Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31286/gensrc/metadata Modified Files: bonds.xml calendar.xml capfloor.xml capletvolstructure.xml couponvectors.xml date.xml daycounter.xml exercise.xml forwardrateagreement.xml generalstatistics.xml incrementalstatistics.xml index.xml instruments.xml interpolation.xml marketmodels.xml mathf.xml optimization.xml options.xml payoffs.xml prices.xml pricingengines.xml processes.xml randomsequencegenerator.xml ratehelpers.xml schedule.xml shortratemodels.xml swap.xml swaption.xml swaptionvolstructure.xml termstructures.xml utilities.xml vanillaswap.xml volatilities.xml Log Message: support for Calc Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** vanillaswap.xml 19 Jul 2006 16:39:46 -0000 1.12 --- vanillaswap.xml 29 Jul 2006 15:32:32 -0000 1.13 *************** *** 17,20 **** --- 17,23 ---- <Constructor name='qlVanillaSwap'> <libraryFunction>VanillaSwap</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 81,84 **** --- 84,90 ---- <description>the fair rate of a swap</description> <libraryFunction>fairRate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 93,96 **** --- 99,105 ---- <description>the fair rate of a swap</description> <libraryFunction>fairSpread</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 105,108 **** --- 114,120 ---- <description>The fixed leg cash flow analysis</description> <libraryFunction>fixedLeg</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 118,121 **** --- 130,136 ---- <description>the BPS of the fixed leg</description> <libraryFunction>fixedLegBPS</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 130,133 **** --- 145,151 ---- <description>The floating leg cash flow analysis</description> <libraryFunction>floatingLeg</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 142,145 **** --- 160,166 ---- <description>the BPS of the floating leg</description> <libraryFunction>floatingLegBPS</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> Index: incrementalstatistics.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/incrementalstatistics.xml,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** incrementalstatistics.xml 28 Jul 2006 13:05:57 -0000 1.1 --- incrementalstatistics.xml 29 Jul 2006 15:32:32 -0000 1.2 *************** *** 12,15 **** --- 12,18 ---- <description>Returns the number of samples collected</description> <libraryFunction>samples</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 24,27 **** --- 27,33 ---- <description>Returns the sum of data weights</description> <libraryFunction>weightSum</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 36,39 **** --- 42,48 ---- <description>Returns the mean</description> <libraryFunction>mean</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 48,51 **** --- 57,63 ---- <description>Returns the standard deviation</description> <libraryFunction>variance</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 60,63 **** --- 72,78 ---- <description>Returns the the standard deviation</description> <libraryFunction>standardDeviation</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 72,75 **** --- 87,93 ---- <description>Returns the error estimate on the mean value</description> <libraryFunction>errorEstimate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 84,87 **** --- 102,108 ---- <description>Returns the skewness</description> <libraryFunction>skewness</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 96,99 **** --- 117,123 ---- <description>Returns the excess kurtosis</description> <libraryFunction>kurtosis</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 108,111 **** --- 132,138 ---- <description>Returns the minimum sample value</description> <libraryFunction>min</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 120,123 **** --- 147,153 ---- <description>Returns the maximum sample value</description> <libraryFunction>max</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 132,135 **** --- 162,168 ---- <description>Returns the downside variance</description> <libraryFunction>downsideVariance</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 144,147 **** --- 177,183 ---- <description>Returns the square root of the downside variance</description> <libraryFunction>downsideDeviation</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 159,162 **** --- 195,201 ---- </description> <libraryFunction>IncrementalStatistics</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 181,184 **** --- 220,226 ---- </description> <libraryFunction>IncrementalStatistics</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters></Parameters> Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** ratehelpers.xml 13 Jul 2006 09:41:01 -0000 1.13 --- ratehelpers.xml 29 Jul 2006 15:32:32 -0000 1.14 *************** *** 19,22 **** --- 19,25 ---- <description>retrieve a RateHelper's earliest date</description> <libraryFunction>earliestDate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 31,34 **** --- 34,40 ---- <description>retrieve a RateHelper's latest date</description> <libraryFunction>latestDate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 43,46 **** --- 49,55 ---- <description>retrieve a RateHelper's reference quote</description> <libraryFunction>referenceQuote</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 