Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29100/gensrc/metadata Modified Files: assetswap.xml bonds.xml capletvolstructure.xml couponvectors.xml instruments.xml marketmodels.xml options.xml randomsequencegenerator.xml ratehelpers.xml sequencestatistics.xml statistics.xml swap.xml swaption.xml swaptionvolstructure.xml termstructures.xml vanillaswap.xml Log Message: set dependencyTrigger='true' as default Index: assetswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/assetswap.xml,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** assetswap.xml 31 Aug 2006 17:06:25 -0000 1.6 --- assetswap.xml 1 Sep 2006 14:09:34 -0000 1.7 *************** *** 66,70 **** </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> --- 66,70 ---- </Constructor> ! <Member name='qlAssetSwapFairSpread' libraryClass='AssetSwap'> <description>the fair rate of the asset swap, i.e. the asset swap spread</description> <libraryFunction>fairSpread</libraryFunction> *************** *** 97,101 **** </Member> ! <Member name='qlAssetSwapFloatingLeg' objectClass='AssetSwap' dependencyTrigger='true'> <description>The floating leg cash flow analysis</description> <libraryFunction>floatingLeg</libraryFunction> --- 97,101 ---- </Member> ! <Member name='qlAssetSwapFloatingLeg' objectClass='AssetSwap'> <description>The floating leg cash flow analysis</description> <libraryFunction>floatingLeg</libraryFunction> *************** *** 112,116 **** </Member> ! <Member name='qlAssetSwapFloatingLegBPS' libraryClass='AssetSwap' dependencyTrigger='true'> <description>the BPS of the floating leg</description> <libraryFunction>floatingLegBPS</libraryFunction> --- 112,116 ---- </Member> ! <Member name='qlAssetSwapFloatingLegBPS' libraryClass='AssetSwap'> <description>the BPS of the floating leg</description> <libraryFunction>floatingLegBPS</libraryFunction> *************** *** 127,131 **** </Member> ! <Member name='qlAssetSwapFairPrice' libraryClass='AssetSwap' dependencyTrigger='true'> <description>the fair price of the bond</description> <libraryFunction>fairPrice</libraryFunction> --- 127,131 ---- </Member> ! <Member name='qlAssetSwapFairPrice' libraryClass='AssetSwap'> <description>the fair price of the bond</description> <libraryFunction>fairPrice</libraryFunction> Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.26 retrieving revision 1.27 diff -C2 -d -r1.26 -r1.27 *** marketmodels.xml 31 Aug 2006 21:19:17 -0000 1.26 --- marketmodels.xml 1 Sep 2006 14:09:34 -0000 1.27 *************** *** 900,904 **** <!-- CurveState class interface and costructor --> ! <Member name='qlCurveStateRateTimes' libraryClass='CurveState' dependencyTrigger='true'> <description>return the rate times of the CurveState object</description> <libraryFunction>rateTimes</libraryFunction> --- 900,904 ---- <!-- CurveState class interface and costructor --> ! <Member name='qlCurveStateRateTimes' libraryClass='CurveState'> <description>return the rate times of the CurveState object</description> <libraryFunction>rateTimes</libraryFunction> *************** *** 983,987 **** </Member> ! <Member name='qlCurveStateForwardRates' libraryClass='CurveState' dependencyTrigger='true'> <description>set the CurveState object on given vector of forward rates</description> <libraryFunction>forwardRates</libraryFunction> --- 983,987 ---- </Member> ! <Member name='qlCurveStateForwardRates' libraryClass='CurveState'> <description>set the CurveState object on given vector of forward rates</description> <libraryFunction>forwardRates</libraryFunction> *************** *** 999,1003 **** </Member> ! <Member name='qlCurveStateDiscountRatios' libraryClass='CurveState' dependencyTrigger='true'> <description>set the CurveState object on given vector of discount ratios</description> <libraryFunction>discountRatios</libraryFunction> --- 999,1003 ---- </Member> ! <Member name='qlCurveStateDiscountRatios' libraryClass='CurveState'> <description>set the CurveState object on given vector of discount ratios</description> <libraryFunction>discountRatios</libraryFunction> *************** *** 1015,1019 **** </Member> ! <Member name='qlCurveStateCoterminalSwapRates' libraryClass='CurveState' dependencyTrigger='true'> <description>set the CurveState object on given vector of coterminal swaps</description> <libraryFunction>coterminalSwapRates</libraryFunction> --- 1015,1019 ---- </Member> ! <Member name='qlCurveStateCoterminalSwapRates' libraryClass='CurveState'> <description>set the CurveState object on given vector of coterminal swaps</description> <libraryFunction>coterminalSwapRates</libraryFunction> *************** *** 1053,1057 **** </Member> ! <Member name='qlCurveStateDiscountRatio' libraryClass='CurveState' dependencyTrigger='true'> <description>set the CurveState object on given vector of discount ratios</description> <libraryFunction>discountRatio</libraryFunction> --- 1053,1057 ---- </Member> ! <Member name='qlCurveStateDiscountRatio' libraryClass='CurveState'> <description>set the CurveState object on given vector of discount ratios</description> <libraryFunction>discountRatio</libraryFunction> *************** *** 1080,1084 **** </Member> ! <Member name='qlCurveStateCoterminalSwapRate' libraryClass='CurveState' dependencyTrigger='true'> <description>set the CurveState object on given vector of coterminal swaps</description> <libraryFunction>coterminalSwapRate</libraryFunction> --- 1080,1084 ---- </Member> ! <Member name='qlCurveStateCoterminalSwapRate' libraryClass='CurveState'> <description>set the CurveState object on given vector of coterminal swaps</description> <libraryFunction>coterminalSwapRate</libraryFunction> Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.21 retrieving revision 1.22 diff -C2 -d -r1.21 -r1.22 *** vanillaswap.xml 31 Aug 2006 15:15:38 -0000 1.21 --- vanillaswap.xml 1 Sep 2006 14:09:34 -0000 1.22 *************** *** 77,81 **** </Constructor> ! <Member name='qlVanillaSwapFairRate' libraryClass='VanillaSwap' dependencyTrigger='true'> <description>the fair rate of a swap</description> <libraryFunction>fairRate</libraryFunction> --- 77,81 ---- </Constructor> ! <Member name='qlVanillaSwapFairRate' libraryClass='VanillaSwap'> <description>the fair rate of a swap</description> <libraryFunction>fairRate</libraryFunction> *************** *** 93,97 **** </Member> ! <Member