Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17598/gensrc/metadata
Modified Files:
couponvectors.xml index.xml optimization.xml
Log Message:
merge R000313f0-branch
Index: index.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v
retrieving revision 1.26
retrieving revision 1.27
diff -C2 -d -r1.26 -r1.27
*** index.xml 21 Aug 2006 07:34:29 -0000 1.26
--- index.xml 28 Aug 2006 12:42:19 -0000 1.27
***************
*** 87,91 ****
<!-- InterestRateIndex interface -->
! <Member name='qlInterestRateIndexFamilyName' libraryClass='InterestRateIndex'>
<description>retrieve the family name for the given Index (e.g. EURIBOR)</description>
<libraryFunction>familyName</libraryFunction>
--- 87,91 ----
<!-- InterestRateIndex interface -->
! <!--Member name='qlInterestRateIndexFamilyName' libraryClass='InterestRateIndex'>
<description>retrieve the family name for the given Index (e.g. EURIBOR)</description>
<libraryFunction>familyName</libraryFunction>
***************
*** 100,106 ****
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member>
! <Member name='qlInterestRateIndexTenor' libraryClass='InterestRateIndex'>
<description>retrieve the tenor for the given Index (e.g. 6m)</description>
<libraryFunction>tenor</libraryFunction>
--- 100,106 ----
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member-->
! <!--Member name='qlInterestRateIndexTenor' libraryClass='InterestRateIndex'>
<description>retrieve the tenor for the given Index (e.g. 6m)</description>
<libraryFunction>tenor</libraryFunction>
***************
*** 115,121 ****
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member>
! <Member name='qlInterestRateIndexSettlementDays' libraryClass='InterestRateIndex'>
<description>retrieve the settlement days for the given Index (e.g. 2)</description>
<libraryFunction>settlementDays</libraryFunction>
--- 115,121 ----
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member-->
! <!--Member name='qlInterestRateIndexSettlementDays' libraryClass='InterestRateIndex'>
<description>retrieve the settlement days for the given Index (e.g. 2)</description>
<libraryFunction>settlementDays</libraryFunction>
***************
*** 130,136 ****
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member>
! <Member name='qlInterestRateIndexCurrency' libraryClass='InterestRateIndex'>
<description>retrieve the currency for the given Index (e.g. EUR)</description>
<libraryFunction>currency</libraryFunction>
--- 130,136 ----
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member-->
! <!--Member name='qlInterestRateIndexCurrency' libraryClass='InterestRateIndex'>
<description>retrieve the currency for the given Index (e.g. EUR)</description>
<libraryFunction>currency</libraryFunction>
***************
*** 145,151 ****
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member>
! <Member name='qlInterestRateIndexCalendar' libraryClass='InterestRateIndex'>
<description>retrieve the calendar for the given Index (e.g. TARGET)</description>
<libraryFunction>calendar</libraryFunction>
--- 145,151 ----
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member-->
! <!--Member name='qlInterestRateIndexCalendar' libraryClass='InterestRateIndex'>
<description>retrieve the calendar for the given Index (e.g. TARGET)</description>
<libraryFunction>calendar</libraryFunction>
***************
*** 160,166 ****
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member>
! <Member name='qlInterestRateIndexDayCounter' libraryClass='InterestRateIndex'>
<description>retrieve the day count fraction for the given Index (e.g. Actual/360)</description>
<libraryFunction>dayCounter</libraryFunction>
--- 160,166 ----
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member-->
! <!--Member name='qlInterestRateIndexDayCounter' libraryClass='InterestRateIndex'>
<description>retrieve the day count fraction for the given Index (e.g. Actual/360)</description>
<libraryFunction>dayCounter</libraryFunction>
***************
*** 175,181 ****
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member>
! <Member name='qlInterestRateIndexForecastFixing' libraryClass='InterestRateIndex' loopParameter='fixingDate'>
<description>retrive the fixing for the given Index object</description>
<libraryFunction>fixing</libraryFunction>
--- 175,181 ----
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member-->
! <!--Member name='qlInterestRateIndexForecastFixing' libraryClass='InterestRateIndex' loopParameter='fixingDate'>
<description>retrive the fixing for the given Index object</description>
<libraryFunction>fixing</libraryFunction>
***************
*** 196,202 ****
<tensorRank>vector</tensorRank>
</ReturnValue>
! </Member>
! <Member name='qlInterestRateIndexValueDate' libraryClass='InterestRateIndex'>
<description>retrieve the value date for Index object</description>
