Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28827/gensrc/metadata Modified Files: assetswap.xml bonds.xml calendar.xml capfloor.xml couponvectors.xml enumclasses.xml enumtypes.xml exercise.xml forwardrateagreement.xml index.xml instruments.xml interpolation.xml marketmodels.xml mathf.xml ohfunctions.xml optimization.xml pricingengines.xml processes.xml ratehelpers.xml schedule.xml sequencestatistics.xml settings.xml shortratemodels.xml statistics.xml swap.xml swaption.xml swaptionvolstructure.xml termstructures.xml utilities.xml vanillaswap.xml volatilities.xml Log Message: enhanced support for Member functions which loop on input parameter Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.22 retrieving revision 1.23 diff -C2 -d -r1.22 -r1.23 *** vanillaswap.xml 1 Sep 2006 14:09:34 -0000 1.22 --- vanillaswap.xml 4 Sep 2006 19:21:04 -0000 1.23 *************** *** 176,177 **** --- 176,178 ---- </Functions> </Category> + Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** ratehelpers.xml 1 Sep 2006 14:09:34 -0000 1.20 --- ratehelpers.xml 4 Sep 2006 19:21:04 -0000 1.21 *************** *** 308,309 **** --- 308,310 ---- </Functions> </Category> + Index: shortratemodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** shortratemodels.xml 21 Aug 2006 07:34:29 -0000 1.11 --- shortratemodels.xml 4 Sep 2006 19:21:04 -0000 1.12 *************** *** 111,112 **** --- 111,113 ---- </Functions> </Category> + Index: assetswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/assetswap.xml,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** assetswap.xml 1 Sep 2006 14:09:34 -0000 1.7 --- assetswap.xml 4 Sep 2006 19:21:04 -0000 1.8 *************** *** 143,144 **** --- 143,145 ---- </Functions> </Category> + Index: forwardrateagreement.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** forwardrateagreement.xml 28 Aug 2006 10:05:24 -0000 1.14 --- forwardrateagreement.xml 4 Sep 2006 19:21:04 -0000 1.15 *************** *** 107,108 **** --- 107,109 ---- </Functions> </Category> + Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.33 retrieving revision 1.34 diff -C2 -d -r1.33 -r1.34 *** index.xml 1 Sep 2006 21:27:27 -0000 1.33 --- index.xml 4 Sep 2006 19:21:04 -0000 1.34 *************** *** 43,47 **** <Parameter name='fixingDate' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>vector</tensorRank> <description>fixing date(s)</description> </Parameter> --- 43,47 ---- <Parameter name='fixingDate' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>scalar</tensorRank> <description>fixing date(s)</description> </Parameter> *************** *** 55,59 **** <ReturnValue libraryType='QuantLib::Rate'> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> --- 55,59 ---- <ReturnValue libraryType='QuantLib::Rate'> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> *************** *** 187,191 **** <Parameter name='fixingDate' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>vector</tensorRank> <description>fixing date(s)</description> </Parameter> --- 187,191 ---- <Parameter name='fixingDate' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>scalar</tensorRank> <description>fixing date(s)</description> </Parameter> *************** *** 194,198 **** <ReturnValue libraryType='QuantLib::Rate'> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> --- 194,198 ---- <ReturnValue libraryType='QuantLib::Rate'> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> *************** *** 488,489 **** --- 488,490 ---- </Functions> </Category> + Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.28 retrieving revision 1.29 diff -C2 -d -r1.28 -r1.29 *** bonds.xml 1 Sep 2006 21:27:27 -0000 1.28 --- bonds.xml 4 Sep 2006 19:21:04 -0000 1.29 *************** *** 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> --- 189,193 ---- </Member> ! <Member name='qlBondThYield' libraryClass='FixedCouponBond' loopParameter='None'> <description>Theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description> <libraryFunction>yield</libraryFunction> *************** *** 211,215 **** </Member> ! <Member name='qlBondCleanPrice' libraryClass='Bond' loopParameter='yield'> <description>Clean price given a yield and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>cleanPrice</libraryFunction> --- 211,215 ---- </Member> ! <Member name='qlBondCleanPrice' libraryClass='Bond'> <description>Clean price given a yield and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>cleanPrice</libraryFunction> *************** *** 221,225 **** <Parameter name='yield'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>bond yield(s)</description> </Parameter> --- 221,225 ---- <Parameter name='yield'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>bond yield(s)</description> </Parameter> *************** *** 238,246 **** <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> ! <Member name='qlBondDirtyPrice' libraryClass='Bond' loopParameter='yield'> <description>Dirty