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From: Eric E. <eri...@us...> - 2006-09-22 15:21:22
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14269/gensrc/metadata Modified Files: bonds.xml calendar.xml couponvectors.xml index.xml marketmodels.xml processes.xml randomsequencegenerator.xml ratehelpers.xml swap.xml swaptionvolstructure.xml termstructures.xml Log Message: implement separate gensrc class to generate source code for loop functions Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.36 retrieving revision 1.37 diff -C2 -d -r1.36 -r1.37 *** index.xml 15 Sep 2006 10:07:35 -0000 1.36 --- index.xml 22 Sep 2006 15:21:16 -0000 1.37 *************** *** 43,47 **** <Parameter name='fixingDate' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>scalar</tensorRank> <description>fixing date(s)</description> </Parameter> --- 43,47 ---- <Parameter name='fixingDate' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>vector</tensorRank> <description>fixing date(s)</description> </Parameter> *************** *** 55,59 **** <ReturnValue libraryType='QuantLib::Rate'> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> --- 55,59 ---- <ReturnValue libraryType='QuantLib::Rate'> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> *************** *** 187,191 **** <Parameter name='fixingDate' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>scalar</tensorRank> <description>fixing date(s)</description> </Parameter> --- 187,191 ---- <Parameter name='fixingDate' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>vector</tensorRank> <description>fixing date(s)</description> </Parameter> *************** *** 194,198 **** <ReturnValue libraryType='QuantLib::Rate'> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> --- 194,198 ---- <ReturnValue libraryType='QuantLib::Rate'> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.36 retrieving revision 1.37 diff -C2 -d -r1.36 -r1.37 *** marketmodels.xml 21 Sep 2006 12:03:30 -0000 1.36 --- marketmodels.xml 22 Sep 2006 15:21:16 -0000 1.37 *************** *** 727,731 **** <Parameter name='tMax' const='False'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>upper bound of the covariance integral</description> </Parameter> --- 727,731 ---- <Parameter name='tMax' const='False'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>upper bound of the covariance integral</description> </Parameter> *************** *** 744,748 **** <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> --- 744,748 ---- <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> *************** *** 763,767 **** <Parameter name='tMax' const='False'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>upper bound of the covariance integral</description> </Parameter> --- 763,767 ---- <Parameter name='tMax' const='False'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>upper bound of the covariance integral</description> </Parameter> *************** *** 775,779 **** <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> --- 775,779 ---- <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> *************** *** 794,798 **** <Parameter name='tMax' const='False'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>upper bound of the covariance integral</description> </Parameter> --- 794,798 ---- <Parameter name='tMax' const='False'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>upper bound of the covariance integral</description> </Parameter> *************** *** 806,810 **** <ReturnValue> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> --- 806,810 ---- <ReturnValue> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> *************** *** 1288,1292 **** </Member> ! <Member name='qlCurveStateForwardRate' libraryClass='CurveState' loopParameter='None'> <description>set the CurveState object on given vector of forward rates</description> <libraryFunction>forwardRate</libraryFunction> --- 1288,1292 ---- </Member> ! <Member name='qlCurveStateForwardRate' libraryClass='CurveState'> <description>set the CurveState object on given vector of forward rates</description> <libraryFunction>forwardRate</libraryFunction> *************** *** 1310,1314 **** </Member> ! <Member name='qlCurveStateDiscountRatio' libraryClass='CurveState' loopParameter='None'> <description>set the CurveState object on given vector of discount ratios</description> <libraryFunction>discountRatio</libraryFunction> --- 1310,1314 ---- </Member> ! <Member