[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.38, 1.39
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[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.38, 1.39
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From: Ferdinando A. <na...@us...> - 2006-09-25 17:16:44
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5035/gensrc/metadata Modified Files: marketmodels.xml Log Message: in synch with C++ Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.38 retrieving revision 1.39 diff -C2 -d -r1.38 -r1.39 *** marketmodels.xml 23 Sep 2006 11:00:44 -0000 1.38 --- marketmodels.xml 25 Sep 2006 17:16:40 -0000 1.39 *************** *** 217,236 **** </Member> - <Member name='qlEvolutionDescriptionNumeraires' libraryClass='EvolutionDescription'> - <description>numeraires for the EvolutionDescription object</description> - <libraryFunction>numeraires</libraryFunction> - <supportedPlatforms> - <supportedPlatform>excel</supportedPlatform> - <supportedPlatform>calc</supportedPlatform> - </supportedPlatforms> - <ParameterList> - <Parameters/> - </ParameterList> - <ReturnValue libraryType='QuantLib::Size'> - <type>long</type> - <tensorRank>vector</tensorRank> - </ReturnValue> - </Member> - <!--Member name='qlEvolutionDescriptionRelevanceRates' libraryClass='EvolutionDescription'--> --- 217,220 ---- *************** *** 267,273 **** </Member> ! <Member name='qlEvolutionDescriptionSetNumeraires' libraryClass='EvolutionDescription'> ! <description>Set the numeraires to the EvolutionDescription object</description> ! <libraryFunction>setNumeraires</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> --- 251,257 ---- </Member> ! <!--<Procedure name='qlTerminalMeasure'> ! <description>Returns the terminal measure for the given EvolutionDescription object</description> ! <alias>QuantLib::terminalMeasure</alias> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> *************** *** 276,295 **** <ParameterList> <Parameters> ! <Parameter name='numeraires' libraryType='QuantLib::Size'> ! <type>long</type> ! <tensorRank>vector</tensorRank> ! <description>numeraires used in the simulation</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member> ! <Member name='qlEvolutionDescriptionSetTerminalMeasure' libraryClass='EvolutionDescription'> ! <description>Set the Terminal measure to the EvolutionDescription object</description> ! <libraryFunction>setTerminalMeasure</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> --- 260,279 ---- <ParameterList> <Parameters> ! <Parameter name='EvolutionDescription' underlyingClass='EvolutionDescription'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>ID of EvolutionDescription object</description> </Parameter> </Parameters> </ParameterList> <ReturnValue> ! <type>long</type> ! <tensorRank>vector</tensorRank> </ReturnValue> ! </Procedure> ! <Procedure name='qlMoneyMarketMeasure'> ! <description>Returns the discretely compounded money market measure for the given EvolutionDescription object</description> ! <alias>QuantLib::moneyMarketMeasure</alias> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> *************** *** 297,311 **** </supportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member> ! <Member name='qlEvolutionDescriptionSetMoneyMarketMeasure' libraryClass='EvolutionDescription'> ! <description>Set the MoneyMarket measure to the EvolutionDescription object</description> ! <libraryFunction>setMoneyMarketMeasure</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> --- 281,301 ---- </supportedPlatforms> <ParameterList> ! <Parameters> ! <Parameter name='EvolutionDescription' underlyingClass='EvolutionDescription'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>ID of EvolutionDescription object</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> ! <type>long</type> ! <tensorRank>vector</tensorRank> </ReturnValue> ! </Procedure> ! <Procedure name='qlMoneyMarketPlusMeasure'> ! <description>Returns the discretely compounded money market measure for the given EvolutionDescription object</description> ! <alias>QuantLib::moneyMarketPlusMeasure</alias> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> *************** *** 313,332 **** </supportedPlatforms> <ParameterList> - <Parameters/> - </ParameterList> - <ReturnValue> - <type>void</type> - <tensorRank>scalar</tensorRank> - </ReturnValue> - </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> - </supportedPlatforms> - <ParameterList> <Parameters> <Parameter name='offset' libraryType='QuantLib::Size' default='1'> <type>long</type> --- 303,312 ---- </supportedPlatforms> <ParameterList> <Parameters> + <Parameter name='EvolutionDescription' underlyingClass='EvolutionDescription'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>ID of EvolutionDescription object</description> + </Parameter> <Parameter name='offset' libraryType='QuantLib::Size' default='1'> <type>long</type> *************** *** 337,348 **** </ParameterList> <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member> ! <Member name='qlEvolutionDescriptionIsInTerminalMeasure' libraryClass='EvolutionDescription'> ! <description>Returns TRUE if the EvolutionDescription object is using Terminal measure</description> ! <libraryFunction>isInTerminalMeasure</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> --- 317,328 ---- </ParameterList> <ReturnValue> ! <type>long</type> ! <tensorRank>vector</tensorRank> </ReturnValue> ! </Procedure> ! <Procedure name='qlIsInTerminalMeasure'> ! <description>Returns TRUE if the numeraire vector is Terminal measure for the given EvolutionDescription object</description> ! <alias>QuantLib::isInTerminalMeasure</alias> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> *************** *** 350,364 **** </supportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member> ! <Member name='qlEvolutionDescriptionIsInMoneyMarketMeasure' libraryClass='EvolutionDescription'> ! <description>Returns TRUE if the EvolutionDescription object is using MoneyMarket measure</description> ! <libraryFunction>isInMoneyMarketMeasure</libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> --- 