price(s) given yield(s) and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>dirtyPrice</libraryFunction> --- 238,246 ---- <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> ! <Member name='qlBondDirtyPrice' libraryClass='Bond'> <description>Dirty price(s) given yield(s) and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>dirtyPrice</libraryFunction> *************** *** 252,256 **** <Parameter name='yield'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>bond yield(s)</description> </Parameter> --- 252,256 ---- <Parameter name='yield'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>bond yield(s)</description> </Parameter> *************** *** 269,277 **** <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> ! <Member name='qlBondYield' libraryClass='Bond' loopParameter='cleanPrice'> <description>Yield(s) given clean price(s) and settlement date. The default bond settlement is used if no date is given</description> <libraryFunction>yield</libraryFunction> --- 269,277 ---- <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> ! <Member name='qlBondYield' libraryClass='Bond'> <description>Yield(s) given clean price(s) and settlement date. The default bond settlement is used if no date is given</description> <libraryFunction>yield</libraryFunction> *************** *** 283,287 **** <Parameter name='cleanPrice'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>Clean price(s)</description> </Parameter> --- 283,287 ---- <Parameter name='cleanPrice'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>Clean price(s)</description> </Parameter> *************** *** 300,304 **** <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> --- 300,304 ---- <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> *************** *** 326,332 **** </Member> - - - <Constructor name='qlZeroCouponBond'> <libraryFunction>ZeroCouponBond</libraryFunction> --- 326,329 ---- Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.23 retrieving revision 1.24 diff -C2 -d -r1.23 -r1.24 *** swap.xml 1 Sep 2006 14:09:34 -0000 1.23 --- swap.xml 4 Sep 2006 19:21:04 -0000 1.24 *************** *** 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> --- 44,48 ---- </Constructor> ! <Member name='qlSwapLegAnalysis' objectClass='Swap' loopParameter='None'> <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'> <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' loopParameter='None'> <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legBPS</libraryFunction> *************** *** 122,123 **** --- 122,124 ---- </Functions> </Category> + Index: enumclasses.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumclasses.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** enumclasses.xml 30 Aug 2006 15:16:30 -0000 1.10 --- enumclasses.xml 4 Sep 2006 19:21:04 -0000 1.11 *************** *** 393,394 **** --- 393,395 ---- </Enumerations> </root> + Index: volatilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/volatilities.xml,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** volatilities.xml 31 Aug 2006 14:53:17 -0000 1.9 --- volatilities.xml 4 Sep 2006 19:21:04 -0000 1.10 *************** *** 80,81 **** --- 80,82 ---- </Functions> </Category> + Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.30 retrieving revision 1.31 diff -C2 -d -r1.30 -r1.31 *** marketmodels.xml 1 Sep 2006 21:27:27 -0000 1.30 --- marketmodels.xml 4 Sep 2006 19:21:04 -0000 1.31 *************** *** 583,587 **** <!-- Abcd Volatility --> ! <Member name='qlAbcdInstantaneousValue' libraryClass='Abcd' loopParameter='u'> <description>Returns the instantaneous volatility as function of residual time to maturity. [a + b*T] * e^{-c*T} + d</description> <libraryFunction>operator()</libraryFunction> --- 583,587 ---- <!-- Abcd Volatility --> ! <Member name='qlAbcdInstantaneousValue' libraryClass='Abcd'> <description>Returns the instantaneous volatility as function of residual time to maturity. [a + b*T] * e^{-c*T} + d</description> <libraryFunction>operator()</libraryFunction> *************** *** 593,597 **** <Parameter name='u'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>residual time(s) to maturity</description> </Parameter> --- 593,597 ---- <Parameter name='u'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>residual time(s) to maturity</description> </Parameter> *************** *** 600,608 **** <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> ! <Member name='qlAbcdInstantaneousCovariance' libraryClass='Abcd' loopParameter='u'> <description>Returns covariance at calendar time u between T and S fixing rates.</description> <libraryFunction>instantaneousCovariance</libraryFunction> --- 600,608 ---- <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> ! <Member name='qlAbcdInstantaneousCovariance' libraryClass='Abcd'> <description>Returns covariance at calendar time u between T and S fixing rates.