name='qlVanillaSwapFairSpread' libraryClass='VanillaSwap' dependencyTrigger='true'> <description>the fair rate of a swap</description> <libraryFunction>fairSpread</libraryFunction> --- 93,97 ---- </Member> ! <Member name='qlVanillaSwapFairSpread' libraryClass='VanillaSwap'> <description>the fair rate of a swap</description> <libraryFunction>fairSpread</libraryFunction> *************** *** 126,130 **** </Member> ! <Member name='qlVanillaSwapFixedLegBPS' libraryClass='VanillaSwap' dependencyTrigger='true'> <description>the BPS of the fixed leg</description> <libraryFunction>fixedLegBPS</libraryFunction> --- 126,130 ---- </Member> ! <Member name='qlVanillaSwapFixedLegBPS' libraryClass='VanillaSwap'> <description>the BPS of the fixed leg</description> <libraryFunction>fixedLegBPS</libraryFunction> *************** *** 142,146 **** </Member> ! <Member name='qlVanillaSwapFloatingLeg' objectClass='VanillaSwap' dependencyTrigger='true'> <description>The floating leg cash flow analysis</description> <libraryFunction>floatingLeg</libraryFunction> --- 142,146 ---- </Member> ! <Member name='qlVanillaSwapFloatingLeg' objectClass='VanillaSwap'> <description>The floating leg cash flow analysis</description> <libraryFunction>floatingLeg</libraryFunction> *************** *** 158,162 **** </Member> ! <Member name='qlVanillaSwapFloatingLegBPS' libraryClass='VanillaSwap' dependencyTrigger='true'> <description>the BPS of the floating leg</description> <libraryFunction>floatingLegBPS</libraryFunction> --- 158,162 ---- </Member> ! <Member name='qlVanillaSwapFloatingLegBPS' libraryClass='VanillaSwap'> <description>the BPS of the floating leg</description> <libraryFunction>floatingLegBPS</libraryFunction> Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.22 retrieving revision 1.23 diff -C2 -d -r1.22 -r1.23 *** swap.xml 31 Aug 2006 15:15:38 -0000 1.22 --- swap.xml 1 Sep 2006 14:09:34 -0000 1.23 *************** *** 44,48 **** </Constructor> ! <Member name='qlSwapLegAnalysis' objectClass='Swap' dependencyTrigger='true'> <description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legAnalysis</libraryFunction> --- 44,48 ---- </Constructor> ! <Member name='qlSwapLegAnalysis' objectClass='Swap'> <description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legAnalysis</libraryFunction> *************** *** 66,70 **** </Member> ! <Member name='qlSwapLegBPS' libraryClass='Swap' dependencyTrigger='true'> <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legBPS</libraryFunction> --- 66,70 ---- </Member> ! <Member name='qlSwapLegBPS' libraryClass='Swap'> <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legBPS</libraryFunction> *************** *** 88,92 **** </Member> ! <Member name='qlSwapStartDate' libraryClass='Swap' dependencyTrigger='true'> <description>the start date of the swap</description> <libraryFunction>startDate</libraryFunction> --- 88,92 ---- </Member> ! <Member name='qlSwapStartDate' libraryClass='Swap'> <description>the start date of the swap</description> <libraryFunction>startDate</libraryFunction> *************** *** 104,108 **** </Member> ! <Member name='qlSwapMaturity' libraryClass='Swap' dependencyTrigger='true'> <description>the maturity date of the swap</description> <libraryFunction>maturity</libraryFunction> --- 104,108 ---- </Member> ! <Member name='qlSwapMaturity' libraryClass='Swap'> <description>the maturity date of the swap</description> <libraryFunction>maturity</libraryFunction> Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.19 retrieving revision 1.20 diff -C2 -d -r1.19 -r1.20 *** ratehelpers.xml 31 Aug 2006 15:15:37 -0000 1.19 --- ratehelpers.xml 1 Sep 2006 14:09:34 -0000 1.20 *************** *** 16,20 **** <Functions> ! <Member name='qlEarliestDate' libraryClass='RateHelper' dependencyTrigger='true'> <description>retrieve a RateHelper's earliest date</description> <libraryFunction>earliestDate</libraryFunction> --- 16,20 ---- <Functions> ! <Member name='qlEarliestDate' libraryClass='RateHelper'> <description>retrieve a RateHelper's earliest date</description> <libraryFunction>earliestDate</libraryFunction> *************** *** 32,36 **** </Member> ! <Member name='qlLatestDate' libraryClass='RateHelper' dependencyTrigger='true'> <description>retrieve a RateHelper's latest date</description> <libraryFunction>latestDate</libraryFunction> --- 32,36 ---- </Member> ! <Member name='qlLatestDate' libraryClass='RateHelper'> <description>retrieve a RateHelper's latest date</description> <libraryFunction>latestDate</libraryFunction> *************** *** 48,52 **** </Member> ! <Member name='qlReferenceQuote' libraryClass='RateHelper' dependencyTrigger='true'> <description>retrieve a RateHelper's reference quote</description> <libraryFunction>referenceQuote</libraryFunction> --- 48,52 ---- </Member> ! <Member name='qlReferenceQuote' libraryClass='RateHelper'> <description>retrieve a RateHelper's reference quote</description> <libraryFunction>referenceQuote</libraryFunction> *************** *** 180,184 **** </Constructor> ! <Member name='qlConvexityAdjustment' libraryClass='FuturesRateHelper' dependencyTrigger='true'> <description>get convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>convexityAdjustment</libraryFunction> --- 180,184 ---- </Constructor> ! <Member name='qlConvexityAdjustment' libraryClass='FuturesRateHelper'> <description>get convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>convexityAdjustment</libraryFunction> *************** *** 265,269 **** </Constructor> ! <Procedure name='qlRateHelperSelection' dependencyTrigger='true'> <description>select rate helpers for bootstrapping</description> <supportedPlatforms> --- 265,269 ---- </Constructor> ! <Procedure name='qlRateHelperSelection'> <description>select rate helpers for bootstrapping</description> <supportedPlatforms> Index: options.