[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata couponvectors.xml, 1.31, 1.32
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From: Cristina D. <cdu...@us...> - 2006-10-02 21:00:38
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8933/gensrc/metadata Modified Files: couponvectors.xml Log Message: added CMSZeroCouponVector Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.31 retrieving revision 1.32 diff -C2 -d -r1.31 -r1.32 *** couponvectors.xml 23 Sep 2006 11:00:44 -0000 1.31 --- couponvectors.xml 28 Sep 2006 16:42:41 -0000 1.32 *************** *** 166,170 **** </ParameterList> </Constructor> ! <Member name='qlGetLeg' objectClass='CouponVector'> <description>return coupon details</description> --- 166,251 ---- </ParameterList> </Constructor> ! ! <Constructor name='qlCMSZeroCouponVector'> ! <libraryFunction>CMSZeroCouponVector</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> ! <Member name='qlGetLeg' objectClass='CouponVector'> <description>return coupon details</description> |