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From: Eric E. <eri...@us...> - 2006-09-15 10:07:41
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4419/gensrc/metadata Modified Files: bonds.xml calendar.xml capletvolstructure.xml index.xml interpolation.xml marketmodels.xml ratehelpers.xml swaptionvolstructure.xml termstructures.xml Log Message: implement template for functions which loop on input parameter Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.35 retrieving revision 1.36 diff -C2 -d -r1.35 -r1.36 *** index.xml 6 Sep 2006 09:49:49 -0000 1.35 --- index.xml 15 Sep 2006 10:07:35 -0000 1.36 *************** *** 46,50 **** <description>fixing date(s)</description> </Parameter> ! <Parameter name='forecastTodaysFixing' default='0'> <type>bool</type> <tensorRank>scalar</tensorRank> --- 46,50 ---- <description>fixing date(s)</description> </Parameter> ! <Parameter name='forecastTodaysFixing' default='0' const='False'> <type>bool</type> <tensorRank>scalar</tensorRank> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.29 retrieving revision 1.30 diff -C2 -d -r1.29 -r1.30 *** bonds.xml 4 Sep 2006 19:21:04 -0000 1.29 --- bonds.xml 15 Sep 2006 10:07:35 -0000 1.30 *************** *** 219,233 **** <ParameterList> <Parameters> ! <Parameter name='yield'> <type>double</type> <tensorRank>scalar</tensorRank> <description>bond yield(s)</description> </Parameter> ! <Parameter name='compounding' enumeration='QuantLib::Compounding'> <type>string</type> <tensorRank>scalar</tensorRank> <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='settlementDate' libraryType='QuantLib::Date' default='0'> <type>long</type> <tensorRank>scalar</tensorRank> --- 219,233 ---- <ParameterList> <Parameters> ! <Parameter name='yield' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>bond yield(s)</description> </Parameter> ! <Parameter name='compounding' enumeration='QuantLib::Compounding' const='False'> <type>string</type> <tensorRank>scalar</tensorRank> <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='settlementDate' libraryType='QuantLib::Date' default='0' const='False'> <type>long</type> <tensorRank>scalar</tensorRank> *************** *** 250,264 **** <ParameterList> <Parameters> ! <Parameter name='yield'> <type>double</type> <tensorRank>scalar</tensorRank> <description>bond yield(s)</description> </Parameter> ! <Parameter name='compounding' enumeration='QuantLib::Compounding'> <type>string</type> <tensorRank>scalar</tensorRank> <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='settlementDate' libraryType='QuantLib::Date' default='0'> <type>long</type> <tensorRank>scalar</tensorRank> --- 250,264 ---- <ParameterList> <Parameters> ! <Parameter name='yield' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>bond yield(s)</description> </Parameter> ! <Parameter name='compounding' enumeration='QuantLib::Compounding' const='False'> <type>string</type> <tensorRank>scalar</tensorRank> <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='settlementDate' libraryType='QuantLib::Date' default='0' const='False'> <type>long</type> <tensorRank>scalar</tensorRank> *************** *** 273,277 **** </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> --- 273,277 ---- </Member> ! <Member name='qlBondYield' libraryClass='Bond' loopParameter='None'> <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> Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.21 retrieving revision 1.22 diff -C2 -d -r1.21 -r1.22 *** ratehelpers.xml 4 Sep 2006 19:21:04 -0000 1.21 --- ratehelpers.xml 15 Sep 2006 10:07:35 -0000 1.22 *************** *** 64,68 **** </Member> ! <Member name='qlSetQuote' objectClass='RateHelper'> <description>update quote of existing Rate Helper object</description> <libraryFunction>setQuote</libraryFunction> --- 64,69 ---- </Member> ! <!--Member name='qlSetQuote' objectClass='RateHelper'--> ! <Member name='qlSetQuote' objectClass='RateHelper' loopParameter='None'> <description>update quote of existing Rate Helper object</description> <libraryFunction>setQuote</libraryFunction> *************** *** 196,200 **** </Member> ! <Member name='qlSetConvexityAdjustment' objectClass='FuturesRateHelper'> <description>update convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>setConvexityAdjustment</libraryFunction> --- 197,201 ---- </Member> ! <Member name='qlSetConvexityAdjustment' objectClass='FuturesRateHelper' loopParameter='None'> <description>update convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>setConvexityAdjustment</libraryFunction> Index: interpolation.