330,355 ---- </supportedPlatforms> <ParameterList> ! <Parameters> ! <Parameter name='EvolutionDescription' underlyingClass='EvolutionDescription'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>ID of EvolutionDescription object</description> ! </Parameter> ! <Parameter name='numeraires'> ! <type>long</type> ! <tensorRank>vector</tensorRank> ! <description>vector of numeraires</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> ! <type>long</type> ! <tensorRank>vector</tensorRank> </ReturnValue> ! </Procedure> ! <Procedure name='qlIsInMoneyMarketMeasure'> ! <description>Returns TRUE if the numeraire vector is money market measure for the given EvolutionDescription object</description> ! <alias>QuantLib::isInMoneyMarketMeasure</alias> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> *************** *** 366,380 **** </supportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> ! </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> --- 357,382 ---- </supportedPlatforms> <ParameterList> ! <Parameters> ! <Parameter name='EvolutionDescription' underlyingClass='EvolutionDescription'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>ID of EvolutionDescription object</description> ! </Parameter> ! <Parameter name='numeraires'> ! <type>long</type> ! <tensorRank>vector</tensorRank> ! <description>vector of numeraires</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> ! <type>long</type> ! <tensorRank>vector</tensorRank> </ReturnValue> ! </Procedure> ! <Procedure name='qlIsInMoneyMarketPlusMeasure'> ! <description>Returns TRUE if the numeraire vector is money market measure plus for the given EvolutionDescription object</description> ! <alias>QuantLib::isInMoneyMarketPlusMeasure</alias> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> *************** *** 383,387 **** <ParameterList> <Parameters> ! <!--Parameter name='offset' libraryType='QuantLib::Size' default='1'--> <Parameter name='offset' default='1'> <type>long</type> --- 385,398 ---- <ParameterList> <Parameters> ! <Parameter name='EvolutionDescription' underlyingClass='EvolutionDescription'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>ID of EvolutionDescription object</description> ! </Parameter> ! <Parameter name='numeraires'> ! <type>long</type> ! <tensorRank>vector</tensorRank> ! <description>vector of numeraires</description> ! </Parameter> <Parameter name='offset' default='1'> <type>long</type> *************** *** 392,399 **** </ParameterList> <ReturnValue> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member> <Constructor name='qlEvolutionDescription'> --- 403,410 ---- </ParameterList> <ReturnValue> ! <type>long</type> ! <tensorRank>vector</tensorRank> </ReturnValue> ! </Procedure>--> <Constructor name='qlEvolutionDescription'> *************** *** 415,423 **** <description>evolution times in the simulation</description> </Parameter> - <Parameter name='numeraires' libraryType='QuantLib::Size'> - <type>long</type> - <tensorRank>vector</tensorRank> - <description>numeraires used in the simulation</description> - </Parameter> </Parameters> </ParameterList> --- 426,429 ---- *************** *** 490,493 **** --- 496,515 ---- </Member> + <Member name='qlMarketModelNumberOfSteps' libraryClass='MarketModel'> + <description>number of steps for the MarketModel object</description> + <libraryFunction>numberOfSteps</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> + </supportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue> + <type>long</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + <Member name='qlMarketModelPseudoRoot' libraryClass='MarketModel'> <description>Returns the pseudo root for the i-th step.</description> *************** *** 1538,1543 **** <!-- MarketModelEvolver derived classes' constructors --> ! <Constructor name='qlForwardRateEvolver'> ! <libraryFunction>ForwardRateEvolver</libraryFunction> <functionCategory>QuantLib</functionCategory> <supportedPlatforms> --- 1560,1565 ---- <!-- MarketModelEvolver derived classes' constructors --> ! <!--<Constructor name='qlForwardRatePcEvolver'> ! <libraryFunction>ForwardRatePcEvolver</libraryFunction> <functionCategory>QuantLib</functionCategory> <supportedPlatforms> *************** *** 1552,1560 **** <description>MarketModel object</description> </Parameter> - <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>EvolutionDescription object</description> - </Parameter> <Parameter name='brownianGeneratorFactory' underlyingClass='BrownianGeneratorFactory'> <type>string</type> --- 1574,1577 ---- *************** *** 1562,1565 **** --- 1579,1587 ---- <description>Brownian generator factory</description> </Parameter> + <Parameter name='numeraires'> + <type>long</type> + <tensorRank>vector</tensorRank> + <description>numeraire vector</description> + </Parameter> </Parameters> </ParameterList> *************** *** 1580,1588 **** <description>MarketModel object</description> </Parameter> - <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>EvolutionDescription object</description> - </Parameter> <Parameter name='brownianGeneratorFactory' underlyingClass='BrownianGeneratorFactory'> <type>string</type> --- 1602,1605 ---- *************** *** 1590,1596 **** <description>Brownian generator factory</description> </Parameter> </Parameters> </ParameterList> ! </Constructor> <!-- AccountingEngine class interface and constructor --> --- 1607,1618 ---- <description>Brownian generator factory</description> </Parameter> + <Parameter name='numeraires'> + <type>long</type> + <tensorRank>vector</tensorRank> + <description>numeraire vector</description> + </Parameter> </Parameters> </ParameterList> ! </Constructor>--> <!-- AccountingEngine class interface and constructor --> *************** *** 1615,1623 **** <description>MarketModelMultiProduct object</description> </Parameter> - <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>EvolutionDescription object</description> - </Parameter> <Parameter name='initialNumeraireValue'> <type>double</type> --- 1637,1640 ---- |
