[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata index.xml, 1.16, 1.17
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[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata index.xml, 1.16, 1.17
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From: Ferdinando A. <na...@us...> - 2006-07-28 21:22:58
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11446/gensrc/metadata Modified Files: index.xml Log Message: 1) InterestRateIndex introduced 2) SwapRate renamed SwapIndex Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** index.xml 21 Jul 2006 18:19:17 -0000 1.16 --- index.xml 28 Jul 2006 16:10:55 -0000 1.17 *************** *** 16,19 **** --- 16,21 ---- <Functions> + <!-- Index interface --> + <Member name='qlIndexName' libraryClass='Index'> <description>retrive the name for the given Index object</description> *************** *** 74,126 **** </Member> ! <Constructor name='qlXibor'> ! <libraryFunction>Xibor</libraryFunction> ! <ParameterList> ! <Parameters> ! <Parameter name='FamilyName'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>index name</description> ! </Parameter> ! <Parameter name='tenor' libraryType='QuantLib::Period'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>index tenor (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description> ! </Parameter> ! <Parameter name='fixingDays'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>fixing days (e.g. 2)</description> ! </Parameter> ! <Parameter name='Currency' enumeration='QuantLib::Currency'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>Index Currency</description> ! </Parameter> ! <Parameter name='calendar' enumeration='QuantLib::Calendar'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>holiday calendar (e.g. TARGET)</description> ! </Parameter> ! <Parameter name='BDayConvention' enumeration='QuantLib::BusinessDayConvention'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>business day convention (e.g. ModifiedFollowing)</description> ! </Parameter> ! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>day counter (e.g. Actual360)</description> ! </Parameter> ! <Parameter name='termStructureID' libToHandle='YieldTermStructure' default='""'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>forecasting term structure</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Member name='qlIndexFamilyName' libraryClass='Xibor'> <description>retrieve the family name for the given Index (e.g. EURIBOR)</description> <libraryFunction>familyName</libraryFunction> --- 76,82 ---- </Member> ! <!-- InterestRateIndex interface --> ! <Member name='qlIndexFamilyName' libraryClass='InterestRateIndex'> <description>retrieve the family name for the given Index (e.g. EURIBOR)</description> <libraryFunction>familyName</libraryFunction> *************** *** 134,138 **** </Member> ! <Member name='qlIndexTenor' libraryClass='Xibor'> <description>retrieve the tenor for the given Index (e.g. 6m)</description> <libraryFunction>tenor</libraryFunction> --- 90,94 ---- </Member> ! <Member name='qlIndexTenor' libraryClass='InterestRateIndex'> <description>retrieve the tenor for the given Index (e.g. 6m)</description> <libraryFunction>tenor</libraryFunction> *************** *** 146,156 **** </Member> ! <Member name='qlIndexFrequency' libraryClass='Xibor'> ! <description>retrieve the frequency for the given Index (e.g. annual)</description> ! <libraryFunction>frequency</libraryFunction> <ParameterList> <Parameters/> </ParameterList> ! <ReturnValue enumeration='QuantLib::Frequency'> <type>string</type> <tensorRank>scalar</tensorRank> --- 102,112 ---- </Member> ! <Member name='qlIndexCalendar' libraryClass='InterestRateIndex'> ! <description>retrieve the calendar for the given Index (e.g. TARGET)</description> ! <libraryFunction>calendar</libraryFunction> <ParameterList> <Parameters/> </ParameterList> ! <ReturnValue enumeration='QuantLib::Calendar'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 158,162 **** </Member> ! <Member name='qlIndexSettlementDays' libraryClass='Xibor'> <description>retrieve the settlement days for the given Index (e.g. 2)</description> <libraryFunction>settlementDays</libraryFunction> --- 114,130 ---- </Member> ! <Member name='qlIndexCurrency' libraryClass='InterestRateIndex'> ! <description>retrieve the currency for the given Index (e.g. EUR)</description> ! <libraryFunction>currency</libraryFunction> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue enumeration='QuantLib::Currency'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! ! <Member name='qlIndexSettlementDays' libraryClass='InterestRateIndex'> <description>retrieve the settlement days for the given Index (e.g. 2)</description> <libraryFunction>settlementDays</libraryFunction> *************** *** 170,180 **** </Member> ! <Member name='qlIndexCurrency' libraryClass='Xibor'> ! <description>retrieve the currency for the given Index (e.g. EUR)</description> ! <libraryFunction>currency</libraryFunction> <ParameterList> <Parameters/> </ParameterList> ! <ReturnValue enumeration='QuantLib::Currency'> <type>string</type> <tensorRank>scalar</tensorRank> --- 138,148 ---- </Member> ! <Member name='qlIndexDayCounter' libraryClass='InterestRateIndex'> ! <description>retrieve the day count fraction for the given Index (e.g. Actual/360)</description> ! <libraryFunction>dayCounter</libraryFunction> <ParameterList> <Parameters/> </ParameterList> ! <ReturnValue enumeration='QuantLib::DayCounter'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 182,192 **** </Member> ! <Member name='qlIndexCalendar' libraryClass='Xibor'> ! <description>retrieve the calendar for the given Index (e.g. TARGET)</description> ! <libraryFunction>calendar</libraryFunction> <ParameterList> <Parameters/> </ParameterList> ! <ReturnValue enumeration='QuantLib::Calendar'> <type>string</type> <tensorRank>scalar</tensorRank> --- 150,162 ---- </Member> ! <!-- Xibor interface --> ! ! <Member name='qlIndexFrequency' libraryClass='Xibor'> ! <description>retrieve the frequency for the given Index (e.g. annual)</description> ! <libraryFunction>frequency</libraryFunction> <ParameterList> <Parameters/> </ParameterList> ! <ReturnValue enumeration='QuantLib::Frequency'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 218,233 **** </Member> - <Member name='qlIndexDayCounter' libraryClass='Xibor'> - <description>retrieve the day count fraction for the given Index (e.g. Actual/360)</description> - <libraryFunction>dayCounter</libraryFunction> - <ParameterList> - <Parameters/> - </ParameterList> - <ReturnValue enumeration='QuantLib::DayCounter'> - <type>string</type> - <tensorRank>scalar</tensorRank> - </ReturnValue> - </Member> - <!--<Member name='qlIndexTermStructure' libraryClass='Xibor'> <description>retrieve the term structure for the given Index (e.g. EURYC)</description> --- 188,191 ---- *************** *** 241,265 **** </ReturnValue> </Member>--> - - <Procedure name='qlSetEuriborTermStructure'> - <description>set the yield term structure which is linked to by the handle shared by all enumerated Euribor objects</description> - <alias>QuantLibAddin::EuriborHandle::instance().linkEuriborHandle</alias> - <ParameterList> - <Parameters> - <Parameter name='termStructureID' handleToLib='YieldTermStructure'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>yield term structure to be referenced by all enumerated Euribor objects</description> - </Parameter> - </Parameters> - </ParameterList> - <ReturnValue> - <type>void</type> - <tensorRank>scalar</tensorRank> - </ReturnValue> - </Procedure> ! <Constructor name='qlSwapRate'> ! <libraryFunction>SwapRate</libraryFunction> <ParameterList> <Parameters> --- 199,207 ---- </ReturnValue> </Member>--> ! <!-- Xibor constructor --> ! ! <Constructor name='qlXibor'> ! <libraryFunction>Xibor</libraryFunction> <ParameterList> <Parameters> *************** *** 269,281 **** <description>index name</description> </Parameter> ! <Parameter name='tenor'> ! <type>long</type> <tensorRank>scalar</tensorRank> ! <description>swap tenor in years</description> </Parameter> <Parameter name='fixingDays'> <type>long</type> <tensorRank>scalar</tensorRank> ! <description>swap rate fixing days (e.g. 2)</description> </Parameter> <Parameter name='Currency' enumeration='QuantLib::Currency'> --- 211,223 ---- <description>index name</description> </Parameter> ! <Parameter name='tenor' libraryType='QuantLib::Period'> ! <type>string</type> <tensorRank>scalar</tensorRank> ! <description>index tenor (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description> </Parameter> <Parameter name='fixingDays'> <type>long</type> <tensorRank>scalar</tensorRank> ! <description>fixing days (e.g. 2)</description> </Parameter> <Parameter name='Currency' enumeration='QuantLib::Currency'> *************** *** 