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v retrieving revision 1.19 retrieving revision 1.20 diff -C2 -d -r1.19 -r1.20 *** options.xml 31 Aug 2006 15:15:37 -0000 1.19 --- options.xml 1 Sep 2006 14:09:34 -0000 1.20 *************** *** 437,441 **** </Constructor> ! <Member name='qlDelta' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>delta of an option</description> <libraryFunction>delta</libraryFunction> --- 437,441 ---- </Constructor> ! <Member name='qlDelta' libraryClass='OneAssetOption'> <description>delta of an option</description> <libraryFunction>delta</libraryFunction> *************** *** 453,457 **** </Member> ! <Member name='qlDeltaForward' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>delta forward of an option</description> <libraryFunction>deltaForward</libraryFunction> --- 453,457 ---- </Member> ! <Member name='qlDeltaForward' libraryClass='OneAssetOption'> <description>delta forward of an option</description> <libraryFunction>deltaForward</libraryFunction> *************** *** 469,473 **** </Member> ! <Member name='qlElasticity' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>elasticity of an option</description> <libraryFunction>elasticity</libraryFunction> --- 469,473 ---- </Member> ! <Member name='qlElasticity' libraryClass='OneAssetOption'> <description>elasticity of an option</description> <libraryFunction>elasticity</libraryFunction> *************** *** 485,489 **** </Member> ! <Member name='qlGamma' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>gamma of an option</description> <libraryFunction>gamma</libraryFunction> --- 485,489 ---- </Member> ! <Member name='qlGamma' libraryClass='OneAssetOption'> <description>gamma of an option</description> <libraryFunction>gamma</libraryFunction> *************** *** 501,505 **** </Member> ! <Member name='qlTheta' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>theta of an option</description> <libraryFunction>theta</libraryFunction> --- 501,505 ---- </Member> ! <Member name='qlTheta' libraryClass='OneAssetOption'> <description>theta of an option</description> <libraryFunction>theta</libraryFunction> *************** *** 517,521 **** </Member> ! <Member name='qlThetaPerDay' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>theta per day of an option</description> <libraryFunction>thetaPerDay</libraryFunction> --- 517,521 ---- </Member> ! <Member name='qlThetaPerDay' libraryClass='OneAssetOption'> <description>theta per day of an option</description> <libraryFunction>thetaPerDay</libraryFunction> *************** *** 533,537 **** </Member> ! <Member name='qlVega' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>vega of an option</description> <libraryFunction>vega</libraryFunction> --- 533,537 ---- </Member> ! <Member name='qlVega' libraryClass='OneAssetOption'> <description>vega of an option</description> <libraryFunction>vega</libraryFunction> *************** *** 549,553 **** </Member> ! <Member name='qlRho' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>rho of an option</description> <libraryFunction>rho</libraryFunction> --- 549,553 ---- </Member> ! <Member name='qlRho' libraryClass='OneAssetOption'> <description>rho of an option</description> <libraryFunction>rho</libraryFunction> *************** *** 565,569 **** </Member> ! <Member name='qlDividendRho' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>dividend rho of an option</description> <libraryFunction>dividendRho</libraryFunction> --- 565,569 ---- </Member> ! <Member name='qlDividendRho' libraryClass='OneAssetOption'> <description>dividend rho of an option</description> <libraryFunction>dividendRho</libraryFunction> *************** *** 581,585 **** </Member> ! <Member name='qlItmCashProbability' libraryClass='OneAssetOption' dependencyTrigger='true'> <description>itm cash probability of an option</description> <libraryFunction>itmCashProbability</libraryFunction> --- 581,585 ---- </Member> ! <Member name='qlItmCashProbability' libraryClass='OneAssetOption'> <description>itm cash probability of an option</description> <libraryFunction>itmCashProbability</libraryFunction> Index: statistics.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/statistics.xml,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** statistics.xml 31 Aug 2006 15:15:38 -0000 1.3 --- statistics.xml 1 Sep 2006 14:09:34 -0000 1.4 *************** *** 16,20 **** <!-- GeneralStatistics methods --> ! <Member name='qlStatisticsSamples' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the number of samples collected</description> <libraryFunction>samples</libraryFunction> --- 16,20 ---- <!-- GeneralStatistics methods --> ! <Member name='qlStatisticsSamples' libraryClass='Statistics'> <description>Returns the number of samples collected</description> <libraryFunction>samples</libraryFunction> *************** *** 31,35 **** </Member> ! <Member name='qlStatisticsWeightSum' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the sum of data weights</description> <libraryFunction>weightSum</libraryFunction> --- 31,35 ---- </Member> ! <Member name='qlStatisticsWeightSum' libraryClass='Statistics'> <description>Returns the sum of data weights</description> <libraryFunction>weightSum</libraryFunction> *************** *** 46,50 **** </Member> ! <Member name='qlStatisticsMean' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the mean</description> <libraryFunction>mean</libraryFunction> --- 46,50 ---- </Member> ! <Member name='qlStatisticsMean' libraryClass='Statistics'> <description>Returns the mean</description> <libraryFunction>mean</libraryFunction> *************** *** 61,65 **** </Member> ! <Member name='qlStatisticsVariance' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the variance</description> <libraryFunction>variance</libraryFunction> --- 61,65 ---- </Member> ! <Member name='qlStatisticsVariance' libraryClass='Statistics'> <description>Returns the variance</description> <libraryFunction>variance</libraryFunction> *************** *** 76,80 **** </Member> ! <Member name='qlStatisticsStandardDeviation' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the the standard deviation</description> <libraryFunction>standardDeviation</libraryFunction> --- 76,80 ---- </Member> ! <Member name='qlStatisticsStandardDeviation' libraryClass='Statistics'> <description>Returns the the standard deviation</description> <libraryFunction>standardDeviation</libraryFunction> *************** *** 91,95 **** </Member> ! <Member name='qlStatisticsErrorEstimate' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the error estimate on the mean value</description> <libraryFunction>errorEstimate</libraryFunction> --- 91,95 ---- </Member> ! <Member name='qlStatisticsErrorEstimate' libraryClass='Statistics'> <description>Returns the error estimate on the mean value</description> <libraryFunction>errorEstimate</libraryFunction> *************** *** 