|
From: Eric E. <eri...@us...> - 2006-07-27 17:46:23
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31977/gensrc/metadata Modified Files: capletvolstructure.xml swaptionvolstructure.xml termstructures.xml Log Message: remove redundant platform tags Index: capletvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** capletvolstructure.xml 13 Jul 2006 09:41:01 -0000 1.6 --- capletvolstructure.xml 27 Jul 2006 17:46:12 -0000 1.7 *************** *** 18,22 **** <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date.</description> <libraryFunction>volatility</libraryFunction> - <platforms>EO</platforms> <ParameterList> <Parameters> --- 18,21 ---- *************** *** 47,51 **** <description>Returns the minimum strike for which the term structure can return vols.</description> <libraryFunction>minStrike</libraryFunction> - <platforms>EO</platforms> <ParameterList> <Parameters/> --- 46,49 ---- *************** *** 60,64 **** <description>Returns the maximum strike for which the term structure can return vols.</description> <libraryFunction>maxStrike</libraryFunction> - <platforms>EO</platforms> <ParameterList> <Parameters/> --- 58,61 ---- *************** *** 108,112 **** <Constructor name='qlCapletVTSConstant' dependencyTrigger='true'> <libraryFunction>CapletConstantVolatility</libraryFunction> - <platforms>EGO</platforms> <ParameterList> <Parameters> --- 105,108 ---- Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.23 retrieving revision 1.24 diff -C2 -d -r1.23 -r1.24 *** swaptionvolstructure.xml 19 Jul 2006 16:39:46 -0000 1.23 --- swaptionvolstructure.xml 27 Jul 2006 17:46:12 -0000 1.24 *************** *** 20,24 **** <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> - <platforms>EO</platforms> <ParameterList> <Parameters> --- 20,23 ---- *************** *** 54,58 **** <description>Returns the latest start date for which the term structure can return vols.</description> <libraryFunction>maxStartDate</libraryFunction> - <platforms>EO</platforms> <ParameterList> <Parameters/> --- 53,56 ---- *************** *** 66,72 **** <Member name='qlSwaptionVTSMaxSwapLength' libraryClass='SwaptionVolatilityStructure'> <description>Returns the largest length for which the term structure can return vols.</description> ! <libraryFunction>maxLength</libraryFunction> ! <platforms>EO</platforms> ! <ParameterList> <Parameters/> </ParameterList> --- 64,68 ---- <Member name='qlSwaptionVTSMaxSwapLength' libraryClass='SwaptionVolatilityStructure'> <description>Returns the largest length for which the term structure can return vols.</description> ! <libraryFunction>maxLength</libraryFunction> <ParameterList> <Parameters/> </ParameterList> *************** *** 80,84 **** <description>Returns the minimum strike for which the term structure can return vols.</description> <libraryFunction>minStrike</libraryFunction> - <platforms>EO</platforms> <ParameterList> <Parameters/> --- 76,79 ---- *************** *** 93,97 **** <description>Returns the maximum strike for which the term structure can return vols.</description> <libraryFunction>maxStrike</libraryFunction> - <platforms>EO</platforms> <ParameterList> <Parameters/> --- 88,91 ---- *************** *** 141,145 **** <Constructor name='qlSwaptionVTSConstant' dependencyTrigger='true'> <libraryFunction>SwaptionConstantVolatility</libraryFunction> - <platforms>EGO</platforms> <ParameterList> <Parameters> --- 135,138 ---- *************** *** 165,169 **** <Constructor name='qlSwaptionVTSMatrix' dependencyTrigger='true'> <libraryFunction>SwaptionVolatilityMatrix</libraryFunction> - <platforms>EGO</platforms> <ParameterList> <Parameters> --- 158,161 ---- *************** *** 204,208 **** <Constructor name='qlSwaptionVTSMatrix2' dependencyTrigger='true'> <libraryFunction>SwaptionVolatilityMatrix</libraryFunction> - <platforms>EGO</platforms> <ParameterList> <Parameters> --- 196,199 ---- *************** *** 236,240 **** <description>Returns the underlying swap day counter.</description> <libraryFunction>dayCounter</libraryFunction> - <platforms>EO</platforms> <ParameterList> <Parameters/> --- 227,230 ---- *************** *** 249,253 **** <description>Returns the vector of swaption exercise dates.</description> <libraryFunction>exerciseDates</libraryFunction> - <platforms>EO</platforms> <ParameterList> <Parameters/> --- 239,242 ---- *************** *** 262,266 **** <description>Returns the vector of underlying swap lengths.</description> <libraryFunction>lengths</libraryFunction> - <platforms>EO</platforms> <ParameterList> <Parameters/> --- 251,254 ---- Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.25 retrieving revision 1.26 diff -C2 -d -r1.25 -r1.26 *** termstructures.xml 24 Jul 2006 15:45:24 -0000 1.25 --- termstructures.xml 27 Jul 2006 17:46:12 -0000 1.26 *************** *** 14,18 **** <description>Returns the reference date for the given TermStructure object</description> <libraryFunction>referenceDate</libraryFunction> - <platforms>EO</platforms> <ParameterList> <Parameters/> --- 14,17 ---- *************** *** 27,31 **** <description>Returns the calendar used by the given TermStructure object</description> <libraryFunction>calendar</libraryFunction> - <platforms>EO</platforms> <ParameterList> <Parameters/> --- 26,29 ---- *************** *** 40,44 **** <description>Returns the max date for the given TermStructure object</description> <libraryFunction>maxDate</libraryFunction> - <platforms>EO</platforms> <ParameterList> <Parameters/> --- 38,41 ---- *************** *** 53,57 **** <description>Returns the DayCounter used by the given TermStructure object</description> <libraryFunction>dayCounter</libraryFunction> - <platforms>EO</platforms> <ParameterList> <Parameters/> --- 50,53 ---- *************** *** 66,70 **** <description>Returns a vector of discount factors corresponding to a vector of dates for a given yield term structure</description> <libraryFunction>discount</libraryFunction> - <platforms>EO</platforms> <ParameterList> <Parameters> --- 62,65 ---- *************** *** 90,94 **** <description>return a vector of implied forward interest rates between input date d1 and input date vector d2</description> <libraryFunction>forwardRate</libraryFunction> - <platforms>EO</platforms> <ParameterList> <Parameters> --- 85,88 ---- *************** *** 134,138 **** <description>return a vector of implied zero-yield rates for given input dates</description> <libraryFunction>zeroRate</libraryFunction> - <platforms>EO</platforms> <ParameterList> <Parameters> --- 128,131 ---- *************** *** 173,177 **** <description>return a vector of implied par rates corresponding to input vector of tenors for given date/payment frequency</description> <libraryFunction>parRate</libraryFunction> - <platforms>EO</platforms> <ParameterList> <Parameters> --- 166,169 ---- *************** *** 261,265 **** <Constructor name='qlPiecewiseYieldCurve' dependencyTrigger='true'> <libraryFunction>PiecewiseYieldCurve</libraryFunction> - <platforms>EGO</platforms> <ParameterList> <Parameters> --- 253,256 ---- |