</description> <libraryFunction>instantaneousCovariance</libraryFunction> *************** *** 614,618 **** <Parameter name='u'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>calendar time(s)</description> </Parameter> --- 614,618 ---- <Parameter name='u'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>calendar time(s)</description> </Parameter> *************** *** 631,639 **** <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> ! <Member name='qlAbcdInstantaneousVariance' libraryClass='Abcd' loopParameter='u'> <description>Returns variance at calendar time u of T-fixing rate.</description> <libraryFunction>instantaneousVariance</libraryFunction> --- 631,639 ---- <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> ! <Member name='qlAbcdInstantaneousVariance' libraryClass='Abcd'> <description>Returns variance at calendar time u of T-fixing rate.</description> <libraryFunction>instantaneousVariance</libraryFunction> *************** *** 645,649 **** <Parameter name='u'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>calendar time(s)</description> </Parameter> --- 645,649 ---- <Parameter name='u'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>calendar time(s)</description> </Parameter> *************** *** 657,665 **** <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> ! <Member name='qlAbcdInstantaneousVolatility' libraryClass='Abcd' loopParameter='u'> <description>Returns volatility at calendar time u of T-fixing rate.</description> <libraryFunction>instantaneousVolatility</libraryFunction> --- 657,665 ---- <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> ! <Member name='qlAbcdInstantaneousVolatility' libraryClass='Abcd'> <description>Returns volatility at calendar time u of T-fixing rate.</description> <libraryFunction>instantaneousVolatility</libraryFunction> *************** *** 671,675 **** <Parameter name='u'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>calendar time(s)</description> </Parameter> --- 671,675 ---- <Parameter name='u'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>calendar time(s)</description> </Parameter> *************** *** 683,687 **** <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> --- 683,687 ---- <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> *************** *** 702,706 **** <Parameter name='tMax'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>upper bound of the covariance integral</description> </Parameter> --- 702,706 ---- <Parameter name='tMax'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>upper bound of the covariance integral</description> </Parameter> *************** *** 719,723 **** <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> --- 719,723 ---- <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> *************** *** 738,742 **** <Parameter name='tMax'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>upper bound of the covariance integral</description> </Parameter> --- 738,742 ---- <Parameter name='tMax'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>upper bound of the covariance integral</description> </Parameter> *************** *** 750,754 **** <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> --- 750,754 ---- <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> *************** *** 769,773 **** <Parameter name='tMax'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>upper bound of the covariance integral</description> </Parameter> --- 769,773 ---- <Parameter name='tMax'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>upper bound of the covariance integral</description> </Parameter> *************** *** 781,785 **** <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> --- 781,785 ---- <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> *************** *** 1239,1243 **** </Member> ! <Member name='qlCurveStateForwardRate' libraryClass='CurveState'> <description>set the CurveState object on given vector of forward rates</description> <libraryFunction>forwardRate</libraryFunction> --- 1239,1243 ---- </Member> ! <Member name='qlCurveStateForwardRate' libraryClass='CurveState' loopParameter='None'> <description>set the CurveState object on given vector of forward rates</description> <libraryFunction>forwardRate</libraryFunction> *************** *** 1261,1265 **** </Member> ! <Member name='qlCurveStateDiscountRatio' libraryClass='CurveState'> <description>set the CurveState object on given vector of discount ratios</description> <libraryFunction>discountRatio</libraryFunction> --- 1261,1265 ---- </Member> ! <Member name='qlCurveStateDiscountRatio' libraryClass='CurveState' loopParameter='None'> <description>set the CurveState object on given vector of discount ratios</description> <libraryFunction>discountRatio</libraryFunction> *************** *** 1288,1292 **** </Member> ! <Member name='qlCurveStateCoterminalSwapRate' libraryClass='CurveState'> <description>set the CurveState object on given vector of