55,58 **** --- 64,70 ---- <description>update quote of existing Rate Helper object</description> <libraryFunction>setQuote</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 72,75 **** --- 84,90 ---- <Constructor name='qlDepositRateHelper'> <libraryFunction>DepositRateHelper</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 110,113 **** --- 125,131 ---- <Constructor name='qlSwapRateHelper'> <libraryFunction>SwapRateHelper</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 159,162 **** --- 177,183 ---- <description>get convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>convexityAdjustment</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 171,174 **** --- 192,198 ---- <description>update convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>setConvexityAdjustment</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 188,191 **** --- 212,218 ---- <Constructor name='qlFuturesRateHelper'> <libraryFunction>FuturesRateHelper</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 231,234 **** --- 258,264 ---- <Procedure name='qlRateHelperSelection' dependencyTrigger='true'> <description>select rate helpers for bootstrapping</description> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> Index: shortratemodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** shortratemodels.xml 19 Jul 2006 16:39:46 -0000 1.8 --- shortratemodels.xml 29 Jul 2006 15:32:32 -0000 1.9 *************** *** 11,14 **** --- 11,17 ---- <Constructor name='qlHullWhite'> <libraryFunction>HullWhite</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 34,37 **** --- 37,43 ---- <Constructor name='qlVasicek'> <libraryFunction>Vasicek</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> Index: payoffs.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/payoffs.xml,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** payoffs.xml 11 Jul 2006 13:30:53 -0000 1.2 --- payoffs.xml 29 Jul 2006 15:32:32 -0000 1.3 *************** *** 11,14 **** --- 11,18 ---- <Constructor name='qlStrikedTypePayoff'> <libraryFunction>StrikedTypePayoff</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 34,37 **** --- 38,44 ---- <Constructor name='qlStrikedTypePayoff2'> <libraryFunction>StrikedTypePayoff</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** index.xml 28 Jul 2006 17:30:21 -0000 1.18 --- index.xml 29 Jul 2006 15:32:32 -0000 1.19 *************** *** 21,24 **** --- 21,27 ---- <description>retrive the name for the given Index object</description> <libraryFunction>name</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 33,36 **** --- 36,42 ---- <description>retrive the fixing for the given Index object</description> <libraryFunction>fixing</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 56,59 **** --- 62,68 ---- <description>add fixings for the given Index object</description> <libraryFunction>addFixings</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 81,84 **** --- 90,96 ---- <description>retrieve the family name for the given Index (e.g. EURIBOR)</description> <libraryFunction>familyName</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 93,96 **** --- 105,111 ---- <description>retrieve the tenor for the given Index (e.g. 6m)</description> <libraryFunction>tenor</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 105,108 **** --- 120,126 ---- <description>retrieve the settlement days for the given Index (e.g. 2)</description> <libraryFunction>settlementDays</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 117,120 **** --- 135,141 ---- <description>retrieve the currency for the given Index (e.g. EUR)</description> <libraryFunction>currency</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 129,132 **** --- 150,156 ---- <description>retrieve the calendar for the given Index (e.g. TARGET)</description> <libraryFunction>calendar</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 141,144 **** --- 165,171 ---- <description>retrieve the day count fraction for the given Index (e.g. Actual/360)</description> <libraryFunction>dayCounter</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 153,156 **** --- 180,186 ---- <description>retrive the fixing for the given Index object</description> <libraryFunction>fixing</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 173,176 **** --- 203,209 ---- <description>retrieve the frequency for the given Index (e.g. annual)</description> <libraryFunction>frequency</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 185,188 **** --- 218,224 ---- <description>returns TRUE if business day convention is of type adjusted and FALSE otherwise.