Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6488/gensrc/metadata
Modified Files:
capfloor.xml couponvectors.xml swap.xml
Log Message:
toward multi-leg swap
Index: couponvectors.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v
retrieving revision 1.33
retrieving revision 1.34
diff -C2 -d -r1.33 -r1.34
*** couponvectors.xml 29 Sep 2006 10:07:27 -0000 1.33
--- couponvectors.xml 5 Oct 2006 14:42:51 -0000 1.34
***************
*** 329,333 ****
</Constructor>
! <Member name='qlGetLeg' objectClass='CouponVector'>
<description>return coupon details</description>
<libraryFunction>getLeg</libraryFunction>
--- 329,333 ----
</Constructor>
! <Member name='qlGetLeg' objectClass='LegWrapper'>
<description>return coupon details</description>
<libraryFunction>getLeg</libraryFunction>
***************
*** 344,348 ****
</Member>
! <Member name='qlGetBPS' objectClass='CouponVector'>
<description>basis point sensitivity</description>
<libraryFunction>getBPS</libraryFunction>
--- 344,348 ----
</Member>
! <Member name='qlGetBPS' objectClass='LegWrapper'>
<description>basis point sensitivity</description>
<libraryFunction>getBPS</libraryFunction>
Index: swap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v
retrieving revision 1.27
retrieving revision 1.28
diff -C2 -d -r1.27 -r1.28
*** swap.xml 2 Oct 2006 14:05:05 -0000 1.27
--- swap.xml 5 Oct 2006 14:42:51 -0000 1.28
***************
*** 24,33 ****
<ParameterList>
<Parameters>
! <Parameter name='paidLegID' objectClass='CouponVector'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>paid leg</description>
</Parameter>
! <Parameter name='recvLegID' objectClass='CouponVector'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 24,33 ----
<ParameterList>
<Parameters>
! <Parameter name='paidLegID' objectClass='LegWrapper'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>paid leg</description>
</Parameter>
! <Parameter name='recvLegID' objectClass='LegWrapper'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 43,46 ****
--- 43,72 ----
</Constructor>
+ <!--<Constructor name='qlSwap2'>
+ <libraryFunction>Swap</libraryFunction>
+ <supportedPlatforms>
+ <supportedPlatform>excel</supportedPlatform>
+ <supportedPlatform>calc</supportedPlatform>
+ </supportedPlatforms>
+ <ParameterList>
+ <Parameters>
+ <Parameter name='legIDs' objectClass='LegWrapper'>
+ <type>string</type>
+ <tensorRank>vector</tensorRank>
+ <description>leg IDs</description>
+ </Parameter>
+ <Parameter name='payer'>
+ <type>bool</type>
+ <tensorRank>vector</tensorRank>
+ <description>TRUE for payed leg</description>
+ </Parameter>
+ <Parameter name='termStructureID' libToHandle='YieldTermStructure'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ <description>discounting term structure</description>
+ </Parameter>
+ </Parameters>
+ </ParameterList>
+ </Constructor>
<Member name='qlSwapLegAnalysis' objectClass='Swap'>
<description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description>
***************
*** 63,67 ****
<tensorRank>matrix</tensorRank>
</ReturnValue>
! </Member>
<Member name='qlSwapLegBPS' libraryClass='Swap'>
--- 89,93 ----
<tensorRank>matrix</tensorRank>
</ReturnValue>
! </Member>-->
<Member name='qlSwapLegBPS' libraryClass='Swap'>
Index: capfloor.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** capfloor.xml 23 Sep 2006 11:00:44 -0000 1.19
--- capfloor.xml 5 Oct 2006 14:42:51 -0000 1.20
***************
*** 96,100 ****
<description>option type (cap, floor or collar)</description>
</Parameter>
! <Parameter name='couponVectorID' objectClass='CouponVector'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 96,100 ----
<description>option type (cap, floor or collar)</description>
</Parameter>
! <Parameter name='legID' objectClass='LegWrapper'>
<type>string</type>
<tensorRank>scalar</tensorRank>
|