coterminal swaps</description> <libraryFunction>coterminalSwapRate</libraryFunction> --- 1288,1292 ---- </Member> ! <Member name='qlCurveStateCoterminalSwapRate' libraryClass='CurveState' loopParameter='None'> <description>set the CurveState object on given vector of coterminal swaps</description> <libraryFunction>coterminalSwapRate</libraryFunction> *************** *** 1583,1584 **** --- 1583,1585 ---- </Functions> </Category> + Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.41 retrieving revision 1.42 diff -C2 -d -r1.41 -r1.42 *** swaptionvolstructure.xml 4 Sep 2006 15:27:28 -0000 1.41 --- swaptionvolstructure.xml 4 Sep 2006 19:21:04 -0000 1.42 *************** *** 37,41 **** <Parameter name='strike'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>swaption strike vector</description> </Parameter> --- 37,41 ---- <Parameter name='strike'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>swaption strike vector</description> </Parameter> *************** *** 49,53 **** <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> --- 49,53 ---- <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> *************** *** 73,77 **** <Parameter name='strike'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>swaption strike vector</description> </Parameter> --- 73,77 ---- <Parameter name='strike'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>swaption strike vector</description> </Parameter> *************** *** 85,89 **** <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> --- 85,89 ---- <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> *************** *** 380,384 **** </Member> ! <Member name='qlSwaptionVTSMatrixLocate' objectClass='SwaptionVolatilityMatrix'> <description>Returns the lower indexes of sourrounding volatility matrix corners.</description> <libraryFunction>locate</libraryFunction> --- 380,384 ---- </Member> ! <Member name='qlSwaptionVTSMatrixLocate' objectClass='SwaptionVolatilityMatrix' loopParameter='None'> <description>Returns the lower indexes of sourrounding volatility matrix corners.</description> <libraryFunction>locate</libraryFunction> *************** *** 607,608 **** --- 607,609 ---- </Category> + Index: statistics.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/statistics.xml,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** statistics.xml 1 Sep 2006 14:09:34 -0000 1.4 --- statistics.xml 4 Sep 2006 19:21:04 -0000 1.5 *************** *** 927,928 **** --- 927,929 ---- </Functions> </Category> + Index: capfloor.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** capfloor.xml 31 Aug 2006 15:15:37 -0000 1.17 --- capfloor.xml 4 Sep 2006 19:21:04 -0000 1.18 *************** *** 145,146 **** --- 145,147 ---- </Functions> </Category> + Index: exercise.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/exercise.xml,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** exercise.xml 28 Aug 2006 10:05:24 -0000 1.9 --- exercise.xml 4 Sep 2006 19:21:04 -0000 1.10 *************** *** 112,113 **** --- 112,114 ---- </Functions> </Category> + Index: utilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/utilities.xml,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** utilities.xml 28 Aug 2006 10:05:24 -0000 1.8 --- utilities.xml 4 Sep 2006 19:21:04 -0000 1.9 *************** *** 102,103 **** --- 102,104 ---- </Functions> </Category> + Index: pricingengines.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** pricingengines.xml 31 Aug 2006 15:15:37 -0000 1.16 --- pricingengines.xml 4 Sep 2006 19:21:04 -0000 1.17 *************** *** 127,128 **** --- 127,129 ---- </Functions> </Category> + Index: swaption.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** swaption.xml 1 Sep 2006 14:09:34 -0000 1.18 --- swaption.xml 4 Sep 2006 19:21:04 -0000 1.19 *************** *** 95,96 **** --- 95,97 ---- </Functions> </Category> + Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.32 retrieving revision 1.33 diff -C2 -d -r1.32 -r1.33 *** termstructures.xml 1 Sep 2006 21:27:27 -0000 1.32 --- termstructures.xml 4 Sep 2006 19:21:04 -0000 1.33 *************** *** 71,75 **** </Member> ! <Member name='qlDiscount' libraryClass='YieldTermStructure' loopParameter='DfDates'> <description>Returns a vector of discount factors corresponding to a vector of dates for a given yield term structure</description> <libraryFunction>discount</libraryFunction> --- 71,75 ---- </Member> ! <Member name='qlDiscount' libraryClass='YieldTermStructure'> <description>Returns a vector of discount factors corresponding to a vector of dates for a given yield term structure</description> <libraryFunction>discount</libraryFunction> *************** *** 81,85 **** <Parameter name='DfDates' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>vector</tensorRank> <description>vector of dates</description> </Parameter> --- 81,85 ---- <Parameter name='DfDates' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>scalar</tensorRank> <description>vector