106,110 **** </Member> ! <Member name='qlStatisticsSkewness' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the skewness</description> <libraryFunction>skewness</libraryFunction> --- 106,110 ---- </Member> ! <Member name='qlStatisticsSkewness' libraryClass='Statistics'> <description>Returns the skewness</description> <libraryFunction>skewness</libraryFunction> *************** *** 121,125 **** </Member> ! <Member name='qlStatisticsKurtosis' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the excess kurtosis</description> <libraryFunction>kurtosis</libraryFunction> --- 121,125 ---- </Member> ! <Member name='qlStatisticsKurtosis' libraryClass='Statistics'> <description>Returns the excess kurtosis</description> <libraryFunction>kurtosis</libraryFunction> *************** *** 136,140 **** </Member> ! <Member name='qlStatisticsMin' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the minimum sample value</description> <libraryFunction>min</libraryFunction> --- 136,140 ---- </Member> ! <Member name='qlStatisticsMin' libraryClass='Statistics'> <description>Returns the minimum sample value</description> <libraryFunction>min</libraryFunction> *************** *** 151,155 **** </Member> ! <Member name='qlStatisticsMax' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the maximum sample value</description> <libraryFunction>max</libraryFunction> --- 151,155 ---- </Member> ! <Member name='qlStatisticsMax' libraryClass='Statistics'> <description>Returns the maximum sample value</description> <libraryFunction>max</libraryFunction> *************** *** 166,170 **** </Member> ! <Member name='qlStatisticsPercentile' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the x-th percentile</description> <libraryFunction>percentile</libraryFunction> --- 166,170 ---- </Member> ! <Member name='qlStatisticsPercentile' libraryClass='Statistics'> <description>Returns the x-th percentile</description> <libraryFunction>percentile</libraryFunction> *************** *** 187,191 **** </Member> ! <Member name='qlStatisticsTopPercentile' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the x-th top percentile.</description> <libraryFunction>topPercentile</libraryFunction> --- 187,191 ---- </Member> ! <Member name='qlStatisticsTopPercentile' libraryClass='Statistics'> <description>Returns the x-th top percentile.</description> <libraryFunction>topPercentile</libraryFunction> *************** *** 210,214 **** <!-- GaussianStatistics methods --> ! <Member name='qlStatisticsGaussianDownsideVariance' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the variance of observations below 0.0 .</description> <libraryFunction>gaussianDownsideVariance</libraryFunction> --- 210,214 ---- <!-- GaussianStatistics methods --> ! <Member name='qlStatisticsGaussianDownsideVariance' libraryClass='Statistics'> <description>Returns the variance of observations below 0.0 .</description> <libraryFunction>gaussianDownsideVariance</libraryFunction> *************** *** 225,229 **** </Member> ! <Member name='qlStatisticsGaussianDownsideDeviation' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the square root of the downside variance.</description> <libraryFunction>gaussianDownsideDeviation</libraryFunction> --- 225,229 ---- </Member> ! <Member name='qlStatisticsGaussianDownsideDeviation' libraryClass='Statistics'> <description>Returns the square root of the downside variance.</description> <libraryFunction>gaussianDownsideDeviation</libraryFunction> *************** *** 240,244 **** </Member> ! <Member name='qlStatisticsGaussianRegret' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the variance of observations below the target.</description> <libraryFunction>gaussianRegret</libraryFunction> --- 240,244 ---- </Member> ! <Member name='qlStatisticsGaussianRegret' libraryClass='Statistics'> <description>Returns the variance of observations below the target.</description> <libraryFunction>gaussianRegret</libraryFunction> *************** *** 261,265 **** </Member> ! <Member name='qlStatisticsGaussianPercentile' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the x-th percentile.</description> <libraryFunction>gaussianPercentile</libraryFunction> --- 261,265 ---- </Member> ! <Member name='qlStatisticsGaussianPercentile' libraryClass='Statistics'> <description>Returns the x-th percentile.</description> <libraryFunction>gaussianPercentile</libraryFunction> *************** *** 282,286 **** </Member> ! <Member name='qlStatisticsGaussianTopPercentile' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the x-th top percentile.</description> <libraryFunction>gaussianTopPercentile</libraryFunction> --- 282,286 ---- </Member> ! <Member name='qlStatisticsGaussianTopPercentile' libraryClass='Statistics'> <description>Returns the x-th top percentile.</description> <libraryFunction>gaussianTopPercentile</libraryFunction> *************** *** 303,307 **** </Member> ! <Member name='qlStatisticsGaussianPotentialUpside' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the reciprocal of VAR at a given percentile.</description> <libraryFunction>gaussianPotentialUpside</libraryFunction> --- 303,307 ---- </Member> ! <Member name='qlStatisticsGaussianPotentialUpside' libraryClass='Statistics'> <description>Returns the reciprocal of VAR at a given percentile.</description> <libraryFunction>gaussianPotentialUpside</libraryFunction> *************** *** 324,328 **** </Member> ! <Member name='qlStatisticsGaussianValueAtRisk' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the value-at-risk at a given percentile.</description> <libraryFunction>gaussianValueAtRisk</libraryFunction> --- 324,328 ---- </Member> ! <Member name='qlStatisticsGaussianValueAtRisk' libraryClass='Statistics'> <description>Returns the value-at-risk at a given percentile.</description> <libraryFunction>gaussianValueAtRisk</libraryFunction> *************** *** 345,349 **** </Member> ! <Member name='qlStatisticsGaussianExpectedShortfall' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the expected loss in case that the loss exceeded a VaR threshold.</description> <libraryFunction>gaussianExpectedShortfall</libraryFunction> --- 345,349 ---- </Member> ! <Member name='qlStatisticsGaussianExpectedShortfall' libraryClass='Statistics'> <description>Returns the expected loss in case that the loss exceeded a VaR threshold.