<libraryFunction>valueDate</libraryFunction>
--- 196,202 ----
<tensorRank>vector</tensorRank>
</ReturnValue>
! </Member-->
! <!--Member name='qlInterestRateIndexValueDate' libraryClass='InterestRateIndex'>
<description>retrieve the value date for Index object</description>
<libraryFunction>valueDate</libraryFunction>
***************
*** 217,224 ****
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member>
! <Member name='qlInterestRateIndexMaturity' libraryClass='InterestRateIndex'>
<description>retrieve the maturity date for Index object</description>
<libraryFunction>maturityDate</libraryFunction>
--- 217,224 ----
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member-->
! <!--Member name='qlInterestRateIndexMaturity' libraryClass='InterestRateIndex'>
<description>retrieve the maturity date for Index object</description>
<libraryFunction>maturityDate</libraryFunction>
***************
*** 239,243 ****
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member>
<!-- Xibor interface -->
--- 239,243 ----
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member-->
<!-- Xibor interface -->
***************
*** 379,383 ****
<!-- SwapIndex interface -->
! <Member name='qlSwapIndexFixedLegFreq' libraryClass='SwapIndex'>
<description>retrieve the frequency for the underlying swap's fixed leg (e.g. annual)</description>
<libraryFunction>fixedLegFrequency</libraryFunction>
--- 379,383 ----
<!-- SwapIndex interface -->
! <!--Member name='qlSwapIndexFixedLegFreq' libraryClass='SwapIndex'>
<description>retrieve the frequency for the underlying swap's fixed leg (e.g. annual)</description>
<libraryFunction>fixedLegFrequency</libraryFunction>
***************
*** 392,398 ****
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member>
! <Member name='qlSwapIndexFixedLegBDC' libraryClass='SwapIndex'>
<description>retrieve the business day convention for the underlying swap's fixed leg (e.g. Modified Following)</description>
<libraryFunction>fixedLegConvention</libraryFunction>
--- 392,398 ----
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member-->
! <!--Member name='qlSwapIndexFixedLegBDC' libraryClass='SwapIndex'>
<description>retrieve the business day convention for the underlying swap's fixed leg (e.g. Modified Following)</description>
<libraryFunction>fixedLegConvention</libraryFunction>
***************
*** 407,411 ****
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member>
<!--<Member name='qlSwapIndexUnderlyingIndex' libraryClass='SwapIndex'>
--- 407,411 ----
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member-->
<!--<Member name='qlSwapIndexUnderlyingIndex' libraryClass='SwapIndex'>
***************
*** 430,434 ****
<!-- SwapIndex constructor -->
! <Constructor name='qlSwapIndex'>
<libraryFunction>SwapIndex</libraryFunction>
<supportedPlatforms>
--- 430,434 ----
<!-- SwapIndex constructor -->
! <!--Constructor name='qlSwapIndex'>
<libraryFunction>SwapIndex</libraryFunction>
<supportedPlatforms>
***************
*** 484,488 ****
</Parameters>
</ParameterList>
! </Constructor>
</Functions>
--- 484,488 ----
</Parameters>
</ParameterList>
! </Constructor-->
</Functions>
Index: couponvectors.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v
retrieving revision 1.23
retrieving revision 1.24
diff -C2 -d -r1.23 -r1.24
*** couponvectors.xml 21 Aug 2006 07:34:29 -0000 1.23
--- couponvectors.xml 28 Aug 2006 12:42:19 -0000 1.24
***************
*** 87,91 ****
</Constructor>
! <Constructor name='qlCMSCouponVector'>
<libraryFunction>CMSCouponVector</libraryFunction>
<supportedPlatforms>
--- 87,91 ----
</Constructor>
! <!--Constructor name='qlCMSCouponVector'>
<libraryFunction>CMSCouponVector</libraryFunction>
<supportedPlatforms>
***************
*** 166,170 ****
</Parameters>
</ParameterList>
! </Constructor>
<Member name='qlGetLeg' objectClass='CouponVector' dependencyTrigger='true'>
--- 166,170 ----
</Parameters>
</ParameterList>
! </Constructor-->
<Member name='qlGetLeg' objectClass='CouponVector' dependencyTrigger='true'>
Index: optimization.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/optimization.xml,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** optimization.xml 28 Aug 2006 10:05:24 -0000 1.8
--- optimization.xml 28 Aug 2006 12:42:19 -0000 1.9
***************
*** 37,40 ****
--- 37,41 ----
</Constructor>
+ <!--
<Member name='qlEndCriteriaSetPositiveOptimization' libraryClass='EndCriteria'>
<description>Set positive optimization to the EndCriteria object</description>
***************
*** 46,49 ****
--- 47,51 ----
<ParameterList>
<Parameters>
+ -->
<!--
<Parameter name="isPositive">
***************
*** 53,56 ****
--- 55,59 ----
</Parameter>
-->
+ <!--
</Parameters>
</ParameterList>
***************
*** 60,63 ****
--- 63,67 ----
</ReturnValue>
</Member>
+ -->
<Member name='qlEndCriteriaCriteria' libraryClass='EndCriteria'>
|