289,311 **** <description>holiday calendar (e.g. TARGET)</description> </Parameter> ! <Parameter name='fixedLegFrequency' enumeration='QuantLib::Frequency'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>frequency of the underlying swap's fixed leg (e.g. annual)</description> ! </Parameter> ! <Parameter name='fixedLegBDC' enumeration='QuantLib::BusinessDayConvention'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>business day convention of the underlying swap's fixed leg (e.g. ModifiedFollowing)</description> </Parameter> ! <Parameter name='fixedLegDayCounter' enumeration='QuantLib::DayCounter'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>day counter of the underlying swap's fixed leg (e.g. 30/360::BondBasis)</description> </Parameter> ! <Parameter name='indexID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>swap's underlying index</description> </Parameter> </Parameters> --- 231,248 ---- <description>holiday calendar (e.g. TARGET)</description> </Parameter> ! <Parameter name='BDayConvention' enumeration='QuantLib::BusinessDayConvention'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>business day convention (e.g. ModifiedFollowing)</description> </Parameter> ! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>day counter (e.g. Actual360)</description> </Parameter> ! <Parameter name='termStructureID' libToHandle='YieldTermStructure' default='""'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>forecasting term structure</description> </Parameter> </Parameters> *************** *** 313,365 **** </Constructor> ! <Member name='qlSwapRateFamilyName' libraryClass='SwapRate'> ! <description>retrieve the family name for the given swap rate index (e.g. SWAP)</description> ! <libraryFunction>familyName</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! ! <Member name='qlSwapRateTenor' libraryClass='SwapRate'> ! <description>retrieve the tenor for the given swap rate index (e.g. )</description> ! <libraryFunction>tenor</libraryFunction> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue enumeration='QuantLib::Period'> ! <type>string</type> <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member> ! <Member name='qlSwapRateCalendar' libraryClass='SwapRate'> ! <description>retrieve the calendar for the given swap rate index (e.g. TARGET)</description> ! <libraryFunction>calendar</libraryFunction> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue enumeration='QuantLib::Calendar'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! <Member name='qlSwapRateCurrency' libraryClass='SwapRate'> ! <description>retrieve the currency for the given swap rate index (e.g. EUR)</description> ! <libraryFunction>currency</libraryFunction> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue enumeration='QuantLib::Currency'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! ! <Member name='qlSwapRateFixedLegFreq' libraryClass='SwapRate'> <description>retrieve the frequency for the underlying swap's fixed leg (e.g. annual)</description> <libraryFunction>fixedLegFrequency</libraryFunction> --- 250,274 ---- </Constructor> ! <Procedure name='qlSetEuriborTermStructure'> ! <description>set the yield term structure which is linked to by the handle shared by all enumerated Euribor objects</description> ! <alias>QuantLibAddin::EuriborHandle::instance().linkEuriborHandle</alias> <ParameterList> ! <Parameters> ! <Parameter name='termStructureID' handleToLib='YieldTermStructure'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>yield term structure to be referenced by all enumerated Euribor objects</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> ! <type>void</type> <tensorRank>scalar</tensorRank> </ReturnValue> ! </Procedure> ! <!