[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.16, 1.17

[Cristina D. <cdu...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11421/gensrc/metadata

Modified Files:
	marketmodels.xml 
Log Message:
Added MarketModelCaplets constructor

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** marketmodels.xml	29 Jul 2006 15:32:32 -0000	1.16
--- marketmodels.xml	18 Aug 2006 08:55:05 -0000	1.17
***************
*** 3,10 ****
    <displayName>MarketModels</displayName>
    <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
!   <includes>
      <include>qlo/marketmodels.hpp</include>
      <include>qlo/vo_marketmodels.hpp</include>
!   </includes>
    <copyright>
      Copyright (C) 2006 Ferdinando Ametrano
--- 3,10 ----
    <displayName>MarketModels</displayName>
    <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
!   <!--<includes>
      <include>qlo/marketmodels.hpp</include>
      <include>qlo/vo_marketmodels.hpp</include>
!   </includes>-->
    <copyright>
      Copyright (C) 2006 Ferdinando Ametrano
***************
*** 97,100 ****
--- 97,132 ----
      </Constructor>
  
+     <Constructor name='qlMarketModelCaplets'>
+       <libraryFunction>MarketModelCaplets</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='rateTimes' libraryType='QuantLib::Array'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>rate fixing times</description>
+           </Parameter>
+           <Parameter name='accruals' libraryType='QuantLib::Array'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>accrual factors</description>
+           </Parameter>
+           <Parameter name='paymentTimes' libraryType='QuantLib::Array'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>payment times of the product</description>
+           </Parameter>
+           <Parameter name='strikes' libraryType='QuantLib::Array'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>forward strikes</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+     </Constructor>
+ 
      <!-- EvolutionDescription class interface and costructor -->
  
***************
*** 459,462 ****
--- 491,556 ----
      </Constructor>
  
+     <!-- Abcd Violatility -->
+ 
+     <Member name='qlAbcdVolatilityShortTermVolatility' libraryClass='AbcdVolatility'>
+       <description>Returns the short term volatility implied by Abcd volatility.</description>
+       <libraryFunction>shortTermVolatility</libraryFunction>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue>
+         <type>double</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
+     <Member name='qlAbcdVolatilityLongTermVolatility' libraryClass='AbcdVolatility'>
+       <description>Returns the long term volatility implied by Abcd volatility.</description>
+       <libraryFunction>longTermVolatility</libraryFunction>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue>
+         <type>double</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
+     <Member name='qlAbcdVolatilityMaximumLocation' libraryClass='AbcdVolatility'>
+       <description>Returns, if b is positive, the location of the Abcd volatility maximum.</description>
+       <libraryFunction>maximumLocation</libraryFunction>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue>
+         <type>double</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
+     <Member name='qlAbcdVolatilitymMaximumVolatility' libraryClass='AbcdVolatility'>
+       <description>Returns, if b is positive, the maximum of the Abcd volatility.</description>
+       <libraryFunction>maximumVolatility</libraryFunction>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue>
+         <type>double</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
      <Constructor name='qlAbcdVolatility'>
        <libraryFunction>AbcdVolatility</libraryFunction>
***************
*** 791,795 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='pseudo' libraryType='QuantLib::Matrix'>
              <type>double</type>
              <tensorRank>matrix</tensorRank>
--- 885,889 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='pseudo_square_root' libraryType='QuantLib::Matrix'>
              <type>double</type>
              <tensorRank>matrix</tensorRank>