Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17144/gensrc/metadata
Modified Files:
bonds.xml calendar.xml capfloor.xml capletvolstructure.xml
exercise.xml forwardrateagreement.xml instruments.xml
interpolation.xml marketmodels.xml optimization.xml
options.xml payoffs.xml prices.xml pricingengines.xml
processes.xml randomsequencegenerator.xml ratehelpers.xml
schedule.xml swap.xml swaption.xml swaptionvolstructure.xml
termstructures.xml utilities.xml vanillaswap.xml
volatilities.xml
Added Files:
ohfunctions.xml
Removed Files:
Makefile.am
Log Message:
merge R000313f0-branch
Index: vanillaswap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** vanillaswap.xml 21 Aug 2006 07:34:29 -0000 1.18
--- vanillaswap.xml 28 Aug 2006 10:05:24 -0000 1.19
***************
*** 19,22 ****
--- 19,23 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 81,84 ****
--- 82,86 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 96,99 ****
--- 98,102 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 111,114 ****
--- 114,118 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 127,130 ****
--- 131,135 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 142,145 ****
--- 147,151 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 157,160 ****
--- 163,167 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: ratehelpers.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** ratehelpers.xml 21 Aug 2006 07:34:29 -0000 1.16
--- ratehelpers.xml 28 Aug 2006 10:05:24 -0000 1.17
***************
*** 21,24 ****
--- 21,25 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 36,39 ****
--- 37,41 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 51,54 ****
--- 53,57 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 66,69 ****
--- 69,73 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 86,89 ****
--- 90,94 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 127,130 ****
--- 132,136 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 179,182 ****
--- 185,189 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 194,197 ****
--- 201,205 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 214,217 ****
--- 222,226 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 260,263 ****
--- 269,273 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: payoffs.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/payoffs.xml,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** payoffs.xml 21 Aug 2006 07:34:29 -0000 1.4
--- payoffs.xml 28 Aug 2006 10:05:24 -0000 1.5
***************
*** 14,17 ****
--- 14,19 ----
<supportedPlatform>excel</supportedPlatform>
<supportedPlatform>calc</supportedPlatform>
+ <supportedPlatform>c</supportedPlatform>
+ <supportedPlatform>guile</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 40,43 ****
--- 42,46 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: bonds.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** bonds.xml 24 Aug 2006 16:12:55 -0000 1.21
--- bonds.xml 28 Aug 2006 10:05:24 -0000 1.22
***************
*** 26,29 ****
--- 26,30 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 41,44 ****
--- 42,46 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 130,133 ****
--- 132,136 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 145,148 ****
--- 148,152 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 160,163 ****
--- 164,168 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 274,277 ****
--- 279,283 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 297,300 ****
--- 303,307 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 348,351 ****
--- 355,359 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 429,432 ****
--- 437,441 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: swap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** swap.xml 21 Aug 2006 07:34:29 -0000 1.19
--- swap.xml 28 Aug 2006 10:05:24 -0000 1.20
***************
*** 21,24 ****
--- 21,25 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 48,51 ****
--- 49,53 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 69,72 ****
--- 71,75 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 90,93 ****
--- 93,97 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 105,108 ****
--- 109,113 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: volatilities.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/volatilities.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** volatilities.xml 21 Aug 2006 07:34:29 -0000 1.7
--- volatilities.xml 28 Aug 2006 10:05:24 -0000 1.8
***************
*** 13,16 ****
--- 13,18 ----
<supportedPlatform>excel</supportedPlatform>
<supportedPlatform>calc</supportedPlatform>
+ <supportedPlatform>c</supportedPlatform>
+ <supportedPlatform>guile</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 39,42 ****
--- 41,45 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
--- Makefile.am DELETED ---
Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** marketmodels.xml 21 Aug 2006 19:21:54 -0000 1.20
--- marketmodels.xml 28 Aug 2006 10:05:24 -0000 1.21
***************
*** 21,24 ****
--- 21,25 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 37,40 ****
--- 38,42 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 53,56 ****
--- 55,59 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 70,73 ****
--- 73,77 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 136,139 ****
--- 140,144 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 151,154 ****