</description> <libraryFunction>gaussianExpectedShortfall</libraryFunction> *************** *** 366,370 **** </Member> ! <Member name='qlStatisticsGaussianShortfall' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the probability of missing the given target.</description> <libraryFunction>gaussianShortfall</libraryFunction> --- 366,370 ---- </Member> ! <Member name='qlStatisticsGaussianShortfall' libraryClass='Statistics'> <description>Returns the probability of missing the given target.</description> <libraryFunction>gaussianShortfall</libraryFunction> *************** *** 387,391 **** </Member> ! <Member name='qlStatisticsGaussianAverageShortfall' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the averaged shortfallness.</description> <libraryFunction>gaussianAverageShortfall</libraryFunction> --- 387,391 ---- </Member> ! <Member name='qlStatisticsGaussianAverageShortfall' libraryClass='Statistics'> <description>Returns the averaged shortfallness.</description> <libraryFunction>gaussianAverageShortfall</libraryFunction> *************** *** 410,414 **** <!-- GenericRiskStatistics methods --> ! <Member name='qlStatisticsSemiVariance' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the variance of observations below the mean.</description> <libraryFunction>semiVariance</libraryFunction> --- 410,414 ---- <!-- GenericRiskStatistics methods --> ! <Member name='qlStatisticsSemiVariance' libraryClass='Statistics'> <description>Returns the variance of observations below the mean.</description> <libraryFunction>semiVariance</libraryFunction> *************** *** 425,429 **** </Member> ! <Member name='qlStatisticsSemiDeviation' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the square root of the semivariance.</description> <libraryFunction>semiDeviation</libraryFunction> --- 425,429 ---- </Member> ! <Member name='qlStatisticsSemiDeviation' libraryClass='Statistics'> <description>Returns the square root of the semivariance.</description> <libraryFunction>semiDeviation</libraryFunction> *************** *** 440,444 **** </Member> ! <Member name='qlStatisticsDownsideVariance' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the variance of observations below 0.0 .</description> <libraryFunction>downsideVariance</libraryFunction> --- 440,444 ---- </Member> ! <Member name='qlStatisticsDownsideVariance' libraryClass='Statistics'> <description>Returns the variance of observations below 0.0 .</description> <libraryFunction>downsideVariance</libraryFunction> *************** *** 455,459 **** </Member> ! <Member name='qlStatisticsDownsideDeviation' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the square root of the downside variance.</description> <libraryFunction>downsideDeviation</libraryFunction> --- 455,459 ---- </Member> ! <Member name='qlStatisticsDownsideDeviation' libraryClass='Statistics'> <description>Returns the square root of the downside variance.</description> <libraryFunction>downsideDeviation</libraryFunction> *************** *** 470,474 **** </Member> ! <Member name='qlStatisticsRegret' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the variance of observations below target.</description> <libraryFunction>regret</libraryFunction> --- 470,474 ---- </Member> ! <Member name='qlStatisticsRegret' libraryClass='Statistics'> <description>Returns the variance of observations below target.</description> <libraryFunction>regret</libraryFunction> *************** *** 491,495 **** </Member> ! <Member name='qlStatisticsPotentialUpside' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the reciprocal of VAR at a given percentile.</description> <libraryFunction>potentialUpside</libraryFunction> --- 491,495 ---- </Member> ! <Member name='qlStatisticsPotentialUpside' libraryClass='Statistics'> <description>Returns the reciprocal of VAR at a given percentile.</description> <libraryFunction>potentialUpside</libraryFunction> *************** *** 512,516 **** </Member> ! <Member name='qlStatisticsValueAtRisk' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the value-at-risk at a given percentile.</description> <libraryFunction>valueAtRisk</libraryFunction> --- 512,516 ---- </Member> ! <Member name='qlStatisticsValueAtRisk' libraryClass='Statistics'> <description>Returns the value-at-risk at a given percentile.</description> <libraryFunction>valueAtRisk</libraryFunction> *************** *** 533,537 **** </Member> ! <Member name='qlStatisticsExpectedShortfall' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the expected loss in case that the loss exceeded a VaR threshold.</description> <libraryFunction>expectedShortfall</libraryFunction> --- 533,537 ---- </Member> ! <Member name='qlStatisticsExpectedShortfall' libraryClass='Statistics'> <description>Returns the expected loss in case that the loss exceeded a VaR threshold.</description> <libraryFunction>expectedShortfall</libraryFunction> *************** *** 554,558 **** </Member> ! <Member name='qlStatisticsShortfall' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the probability of missing the given target.</description> <libraryFunction>shortfall</libraryFunction> --- 554,558 ---- </Member> ! <Member name='qlStatisticsShortfall' libraryClass='Statistics'> <description>Returns the probability of missing the given target.</description> <libraryFunction>shortfall</libraryFunction> *************** *** 575,579 **** </Member> ! <Member name='qlStatisticsAverageShortfall' libraryClass='Statistics' dependencyTrigger='true'> <description>Returns the averaged shortfallness.</description> <libraryFunction>averageShortfall</libraryFunction> --- 575,579 ---- </Member> ! <Member name='qlStatisticsAverageShortfall' libraryClass='Statistics'> <description>Returns the averaged shortfallness.</description> <libraryFunction>averageShortfall</libraryFunction> Index: randomsequencegenerator.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/randomsequencegenerator.