[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata couponvectors.xml, 1.32, 1.33

[Giorgio F. <gi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25885/gensrc/metadata

Modified Files:
	couponvectors.xml 
Log Message:
Added CmsInArrearsCouponVector

Index: couponvectors.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v
retrieving revision 1.32
retrieving revision 1.33
diff -C2 -d -r1.32 -r1.33
*** couponvectors.xml	28 Sep 2006 16:42:41 -0000	1.32
--- couponvectors.xml	29 Sep 2006 10:07:27 -0000	1.33
***************
*** 166,170 ****
  		</ParameterList>
  	</Constructor>
! 
      <Constructor name='qlCMSZeroCouponVector'>
        <libraryFunction>CMSZeroCouponVector</libraryFunction>
--- 166,251 ----
  		</ParameterList>
  	</Constructor>
! 	
! 	<Constructor name='qlCMSInArrearsCouponVector'>
! 		<libraryFunction>CMSInArrearsCouponVector</libraryFunction>
! 		<supportedPlatforms>
! 			<supportedPlatform>excel</supportedPlatform>
! 		</supportedPlatforms>
! 		<ParameterList>
! 			<Parameters>
! 				<Parameter name='scheduleID' libraryClass='Schedule'>
! 					<type>string</type>
! 					<tensorRank>scalar</tensorRank>
! 					<description>schedule</description>
! 				</Parameter>
! 				<Parameter name='paymentAdjustment' enumeration='QuantLib::BusinessDayConvention'>
! 					<type>string</type>
! 					<tensorRank>scalar</tensorRank>
! 					<description>payment adjustment</description>
! 				</Parameter>
! 				<Parameter name='nominals'>
! 					<type>double</type>
! 					<tensorRank>vector</tensorRank>
! 					<description>coupon nominals</description>
! 				</Parameter>
! 				<Parameter name='indexID' libraryClass='SwapIndex'>
! 					<type>string</type>
! 					<tensorRank>scalar</tensorRank>
! 					<description>underlying swap index</description>
! 				</Parameter>
! 				<Parameter name='fixingDays'>
! 					<type>long</type>
! 					<tensorRank>scalar</tensorRank>
! 					<description>fixingDays</description>
! 				</Parameter>
! 				<Parameter name='dayCountID' enumeration='QuantLib::DayCounter'>
! 					<type>string</type>
! 					<tensorRank>scalar</tensorRank>
! 					<description>day counter</description>
! 				</Parameter>
! 				<Parameter name='spreads'> 
! 					<type>double</type>
! 					<tensorRank>vector</tensorRank>
! 					<description>spreads</description>
! 				</Parameter>
! 				<Parameter name='gearings'>
! 					<type>double</type>
! 					<tensorRank>vector</tensorRank>
! 					<description>gearings</description>
! 				</Parameter>
! 				<Parameter name='caps'> 
! 					<type>double</type>
! 					<tensorRank>vector</tensorRank>
! 					<description>caps</description>
! 				</Parameter>
! 				<Parameter name='floors'>
! 					<type>double</type>
! 					<tensorRank>vector</tensorRank>
! 					<description>floors</description>
! 				</Parameter>
! 				<Parameter name='meanReversions'>
! 					<type>double</type>
! 					<tensorRank>vector</tensorRank>
! 					<description>mean reversions</description>
! 				</Parameter>
! 				<Parameter name='volatility' libToHandle='SwaptionVolatilityStructure'>
! 					<type>string</type>
! 					<tensorRank>scalar</tensorRank>
! 					<description>Swaption Volatility Structure</description>
! 				</Parameter>
! 				<Parameter name='VanillaCMSCouponPricerType'>
! 					<type>string</type>
! 					<tensorRank>scalar</tensorRank>
! 					<description>Vanilla CMS Coupon Pricer Type (e.g ConundrumByBlack, ConundrumByNumericalIntegration)</description>
! 				</Parameter>
! 				<Parameter name='modelOfYieldCurve' enumeration='QuantLib::GFunctionFactory::ModelOfYieldCurve'>
! 					<type>string</type>
! 					<tensorRank>scalar</tensorRank>
! 					<description>model Of YieldCurve (e.g standard, exactYield, parallelShifts, nonParallelShifts)</description>
! 				</Parameter>				
! 			</Parameters>
! 		</ParameterList>
! 	</Constructor>
! 	
      <Constructor name='qlCMSZeroCouponVector'>
        <libraryFunction>CMSZeroCouponVector</libraryFunction>