[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.12, 1.13

[Marco B. <mar...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21014/gensrc/metadata

Modified Files:
	marketmodels.xml 
Log Message:
driftcalculator: added reduced factor calculation + comments + reordering
forwardrate(ipc)evolver: passed number of factors for driftcalculator

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** marketmodels.xml	19 Jul 2006 18:31:52 -0000	1.12
--- marketmodels.xml	21 Jul 2006 13:54:44 -0000	1.13
***************
*** 637,641 ****
              <type>double</type>
              <tensorRank>vector</tensorRank>
!             <description>Coterminal Swaps</description>
            </Parameter>
          </Parameters>
--- 637,641 ----
              <type>double</type>
              <tensorRank>vector</tensorRank>
!             <description>Forward rates</description>
            </Parameter>
          </Parameters>
***************
*** 647,650 ****
--- 647,673 ----
      </Member>
  
+     <Member name='qlDriftCalculatorComputeReduced' objectClass='DriftCalculator'>
+       <description>Joshi's algorithm compute the drifts using the DriftCalculator object</description>
+       <libraryFunction>computeReduced</libraryFunction>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='forwards' libraryType='QuantLib::Array'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>Forward rates</description>
+           </Parameter>
+           <Parameter name='factors'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>number of factors</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+       <ReturnValue libraryType='QuantLib::Array'>
+         <type>double</type>
+         <tensorRank>vector</tensorRank>
+       </ReturnValue>
+     </Member>
+     
      <Constructor name='qlDriftCalculator'>
        <libraryFunction>DriftCalculator</libraryFunction>