[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.33, 1.34
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From: Ferdinando A. <na...@us...> - 2006-09-18 07:07:29
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6229/gensrc/metadata Modified Files: marketmodels.xml Log Message: pertial code refactoring Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.33 retrieving revision 1.34 diff -C2 -d -r1.33 -r1.34 *** marketmodels.xml 15 Sep 2006 10:07:35 -0000 1.33 --- marketmodels.xml 18 Sep 2006 07:07:26 -0000 1.34 *************** *** 14,21 **** ! <!-- MarketModelProduct base class interface --> ! <Member name='qlMarketModelProductPossibleCashFlowTimes' libraryClass='MarketModelProduct'> ! <description>possible cash flow times for the MarketModelProduct object</description> <libraryFunction>possibleCashFlowTimes</libraryFunction> <functionCategory>QuantLib</functionCategory> --- 14,21 ---- ! <!-- MarketModelMultiProduct base class interface --> ! <Member name='qlMarketModelMultiProductPossibleCashFlowTimes' libraryClass='MarketModelMultiProduct'> ! <description>possible cash flow times for the MarketModelMultiProduct object</description> <libraryFunction>possibleCashFlowTimes</libraryFunction> <functionCategory>QuantLib</functionCategory> *************** *** 33,38 **** </Member> ! <Member name='qlMarketModelProductNumberOfProducts' libraryClass='MarketModelProduct'> ! <description>number of products in the MarketModelProduct object</description> <libraryFunction>numberOfProducts</libraryFunction> <functionCategory>QuantLib</functionCategory> --- 33,38 ---- </Member> ! <Member name='qlMarketModelMultiProductNumberOfProducts' libraryClass='MarketModelMultiProduct'> ! <description>number of products in the MarketModelMultiProduct object</description> <libraryFunction>numberOfProducts</libraryFunction> <functionCategory>QuantLib</functionCategory> *************** *** 50,55 **** </Member> ! <Member name='qlMarketModelProductMaxNumberOfCashFlowsPerProductPerStep' libraryClass='MarketModelProduct'> ! <description>Max number of cashflows per product per step for the MarketModelProduct object</description> <libraryFunction>maxNumberOfCashFlowsPerProductPerStep</libraryFunction> <functionCategory>QuantLib</functionCategory> --- 50,55 ---- </Member> ! <Member name='qlMarketModelMultiProductMaxNumberOfCashFlowsPerProductPerStep' libraryClass='MarketModelMultiProduct'> ! <description>Max number of cashflows per product per step for the MarketModelMultiProduct object</description> <libraryFunction>maxNumberOfCashFlowsPerProductPerStep</libraryFunction> <functionCategory>QuantLib</functionCategory> *************** *** 67,74 **** </Member> ! <!-- MarketModelProduct derived classes' constructors --> ! <Constructor name='qlMarketModelForwards'> ! <libraryFunction>MarketModelForwards</libraryFunction> <functionCategory>QuantLib</functionCategory> <supportedPlatforms> --- 67,74 ---- </Member> ! <!-- MarketModelMultiProduct derived classes' constructors --> ! <Constructor name='qlMarketModelOneStepForwards'> ! <libraryFunction>OneStepForwards</libraryFunction> <functionCategory>QuantLib</functionCategory> <supportedPlatforms> *************** *** 102,107 **** </Constructor> ! <Constructor name='qlMarketModelCaplets'> ! <libraryFunction>MarketModelCaplets</libraryFunction> <functionCategory>QuantLib</functionCategory> <supportedPlatforms> --- 102,107 ---- </Constructor> ! <Constructor name='qlMarketModelOneStepCaplets'> ! <libraryFunction>OneStepCaplets</libraryFunction> <functionCategory>QuantLib</functionCategory> <supportedPlatforms> *************** *** 289,293 **** <Member name='qlEvolutionDescriptionSetTerminalMeasure' libraryClass='EvolutionDescription'> ! <description>Set the terminal measure to the EvolutionDescription object</description> <libraryFunction>setTerminalMeasure</libraryFunction> <supportedPlatforms> --- 289,293 ---- <Member name='qlEvolutionDescriptionSetTerminalMeasure' libraryClass='EvolutionDescription'> ! <description>Set the Terminal measure to the EvolutionDescription object</description> <libraryFunction>setTerminalMeasure</libraryFunction> <supportedPlatforms> *************** *** 305,309 **** <Member name='qlEvolutionDescriptionSetMoneyMarketMeasure' libraryClass='EvolutionDescription'> ! <description>Set