[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata bonds.xml, 1.32, 1.33
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From: Ferdinando A. <na...@us...> - 2006-09-28 15:47:17
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14315/gensrc/metadata Modified Files: bonds.xml Log Message: Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.32 retrieving revision 1.33 diff -C2 -d -r1.32 -r1.33 *** bonds.xml 23 Sep 2006 11:00:44 -0000 1.32 --- bonds.xml 28 Sep 2006 15:47:13 -0000 1.33 *************** *** 11,19 **** </includes> <copyright> ! Copyright (C) 2006 Chiara Fornarola ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2005, 2006 Eric Ehlers ! Copyright (C) 2005 Plamen Neykov ! Copyright (C) 2005 Walter Penschke </copyright> --- 11,19 ---- </includes> <copyright> ! Copyright (C) 2006 Chiara Fornarola ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2005, 2006 Eric Ehlers ! Copyright (C) 2005 Plamen Neykov ! Copyright (C) 2005 Walter Penschke </copyright> *************** *** 51,56 **** </ReturnValue> </Member> ! ! <Member name='qlBondFirstCouponDate' libraryClass='Bond'> <description>Retrieves the first coupon date of the bond.</description> <libraryFunction>firstCouponDate</libraryFunction> --- 51,56 ---- </ReturnValue> </Member> ! ! <Member name='qlBondFirstCouponDate' libraryClass='Bond'> <description>Retrieves the first coupon date of the bond.</description> <libraryFunction>firstCouponDate</libraryFunction> *************** *** 66,70 **** </ReturnValue> </Member> ! <Member name='qlBondMaturityDate' libraryClass='Bond'> <description>Retrieves the maturity date of the bond.</description> --- 66,70 ---- </ReturnValue> </Member> ! <Member name='qlBondMaturityDate' libraryClass='Bond'> <description>Retrieves the maturity date of the bond.</description> *************** *** 81,85 **** </ReturnValue> </Member> ! <Member name='qlBondCalendar' libraryClass='Bond'> <description>Returns the calendar of the bond, e.g. TARGET.</description> --- 81,85 ---- </ReturnValue> </Member> ! <Member name='qlBondCalendar' libraryClass='Bond'> <description>Returns the calendar of the bond, e.g. TARGET.</description> *************** *** 96,101 **** </ReturnValue> </Member> ! ! <Member name='qlBondAccrualBDC' libraryClass='Bond'> <description>Retrieves the accrual business day convention for the given Bond, e.g. Unadjusted.</description> <libraryFunction>accrualConvention</libraryFunction> --- 96,101 ---- </ReturnValue> </Member> ! ! <Member name='qlBondAccrualBDC' libraryClass='Bond'> <description>Retrieves the accrual business day convention for the given Bond, e.g. Unadjusted.</description> <libraryFunction>accrualConvention</libraryFunction> *************** *** 111,115 **** </ReturnValue> </Member> ! <Member name='qlBondPaymentBDC' libraryClass='Bond'> <description>Retrieves the accrual business day convention for the given Bond, e.g. Unadjusted.</description> --- 111,115 ---- </ReturnValue> </Member> ! <Member name='qlBondPaymentBDC' libraryClass='Bond'> <description>Retrieves the accrual business day convention for the given Bond, e.g. Unadjusted.</description> *************** *** 126,131 **** </ReturnValue> </Member> ! ! <Member name='qlBondDayCount' libraryClass='Bond'> <description>Retrieves the day count fraction for the given Bond, e.g. Act/Act.</description> <libraryFunction>dayCounter</libraryFunction> --- 126,131 ---- </ReturnValue> </Member> ! ! <Member name='qlBondDayCount' libraryClass='Bond'> <description>Retrieves the day count fraction for the given Bond, e.g. Act/Act.</description> <libraryFunction>dayCounter</libraryFunction> *************** *** 141,146 **** </ReturnValue> </Member> ! ! <Member name='qlBondFrequency' libraryClass='Bond'> <description>Retrieves the frequency for the given Bond, e.g. Annual.</description> <libraryFunction>frequency</libraryFunction> --- 141,146 ---- </ReturnValue> </Member> ! ! <Member name='qlBondFrequency' libraryClass='Bond'> <description>Retrieves the frequency for the given Bond, e.g. Annual.