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v retrieving revision 1.33 retrieving revision 1.34 diff -C2 -d -r1.33 -r1.34 *** interpolation.xml 8 Sep 2006 10:05:06 -0000 1.33 --- interpolation.xml 15 Sep 2006 10:07:35 -0000 1.34 *************** *** 61,70 **** <ParameterList> <Parameters> ! <Parameter name='xValues'> <type>double</type> <tensorRank>scalar</tensorRank> <description>x values</description> </Parameter> ! <Parameter name='allowExtrapolation' default='0'> <type>bool</type> <tensorRank>scalar</tensorRank> --- 61,70 ---- <ParameterList> <Parameters> ! <Parameter name='xValues' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>x values</description> </Parameter> ! <Parameter name='allowExtrapolation' default='0' const='False'> <type>bool</type> <tensorRank>scalar</tensorRank> *************** *** 87,96 **** <ParameterList> <Parameters> ! <Parameter name='xValues'> <type>double</type> <tensorRank>scalar</tensorRank> <description>x values</description> </Parameter> ! <Parameter name='allowExtrapolation' default='0'> <type>bool</type> <tensorRank>scalar</tensorRank> --- 87,96 ---- <ParameterList> <Parameters> ! <Parameter name='xValues' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>x values</description> </Parameter> ! <Parameter name='allowExtrapolation' default='0' const='False'> <type>bool</type> <tensorRank>scalar</tensorRank> *************** *** 113,122 **** <ParameterList> <Parameters> ! <Parameter name='xValues'> <type>double</type> <tensorRank>scalar</tensorRank> <description>x values</description> </Parameter> ! <Parameter name='allowExtrapolation' default='0'> <type>bool</type> <tensorRank>scalar</tensorRank> --- 113,122 ---- <ParameterList> <Parameters> ! <Parameter name='xValues' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>x values</description> </Parameter> ! <Parameter name='allowExtrapolation' default='0' const='False'> <type>bool</type> <tensorRank>scalar</tensorRank> *************** *** 139,148 **** <ParameterList> <Parameters> ! <Parameter name='xValues'> <type>double</type> <tensorRank>scalar</tensorRank> <description>x values</description> </Parameter> ! <Parameter name='allowExtrapolation' default='0'> <type>bool</type> <tensorRank>scalar</tensorRank> --- 139,148 ---- <ParameterList> <Parameters> ! <Parameter name='xValues' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>x values</description> </Parameter> ! <Parameter name='allowExtrapolation' default='0' const='False'> <type>bool</type> <tensorRank>scalar</tensorRank> *************** *** 197,201 **** <ParameterList> <Parameters> ! <Parameter name='xValues'> <type>double</type> <tensorRank>scalar</tensorRank> --- 197,201 ---- <ParameterList> <Parameters> ! <Parameter name='xValues' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> *************** *** 614,623 **** <ParameterList> <Parameters> ! <Parameter name='xValues'> <type>double</type> <tensorRank>scalar</tensorRank> <description>x values</description> </Parameter> ! <Parameter name='yValue'> <type>double</type> <tensorRank>scalar</tensorRank> --- 614,623 ---- <ParameterList> <Parameters> ! <Parameter name='xValues' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>x values</description> </Parameter> ! <Parameter name='yValue' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> *************** *** 640,654 **** <ParameterList> <Parameters> ! <Parameter name='xValues'> <type>double</type> <tensorRank>scalar</tensorRank> <description>x values: must match the number of columns in the data matrix</description> </Parameter> ! <Parameter name='yValue'> <type>double</type> <tensorRank>scalar</tensorRank> <description>y value: must match the number of rows in the data matrix</description> </Parameter> ! <Parameter name='allowExtrapolation' default='0'> <type>bool</type> <tensorRank>scalar</tensorRank> --- 640,654 ---- <ParameterList> <Parameters> ! <Parameter name='xValues' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>x values: must match the number of columns in the data matrix</description> </Parameter> ! <Parameter name='yValue' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>y value: must match the number of rows in the data matrix</description> </Parameter> ! <Parameter name='allowExtrapolation' default='0' const='False'> <type>bool</type> <tensorRank>scalar</tensorRank> Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.33 retrieving revision 1.34 diff -C2 -d -r1.33 -r1.34 *** termstructures.xml 4 Sep 2006 19:21:04 -0000 1.33 --- termstructures.xml 15 Sep 2006 10:07:35 -0000 1.34 *************** *** 84,88 **** <description>vector of dates</description> </Parameter> ! <Parameter name='allowExtrapolation'> <type>bool</type> <tensorRank>scalar</tensorRank> --- 84,88 ---- <description>vector of