--- 156,160 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 166,169 ****
--- 172,176 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 181,184 ****
--- 188,192 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 196,199 ****
--- 204,208 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 211,214 ****
--- 220,224 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 228,231 ****
--- 238,242 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 243,246 ****
--- 254,258 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
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<ParameterList>
***************
*** 258,261 ****
--- 270,274 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 279,282 ****
--- 292,296 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 294,297 ****
--- 308,312 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 330,333 ****
--- 345,349 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 345,348 ****
--- 361,365 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 359,362 ****
--- 376,380 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 388,391 ****
--- 406,410 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 403,406 ****
--- 422,426 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 418,421 ****
--- 438,442 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 433,436 ****
--- 454,458 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 448,451 ****
--- 470,474 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
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***************
*** 470,473 ****
--- 493,497 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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***************
*** 619,622 ****
--- 643,647 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 689,692 ****
--- 714,718 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 704,707 ****
--- 730,734 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 725,728 ****
--- 752,756 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
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<ParameterList>
***************
*** 746,749 ****
--- 774,778 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 767,770 ****
--- 796,800 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 782,785 ****
--- 812,816 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 797,800 ****
--- 828,832 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
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<ParameterList>
***************
*** 812,815 ****
--- 844,848 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 833,836 ****
--- 866,870 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 859,862 ****
--- 893,897 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 879,882 ****
--- 914,918 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 898,901 ****
--- 934,938 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 919,922 ****
--- 956,960 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 944,947 ****
--- 982,986 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 983,986 ****
--- 1022,1026 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 1003,1006 ****
--- 1043,1047 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 1019,1022 ****
--- 1060,1064 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 1035,1038 ****
--- 1077,1081 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 1052,1055 ****
--- 1095,1099 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 1079,1082 ****
--- 1123,1127 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 1108,1111 ****
--- 1153,1157 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.31
retrieving revision 1.32
diff -C2 -d -r1.31 -r1.32
*** swaptionvolstructure.xml 21 Aug 2006 09:44:53 -0000 1.31
--- swaptionvolstructure.xml 28 Aug 2006 10:05:24 -0000 1.32
***************
*** 93,96 ****
--- 93,97 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 123,126 ****
--- 124,128 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 138,141 ****
--- 140,144 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 154,157 ****
--- 157,161 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 171,174 ****
--- 175,179 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 193,196 ****
--- 198,202 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 219,222 ****
--- 225,229 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 260,263 ****
--- 267,271 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: forwardrateagreement.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** forwardrateagreement.xml 21 Aug 2006 07:34:29 -0000 1.13
--- forwardrateagreement.xml 28 Aug 2006 10:05:24 -0000 1.14
***************
*** 14,17 ****
--- 14,18 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 61,64 ****
--- 62,66 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 76,79 ****
--- 78,82 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 91,94 ****
--- 94,98 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: capfloor.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** capfloor.xml 21 Aug 2006 07:34:29 -0000 1.14
--- capfloor.xml 28 Aug 2006 10:05:24 -0000 1.15
***************
*** 35,38 ****
--- 35,39 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 50,53 ****
--- 51,55 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 65,68 ****