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** randomsequencegenerator.xml 31 Aug 2006 15:15:37 -0000 1.12 --- randomsequencegenerator.xml 1 Sep 2006 14:09:34 -0000 1.13 *************** *** 52,56 **** </Procedure> ! <Member name='qlVariates' objectClass='RandomSequenceGenerator' dependencyTrigger='true'> <description>generate variates</description> <libraryFunction>variates</libraryFunction> --- 52,56 ---- </Procedure> ! <Member name='qlVariates' objectClass='RandomSequenceGenerator'> <description>generate variates</description> <libraryFunction>variates</libraryFunction> *************** *** 74,78 **** </Member> ! <Constructor name='qlMersenneTwisterRsg' dependencyTrigger='true'> <libraryFunction>MersenneTwisterRsg</libraryFunction> <supportedPlatforms> --- 74,78 ---- </Member> ! <Constructor name='qlMersenneTwisterRsg'> <libraryFunction>MersenneTwisterRsg</libraryFunction> <supportedPlatforms> *************** *** 96,100 **** </Constructor> ! <Constructor name='qlFaureRsg' dependencyTrigger='true'> <libraryFunction>FaureRsg</libraryFunction> <supportedPlatforms> --- 96,100 ---- </Constructor> ! <Constructor name='qlFaureRsg'> <libraryFunction>FaureRsg</libraryFunction> <supportedPlatforms> *************** *** 113,117 **** </Constructor> ! <Constructor name='qlHaltonRsg' dependencyTrigger='true'> <libraryFunction>HaltonRsg</libraryFunction> <supportedPlatforms> --- 113,117 ---- </Constructor> ! <Constructor name='qlHaltonRsg'> <libraryFunction>HaltonRsg</libraryFunction> <supportedPlatforms> *************** *** 135,139 **** </Constructor> ! <Constructor name='qlSobolRsg' dependencyTrigger='true'> <libraryFunction>SobolRsg</libraryFunction> <supportedPlatforms> --- 135,139 ---- </Constructor> ! <Constructor name='qlSobolRsg'> <libraryFunction>SobolRsg</libraryFunction> <supportedPlatforms> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.26 retrieving revision 1.27 diff -C2 -d -r1.26 -r1.27 *** bonds.xml 31 Aug 2006 15:44:01 -0000 1.26 --- bonds.xml 1 Sep 2006 14:09:34 -0000 1.27 *************** *** 21,25 **** <Functions> ! <Member name='qlBondFlowAnalysis' objectClass='Bond' dependencyTrigger='true'> <description>Cash flow analysis.</description> <libraryFunction>flowAnalysis</libraryFunction> --- 21,25 ---- <Functions> ! <Member name='qlBondFlowAnalysis' objectClass='Bond'> <description>Cash flow analysis.</description> <libraryFunction>flowAnalysis</libraryFunction> *************** *** 157,161 **** </ReturnValue> </Member> ! <Member name='qlBondThCleanPrice' libraryClass='FixedCouponBond' dependencyTrigger='true'> <description>Theoretical clean price: The default bond settlement is used for calculation.</description> <libraryFunction>cleanPrice</libraryFunction> --- 157,161 ---- </ReturnValue> </Member> ! <Member name='qlBondThCleanPrice' libraryClass='FixedCouponBond'> <description>Theoretical clean price: The default bond settlement is used for calculation.</description> <libraryFunction>cleanPrice</libraryFunction> *************** *** 173,177 **** </Member> ! <Member name='qlBondThDirtyPrice' libraryClass='Bond' dependencyTrigger='true'> <description>Theoretical dirty price. The default bond settlement is used for calculation.</description> <libraryFunction>dirtyPrice</libraryFunction> --- 173,177 ---- </Member> ! <Member name='qlBondThDirtyPrice' libraryClass='Bond'> <description>Theoretical dirty price. The default bond settlement is used for calculation.</description> <libraryFunction>dirtyPrice</libraryFunction> *************** *** 189,193 **** </Member> ! <Member name='qlBondThYield' libraryClass='FixedCouponBond' dependencyTrigger='true'> <description>Theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description> <libraryFunction>yield</libraryFunction> --- 189,193 ---- </Member> ! <Member name='qlBondThYield' libraryClass='FixedCouponBond'> <description>Theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description> <libraryFunction>yield</libraryFunction> *************** *** 473,477 **** </Constructor> ! <Constructor name='qlFloatingCouponBond'> <libraryFunction>FloatingCouponBond</libraryFunction> <supportedPlatforms> --- 473,477 ---- </Constructor> ! <Constructor name='qlFloatingCouponBond' dependencyTrigger='false'> <libraryFunction>FloatingCouponBond</libraryFunction> <supportedPlatforms> Index: sequencestatistics.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/sequencestatistics.xml,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** sequencestatistics.xml 31 Aug 2006 15:15:37 -0000 1.3 --- sequencestatistics.xml 1 Sep 2006 14:09:34 -0000 1.4 *************** *** 16,20 **** <!-- SequenceStatistics methods: 1-D inspectors lifted from underlying statistics class --> ! <Member name='qlSequenceStatisticsSamples' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the number of samples collected</description> <libraryFunction>samples</libraryFunction> --- 16,20 ---- <!-- SequenceStatistics methods: 1-D inspectors lifted from underlying statistics class --> ! <Member name='qlSequenceStatisticsSamples' libraryClass='SequenceStatistics'> <description>Returns the number of samples collected</description> <libraryFunction>samples</libraryFunction> *************** *** 31,35 **** </Member> ! <Member name='qlSequenceStatisticsWeightSum' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the sum of data weights</description> <libraryFunction>weightSum</libraryFunction> --- 31,35 ---- </Member> ! <Member name='qlSequenceStatisticsWeightSum' libraryClass='SequenceStatistics'> <description>Returns the sum of data weights</description> <libraryFunction>weightSum</libraryFunction> *************** *** 48,52 **** <!-- SequenceStatistics methods: N-D inspectors lifted from underlying statistics class --> ! <Member name='qlSequenceStatisticsMean' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the mean</description> <libraryFunction>mean</libraryFunction> --- 48,52 ---- <!-- SequenceStatistics methods: N-D inspectors lifted from underlying statistics class --> ! <Member name='qlSequenceStatisticsMean' libraryClass='SequenceStatistics'> <description>Returns the mean</description> <libraryFunction>mean</libraryFunction> *************** *** 63,67 **** </Member> ! <Member name='qlSequenceStatisticsVariance' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the variance</description> <libraryFunction>variance</libraryFunction> --- 63,67 ---- </Member> ! <Member name='qlSequenceStatisticsVariance' libraryClass='SequenceStatistics'> <description>Returns the variance</description> <libraryFunction>variance</libraryFunction> *************** *** 78,82 **** </Member> ! <Member name='qlSequenceStatisticsStandardDeviation' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the the standard deviation</description> <libraryFunction>standardDeviation</libraryFunction> --- 78,82 ---- </Member> ! <Member name='qlSequenceStatisticsStandardDeviation' libraryClass='SequenceStatistics'> <description>Returns the the standard deviation</description> <libraryFunction>standardDeviation</libraryFunction> *************** *** 93,97 **** </Member> ! <Member name='qlSequenceStatisticsDownsideVariance' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the variance of observations below 0.0 .