dates</description> </Parameter> ! <Parameter name='allowExtrapolation' const='False'> <type>bool</type> <tensorRank>scalar</tensorRank> *************** *** 120,134 **** <description>result DayCounter</description> </Parameter> ! <Parameter name='compounding' enumeration='QuantLib::Compounding'> <type>string</type> <tensorRank>scalar</tensorRank> <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"'> <type>string</type> <tensorRank>scalar</tensorRank> <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> </Parameter> ! <Parameter name='extrapolate' default='false'> <type>bool</type> <tensorRank>scalar</tensorRank> --- 120,134 ---- <description>result DayCounter</description> </Parameter> ! <Parameter name='compounding' enumeration='QuantLib::Compounding' const='False'> <type>string</type> <tensorRank>scalar</tensorRank> <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"' const='False'> <type>string</type> <tensorRank>scalar</tensorRank> <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> </Parameter> ! <Parameter name='extrapolate' default='false' const='False'> <type>bool</type> <tensorRank>scalar</tensorRank> *************** *** 161,175 **** <description>resultDayCounter</description> </Parameter> ! <Parameter name='compounding' enumeration='QuantLib::Compounding'> <type>string</type> <tensorRank>scalar</tensorRank> <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"'> <type>string</type> <tensorRank>scalar</tensorRank> <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> </Parameter> ! <Parameter name='extrapolate' default='false'> <type>bool</type> <tensorRank>scalar</tensorRank> --- 161,175 ---- <description>resultDayCounter</description> </Parameter> ! <Parameter name='compounding' enumeration='QuantLib::Compounding' const='False'> <type>string</type> <tensorRank>scalar</tensorRank> <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"' const='False'> <type>string</type> <tensorRank>scalar</tensorRank> <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> </Parameter> ! <Parameter name='extrapolate' default='false' const='False'> <type>bool</type> <tensorRank>scalar</tensorRank> *************** *** 193,197 **** <Parameters> <Parameter name='tenor'> ! <type>double</type> <tensorRank>scalar</tensorRank> <description>tenor in years</description> --- 193,197 ---- <Parameters> <Parameter name='tenor'> ! <type>long</type> <tensorRank>scalar</tensorRank> <description>tenor in years</description> *************** *** 202,211 **** <description>start date</description> </Parameter> ! <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"'> <type>string</type> <tensorRank>scalar</tensorRank> <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> </Parameter> ! <Parameter name='extrapolate' default='false'> <type>bool</type> <tensorRank>scalar</tensorRank> --- 202,211 ---- <description>start date</description> </Parameter> ! <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"' const='False'> <type>string</type> <tensorRank>scalar</tensorRank> <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> </Parameter> ! <Parameter name='extrapolate' default='false' const='False'> <type>bool</type> <tensorRank>scalar</tensorRank> Index: capletvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** capletvolstructure.xml 1 Sep 2006 14:09:34 -0000 1.14 --- capletvolstructure.xml 15 Sep 2006 10:07:35 -0000 1.15 *************** *** 28,37 **** <description>cap/floor expiry date</description> </Parameter> ! <Parameter name='strike'> <type>double</type> <tensorRank>vector</tensorRank> <description>cap/floor strike vector</description> </Parameter> ! <Parameter name='allowExtrapolation'> <type>bool</type> <tensorRank>scalar</tensorRank> --- 28,37 ---- <description>cap/floor expiry date</description> </Parameter> ! <Parameter name='strike' const='False'> <type>double</type> <tensorRank>vector</tensorRank> <description>cap/floor strike vector</description> </Parameter> ! <Parameter name='allowExtrapolation' const='False'> <type>bool</type> <tensorRank>scalar</tensorRank> *************** *** 59,68 **** <description>cap/floor expiry date</description> </Parameter> ! <Parameter name='strike'> <type>double</type> <tensorRank>vector</tensorRank> <description>cap/floor strike vector</description> </Parameter> ! <Parameter name='allowExtrapolation'> <type>bool</type> <tensorRank>scalar</tensorRank> --- 59,68 ---- <description>cap/floor expiry date</description> </Parameter> ! <Parameter name='strike' const='False'> <type>double</type> <tensorRank>vector</tensorRank> <description>cap/floor strike vector</description> </Parameter> ! <Parameter