[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata cmsmarket.xml, NONE, 1.1

[Giorgio F. <gi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5556/gensrc/metadata

Added Files:
	cmsmarket.xml 
Log Message:
Added files

--- NEW FILE: cmsmarket.xml ---
<Category name='cmsmarket'>
  <description>functions to construct and use CmsMarket objects</description>
  <displayName>Cms Market</displayName>
  <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
  <includes>
    <include>ql/Volatilities/cmsmarket.hpp</include>
    <include>qlo/cmsmarket.hpp</include>
    <include>qlo/vo_cmsmarket.hpp</include>
    <include>qlo/swaptionvolstructure.hpp</include>
  </includes>
  <copyright>
    Copyright (C) 2006 Giorgio Facchinetti
  </copyright>
  <Functions>
  
   <!-- CmsMarket constructors -->

   <Constructor name='qlCmsMarket'> 
      <libraryFunction>CmsMarket</libraryFunction>
      <functionCategory>QuantLib</functionCategory>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='expiries' libraryType='QuantLib::Period'>
            <type>string</type>
            <tensorRank>vector</tensorRank>
            <description>cms matrix's expiries as periods</description>
          </Parameter>
          <Parameter name='swapLengths' libraryType='QuantLib::Period'>
            <type>string</type>
            <tensorRank>vector</tensorRank>
            <description>cms matrix's underlying swap lengths</description>
          </Parameter>
          <Parameter name='bidsAsks' libraryType='QuantLib::Matrix'>
            <type>double</type>
            <tensorRank>matrix</tensorRank>
            <description>matrix of bid and ask cms spreads.</description>
          </Parameter>
          <Parameter name='meanReversions' libraryType='QuantLib::Matrix'>
            <type>double</type>
            <tensorRank>matrix</tensorRank>
            <description>mean reversions.</description>
          </Parameter>
          <Parameter name='YTStructure' libToHandle='YieldTermStructure'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>Yield term structure</description>
          </Parameter>
          <Parameter name='volStructure' libToHandle='SwaptionVolatilityStructure'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
            <description>Volatility structure</description>
          </Parameter>
		  <Parameter name='VanillaCMSCouponPricerType'>
			<type>string</type>
			<tensorRank>scalar</tensorRank>
			<description>Vanilla CMS Coupon Pricer Type (e.g ConundrumByBlack, ConundrumByNumericalIntegration)</description>
		  </Parameter>
		  <Parameter name='modelOfYieldCurve' enumeration='QuantLib::GFunctionFactory::ModelOfYieldCurve'>
			<type>string</type>
			<tensorRank>scalar</tensorRank>
			<description>model Of YieldCurve (e.g standard, exactYield, parallelShifts, nonParallelShifts)</description>
		  </Parameter>
         </Parameters>
      </ParameterList>
    </Constructor>

   
    
  </Functions>
</Category>