name='qlCurveStateDiscountRatio' libraryClass='CurveState'> <description>set the CurveState object on given vector of discount ratios</description> <libraryFunction>discountRatio</libraryFunction> *************** *** 1337,1341 **** </Member> ! <Member name='qlCurveStateCoterminalSwapRate' libraryClass='CurveState' loopParameter='None'> <description>set the CurveState object on given vector of coterminal swaps</description> <libraryFunction>coterminalSwapRate</libraryFunction> --- 1337,1341 ---- </Member> ! <Member name='qlCurveStateCoterminalSwapRate' libraryClass='CurveState'> <description>set the CurveState object on given vector of coterminal swaps</description> <libraryFunction>coterminalSwapRate</libraryFunction> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.30 retrieving revision 1.31 diff -C2 -d -r1.30 -r1.31 *** bonds.xml 15 Sep 2006 10:07:35 -0000 1.30 --- bonds.xml 22 Sep 2006 15:21:15 -0000 1.31 *************** *** 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> --- 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> *************** *** 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> --- 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> Index: calendar.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v retrieving revision 1.25 retrieving revision 1.26 diff -C2 -d -r1.25 -r1.26 *** calendar.xml 15 Sep 2006 10:07:35 -0000 1.25 --- calendar.xml 22 Sep 2006 15:21:15 -0000 1.26 *************** *** 234,238 **** <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> --- 234,238 ---- <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> *************** *** 251,255 **** <ReturnValue libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </EnumerationMember> --- 251,255 ---- <ReturnValue libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </EnumerationMember> Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** swap.xml 4 Sep 2006 19:21:04 -0000 1.24 --- swap.xml 22 Sep 2006 15:21:16 -0000 1.25 *************** *** 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> --- 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> *************** *** 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> --- 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> Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.22 retrieving revision 1.23 diff -C2 -d -r1.22 -r1.23 *** ratehelpers.xml 15 Sep 2006 10:07:35 -0000 1.22 --- ratehelpers.xml 22 Sep 2006 15:21:16 -0000 1.23 *************** *** 65,69 **** <!--Member name='qlSetQuote' objectClass='RateHelper'--> ! <Member name='qlSetQuote' objectClass='RateHelper' loopParameter='None'> <description>update quote of existing Rate Helper object</description> <libraryFunction>setQuote</libraryFunction> --- 65,69 ---- <!--Member name='qlSetQuote' objectClass='RateHelper'--> ! <Member name='qlSetQuote' objectClass='RateHelper'> <description>update quote of existing Rate Helper object</description> <libraryFunction>setQuote</libraryFunction> *************** *** 197,201 **** </Member> ! <Member name='qlSetConvexityAdjustment' objectClass='FuturesRateHelper' loopParameter='None'> <description>update convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>setConvexityAdjustment</libraryFunction> --- 197,201 ---- </Member> ! <Member name='qlSetConvexityAdjustment' objectClass='FuturesRateHelper'> <description>update convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>setConvexityAdjustment</libraryFunction> Index: randomsequencegenerator.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/randomsequencegenerator.xml,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** randomsequencegenerator.xml 1 Sep 2006 14:09:34 -0000 1.13 --- randomsequencegenerator.xml 22 Sep 2006 15:21:16 -0000 1.14 *************** *** 3,10 **** <displayName>Random Sequence Generator</displayName> <xlFunctionWizardCategory>QuantLib - Math</xlFunctionWizardCategory> - <includes> - <include>qlo/randomsequencegenerator.hpp</include> - <include>qlo/vo_randomsequencegenerator.hpp</include> - </includes> <copyright> Copyright (C) 2006 Ferdinando Ametrano --- 3,6 ---- Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.34 retrieving revision 1.35 diff -C2 -d -r1.34 -r1.35 *** termstructures.xml 15 Sep 2006 10:07:35 -0000 1.34 --- termstructures.xml 22 Sep 2006 15:21:16 -0000 1.35 *************** *** 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> --- 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> *************** *** 