name='allowExtrapolation' const='False'> <type>bool</type> <tensorRank>scalar</tensorRank> Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.32 retrieving revision 1.33 diff -C2 -d -r1.32 -r1.33 *** marketmodels.xml 5 Sep 2006 17:50:19 -0000 1.32 --- marketmodels.xml 15 Sep 2006 10:07:35 -0000 1.33 *************** *** 591,595 **** <ParameterList> <Parameters> ! <Parameter name='u'> <type>double</type> <tensorRank>scalar</tensorRank> --- 591,595 ---- <ParameterList> <Parameters> ! <Parameter name='u' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> *************** *** 612,626 **** <ParameterList> <Parameters> ! <Parameter name='u'> <type>double</type> <tensorRank>scalar</tensorRank> <description>calendar time(s)</description> </Parameter> ! <Parameter name='T'> <type>double</type> <tensorRank>scalar</tensorRank> <description>fixing time of first rate</description> </Parameter> ! <Parameter name='S'> <type>double</type> <tensorRank>scalar</tensorRank> --- 612,626 ---- <ParameterList> <Parameters> ! <Parameter name='u' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>calendar time(s)</description> </Parameter> ! <Parameter name='T' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>fixing time of first rate</description> </Parameter> ! <Parameter name='S' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> *************** *** 643,652 **** <ParameterList> <Parameters> ! <Parameter name='u'> <type>double</type> <tensorRank>scalar</tensorRank> <description>calendar time(s)</description> </Parameter> ! <Parameter name='T'> <type>double</type> <tensorRank>scalar</tensorRank> --- 643,652 ---- <ParameterList> <Parameters> ! <Parameter name='u' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>calendar time(s)</description> </Parameter> ! <Parameter name='T' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> *************** *** 669,678 **** <ParameterList> <Parameters> ! <Parameter name='u'> <type>double</type> <tensorRank>scalar</tensorRank> <description>calendar time(s)</description> </Parameter> ! <Parameter name='T'> <type>double</type> <tensorRank>scalar</tensorRank> --- 669,678 ---- <ParameterList> <Parameters> ! <Parameter name='u' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>calendar time(s)</description> </Parameter> ! <Parameter name='T' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> *************** *** 695,714 **** <ParameterList> <Parameters> ! <Parameter name='tMin'> <type>double</type> <tensorRank>scalar</tensorRank> <description>lower bound of the covariance integral</description> </Parameter> ! <Parameter name='tMax'> <type>double</type> <tensorRank>scalar</tensorRank> <description>upper bound of the covariance integral</description> </Parameter> ! <Parameter name='T'> <type>double</type> <tensorRank>scalar</tensorRank> <description>fixing calendar time of first rate</description> </Parameter> ! <Parameter name='S'> <type>double</type> <tensorRank>scalar</tensorRank> --- 695,714 ---- <ParameterList> <Parameters> ! <Parameter name='tMin' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>lower bound of the covariance integral</description> </Parameter> ! <Parameter name='tMax' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>upper bound of the covariance integral</description> </Parameter> ! <Parameter name='T' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>fixing calendar time of first rate</description> </Parameter> ! <Parameter name='S' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> *************** *** 731,745 **** <ParameterList> <Parameters> ! <Parameter name='tMin'> <type>double</type> <tensorRank>scalar</tensorRank> <description>lower bound of the covariance integral</description> </Parameter> ! <Parameter name='tMax'> <type>double</type> <tensorRank>scalar</tensorRank> <description>upper bound of the covariance integral</description> </Parameter> ! <Parameter name='T'> <type>double</type> <tensorRank>scalar</tensorRank> --- 731,745 ---- <ParameterList> <Parameters> ! <Parameter name='tMin' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>lower bound of the covariance integral</description> </Parameter> ! <Parameter name='tMax' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>upper bound of the covariance integral</description> </Parameter> ! <Parameter name='T' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> *************** *** 762,776 **** <ParameterList> <Parameters> ! <Parameter name='tMin'> <type>double</type> <tensorRank>scalar</tensorRank> <description>lower bound of the covariance integral</description> </Parameter> ! <Parameter name='tMax'> <type>double</type> <tensorRank>scalar</tensorRank> <description>upper bound of the covariance integral</description> </Parameter> ! <Parameter name='T'> <type>double</type> <tensorRank>scalar</tensorRank> --- 762,776 ---- <ParameterList> <Parameters> ! <Parameter name='tMin' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>lower bound of the covariance integral</description> </Parameter> ! <Parameter name='tMax' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> <description>upper bound of the covariance integral</description> </Parameter> ! <Parameter name='T' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> Index: calendar.