              <description>volatilities</description>
            </Parameter>
!           <Parameter name='rateTimes' libraryType='QuantLib::Array'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>rate fixing times</description>
!           </Parameter>
!           <Parameter name='evolutionTimes' libraryType='QuantLib::Array'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>evolution times in the simulation</description>
            </Parameter>
            <Parameter name='Factors'>
--- 363,370 ----
              <description>volatilities</description>
            </Parameter>
!           <Parameter name='evolutionDescription' libraryClass='EvolutionDescription' getUnderlying='true'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>EvolutionDescription object</description>
            </Parameter>
            <Parameter name='Factors'>
***************
*** 407,419 ****
              <description>beta in rho=L+(1-L)*exp(-beta*abs(Ti-Tj))</description>
            </Parameter>
!           <Parameter name='rateTimes' libraryType='QuantLib::Array'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>rate fixing times</description>
!           </Parameter>
!           <Parameter name='evolutionTimes' libraryType='QuantLib::Array'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>evolution times in the simulation</description>
            </Parameter>
            <Parameter name='Factors'>
--- 426,433 ----
              <description>beta in rho=L+(1-L)*exp(-beta*abs(Ti-Tj))</description>
            </Parameter>
!           <Parameter name='evolutionDescription' libraryClass='EvolutionDescription' getUnderlying='true'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>EvolutionDescription object</description>
            </Parameter>
            <Parameter name='Factors'>