[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.28, 1.29

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19829/gensrc/metadata

Modified Files:
	marketmodels.xml 
Log Message:
1) renamed PseudoRoot as MarketModel
2) expanded its interface
3) code refactoring using MarketModel

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.28
retrieving revision 1.29
diff -C2 -d -r1.28 -r1.29
*** marketmodels.xml	1 Sep 2006 14:27:00 -0000	1.28
--- marketmodels.xml	1 Sep 2006 20:12:31 -0000	1.29
***************
*** 400,407 ****
      </Constructor>
  
!     <!-- PseudoRoot base class interface -->
  
!     <Member name='qlPseudoRootInitialRates' libraryClass='PseudoRoot'>
!       <description>initial rates for the PseudoRoot object</description>
        <libraryFunction>initialRates</libraryFunction>
        <supportedPlatforms>
--- 400,407 ----
      </Constructor>
  
!     <!-- MarketModel base class interface -->
  
!     <Member name='qlMarketModelInitialRates' libraryClass='MarketModel'>
!       <description>initial rates for the MarketModel object</description>
        <libraryFunction>initialRates</libraryFunction>
        <supportedPlatforms>
***************
*** 418,423 ****
      </Member>
  
!     <Member name='qlPseudoRootDisplacements' libraryClass='PseudoRoot'>
!       <description>rates' displacemets for the PseudoRoot object</description>
        <libraryFunction>displacements</libraryFunction>
        <supportedPlatforms>
--- 418,423 ----
      </Member>
  
!     <Member name='qlMarketModelDisplacements' libraryClass='MarketModel'>
!       <description>rates' displacemets for the MarketModel object</description>
        <libraryFunction>displacements</libraryFunction>
        <supportedPlatforms>
***************
*** 434,439 ****
      </Member>
  
!     <Member name='qlPseudoRootNumberOfRates' libraryClass='PseudoRoot'>
!       <description>number of rates for the PseudoRoot object</description>
        <libraryFunction>numberOfRates</libraryFunction>
        <supportedPlatforms>
--- 434,439 ----
      </Member>
  
!     <Member name='qlMarketModelNumberOfRates' libraryClass='MarketModel'>
!       <description>number of rates for the MarketModel object</description>
        <libraryFunction>numberOfRates</libraryFunction>
        <supportedPlatforms>
***************
*** 450,455 ****
      </Member>
  
!     <Member name='qlPseudoRootNumberOfFactors' libraryClass='PseudoRoot'>
!       <description>number of factors for the PseudoRoot object</description>
        <libraryFunction>numberOfFactors</libraryFunction>
        <supportedPlatforms>
--- 450,455 ----
      </Member>
  
!     <Member name='qlMarketModelNumberOfFactors' libraryClass='MarketModel'>
!       <description>number of factors for the MarketModel object</description>
        <libraryFunction>numberOfFactors</libraryFunction>
        <supportedPlatforms>
***************
*** 466,470 ****
      </Member>
  
!     <Member name='qlPseudoRootPseudoRoot' libraryClass='PseudoRoot'>
        <description>Returns the pseudo root for the i-th step.</description>
        <libraryFunction>pseudoRoot</libraryFunction>
--- 466,470 ----
      </Member>
  
!     <Member name='qlMarketModelPseudoRoot' libraryClass='MarketModel'>
        <description>Returns the pseudo root for the i-th step.</description>
        <libraryFunction>pseudoRoot</libraryFunction>
***************
*** 488,492 ****
      </Member>
  
!     <!-- PseudoRoot derived class constructors -->
  
      <Constructor name='qlExpCorrFlatVol'>
--- 488,536 ----
      </Member>
  
!     <Member name='qlMarketModelCovariance' libraryClass='MarketModel'>
!       <description>Returns the covariance matrix for the i-th step.</description>
!       <libraryFunction>covariance</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!         <supportedPlatform>calc</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name="index">
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>evolution step index</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Matrix'>
!         <type>double</type>
!         <tensorRank>matrix</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlMarketModelTotalCovariance' libraryClass='MarketModel'>
!       <description>Returns the covariance matrix from start up to the i-th step.</description>
!       <libraryFunction>totalCovariance</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!         <supportedPlatform>calc</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name="index">
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>evolution step index</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Matrix'>
!         <type>double</type>
!         <tensorRank>matrix</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <!-- MarketModel derived class constructors -->
  
      <Constructor name='qlExpCorrFlatVol'>
***************
*** 1455,1462 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='pseudoRoot' libraryClass='PseudoRoot'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>PseudoRoot object</description>
            </Parameter>
            <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'>
--- 1499,1506 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='marketModel' libraryClass='MarketModel'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>MarketModel object</description>
            </Parameter>
            <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'>
***************
*** 1483,1490 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='pseudoRoot' libraryClass='PseudoRoot'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>PseudoRoot object</description>
            </Parameter>
            <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'>
--- 1527,1534 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='marketModel' libraryClass='MarketModel'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>MarketModel object</description>
            </Parameter>
            <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'>