</description> <libraryFunction>isAdjusted</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 197,200 **** --- 233,239 ---- <description>retrieve the business day convention for the given Index (e.g. Modified Following)</description> <libraryFunction>businessDayConvention</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 209,212 **** --- 248,254 ---- <description>retrieve the term structure for the given Index (e.g. EURYC)</description> <libraryFunction>termStructure</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 222,225 **** --- 264,270 ---- <Constructor name='qlXibor'> <libraryFunction>Xibor</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 271,274 **** --- 316,322 ---- <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> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 291,294 **** --- 339,345 ---- <description>retrieve the frequency for the underlying swap's fixed leg (e.g. annual)</description> <libraryFunction>fixedLegFrequency</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 303,306 **** --- 354,360 ---- <description>retrieve the business day convention for the underlying swap's fixed leg (e.g. Modified Following)</description> <libraryFunction>fixedLegConvention</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 315,318 **** --- 369,375 ---- <description>retrieve the swap's underlying index (e.g. EURIBOR6m)</description> <libraryFunction>libor</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 332,335 **** --- 389,395 ---- <Constructor name='qlSwapIndex'> <libraryFunction>SwapIndex</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** bonds.xml 19 Jul 2006 16:39:46 -0000 1.15 --- bonds.xml 29 Jul 2006 15:32:32 -0000 1.16 *************** *** 23,26 **** --- 23,29 ---- <description>Cash flow analysis.</description> <libraryFunction>flowAnalysis</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 35,38 **** --- 38,44 ---- <description>Returns the settlement date of the bond.</description> <libraryFunction>settlementDate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 47,50 **** --- 53,59 ---- <description>Theoretical clean price: The default bond settlement is used for calculation.</description> <libraryFunction>cleanPrice</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 59,62 **** --- 68,74 ---- <description>Theoretical dirty price. The default bond settlement is used for calculation.</description> <libraryFunction>dirtyPrice</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 71,74 **** --- 83,89 ---- <description>Theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description> <libraryFunction>yield</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 89,92 **** --- 104,110 ---- <description>Clean price given a yield and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>cleanPrice</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 117,120 **** --- 135,141 ---- <description>Dirty price(s) given yield(s) and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>dirtyPrice</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 145,148 **** --- 166,172 ---- <description>Yield(s) given clean price(s) and settlement date. The default bond settlement is used if no date is given</description> <libraryFunction>yield</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 173,176 **** --- 197,203 ---- <description>Accrued amount at a given date. The default bond settlement is used if no date is given.</description> <libraryFunction>accruedAmount</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 193,196 **** --- 220,226 ---- <Constructor name='qlZeroCouponBond'> <libraryFunction>ZeroCouponBond</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 241,244 **** --- 271,277 ---- <Constructor name='qlFixedCouponBond'> <libraryFunction>FixedCouponBond</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 319,322 **** --- 352,358 ---- <Constructor name='qlFloatingCouponBond'> <libraryFunction>FloatingCouponBond</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** swap.xml 19 Jul 2006 16:39:46 -0000 1.15 --- swap.xml 29 Jul 2006 15:32:32 -0000 1.16 *************** *** 19,22 **** --- 19,25 ---- <Constructor name='qlSwap'> <libraryFunction>Swap</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 43,46 **** --- 46,52 ---- <description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legAnalysis</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 61,64 **** --- 67,73 ---- <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legBPS</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 79,82 **** --- 88,94 ---- <description>the start date of the swap</description> <libraryFunction>startDate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 91,94 **** --- 103,109 ---- <description>the maturity date of the swap</description> <libraryFunction>maturity</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> Index: volatilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/volatilities.xml,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** volatilities.xml 11 Jul 2006 13:30:53 -0000 1.5 --- volatilities.xml 29 Jul 2006 15:32:32 -0000 1.6 *************** *** 10,13 **** --- 10,17 ---- <Constructor name='qlBlackConstantVol'> <libraryFunction>BlackConstantVol</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 33,36 **** --- 37,43 ---- <Constructor name='qlBlackVarianceSurface'> <libraryFunction>BlackVarianceSurface</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** marketmodels.xml 24 Jul 2006 10:33:26 -0000 1.15 --- marketmodels.xml 29 Jul 2006 15:32:32 -0000 1.16 *************** *** 19,22 **** --- 19,25 ---- <libraryFunction>possibleCashFlowTimes</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 32,35 **** --- 35,41 ---- <libraryFunction>numberOfProducts</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 45,48 **** --- 51,57 ---- <libraryFunction>maxNumberOfCashFlowsPerProductPerStep</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 59,62 **** --- 68,74 ---- <libraryFunction>MarketModelForwards</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 90,93 **** --- 102,108 ---- <description>rates fixing times for the EvolutionDescription object</description> <libraryFunction>rateTimes</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 102,105 **** --- 117,123 ---- <description>rates taus for the EvolutionDescription object</description> <libraryFunction>rateTaus</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 114,117 **** --- 132,138 ---- <description>evolution times for the EvolutionDescription object</description> <libraryFunction>evolutionTimes</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 126,129 **** --- 147,153 ---- <description>for each step returns a row with the effective evolution taus for each rate</description> <libraryFunction>evolutionTaus</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 138,141 **** --- 162,168 ---- <description>first alive rate at each evolution time for the EvolutionDescription object</description> <libraryFunction>firstAliveRate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 150,153 **** --- 177,183 ---- <description>numeraires for the EvolutionDescription object</description> <libraryFunction>numeraires</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 164,167 **** --- 194,200 ---- <description>number of rates for the EvolutionDescription object</description> <libraryFunction>numberOfRates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 176,179 **** --- 209,215 ---- <description>number of steps for the EvolutionDescription object</description> <libraryFunction>numberOfSteps</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 188,191 **** --- 224,230 ---- <description>Set the numeraires to the EvolutionDescription object</description> <libraryFunction>setNumeraires</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 206,209 **** --- 245,251 ---- <description>Set the terminal measure to the EvolutionDescription object</description> <libraryFunction>setTerminalMeasure</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 218,221 **** --- 260,266 ---- <description>Set the money market measure to the EvolutionDescription object</description> <libraryFunction>setMoneyMarketMeasure</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 230,233 **** --- 275,281 ---- <description>Returns TRUE if the EvolutionDescription object is using terminal measure</description> <libraryFunction>isInTerminalMeasure</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 242,245 **** --- 290,296 ---- <description>Returns TRUE if the EvolutionDescription object is using money market measure</description> <libraryFunction>isInMoneyMarketMeasure</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 253,256 **** --- 304,310 ---- <Constructor name='qlEvolutionDescription'> <libraryFunction>EvolutionDescription</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 279,282 **** --- 333,339 ---- <description>initial rates for the PseudoRoot object</description> <libraryFunction>initialRates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 291,294 **** --- 348,354 ---- <description>rates' displacemets for the PseudoRoot object</description> <libraryFunction>displacements</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 303,306 **** --- 363,369 ---- <description>number of rates for the PseudoRoot object</description> <libraryFunction>numberOfRates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 315,318 **** --- 378,384 ---- <description>number of factors for the PseudoRoot object</description> <libraryFunction>numberOfFactors</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 327,330 **** --- 393,399 ---- <description>Returns the pseudo root for the i-th step.</description> <libraryFunction>pseudoRoot</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 346,349 **** --- 415,421 ---- <Constructor name='qlExponentialCorrelation'> <libraryFunction>ExponentialCorrelation</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 389,392 **** --- 461,467 ---- <Constructor name='qlAbcdVolatility'> <libraryFunction>AbcdVolatility</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 456,459 **** --- 531,537 ---- <libraryFunction>rateTimes</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 468,471 **** --- 546,552 ---- <description>set the CurveState object on given vector of forward rates</description> <libraryFunction>setOnForwardRates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 486,489 **** --- 567,573 ---- <description>set the CurveState object on given vector of discount ratios</description> <libraryFunction>setOnDiscountRatios</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 504,507 **** --- 588,594 ---- <description>set the CurveState object on given vector of coterminal swaps</description> <libraryFunction>setOnCoterminalSwapRates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 522,525 **** --- 609,615 ---- <description>set the CurveState object on given vector of forward rates</description> <libraryFunction>forwardRates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 534,537 **** --- 624,630 ---- <description>set the CurveState object on given vector of discount ratios</description> <libraryFunction>discountRatios</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 546,549 **** --- 639,645 ---- <description>set the CurveState object on given vector of coterminal swaps</description> <libraryFunction>coterminalSwapRates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 558,561 **** --- 654,660 ---- <description>set the CurveState object on given vector of forward rates</description> <libraryFunction>forwardRate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 576,579 **** --- 675,681 ---- <description>set the CurveState object on given vector of discount ratios</description> <libraryFunction>discountRatio</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 599,602 **** --- 701,707 ---- <description>set the CurveState object on given vector of coterminal swaps</description> <libraryFunction>coterminalSwapRate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 616,619 **** --- 721,727 ---- <Constructor name='qlCurveState'> <libraryFunction>CurveState</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 632,635 **** --- 740,746 ---- <description>compute the drifts using the DriftCalculator object</description> <libraryFunction>compute</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 650,653 **** --- 761,767 ---- <description>Joshi's algorithm compute the drifts using the DriftCalculator object</description> <libraryFunction>computeReduced</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 672,675 **** --- 786,792 ---- <Constructor name='qlDriftCalculator'> <libraryFunction>DriftCalculator</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 708,711 **** --- 825,831 ---- <libraryFunction>MTBrownianGeneratorFactory</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 725,728 **** --- 845,851 ---- <libraryFunction>startNewPath</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 738,741 **** --- 861,867 ---- <libraryFunction>advanceStep</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 751,754 **** --- 877,883 ---- <libraryFunction>currentStep</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 765,768 **** --- 894,900 ---- <libraryFunction>ForwardRateEvolver</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 789,792 **** --- 921,927 ---- <libraryFunction>ForwardRateIpcEvolver</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 815,818 **** --- 950,956 ---- <libraryFunction>AccountingEngine</libraryFunction> <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** swaptionvolstructure.xml 27 Jul 2006 17:46:12 -0000 1.24 --- swaptionvolstructure.xml 29 Jul 2006 15:32:32 -0000 1.25 *************** *** 20,23 **** --- 20,26 ---- <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> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 53,56 **** --- 56,62 ---- <description>Returns the latest start date for which the term structure can return vols.</description> <libraryFunction>maxStartDate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 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> --- 70,78 ---- <Member name='qlSwaptionVTSMaxSwapLength' libraryClass='SwaptionVolatilityStructure'> <description>Returns the largest length for which the term structure can return vols.</description> ! <libraryFunction>maxLength</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> ! <ParameterList> <Parameters/> </ParameterList> *************** *** 76,79 **** --- 86,92 ---- <description>Returns the minimum strike for which the term structure can return vols.</description> <libraryFunction>minStrike</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 88,91 **** --- 101,107 ---- <description>Returns the maximum strike for which the term structure can return vols.</description> <libraryFunction>maxStrike</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 101,104 **** --- 117,123 ---- <Constructor name='qlHandleSwaptionVolatilityStructure'> <libraryFunction>Handle<QuantLib::SwaptionVolatilityStructure></libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 115,118 **** --- 134,140 ---- <libraryFunction>linkTo</libraryFunction> <description>relink handle</description> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 135,138 **** --- 157,163 ---- <Constructor name='qlSwaptionVTSConstant' dependencyTrigger='true'> <libraryFunction>SwaptionConstantVolatility</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 158,161 **** --- 183,189 ---- <Constructor name='qlSwaptionVTSMatrix' dependencyTrigger='true'> <libraryFunction>SwaptionVolatilityMatrix</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 196,199 **** --- 224,230 ---- <Constructor name='qlSwaptionVTSMatrix2' dependencyTrigger='true'> <libraryFunction>SwaptionVolatilityMatrix</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 227,230 **** --- 258,264 ---- <description>Returns the underlying swap day counter.</description> <libraryFunction>dayCounter</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 239,242 **** --- 273,279 ---- <description>Returns the vector of swaption exercise dates.</description> <libraryFunction>exerciseDates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 251,254 **** --- 288,294 ---- <description>Returns the vector of underlying swap lengths.</description> <libraryFunction>lengths</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> Index: forwardrateagreement.