of dates</description> </Parameter> *************** *** 92,97 **** </ParameterList> <ReturnValue libraryType='QuantLib::DiscountFactor'> ! <type>any</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> --- 92,97 ---- </ParameterList> <ReturnValue libraryType='QuantLib::DiscountFactor'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> *************** *** 112,116 **** <Parameter name='d2' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>vector</tensorRank> <description>date 2</description> </Parameter> --- 112,116 ---- <Parameter name='d2' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>scalar</tensorRank> <description>date 2</description> </Parameter> *************** *** 139,147 **** <ReturnValue libraryType='QuantLib::InterestRate'> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> ! <Member name='qlZeroRate' libraryClass='YieldTermStructure' loopParameter='dates'> <description>return a vector of implied zero-yield rates for given input dates</description> <libraryFunction>zeroRate</libraryFunction> --- 139,147 ---- <ReturnValue libraryType='QuantLib::InterestRate'> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> ! <Member name='qlZeroRate' libraryClass='YieldTermStructure'> <description>return a vector of implied zero-yield rates for given input dates</description> <libraryFunction>zeroRate</libraryFunction> *************** *** 153,157 **** <Parameter name='dates' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>vector</tensorRank> <description>date</description> </Parameter> --- 153,157 ---- <Parameter name='dates' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>scalar</tensorRank> <description>date</description> </Parameter> *************** *** 180,188 **** <ReturnValue libraryType='QuantLib::InterestRate'> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> ! <Member name='qlParRate' libraryClass='YieldTermStructure' loopParameter='tenor'> <description>return a vector of implied par rates corresponding to input vector of tenors for given date/payment frequency</description> <libraryFunction>parRate</libraryFunction> --- 180,188 ---- <ReturnValue libraryType='QuantLib::InterestRate'> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> ! <Member name='qlParRate' libraryClass='YieldTermStructure'> <description>return a vector of implied par rates corresponding to input vector of tenors for given date/payment frequency</description> <libraryFunction>parRate</libraryFunction> *************** *** 194,198 **** <Parameter name='tenor'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>tenor in years</description> </Parameter> --- 194,198 ---- <Parameter name='tenor'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>tenor in years</description> </Parameter> *************** *** 216,220 **** <ReturnValue libraryType='QuantLib::Rate'> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> --- 216,220 ---- <ReturnValue libraryType='QuantLib::Rate'> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> *************** *** 267,271 **** </Constructor> ! <Member name='qlHandleYieldTermStructureLinkTo' objectClass='Handle<QuantLib::YieldTermStructure>'> <libraryFunction>linkTo</libraryFunction> <description>relink handle</description> --- 267,271 ---- </Constructor> ! <Member name='qlHandleYieldTermStructureLinkTo' objectClass='Handle<QuantLib::YieldTermStructure>' loopParameter='None'> <libraryFunction>linkTo</libraryFunction> <description>relink handle</description> *************** *** 499,500 **** --- 499,501 ---- </Functions> </Category> + Index: mathf.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/mathf.xml,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** mathf.xml 31 Aug 2006 15:15:37 -0000 1.20 --- mathf.xml 4 Sep 2006 19:21:04 -0000 1.21 *************** *** 409,410 **** --- 409,411 ---- </Category> + Index: sequencestatistics.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/sequencestatistics.xml,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** sequencestatistics.xml 1 Sep 2006 14:09:34 -0000 1.4 --- sequencestatistics.xml 4 Sep 2006 19:21:04 -0000 1.5 *************** *** 522,523 **** --- 522,524 ---- </Functions> </Category> + Index: calendar.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v retrieving revision 1.22 retrieving revision 1.23 diff -C2 -d -r1.22 -r1.23 *** calendar.xml 4 Sep 2006 11:13:30 -0000 1.22 --- calendar.xml 4 Sep 2006 19:21:04 -0000 1.23 *************** *** 232,236 **** <Parameter name='period' libraryType='QuantLib::Period'> <type>string</type> ! <tensorRank>vector</tensorRank> <description>period(s) to advance (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description> </Parameter> --- 232,236 ---- <Parameter name='period' libraryType='QuantLib::Period'> <type>string</type> ! <tensorRank>scalar</tensorRank> <description>period(s) to advance (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description> </Parameter> *************** *** 249,253 **** <ReturnValue libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </EnumerationMember> --- 249,253 ---- <ReturnValue libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </EnumerationMember> Index: enumtypes.