the money market measure to the EvolutionDescription object</description> <libraryFunction>setMoneyMarketMeasure</libraryFunction> <supportedPlatforms> --- 305,309 ---- <Member name='qlEvolutionDescriptionSetMoneyMarketMeasure' libraryClass='EvolutionDescription'> ! <description>Set the MoneyMarket measure to the EvolutionDescription object</description> <libraryFunction>setMoneyMarketMeasure</libraryFunction> <supportedPlatforms> *************** *** 320,326 **** </Member> ! <Member name='qlEvolutionDescriptionSetMoneyMarketMeasurePlus' libraryClass='EvolutionDescription'> ! <description>Set the money market measure plus offest to the EvolutionDescription object</description> ! <libraryFunction>setMoneyMarketMeasurePlus</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> --- 320,326 ---- </Member> ! <Member name='qlEvolutionDescriptionSetMoneyMarketPlusMeasure' libraryClass='EvolutionDescription'> ! <description>Set the MoneyMarketPlus measure (MoneyMarket+offset) to the EvolutionDescription object</description> ! <libraryFunction>setMoneyMarketPlusMeasure</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> *************** *** 331,335 **** <type>long</type> <tensorRank>scalar</tensorRank> ! <description>offset to apply to the Money Market Measure (default = 1)</description> </Parameter> </Parameters> --- 331,335 ---- <type>long</type> <tensorRank>scalar</tensorRank> ! <description>offset applied to the MoneyMarket measure (default = 1)</description> </Parameter> </Parameters> *************** *** 342,346 **** <Member name='qlEvolutionDescriptionIsInTerminalMeasure' libraryClass='EvolutionDescription'> ! <description>Returns TRUE if the EvolutionDescription object is using terminal measure</description> <libraryFunction>isInTerminalMeasure</libraryFunction> <supportedPlatforms> --- 342,346 ---- <Member name='qlEvolutionDescriptionIsInTerminalMeasure' libraryClass='EvolutionDescription'> ! <description>Returns TRUE if the EvolutionDescription object is using Terminal measure</description> <libraryFunction>isInTerminalMeasure</libraryFunction> <supportedPlatforms> *************** *** 358,362 **** <Member name='qlEvolutionDescriptionIsInMoneyMarketMeasure' libraryClass='EvolutionDescription'> ! <description>Returns TRUE if the EvolutionDescription object is using money market measure</description> <libraryFunction>isInMoneyMarketMeasure</libraryFunction> <supportedPlatforms> --- 358,362 ---- <Member name='qlEvolutionDescriptionIsInMoneyMarketMeasure' libraryClass='EvolutionDescription'> ! <description>Returns TRUE if the EvolutionDescription object is using MoneyMarket measure</description> <libraryFunction>isInMoneyMarketMeasure</libraryFunction> <supportedPlatforms> *************** *** 373,376 **** --- 373,399 ---- </Member> + <Member name='qlEvolutionDescriptionIsInMoneyMarketPlusMeasure' libraryClass='EvolutionDescription'> + <description>Returns TRUE if the EvolutionDescription object is using MoneyMarketPlus (MoneyMarket+offset) measure</description> + <libraryFunction>isInMoneyMarketPlusMeasure</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> + </supportedPlatforms> + <ParameterList> + <Parameters> + <!--Parameter name='offset' libraryType='QuantLib::Size' default='1'--> + <Parameter name='offset' default='1'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>offset applied to the MoneyMarket measure (default = 1)</description> + </Parameter> + </Parameters> + </ParameterList> + <ReturnValue> + <type>bool</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + <Constructor name='qlEvolutionDescription'> <libraryFunction>EvolutionDescription</libraryFunction> *************** *** 1562,1569 **** <description>MarketModelEvolver object</description> </Parameter> ! <Parameter name='product' libraryClass='MarketModelProduct'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>MarketModelProduct object</description> </Parameter> <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'> --- 1585,1592 ---- <description>MarketModelEvolver object</description> </Parameter> ! <Parameter name='product' libraryClass='MarketModelMultiProduct'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>MarketModelMultiProduct object</description> </Parameter> <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'> |