81,85 **** <Parameter name='DfDates' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>scalar</tensorRank> <description>vector of dates</description> </Parameter> --- 81,85 ---- <Parameter name='DfDates' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>vector</tensorRank> <description>vector of dates</description> </Parameter> *************** *** 93,97 **** <ReturnValue libraryType='QuantLib::DiscountFactor'> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> --- 93,97 ---- <ReturnValue libraryType='QuantLib::DiscountFactor'> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> *************** *** 112,116 **** <Parameter name='d2' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>scalar</tensorRank> <description>date 2</description> </Parameter> --- 112,116 ---- <Parameter name='d2' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>vector</tensorRank> <description>date 2</description> </Parameter> *************** *** 139,143 **** <ReturnValue libraryType='QuantLib::InterestRate'> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> --- 139,143 ---- <ReturnValue libraryType='QuantLib::InterestRate'> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member> *************** *** 267,271 **** </Constructor> ! <Member name='qlHandleYieldTermStructureLinkTo' objectClass='Handle<QuantLib::YieldTermStructure>' loopParameter='None'> <libraryFunction>linkTo</libraryFunction> <description>relink handle</description> --- 267,271 ---- </Constructor> ! <Member name='qlHandleYieldTermStructureLinkTo' objectClass='Handle<QuantLib::YieldTermStructure>'> <libraryFunction>linkTo</libraryFunction> <description>relink handle</description> Index: processes.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/processes.xml,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** processes.xml 4 Sep 2006 19:21:04 -0000 1.11 --- processes.xml 22 Sep 2006 15:21:16 -0000 1.12 *************** *** 3,10 **** <displayName>Processes</displayName> <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> - <includes> - <include>qlo/processes.hpp</include> - <include>qlo/vo_processes.hpp</include> - </includes> <copyright> Copyright (C) 2004, 2005 Eric Ehlers --- 3,6 ---- Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.29 retrieving revision 1.30 diff -C2 -d -r1.29 -r1.30 *** couponvectors.xml 4 Sep 2006 19:21:04 -0000 1.29 --- couponvectors.xml 22 Sep 2006 15:21:15 -0000 1.30 *************** *** 183,187 **** </Member> ! <Member name='qlGetBPS' objectClass='CouponVector' loopParameter='None'> <description>basis point sensitivity</description> <libraryFunction>getBPS</libraryFunction> --- 183,187 ---- </Member> ! <Member name='qlGetBPS' objectClass='CouponVector'> <description>basis point sensitivity</description> <libraryFunction>getBPS</libraryFunction> Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.53 retrieving revision 1.54 diff -C2 -d -r1.53 -r1.54 *** swaptionvolstructure.xml 15 Sep 2006 15:14:11 -0000 1.53 --- swaptionvolstructure.xml 22 Sep 2006 15:21:16 -0000 1.54 *************** *** 20,24 **** <!--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> --- 20,24 ---- <!--Member name='qlSwaptionVTSVolatility' handleToLib='SwaptionVolatilityStructure' loopParameter='strike'--> ! <Member name='qlSwaptionVTSVolatility' handleToLib='SwaptionVolatilityStructure'> <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> *************** *** 57,61 **** <!--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> --- 57,61 ---- <!--Member name='qlSwaptionVTSBlackVariance' libraryClass='SwaptionVolatilityStructure' loopParameter='strike'--> ! <Member name='qlSwaptionVTSBlackVariance' libraryClass='SwaptionVolatilityStructure'> <description>Returns a vector of black volatilities corresponding to a vector of strikes for a given exercise date.</description> <libraryFunction>blackVariance</libraryFunction> *************** *** 315,319 **** </Member> ! <Member name='qlSwaptionVTSMatrixLocate' objectClass='SwaptionVolatilityMatrix' loopParameter='None'> <description>Returns the lower indexes of sourrounding volatility matrix corners.</description> <libraryFunction>locate</libraryFunction> --- 315,319 ---- </Member> ! <Member name='qlSwaptionVTSMatrixLocate' objectClass='SwaptionVolatilityMatrix'> <description>Returns the lower indexes of sourrounding volatility matrix corners.</description> <libraryFunction>locate</libraryFunction> |