</description> <libraryFunction>downsideVariance</libraryFunction> --- 93,97 ---- </Member> ! <Member name='qlSequenceStatisticsDownsideVariance' libraryClass='SequenceStatistics'> <description>Returns the variance of observations below 0.0 .</description> <libraryFunction>downsideVariance</libraryFunction> *************** *** 108,112 **** </Member> ! <Member name='qlSequenceStatisticsDownsideDeviation' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the square root of the downside variance.</description> <libraryFunction>downsideDeviation</libraryFunction> --- 108,112 ---- </Member> ! <Member name='qlSequenceStatisticsDownsideDeviation' libraryClass='SequenceStatistics'> <description>Returns the square root of the downside variance.</description> <libraryFunction>downsideDeviation</libraryFunction> *************** *** 123,127 **** </Member> ! <Member name='qlSequenceStatisticsSemiVariance' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the variance of observations below the mean.</description> <libraryFunction>semiVariance</libraryFunction> --- 123,127 ---- </Member> ! <Member name='qlSequenceStatisticsSemiVariance' libraryClass='SequenceStatistics'> <description>Returns the variance of observations below the mean.</description> <libraryFunction>semiVariance</libraryFunction> *************** *** 138,142 **** </Member> ! <Member name='qlSequenceStatisticsSemiDeviation' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the square root of the semivariance.</description> <libraryFunction>semiDeviation</libraryFunction> --- 138,142 ---- </Member> ! <Member name='qlSequenceStatisticsSemiDeviation' libraryClass='SequenceStatistics'> <description>Returns the square root of the semivariance.</description> <libraryFunction>semiDeviation</libraryFunction> *************** *** 153,157 **** </Member> ! <Member name='qlSequenceStatisticsErrorEstimate' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the error estimate on the mean value</description> <libraryFunction>errorEstimate</libraryFunction> --- 153,157 ---- </Member> ! <Member name='qlSequenceStatisticsErrorEstimate' libraryClass='SequenceStatistics'> <description>Returns the error estimate on the mean value</description> <libraryFunction>errorEstimate</libraryFunction> *************** *** 168,172 **** </Member> ! <Member name='qlSequenceStatisticsSkewness' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the skewness</description> <libraryFunction>skewness</libraryFunction> --- 168,172 ---- </Member> ! <Member name='qlSequenceStatisticsSkewness' libraryClass='SequenceStatistics'> <description>Returns the skewness</description> <libraryFunction>skewness</libraryFunction> *************** *** 183,187 **** </Member> ! <Member name='qlSequenceStatisticsKurtosis' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the excess kurtosis</description> <libraryFunction>kurtosis</libraryFunction> --- 183,187 ---- </Member> ! <Member name='qlSequenceStatisticsKurtosis' libraryClass='SequenceStatistics'> <description>Returns the excess kurtosis</description> <libraryFunction>kurtosis</libraryFunction> *************** *** 198,202 **** </Member> ! <Member name='qlSequenceStatisticsMin' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the minimum sample value</description> <libraryFunction>min</libraryFunction> --- 198,202 ---- </Member> ! <Member name='qlSequenceStatisticsMin' libraryClass='SequenceStatistics'> <description>Returns the minimum sample value</description> <libraryFunction>min</libraryFunction> *************** *** 213,217 **** </Member> ! <Member name='qlSequenceStatisticsMax' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the maximum sample value</description> <libraryFunction>max</libraryFunction> --- 213,217 ---- </Member> ! <Member name='qlSequenceStatisticsMax' libraryClass='SequenceStatistics'> <description>Returns the maximum sample value</description> <libraryFunction>max</libraryFunction> *************** *** 228,232 **** </Member> ! <Member name='qlSequenceStatisticsGaussianPercentile' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the x-th percentile.</description> <libraryFunction>gaussianPercentile</libraryFunction> --- 228,232 ---- </Member> ! <Member name='qlSequenceStatisticsGaussianPercentile' libraryClass='SequenceStatistics'> <description>Returns the x-th percentile.</description> <libraryFunction>gaussianPercentile</libraryFunction> *************** *** 249,253 **** </Member> ! <Member name='qlSequenceStatisticsPercentile' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the x-th percentile</description> <libraryFunction>percentile</libraryFunction> --- 249,253 ---- </Member> ! <Member name='qlSequenceStatisticsPercentile' libraryClass='SequenceStatistics'> <description>Returns the x-th percentile</description> <libraryFunction>percentile</libraryFunction> *************** *** 270,274 **** </Member> ! <Member name='qlSequenceStatisticsGaussianPotentialUpside' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the reciprocal of VAR at a given percentile.</description> <libraryFunction>gaussianPotentialUpside</libraryFunction> --- 270,274 ---- </Member> ! <Member name='qlSequenceStatisticsGaussianPotentialUpside' libraryClass='SequenceStatistics'> <description>Returns the reciprocal of VAR at a given percentile.</description> <libraryFunction>gaussianPotentialUpside</libraryFunction> *************** *** 291,295 **** </Member> ! <Member name='qlSequenceStatisticsPotentialUpside' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the reciprocal of VAR at a given percentile.</description> <libraryFunction>potentialUpside</libraryFunction> --- 291,295 ---- </Member> ! <Member name='qlSequenceStatisticsPotentialUpside' libraryClass='SequenceStatistics'> <description>Returns the reciprocal of VAR at a given percentile.