[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.18, 1.19

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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21815/gensrc/metadata

Modified Files:
	marketmodels.xml 
Log Message:
MarketModel refactoring

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** marketmodels.xml	18 Aug 2006 13:43:58 -0000	1.18
--- marketmodels.xml	21 Aug 2006 08:17:07 -0000	1.19
***************
*** 1,4 ****
  <Category name='marketmodels'>
!   <description>functions to construct QuantLib market Models objects</description>
    <displayName>MarketModels</displayName>
    <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
--- 1,4 ----
  <Category name='marketmodels'>
!   <description>functions to construct and use Market Models related objects</description>
    <displayName>MarketModels</displayName>
    <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
***************
*** 25,29 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Array'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 25,29 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 73,92 ****
        <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>
--- 73,92 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='rateTimes'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>rate fixing times</description>
            </Parameter>
!           <Parameter name='accruals'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>accrual factors</description>
            </Parameter>
!           <Parameter name='paymentTimes'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>payment times of the product</description>
            </Parameter>
!           <Parameter name='strikes'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 105,124 ****
        <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>
--- 105,124 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='rateTimes'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>rate fixing times</description>
            </Parameter>
!           <Parameter name='accruals'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>accrual factors</description>
            </Parameter>
!           <Parameter name='paymentTimes'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>payment times of the product</description>
            </Parameter>
!           <Parameter name='strikes'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 140,144 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Array'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 140,144 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 155,159 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Array'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 155,159 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 170,174 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Array'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 170,174 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 176,182 ****
      </Member>
  
!     <Member name='qlEvolutionDescriptionEvolutionTaus' libraryClass='EvolutionDescription'>
!       <description>for each step returns a row with the effective evolution taus for each rate</description>
!       <libraryFunction>evolutionTaus</libraryFunction>
        <supportedPlatforms>
          <supportedPlatform>excel</supportedPlatform>
--- 176,182 ----
      </Member>
  
!     <Member name='qlEvolutionDescriptionEffectiveStopTime' libraryClass='EvolutionDescription'>
!       <description>for each step returns a row with the effective evolution stopping time for each rate</description>
!       <libraryFunction>effectiveStopTime</libraryFunction>
        <supportedPlatforms>
          <supportedPlatform>excel</supportedPlatform>
***************
*** 341,350 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='rateTimes' libraryType='QuantLib::Array'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>rate fixing times</description>
            </Parameter>
!           <Parameter name='evolutionTimes' libraryType='QuantLib::Array'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 341,350 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='rateTimes'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>rate fixing times</description>
            </Parameter>
!           <Parameter name='evolutionTimes'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 371,375 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Array'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 371,375 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 386,390 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Array'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 386,390 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 445,450 ****
      <!-- PseudoRoot derived class constructors -->
  
!     <Constructor name='qlExponentialCorrelation'>
!       <libraryFunction>ExponentialCorrelation</libraryFunction>
        <supportedPlatforms>
          <supportedPlatform>excel</supportedPlatform>
--- 445,450 ----
      <!-- PseudoRoot derived class constructors -->
  
!     <Constructor name='qlExpCorrFlatVol'>
!       <libraryFunction>ExpCorrFlatVol</libraryFunction>
        <supportedPlatforms>
          <supportedPlatform>excel</supportedPlatform>
***************
*** 477,486 ****
              <description>number of factors to be retained in the simulation</description>
            </Parameter>
!           <Parameter name='initialRates' libraryType='QuantLib::Array'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>initial rates</description>
            </Parameter>
!           <Parameter name='displacements' libraryType='QuantLib::Array'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 477,486 ----
              <description>number of factors to be retained in the simulation</description>
            </Parameter>
!           <Parameter name='initialRates'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>initial rates</description>
            </Parameter>
!           <Parameter name='displacements'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 594,599 ****
      </Constructor>
  
!     <Constructor name='qlAbcdVolatility'>
!       <libraryFunction>AbcdVolatility</libraryFunction>
        <supportedPlatforms>
          <supportedPlatform>excel</supportedPlatform>
--- 594,599 ----
      </Constructor>
  
!     <Constructor name='qlExpCorrAbcdVol'>
!       <libraryFunction>ExpCorrAbcdVol</libraryFunction>
        <supportedPlatforms>
          <supportedPlatform>excel</supportedPlatform>
***************
*** 646,655 ****
              <description>number of factors to be retained in the simulation</description>
            </Parameter>
!           <Parameter name='initialRates' libraryType='QuantLib::Array'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>initial rates</description>
            </Parameter>
!           <Parameter name='displacements' libraryType='QuantLib::Array'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 646,655 ----
              <description>number of factors to be retained in the simulation</description>
            </Parameter>
!           <Parameter name='initialRates'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>initial rates</description>
            </Parameter>
!           <Parameter name='displacements'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 672,676 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Array'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 672,676 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 686,690 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='rates' libraryType='QuantLib::Array'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 686,690 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='rates'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 707,711 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='discountRatios' libraryType='QuantLib::Array'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 707,711 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='discountRatios'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 728,732 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='CoterminalSwaps' libraryType='QuantLib::Array'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 728,732 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='CoterminalSwaps'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 750,754 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Array'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 750,754 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 765,769 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Array'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 765,769 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 780,784 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Array'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 780,784 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 861,865 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='rateTimes' libraryType='QuantLib::Array'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 861,865 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='rateTimes'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 880,884 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='forwards' libraryType='QuantLib::Array'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 880,884 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='forwards'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 887,891 ****
          </Parameters>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Array'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 887,891 ----
          </Parameters>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 901,905 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='forwards' libraryType='QuantLib::Array'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 901,905 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='forwards'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 913,917 ****
          </Parameters>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Array'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 913,917 ----
          </Parameters>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 931,940 ****
              <description>Pseudo square root of the covariance matrix</description>
            </Parameter>
!           <Parameter name='displacements' libraryType='QuantLib::Array'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>displacements</description>
            </Parameter>
!           <Parameter name='taus' libraryType='QuantLib::Array'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 931,940 ----
              <description>Pseudo square root of the covariance matrix</description>
            </Parameter>
!           <Parameter name='displacements'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>displacements</description>
            </Parameter>
!           <Parameter name='taus'>
              <type>double</type>
              <tensorRank>vector</tensorRank>