</description> <libraryFunction>frequency</libraryFunction> *************** *** 156,159 **** --- 156,160 ---- </ReturnValue> </Member> + <Member name='qlBondThCleanPrice' libraryClass='FixedCouponBond'> <description>Theoretical clean price: The default bond settlement is used for calculation.</description> *************** *** 204,208 **** </Parameters> </ParameterList> ! <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> --- 205,209 ---- </Parameters> </ParameterList> ! <ReturnValue libraryType='QuantLib::Rate'> <type>double</type> <tensorRank>scalar</tensorRank> *************** *** 218,222 **** <ParameterList> <Parameters> ! <Parameter name='yield' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> --- 219,223 ---- <ParameterList> <Parameters> ! <Parameter name='yield' const='False' libraryType='QuantLib::Rate'> <type>double</type> <tensorRank>scalar</tensorRank> *************** *** 249,253 **** <ParameterList> <Parameters> ! <Parameter name='yield' const='False'> <type>double</type> <tensorRank>scalar</tensorRank> --- 250,254 ---- <ParameterList> <Parameters> ! <Parameter name='yield' const='False' libraryType='QuantLib::Rate'> <type>double</type> <tensorRank>scalar</tensorRank> *************** *** 297,301 **** </Parameters> </ParameterList> ! <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> --- 298,302 ---- </Parameters> </ParameterList> ! <ReturnValue libraryType='QuantLib::Rate'> <type>double</type> <tensorRank>scalar</tensorRank> *************** *** 333,341 **** <ParameterList> <Parameters> ! <Parameter name='FaceAmount'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description> face amount of the bond</description> ! </Parameter> <Parameter name='issueDate' libraryType='QuantLib::Date'> <type>long</type> --- 334,342 ---- <ParameterList> <Parameters> ! <Parameter name='FaceAmount'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description> face amount of the bond</description> ! </Parameter> <Parameter name='issueDate' libraryType='QuantLib::Date'> <type>long</type> *************** *** 390,398 **** <ParameterList> <Parameters> ! <Parameter name='FaceAmount'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description> face amount of the bond</description> ! </Parameter> <Parameter name='issueDate' libraryType='QuantLib::Date'> <type>long</type> --- 391,399 ---- <ParameterList> <Parameters> ! <Parameter name='FaceAmount'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description> face amount of the bond</description> ! </Parameter> <Parameter name='issueDate' libraryType='QuantLib::Date'> <type>long</type> *************** *** 416,419 **** --- 417,421 ---- </Parameter> <Parameter name='coupons'> + <!--<Parameter name='coupons' libraryType='QuantLib::Rate'>--> <type>double</type> <tensorRank>vector</tensorRank> *************** *** 469,473 **** </Constructor> ! <Constructor name='qlFloatingCouponBond' dependencyTrigger='false'> <libraryFunction>FloatingCouponBond</libraryFunction> <supportedPlatforms> --- 471,475 ---- </Constructor> ! <Constructor name='qlFloatingCouponBond'> <libraryFunction>FloatingCouponBond</libraryFunction> <supportedPlatforms> *************** *** 477,485 **** <ParameterList> <Parameters> ! <Parameter name='FaceAmount'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description> face amount of the bond</description> ! </Parameter> <Parameter name='issueDate' libraryType='QuantLib::Date'> <type>long</type> --- 479,487 ---- <ParameterList> <Parameters> ! <Parameter name='FaceAmount'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description> face amount of the bond</description> ! </Parameter> <Parameter name='issueDate' libraryType='QuantLib::Date'> <type>long</type> *************** *** 517,520 **** --- 519,523 ---- <description>floating rate gearings (i.e. the multiplicative coefficients of the floating rate index)</description> </Parameter> + <!--<Parameter name='spreads' default='0' libraryType='QuantLib::Spread'>--> <Parameter name='spreads' default='0'> <type>double</type> *************** *** 573,575 **** </Functions> </Category> - --- 576,577 ---- |