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumtypes.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** enumtypes.xml 4 Sep 2006 16:48:57 -0000 1.15 --- enumtypes.xml 4 Sep 2006 19:21:04 -0000 1.16 *************** *** 989,993 **** </root> - - - --- 989,990 ---- Index: schedule.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/schedule.xml,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** schedule.xml 28 Aug 2006 10:05:24 -0000 1.9 --- schedule.xml 4 Sep 2006 19:21:04 -0000 1.10 *************** *** 79,80 **** --- 79,81 ---- </Functions> </Category> + Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.28 retrieving revision 1.29 diff -C2 -d -r1.28 -r1.29 *** couponvectors.xml 1 Sep 2006 14:09:34 -0000 1.28 --- couponvectors.xml 4 Sep 2006 19:21:04 -0000 1.29 *************** *** 183,187 **** </Member> ! <Member name='qlGetBPS' objectClass='CouponVector'> <description>basis point sensitivity</description> <libraryFunction>getBPS</libraryFunction> --- 183,187 ---- </Member> ! <Member name='qlGetBPS' objectClass='CouponVector' loopParameter='None'> <description>basis point sensitivity</description> <libraryFunction>getBPS</libraryFunction> *************** *** 207,208 **** --- 207,209 ---- </Category> + Index: ohfunctions.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ohfunctions.xml,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** ohfunctions.xml 28 Aug 2006 10:05:24 -0000 1.2 --- ohfunctions.xml 4 Sep 2006 19:21:04 -0000 1.3 *************** *** 116,117 **** --- 116,118 ---- </Functions> </Category> + Index: instruments.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/instruments.xml,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** instruments.xml 1 Sep 2006 14:09:34 -0000 1.17 --- instruments.xml 4 Sep 2006 19:21:04 -0000 1.18 *************** *** 86,87 **** --- 86,88 ---- </Functions> </Category> + Index: interpolation.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v retrieving revision 1.31 retrieving revision 1.32 diff -C2 -d -r1.31 -r1.32 *** interpolation.xml 1 Sep 2006 21:27:27 -0000 1.31 --- interpolation.xml 4 Sep 2006 19:21:04 -0000 1.32 *************** *** 44,48 **** <!-- Interpolation interface --> ! <Member name='qlInterpolate' libraryClass='Interpolation' loopParameter='xValues'> <description>Returns interpolated values</description> <longDescription> --- 44,48 ---- <!-- Interpolation interface --> ! <Member name='qlInterpolate' libraryClass='Interpolation'> <description>Returns interpolated values</description> <longDescription> *************** *** 63,67 **** <Parameter name='xValues'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>x values</description> </Parameter> --- 63,67 ---- <Parameter name='xValues'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>x values</description> </Parameter> *************** *** 75,83 **** <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> ! <Member name='qlInterpolationDerivative' libraryClass='Interpolation' loopParameter='xValues'> <description>Returns the first derivative of the interpolated curve</description> <libraryFunction>derivative</libraryFunction> --- 75,83 ---- <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> ! <Member name='qlInterpolationDerivative' libraryClass='Interpolation'> <description>Returns the first derivative of the interpolated curve</description> <libraryFunction>derivative</libraryFunction> *************** *** 89,93 **** <Parameter name='xValues'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>x values</description> </Parameter> --- 89,93 ---- <Parameter name='xValues'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>x values</description> </Parameter> *************** *** 101,109 **** <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> ! <Member name='qlInterpolationSecondDerivative' libraryClass='Interpolation' loopParameter='xValues'> <description>Returns the second derivative of the interpolated curve</description> <libraryFunction>secondDerivative</libraryFunction> --- 101,109 ---- <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> ! <Member name='qlInterpolationSecondDerivative' libraryClass='Interpolation'> <description>Returns the second derivative of the interpolated curve</description> <libraryFunction>secondDerivative</libraryFunction> *************** *** 115,119 **** <Parameter name='xValues'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>x values</description> </Parameter> --- 115,119 ---- <Parameter name='xValues'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>x values</description> </Parameter> *************** *** 127,135 **** <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> ! <Member