--- 67,71 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 85,88 ****
--- 88,92 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 113,120 ****
<description>discounting term structure</description>
</Parameter>
! <Parameter name='capFloorEngineID' libraryClass='BlackCapFloorEngine'>
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>Black cap floor pricing engine</description>
</Parameter>
</Parameters>
--- 117,124 ----
<description>discounting term structure</description>
</Parameter>
! <Parameter name='capFloorEngineID' libraryClass='PricingEngine'>
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>Cap floor pricing engine</description>
</Parameter>
</Parameters>
***************
*** 127,130 ****
--- 131,135 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: exercise.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/exercise.xml,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** exercise.xml 21 Aug 2006 07:34:29 -0000 1.8
--- exercise.xml 28 Aug 2006 10:05:24 -0000 1.9
***************
*** 15,18 ****
--- 15,19 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 30,33 ****
--- 31,35 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 44,47 ****
--- 46,50 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 71,74 ****
--- 74,79 ----
<supportedPlatform>excel</supportedPlatform>
<supportedPlatform>calc</supportedPlatform>
+ <supportedPlatform>c</supportedPlatform>
+ <supportedPlatform>guile</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 87,90 ****
--- 92,96 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: utilities.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/utilities.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** utilities.xml 29 Jul 2006 15:32:32 -0000 1.7
--- utilities.xml 28 Aug 2006 10:05:24 -0000 1.8
***************
*** 13,16 ****
--- 13,17 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 28,31 ****
--- 29,33 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 43,46 ****
--- 45,49 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 64,67 ****
--- 67,71 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 79,82 ****
--- 83,87 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: randomsequencegenerator.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/randomsequencegenerator.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** randomsequencegenerator.xml 21 Aug 2006 07:34:29 -0000 1.7
--- randomsequencegenerator.xml 28 Aug 2006 10:05:24 -0000 1.8
***************
*** 14,17 ****
--- 14,18 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 47,50 ****
--- 48,52 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 67,70 ****
--- 69,73 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 88,91 ****
--- 91,95 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 104,107 ****
--- 108,112 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 125,128 ****
--- 130,134 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: swaption.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** swaption.xml 21 Aug 2006 07:34:29 -0000 1.14
--- swaption.xml 28 Aug 2006 10:05:24 -0000 1.15
***************
*** 22,25 ****
--- 22,26 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 59,62 ****
--- 60,64 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 74,77 ****
--- 76,80 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: termstructures.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v
retrieving revision 1.29
retrieving revision 1.30
diff -C2 -d -r1.29 -r1.30
*** termstructures.xml 21 Aug 2006 07:34:29 -0000 1.29
--- termstructures.xml 28 Aug 2006 10:05:24 -0000 1.30
***************
*** 254,257 ****
--- 254,258 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 271,274 ****
--- 272,276 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 291,294 ****
--- 293,297 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 332,335 ****
--- 335,339 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 358,361 ****
--- 362,366 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 384,387 ****
--- 389,393 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 451,454 ****
--- 457,461 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 472,475 ****
--- 479,483 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: pricingengines.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** pricingengines.xml 21 Aug 2006 07:34:29 -0000 1.13
--- pricingengines.xml 28 Aug 2006 10:05:24 -0000 1.14
***************
*** 21,24 ****
--- 21,26 ----
<supportedPlatform>excel</supportedPlatform>
<supportedPlatform>calc</supportedPlatform>
+ <supportedPlatform>c</supportedPlatform>
+ <supportedPlatform>guile</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 37,40 ****
--- 39,43 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 58,61 ****
--- 61,65 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 74,77 ****
--- 78,82 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 90,93 ****
--- 95,99 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 106,109 ****
--- 112,116 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: capletvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** capletvolstructure.xml 21 Aug 2006 07:34:29 -0000 1.10
--- capletvolstructure.xml 28 Aug 2006 10:05:24 -0000 1.11
***************
*** 82,85 ****
--- 82,86 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 97,100 ****