</description> <libraryFunction>potentialUpside</libraryFunction> *************** *** 312,316 **** </Member> ! <Member name='qlSequenceStatisticsGaussianValueAtRisk' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the value-at-risk at a given percentile.</description> <libraryFunction>gaussianValueAtRisk</libraryFunction> --- 312,316 ---- </Member> ! <Member name='qlSequenceStatisticsGaussianValueAtRisk' libraryClass='SequenceStatistics'> <description>Returns the value-at-risk at a given percentile.</description> <libraryFunction>gaussianValueAtRisk</libraryFunction> *************** *** 333,337 **** </Member> ! <Member name='qlSequenceStatisticsValueAtRisk' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the value-at-risk at a given percentile.</description> <libraryFunction>valueAtRisk</libraryFunction> --- 333,337 ---- </Member> ! <Member name='qlSequenceStatisticsValueAtRisk' libraryClass='SequenceStatistics'> <description>Returns the value-at-risk at a given percentile.</description> <libraryFunction>valueAtRisk</libraryFunction> *************** *** 354,358 **** </Member> ! <Member name='qlSequenceStatisticsRegret' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the variance of observations below target.</description> <libraryFunction>regret</libraryFunction> --- 354,358 ---- </Member> ! <Member name='qlSequenceStatisticsRegret' libraryClass='SequenceStatistics'> <description>Returns the variance of observations below target.</description> <libraryFunction>regret</libraryFunction> *************** *** 375,379 **** </Member> ! <Member name='qlSequenceStatisticsGaussianShortfall' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the probability of missing the given target.</description> <libraryFunction>gaussianShortfall</libraryFunction> --- 375,379 ---- </Member> ! <Member name='qlSequenceStatisticsGaussianShortfall' libraryClass='SequenceStatistics'> <description>Returns the probability of missing the given target.</description> <libraryFunction>gaussianShortfall</libraryFunction> *************** *** 396,400 **** </Member> ! <Member name='qlSequenceStatisticsShortfall' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the probability of missing the given target.</description> <libraryFunction>shortfall</libraryFunction> --- 396,400 ---- </Member> ! <Member name='qlSequenceStatisticsShortfall' libraryClass='SequenceStatistics'> <description>Returns the probability of missing the given target.</description> <libraryFunction>shortfall</libraryFunction> *************** *** 417,421 **** </Member> ! <Member name='qlSequenceStatisticsGaussianAverageShortfall' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the averaged shortfallness.</description> <libraryFunction>gaussianAverageShortfall</libraryFunction> --- 417,421 ---- </Member> ! <Member name='qlSequenceStatisticsGaussianAverageShortfall' libraryClass='SequenceStatistics'> <description>Returns the averaged shortfallness.</description> <libraryFunction>gaussianAverageShortfall</libraryFunction> *************** *** 438,442 **** </Member> ! <Member name='qlSequenceStatisticsAverageShortfall' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the averaged shortfallness.</description> <libraryFunction>averageShortfall</libraryFunction> --- 438,442 ---- </Member> ! <Member name='qlSequenceStatisticsAverageShortfall' libraryClass='SequenceStatistics'> <description>Returns the averaged shortfallness.</description> <libraryFunction>averageShortfall</libraryFunction> *************** *** 459,463 **** </Member> ! <Member name='qlSequenceStatisticsCovariance' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the covariance Matrix</description> <libraryFunction>covariance</libraryFunction> --- 459,463 ---- </Member> ! <Member name='qlSequenceStatisticsCovariance' libraryClass='SequenceStatistics'> <description>Returns the covariance Matrix</description> <libraryFunction>covariance</libraryFunction> *************** *** 474,478 **** </Member> ! <Member name='qlSequenceStatisticsCorrelation' libraryClass='SequenceStatistics' dependencyTrigger='true'> <description>Returns the correlation Matrix</description> <libraryFunction>correlation</libraryFunction> --- 474,478 ---- </Member> ! <Member name='qlSequenceStatisticsCorrelation' libraryClass='SequenceStatistics'> <description>Returns the correlation Matrix</description> <libraryFunction>correlation</libraryFunction> Index: capletvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** capletvolstructure.xml 31 Aug 2006 15:15:37 -0000 1.13 --- capletvolstructure.xml 1 Sep 2006 14:09:34 -0000 1.14 *************** *** 15,19 **** <!-- CapletVolatilityStructure interface--> ! <Member name='qlCapletVTSVolatility' libraryClass='CapletVolatilityStructure' loopParameter='strike' dependencyTrigger='true'> <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date.</description> <libraryFunction>volatility</libraryFunction> --- 15,19 ---- <!-- CapletVolatilityStructure interface--> ! <Member name='qlCapletVTSVolatility' libraryClass='CapletVolatilityStructure' loopParameter='strike'> <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date.</description> <libraryFunction>volatility</libraryFunction> *************** *** 46,50 **** </Member> ! <Member name='qlCapletVTSBlackVariance' libraryClass='CapletVolatilityStructure' loopParameter='strike' dependencyTrigger='true'> <description>Returns a vector of black volatilities corresponding to a vector of strikes for a given exercise date.</description> <libraryFunction>blackVariance</libraryFunction> --- 46,50 ---- </Member> ! <Member name='qlCapletVTSBlackVariance' libraryClass='CapletVolatilityStructure' loopParameter='strike'> <description>Returns a vector of black volatilities corresponding to a vector of strikes for a given exercise date.</description> <libraryFunction>blackVariance</libraryFunction> *************** *** 153,157 **** <!-- CapletVolatilityStructure constructors --> ! <Constructor name='qlCapletVTSConstant' dependencyTrigger='true'> <libraryFunction>CapletConstantVolatility</libraryFunction> <supportedPlatforms> --- 153,157 ---- <!-- CapletVolatilityStructure constructors --> ! <Constructor name='qlCapletVTSConstant'> <libraryFunction>CapletConstantVolatility</libraryFunction> <supportedPlatforms> Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v... 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