name='qlInterpolationPrimitive' libraryClass='Interpolation' loopParameter='xValues'> <description>Returns the primitive of the interpolated curve</description> <libraryFunction>primitive</libraryFunction> --- 127,135 ---- <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> ! <Member name='qlInterpolationPrimitive' libraryClass='Interpolation'> <description>Returns the primitive of the interpolated curve</description> <libraryFunction>primitive</libraryFunction> *************** *** 141,145 **** <Parameter name='xValues'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>x values</description> </Parameter> --- 141,145 ---- <Parameter name='xValues'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>x values</description> </Parameter> *************** *** 153,157 **** <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> --- 153,157 ---- <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> *************** *** 189,193 **** </Member> ! <Member name='qlInterpolationIsInRange' libraryClass='Interpolation' loopParameter='xValues'> <description>Returns TRUE if the input value is in the allowed interpolation range</description> <libraryFunction>isInRange</libraryFunction> --- 189,193 ---- </Member> ! <Member name='qlInterpolationIsInRange' libraryClass='Interpolation'> <description>Returns TRUE if the input value is in the allowed interpolation range</description> <libraryFunction>isInRange</libraryFunction> *************** *** 199,203 **** <Parameter name='xValues'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>x values</description> </Parameter> --- 199,203 ---- <Parameter name='xValues'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>x values</description> </Parameter> *************** *** 206,210 **** <ReturnValue> <type>bool</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> --- 206,210 ---- <ReturnValue> <type>bool</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> *************** *** 606,610 **** </Member> ! <Member name='qlInterpolation2DIsInRange' libraryClass='Interpolation2D' loopParameter='xValues'> <description>Returns TRUE if the input (x,y) value is in the allowed interpolation range</description> <libraryFunction>isInRange</libraryFunction> --- 606,610 ---- </Member> ! <Member name='qlInterpolation2DIsInRange' libraryClass='Interpolation2D'> <description>Returns TRUE if the input (x,y) value is in the allowed interpolation range</description> <libraryFunction>isInRange</libraryFunction> *************** *** 616,620 **** <Parameter name='xValues'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>x values</description> </Parameter> --- 616,620 ---- <Parameter name='xValues'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>x values</description> </Parameter> *************** *** 628,636 **** <ReturnValue> <type>bool</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> ! <Member name='qlInterpolate2D' libraryClass='Interpolation2D' loopParameter='xValues'> <description>Returns interpolated values for the (x,y) inputs</description> <libraryFunction>operator()</libraryFunction> --- 628,636 ---- <ReturnValue> <type>bool</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> ! <Member name='qlInterpolate2D' libraryClass='Interpolation2D'> <description>Returns interpolated values for the (x,y) inputs</description> <libraryFunction>operator()</libraryFunction> *************** *** 642,646 **** <Parameter name='xValues'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>x values: must match the number of columns in the data matrix</description> </Parameter> --- 642,646 ---- <Parameter name='xValues'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>x values: must match the number of columns in the data matrix</description> </Parameter> *************** *** 659,663 **** <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> --- 659,663 ---- <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> *************** *** 700,701 **** --- 700,702 ---- </Category> + Index: optimization.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/optimization.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** optimization.xml 31 Aug 2006 15:15:37 -0000 1.12 --- optimization.xml 4 Sep 2006 19:21:04 -0000 1.13 *************** *** 224,225 **** --- 224,226 ---- </Category> + Index: processes.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/processes.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** processes.xml 31 Aug 2006 14:53:17 -0000 1.10 --- processes.xml 4 Sep 2006 19:21:04 -0000 1.11 *************** *** 58,59 **** --- 58,60 ---- </Functions> </Category> + Index: settings.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/settings.xml,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** settings.xml 17 Aug 2006 10:09:35 -0000 1.1 --- settings.xml 4 Sep 2006 19:21:04 -0000 1.2 *************** *** 46,47 **** --- 46,48 ---- </Functions> </Category> + |