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** forwardrateagreement.xml 19 Jul 2006 16:39:46 -0000 1.11 --- forwardrateagreement.xml 29 Jul 2006 15:32:32 -0000 1.12 *************** *** 12,15 **** --- 12,18 ---- <Constructor name='qlFRA'> <libraryFunction>ForwardRateAgreement</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 56,59 **** --- 59,65 ---- <description>Returns the relevant forward rate associated with the FRA term.</description> <libraryFunction>forwardRate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 68,71 **** --- 74,80 ---- <description>Returns the forward value of the FRA.</description> <libraryFunction>forwardValue</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 80,83 **** --- 89,95 ---- <description>Returns the spot value of the FRA.</description> <libraryFunction>spotValue</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> Index: capfloor.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** capfloor.xml 19 Jul 2006 16:39:46 -0000 1.10 --- capfloor.xml 29 Jul 2006 15:32:32 -0000 1.11 *************** *** 18,21 **** --- 18,24 ---- <description>CapFloortype (e.g. Cap, Floor, Collar)</description> <libraryFunction>type</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 30,33 **** --- 33,39 ---- <description>cap rates</description> <libraryFunction>capRates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 42,45 **** --- 48,54 ---- <description>floor rates</description> <libraryFunction>floorRates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 54,57 **** --- 63,69 ---- <description>implied volatility</description> <libraryFunction>impliedVolatility</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 71,74 **** --- 83,89 ---- <Constructor name='qlCapFloor'> <libraryFunction>CapFloor</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 110,113 **** --- 125,131 ---- <description>The cap/floor cash flow analysis</description> <libraryFunction>legAnalysis</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> Index: exercise.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/exercise.xml,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** exercise.xml 11 Jul 2006 13:30:53 -0000 1.6 --- exercise.xml 29 Jul 2006 15:32:32 -0000 1.7 *************** *** 13,16 **** --- 13,19 ---- <description>Returns all exercise dates</description> <libraryFunction>dates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 25,28 **** --- 28,34 ---- <description>Returns last exercise date</description> <libraryFunction>lastDate</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 36,39 **** --- 42,48 ---- <Constructor name='qlAmericanExercise'> <libraryFunction>AmericanExercise</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 59,62 **** --- 68,75 ---- <Constructor name='qlEuropeanExercise'> <libraryFunction>EuropeanExercise</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 72,75 **** --- 85,91 ---- <Constructor name='qlBermudanExercise'> <libraryFunction>BermudanExercise</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> Index: utilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/utilities.xml,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** utilities.xml 14 Jul 2006 10:20:32 -0000 1.6 --- utilities.xml 29 Jul 2006 15:32:32 -0000 1.7 *************** *** 11,14 **** --- 11,17 ---- <Procedure name='qlVersion'> <description>returns the version number of QuantLib</description> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 23,26 **** --- 26,32 ---- <description>list supported enumerated types</description> <alias>QuantLibAddin::EnumTypeRegistry::instance().getAllRegisteredTypes</alias> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 35,38 **** --- 41,47 ---- <description>return the members of a given enumerated type</description> <alias>QuantLibAddin::EnumTypeRegistry::instance().getTypeElements</alias> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 53,56 **** --- 62,68 ---- <description>list supported enumerated classes</description> <alias>QuantLibAddin::EnumClassRegistry::instance().getAllRegisteredTypes</alias> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 65,68 **** --- 77,83 ---- <description>return the members of a given enumerated class</description> <alias>QuantLibAddin::EnumClassRegistry::instance().getTypeElements</alias> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> Index: randomsequencegenerator.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/randomsequencegenerator.xml,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** randomsequencegenerator.xml 13 Jul 2006 09:41:01 -0000 1.5 --- randomsequencegenerator.xml 29 Jul 2006 15:32:32 -0000 1.6 *************** *** 12,15 **** --- 12,18 ---- <description>returns a random number between 0 and 1.</description> <alias>QuantLib::rand</alias> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters/> *************** *** 42,45 **** --- 45,51 ---- <description>generate variates</description> <libraryFunction>variates</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 59,62 **** --- 65,71 ---- <Constructor name='qlMersenneTwisterRsg'> <libraryFunction>MersenneTwisterRsg</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> <ParameterList> <Parameters> *************** *** 77,80 **** --- 86,92 ---- <Constructor name='qlFaureRsg'> <libraryFunction>FaureRsg<... 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