Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23949/gensrc/metadata
Modified Files:
enumclasses.xml termstructures.xml
Log Message:
functionqlZeroRate() has been updated to a loop function
Index: enumclasses.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumclasses.xml,v
retrieving revision 1.26
retrieving revision 1.27
diff -C2 -d -r1.26 -r1.27
*** enumclasses.xml 20 Sep 2006 16:14:35 -0000 1.26
--- enumclasses.xml 28 Sep 2006 10:55:35 -0000 1.27
***************
*** 984,988 ****
<libraryClass>QuantLib::EuriborSwapFixIFR30Y</libraryClass>
</EnumerationDefinition>
! <!-- QuantLib::EuriborSwapFixIFR only 2, 5, 10 and 30 years tenors are enumerated because of missing historical data on other tenors string only for Murex export-->
<EnumerationDefinition>
<string>EURIBOR SW 2Y</string>
--- 984,988 ----
<libraryClass>QuantLib::EuriborSwapFixIFR30Y</libraryClass>
</EnumerationDefinition>
! <!-- QuantLib::EuriborSwapFixIFR only 2, 5, 10 and 30 years tenors are enumerated because of missing historical data on other tenors string only for Murex export-->
<EnumerationDefinition>
<string>EURIBOR SW 2Y</string>
Index: termstructures.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v
retrieving revision 1.36
retrieving revision 1.37
diff -C2 -d -r1.36 -r1.37
*** termstructures.xml 27 Sep 2006 08:20:27 -0000 1.36
--- termstructures.xml 28 Sep 2006 10:55:38 -0000 1.37
***************
*** 143,147 ****
</Member>
! <Member name='qlZeroRate' libraryClass='YieldTermStructure'>
<description>return a vector of implied zero-yield rates for given input dates</description>
<libraryFunction>zeroRate</libraryFunction>
--- 143,147 ----
</Member>
! <Member name='qlZeroRate' libraryClass='YieldTermStructure' loopParameter='dates'>
<description>return a vector of implied zero-yield rates for given input dates</description>
<libraryFunction>zeroRate</libraryFunction>
***************
*** 153,157 ****
<Parameter name='dates' libraryType='QuantLib::Date'>
<type>long</type>
! <tensorRank>scalar</tensorRank>
<description>date</description>
</Parameter>
--- 153,157 ----
<Parameter name='dates' libraryType='QuantLib::Date'>
<type>long</type>
! <tensorRank>vector</tensorRank>
<description>date</description>
</Parameter>
***************
*** 180,184 ****
<ReturnValue libraryType='QuantLib::InterestRate'>
<type>double</type>
! <tensorRank>scalar</tensorRank>
</ReturnValue>
</Member>
--- 180,184 ----
<ReturnValue libraryType='QuantLib::InterestRate'>
<type>double</type>
! <tensorRank>vector</tensorRank>
</ReturnValue>
</Member>
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