Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18706/gensrc/metadata
Modified Files:
index.xml mathf.xml
Log Message:
(trying to) using iterators
Index: index.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** index.xml 21 Jul 2006 17:27:37 -0000 1.14
--- index.xml 21 Jul 2006 17:48:36 -0000 1.15
***************
*** 74,105 ****
</Member>
- <Procedure name='qlIndexAddFixings'>
- <description>add fixings for the given Index object/enumeratedType</description>
- <alias>QuantLibAddin::addFixings</alias>
- <ParameterList>
- <Parameters>
- <Parameter name='index' libraryClass='Index'>
- <type>string</type>
- <tensorRank>scalar</tensorRank>
- <description>index</description>
- </Parameter>
- <Parameter name='fixingDates' libraryType='QuantLib::Date'>
- <type>long</type>
- <tensorRank>vector</tensorRank>
- <description>fixing dates</description>
- </Parameter>
- <Parameter name='fixings'>
- <type>double</type>
- <tensorRank>vector</tensorRank>
- <description>fixing values</description>
- </Parameter>
- </Parameters>
- </ParameterList>
- <ReturnValue>
- <type>void</type>
- <tensorRank>scalar</tensorRank>
- </ReturnValue>
- </Procedure>
-
<Constructor name='qlXibor'>
<libraryFunction>Xibor</libraryFunction>
--- 74,77 ----
Index: mathf.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/mathf.xml,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** mathf.xml 14 Jul 2006 17:36:40 -0000 1.11
--- mathf.xml 21 Jul 2006 17:48:36 -0000 1.12
***************
*** 287,290 ****
--- 287,317 ----
+ <!--Procedure name="qlCovFromCorr2">
+ <description>Returns the covariance matrix generated using the correlation matrix and the volatility array.</description>
+ <alias>getCovariance</alias>
+ <ParameterList>
+ <Parameters>
+ <Parameter name="vols" vectorIterator='beginAndEnd'>
+ <type>double</type>
+ <tensorRank>vector</tensorRank>
+ <description>volatility vector</description>
+ </Parameter>
+ <Parameter name="matrix" libraryType='QuantLib::Matrix'>
+ <type>double</type>
+ <tensorRank>matrix</tensorRank>
+ <description>symmetric matrix (hopefully positive semi-definite at least)</description>
+ </Parameter>
+ <Parameter name='tolerance' default='1.0e12'>
+ <type>double</type>
+ <tensorRank>scalar</tensorRank>
+ <description>numerical tolerance for non symmetric matrix</description>
+ </Parameter>
+ </Parameters>
+ </ParameterList>
+ <ReturnValue libraryType='QuantLib::Matrix'>
+ <type>double</type>
+ <tensorRank>matrix</tensorRank>
+ </ReturnValue>
+ </Procedure-->
<!-- CovarianceDecomposition interface -->
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