--- 98,102 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 113,116 ****
--- 115,119 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 130,133 ****
--- 133,137 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 153,156 ****
--- 157,161 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: calendar.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** calendar.xml 21 Aug 2006 07:34:29 -0000 1.16
--- calendar.xml 28 Aug 2006 10:05:24 -0000 1.17
***************
*** 155,158 ****
--- 155,159 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: schedule.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/schedule.xml,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** schedule.xml 21 Aug 2006 07:34:29 -0000 1.8
--- schedule.xml 28 Aug 2006 10:05:24 -0000 1.9
***************
*** 12,15 ****
--- 12,16 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 64,67 ****
--- 65,69 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
--- NEW FILE: ohfunctions.xml ---
<Category name='ohfunctions'>
<description>ObjectHandler functions</description>
<displayName>ObjectHandler</displayName>
<includes>
<include>oh/objecthandler.hpp</include>
</includes>
<copyright>
Copyright (C) 2006 Eric Ehlers
</copyright>
<Functions>
<Procedure name='ohSetLogFile'>
<description>begin logging to named file</description>
<alias>ObjHandler::setLogFile</alias>
<supportedPlatforms>
<supportedPlatform>c</supportedPlatform>
<supportedPlatform>guile</supportedPlatform>
</supportedPlatforms>
<ParameterList>
<Parameters>
<Parameter name='logFileName'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>path and name of log file</description>
</Parameter>
<Parameter name='logLevel' default='4'>
<type>long</type>
<tensorRank>scalar</tensorRank>
<description>threshold for log messages</description>
</Parameter>
</Parameters>
</ParameterList>
<ReturnValue>
<type>string</type>
<tensorRank>scalar</tensorRank>
</ReturnValue>
</Procedure>
<Procedure name='ohLogMessage'>
<description>log a message</description>
<alias>ObjHandler::logMessage</alias>
<supportedPlatforms>
<supportedPlatform>c</supportedPlatform>
<supportedPlatform>guile</supportedPlatform>
</supportedPlatforms>
<ParameterList>
<Parameters>
<Parameter name='logMessage'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>message to be logged</description>
</Parameter>
<Parameter name='logLevel' default='4'>
<type>long</type>
<tensorRank>scalar</tensorRank>
<description>threshold for log messages</description>
</Parameter>
</Parameters>
</ParameterList>
<ReturnValue>
<type>void</type>
<tensorRank>scalar</tensorRank>
</ReturnValue>
</Procedure>
<Procedure name='ohLogObject'>
<description>write object description to log file</description>
<alias>ObjHandler::logObject</alias>
<supportedPlatforms>
<supportedPlatform>c</supportedPlatform>
<supportedPlatform>guile</supportedPlatform>
</supportedPlatforms>
<ParameterList>
<Parameters>
<Parameter name='handleObject'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>handle of object to be logged</description>
</Parameter>
</Parameters>
</ParameterList>
<ReturnValue>
<type>void</type>
<tensorRank>scalar</tensorRank>
</ReturnValue>
</Procedure>
<Procedure name='ohSetConsole'>
<description>fork output to stdout</description>
<alias>ObjHandler::setConsole</alias>
<supportedPlatforms>
<supportedPlatform>c</supportedPlatform>
<supportedPlatform>guile</supportedPlatform>
</supportedPlatforms>
<ParameterList>
<Parameters>
<Parameter name='console'>
<type>int</type>
<tensorRank>scalar</tensorRank>
<description>1 (enable) / 0 (disable)</description>
</Parameter>
<Parameter name='logLevel' default='4'>
<type>long</type>
<tensorRank>scalar</tensorRank>
<description>threshold for log messages</description>
</Parameter>
</Parameters>
</ParameterList>
<ReturnValue>
<type>void</type>
<tensorRank>scalar</tensorRank>
</ReturnValue>
</Procedure>
</Functions>
</Category>
Index: instruments.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/instruments.xml,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** instruments.xml 21 Aug 2006 07:34:29 -0000 1.15
--- instruments.xml 28 Aug 2006 10:05:24 -0000 1.16
***************
*** 19,22 ****
--- 19,23 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 34,37 ****
--- 35,39 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 49,52 ****
--- 51,55 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 64,67 ****
--- 67,71 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: prices.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/prices.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** prices.xml 21 Aug 2006 07:34:29 -0000 1.7
--- prices.xml 28 Aug 2006 10:05:24 -0000 1.8
***************
*** 16,19 ****
--- 16,20 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 52,55 ****
--- 53,57 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: options.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** options.xml 21 Aug 2006 07:34:29 -0000 1.16
--- options.xml 28 Aug 2006 10:05:24 -0000 1.17
***************
*** 14,46 ****
<Functions>
- <!--
- *** test example - testing member functions returning objects
- -->
-
- <Member name='qlAaaJunkTest' objectClass='VanillaOption'>
- <description>itm cash probability of an option</description>
- <libraryFunction>aaaJunkTest</libraryFunction>
- <supportedPlatforms>
- <supportedPlatform>excel</supportedPlatform>
- </supportedPlatforms>
- <ParameterList>