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** calendar.xml 7 Sep 2006 21:27:37 -0000 1.24 --- calendar.xml 15 Sep 2006 10:07:35 -0000 1.25 *************** *** 96,100 **** <ParameterList> <Parameters> ! <Parameter name='date' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> --- 96,100 ---- <ParameterList> <Parameters> ! <Parameter name='date' libraryType='QuantLib::Date' const='False'> <type>long</type> <tensorRank>scalar</tensorRank> *************** *** 201,209 **** <description>date to be adjusted</description> </Parameter> ! <Parameter name='BusinessDayConvention' enumeration='QuantLib::BusinessDayConvention'> <type>string</type> <tensorRank>scalar</tensorRank> <description>rolling convention</description> </Parameter> </Parameters> </ParameterList> --- 201,214 ---- <description>date to be adjusted</description> </Parameter> ! <Parameter name='BusinessDayConvention' enumeration='QuantLib::BusinessDayConvention' const='False'> <type>string</type> <tensorRank>scalar</tensorRank> <description>rolling convention</description> </Parameter> + <Parameter name='origin' libraryType='QuantLib::Date' default='0'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>date to be adjusted</description> + </Parameter> </Parameters> </ParameterList> *************** *** 232,241 **** <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> ! <Parameter name='BusinessDayConvention' enumeration='QuantLib::BusinessDayConvention'> <type>string</type> <tensorRank>scalar</tensorRank> <description>rolling convention</description> </Parameter> ! <Parameter name='endOfMonth' default='false'> <type>bool</type> <tensorRank>scalar</tensorRank> --- 237,246 ---- <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> ! <Parameter name='BusinessDayConvention' enumeration='QuantLib::BusinessDayConvention' const='False'> <type>string</type> <tensorRank>scalar</tensorRank> <description>rolling convention</description> </Parameter> ! <Parameter name='endOfMonth' default='false' const='False'> <type>bool</type> <tensorRank>scalar</tensorRank> Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.51 retrieving revision 1.52 diff -C2 -d -r1.51 -r1.52 *** swaptionvolstructure.xml 12 Sep 2006 17:35:38 -0000 1.51 --- swaptionvolstructure.xml 15 Sep 2006 10:07:35 -0000 1.52 *************** *** 19,23 **** <!-- SwaptionVolatilityStructure interface--> ! <Member name='qlSwaptionVTSVolatility' handleToLib='SwaptionVolatilityStructure' loopParameter='strike'> <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date and underlying swap length.</description> <libraryFunction>volatility</libraryFunction> --- 19,24 ---- <!-- SwaptionVolatilityStructure interface--> ! <!--Member name='qlSwaptionVTSVolatility' handleToLib='SwaptionVolatilityStructure' loopParameter='strike'--> ! <Member name='qlSwaptionVTSVolatility' handleToLib='SwaptionVolatilityStructure' loopParameter='None'> <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date and underlying swap length.</description> <libraryFunction>volatility</libraryFunction> *************** *** 55,59 **** </Member> ! <Member name='qlSwaptionVTSBlackVariance' libraryClass='SwaptionVolatilityStructure' loopParameter='strike'> <description>Returns a vector of black volatilities corresponding to a vector of strikes for a given exercise date.</description> <libraryFunction>blackVariance</libraryFunction> --- 56,61 ---- </Member> ! <!--Member name='qlSwaptionVTSBlackVariance' libraryClass='SwaptionVolatilityStructure' loopParameter='strike'--> ! <Member name='qlSwaptionVTSBlackVariance' libraryClass='SwaptionVolatilityStructure' loopParameter='None'> <description>Returns a vector of black volatilities corresponding to a vector of strikes for a given exercise date.</description> <libraryFunction>blackVariance</libraryFunction> *************** *** 73,77 **** <description>underlying swap tenor</description> </Parameter> ! <Parameter name='strike'> <type>double</type> <tensorRank>scalar</tensorRank> --- 75,79 ---- <description>underlying swap tenor</description> </Parameter> ! <Parameter name='strike' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> |