-- SwapIndex interface --> ! <Member name='qlSwapIndexFixedLegFreq' libraryClass='SwapIndex'> <description>retrieve the frequency for the underlying swap's fixed leg (e.g. annual)</description> <libraryFunction>fixedLegFrequency</libraryFunction> *************** *** 373,377 **** </Member> ! <Member name='qlSwapRateFixedLegBDC' libraryClass='SwapRate'> <description>retrieve the business day convention for the underlying swap's fixed leg (e.g. Modified Following)</description> <libraryFunction>fixedLegConvention</libraryFunction> --- 282,286 ---- </Member> ! <Member name='qlSwapIndexFixedLegBDC' libraryClass='SwapIndex'> <description>retrieve the business day convention for the underlying swap's fixed leg (e.g. Modified Following)</description> <libraryFunction>fixedLegConvention</libraryFunction> *************** *** 385,401 **** </Member> ! <Member name='qlSwapRateFixedLegDayCounter' libraryClass='SwapRate'> ! <description>retrieve the day count fraction for the underlying swap's fixed leg (e.g. 30/360::BondBasis)</description> ! <libraryFunction>fixedLegDayCounter</libraryFunction> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! ! <Member name='qlSwapRateFloatingLegFreq' libraryClass='SwapRate'> <description>retrieve the frequency for the underlying swap's floating leg (e.g. semiannual)</description> <libraryFunction>floatingLegFrequency</libraryFunction> --- 294,298 ---- </Member> ! <Member name='qlSwapIndexFloatingLegFreq' libraryClass='SwapIndex'> <description>retrieve the frequency for the underlying swap's floating leg (e.g. semiannual)</description> <libraryFunction>floatingLegFrequency</libraryFunction> *************** *** 409,413 **** </Member> ! <Member name='qlSwapRateFloatingLegBDC' libraryClass='SwapRate'> <description>retrieve the business day convention for the underlying swap's floating leg (e.g. Modified Following)</description> <libraryFunction>floatingLegConvention</libraryFunction> --- 306,310 ---- </Member> ! <Member name='qlSwapIndexFloatingLegBDC' libraryClass='SwapIndex'> <description>retrieve the business day convention for the underlying swap's floating leg (e.g. Modified Following)</description> <libraryFunction>floatingLegConvention</libraryFunction> *************** *** 421,425 **** </Member> ! <!--<Member name='qlSwapRateUnderlyingIndex' libraryClass='SwapRate'> <description>retrieve the swap's underlying index (e.g. EURIBOR6m)</description> <libraryFunction>libor</libraryFunction> --- 318,322 ---- </Member> ! <!--<Member name='qlSwapIndexUnderlyingIndex' libraryClass='SwapIndex'> <description>retrieve the swap's underlying index (e.g. EURIBOR6m)</description> <libraryFunction>libor</libraryFunction> *************** *** 433,437 **** </Member>--> ! <Member name='qlSwapRateIndexFixingDays' libraryClass='SwapRate'> <description>retrieve the settlement days for the index underlying the swap (e.g. 2)</description> <libraryFunction>indexFixingDays</libraryFunction> --- 330,334 ---- </Member>--> ! <Member name='qlSwapIndexIndexFixingDays' libraryClass='SwapIndex'> <description>retrieve the settlement days for the index underlying the swap (e.g. 2)</description> <libraryFunction>indexFixingDays</libraryFunction> *************** *** 448,452 **** --- 345,405 ---- <!-- underlyingSwap --> + + <!-- SwapIndex constructor --> + <Constructor name='qlSwapIndex'> + <libraryFunction>SwapIndex</libraryFunction> + <ParameterList> + <Parameters> + <Parameter name='FamilyName'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>index name</description> + </Parameter> + <Parameter name='tenor'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>swap tenor in years</description> + </Parameter> + <Parameter name='fixingDays'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>swap rate fixing days (e.g. 2)</description> + </Parameter> + <Parameter name='Currency' enumeration='QuantLib::Currency'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>Index Currency</description> + </Parameter> + <Parameter name='calendar' enumeration='QuantLib::Calendar'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>holiday calendar (e.g. TARGET)</description> + </Parameter> + <Parameter name='fixedLegFrequency' enumeration='QuantLib::Frequency'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>frequency of the underlying swap's fixed leg (e.g. annual)</description> + </Parameter> + <Parameter name='fixedLegBDC' enumeration='QuantLib::BusinessDayConvention'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>business day convention of the underlying swap's fixed leg (e.g. ModifiedFollowing)</description> + </Parameter> + <Parameter name='fixedLegDayCounter' enumeration='QuantLib::DayCounter'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>day counter of the underlying swap's fixed leg (e.g. 30/360::BondBasis)</description> + </Parameter> + <Parameter name='indexID' libraryClass='Xibor'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>swap's underlying index</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> + + </Functions> </Category> |