- <Parameters>
- <Parameter name='d' libraryType='QuantLib::Date'>
- <type>long</type>
- <tensorRank>scalar</tensorRank>
- <description>fixing dates</description>
- </Parameter>
- </Parameters>
- </ParameterList>
- <ReturnValue>
- <type>string</type>
- <tensorRank>scalar</tensorRank>
- </ReturnValue>
- </Member>
-
<Constructor name='qlBarrierOption'>
<libraryFunction>BarrierOption</libraryFunction>
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
</supportedPlatforms>
<ParameterList>
--- 14,22 ----
<Functions>
<Constructor name='qlBarrierOption'>
<libraryFunction>BarrierOption</libraryFunction>
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 89,92 ****
--- 65,69 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 158,161 ****
--- 135,139 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 209,212 ****
--- 187,191 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 250,253 ****
--- 229,233 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 292,295 ****
--- 272,277 ----
<supportedPlatform>excel</supportedPlatform>
<supportedPlatform>calc</supportedPlatform>
+ <supportedPlatform>c</supportedPlatform>
+ <supportedPlatform>guile</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 323,326 ****
--- 305,309 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 354,357 ****
--- 337,341 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 400,403 ****
--- 384,388 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 457,460 ****
--- 442,446 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 472,475 ****
--- 458,462 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 487,490 ****
--- 474,478 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 502,505 ****
--- 490,494 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 517,520 ****
--- 506,510 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 532,535 ****
--- 522,526 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 547,550 ****
--- 538,542 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 562,565 ****
--- 554,558 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 577,580 ****
--- 570,574 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 592,595 ****
--- 586,590 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
Index: interpolation.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v
retrieving revision 1.27
retrieving revision 1.28
diff -C2 -d -r1.27 -r1.28
*** interpolation.xml 21 Aug 2006 07:34:29 -0000 1.27
--- interpolation.xml 28 Aug 2006 10:05:24 -0000 1.28
***************
*** 25,28 ****
--- 25,29 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 161,164 ****
--- 162,166 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 176,179 ****
--- 178,182 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 213,216 ****
--- 216,220 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 239,242 ****
--- 243,247 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 285,288 ****
--- 290,294 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 345,348 ****
--- 351,355 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 360,363 ****
--- 367,371 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 375,378 ****
--- 383,387 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 390,393 ****
--- 399,403 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 405,408 ****
--- 415,419 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 420,423 ****
--- 431,435 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 435,438 ****
--- 447,451 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 450,453 ****
--- 463,467 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 460,463 ****
--- 474,478 ----
</Member>
+ <!--
<Member name='qlSABRInterpolationEndCriteria' libraryClass='SABRInterpolation'>
<description>Returns the optimization end criteria of the SABR fit</description>
***************
*** 465,468 ****
--- 480,484 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 474,477 ****
--- 490,494 ----
</ReturnValue>
</Member>
+ -->
<!-- Interpolation2D interface -->
***************
*** 482,485 ****
--- 499,503 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 497,500 ****
--- 515,519 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 512,515 ****
--- 531,535 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 527,530 ****
--- 547,551 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 542,545 ****
--- 563,567 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 557,560 ****
--- 579,583 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 572,575 ****
--- 595,599 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
***************
*** 645,652 ****
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
</supportedPlatforms>
<ParameterList>
<Parameters>
! <Parameter name='type'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 669,677 ----
<supportedPlatforms>
<supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
</supportedPlatforms>
<ParameterList>
<Parameters>
! <Parameter name='interpolationType'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: optimization.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/optimization.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** optimization.xml 21 Aug 2006 07:34:29 -0000 1.7
--- optimization.xml 28 Aug 2006 10:05:24 -0000 1.8
***************
*** 19,22 ****
--- 19,23 ----
<supportedPlatforms>
...
[truncated message content] |