[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.34, 1.35
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From: Ferdinando A. <na...@us...> - 2006-09-20 10:36:21
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11956/gensrc/metadata Modified Files: marketmodels.xml Log Message: Mark 4th week: session 2 Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.34 retrieving revision 1.35 diff -C2 -d -r1.34 -r1.35 *** marketmodels.xml 18 Sep 2006 07:07:26 -0000 1.34 --- marketmodels.xml 20 Sep 2006 10:36:13 -0000 1.35 *************** *** 4,7 **** --- 4,8 ---- <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <includes> + <include>ql/MarketModels/swapforwardconversionmatrix.hpp</include> <include>qlo/optimization.hpp</include> <include>qlo/marketmodels.hpp</include> *************** *** 1131,1134 **** --- 1132,1159 ---- <!-- CurveState class interface and costructor --> + <!--<Procedure name='qlSwapForwardJacobian'> + <description>return the Jacobian between swap and forward rates</description> + <alias>swapForwardJacobian</alias> + <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> + </supportedPlatforms> + <ParameterList> + <Parameters> + <Parameter name='curveState' libraryType='QuantLib::CurveState'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>ID of CurveState object</description> + </Parameter> + </Parameters> + </ParameterList> + <ReturnValue libraryType='QuantLib::Matrix'> + <type>double</type> + <tensorRank>matrix</tensorRank> + </ReturnValue> + </Procedure>--> + + <Member name='qlCurveStateRateTimes' libraryClass='CurveState'> <description>return the rate times of the CurveState object</description> |