[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata assetswap.xml, NONE, 1.1

[Chiara F. <chi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15583/gensrc/metadata

Added Files:
	assetswap.xml 
Log Message:
the following functions to construct and use AssetSwap objects were exported in Excel:
qlAssetSwap- generates AssetSwap Object
qlAssetSwapFairSpread- returns the fair rate of the asset swap
qlAssetSwapFixedLeg- returns the fixed leg cash flow analysis
qlAssetSwapFloatingLeg- returns the floating leg cash flow analysis
qlAssetSwapFloatingLegBPS- returns the BPS of the floating leg

--- NEW FILE: assetswap.xml ---
<Category name='assetswap'>
  <description>functions to construct and use AssetSwap objects</description>
  <displayName>Asset Swap</displayName>
  <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
  <includes>
    <include>ql/Instruments/assetswap.hpp</include>
    <include>qlo/assetswap.hpp</include>
    <include>qlo/vo_assetswap.hpp</include>
    <include>qlo/termstructures.hpp</include>
    <include>qlo/bonds.hpp</include>
  </includes>
  <copyright>
 Copyright (C) 2006 Chiara Fornarola
  </copyright>
  <Functions>

    <Constructor name='qlAssetSwap'>
      <libraryFunction>AssetSwap</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='PayFixed'>
            <type>bool</type>
            <tensorRank>scalar</tensorRank>
            <description>TRUE if pay the fixed rate, FALSE to receive it</description>
          </Parameter>
          <Parameter name='Nominal'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>Notional Amount</description>
          </Parameter>
          <Parameter name='underlyingBondID' libraryClass='Bond'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>Object ID for the underlying bond</description>
          </Parameter>
          <Parameter name='bondCleanPrice'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>market price of the underlying bond</description>
          </Parameter>
          <Parameter name='floatingLegScheduleID' libraryClass='Schedule'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>floating leg schedule</description>
          </Parameter>
          <Parameter name='indexID' libraryClass='Xibor'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>floating leg Index</description>
          </Parameter>
          <Parameter name='floatingLegSpread'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>Index Spread</description>
          </Parameter>
          <Parameter name='floatingLegDayCounter' enumeration='QuantLib::DayCounter'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>floating day counter (e.g. Actual/360)</description>
          </Parameter>
          <Parameter name='termStructureID' libToHandle='YieldTermStructure'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>discounting term structure</description>
          </Parameter>
        </Parameters>
      </ParameterList>
    </Constructor>

    
    <Member name='qlAssetSwapFairSpread' libraryClass='AssetSwap' dependencyTrigger='true'>
      <description>the fair rate of the asset swap, i.e. the asset swap spread</description>
      <libraryFunction>fairSpread</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
          <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlAssetSwapFixedLeg' objectClass='AssetSwap'>
      <description>The fixed leg cash flow analysis</description>
      <libraryFunction>fixedLeg</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>any</type>
        <tensorRank>matrix</tensorRank>
      </ReturnValue>
    </Member>


    <Member name='qlAssetSwapFloatingLeg' objectClass='AssetSwap' dependencyTrigger='true'>
      <description>The floating leg cash flow analysis</description>
      <libraryFunction>floatingLeg</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
          <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>any</type>
        <tensorRank>matrix</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlAssetSwapFloatingLegBPS' libraryClass='AssetSwap' dependencyTrigger='true'>
      <description>the BPS of the floating leg</description>
      <libraryFunction>floatingLegBPS</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
          <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

  </Functions>
</Category>