Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19318/gensrc/metadata Modified Files: assetswap.xml bonds.xml calendar.xml capfloor.xml capletvolstructure.xml cmsmarket.xml couponvectors.xml date.xml daycounter.xml exercise.xml forwardrateagreement.xml index.xml instruments.xml interpolation.xml marketmodels.xml mathf.xml ohfunctions.xml optimization.xml options.xml payoffs.xml prices.xml pricingengines.xml processes.xml randomsequencegenerator.xml ratehelpers.xml schedule.xml sequencestatistics.xml settings.xml shortratemodels.xml statistics.xml swap.xml swaption.xml swaptionvolstructure.xml termstructures.xml utilities.xml vanillaswap.xml volatilities.xml Log Message: finer granularity for specifying function support per platform Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** vanillaswap.xml 23 Sep 2006 11:00:44 -0000 1.24 --- vanillaswap.xml 5 Oct 2006 20:17:10 -0000 1.25 *************** *** 16,23 **** <Constructor name='qlVanillaSwap'> <libraryFunction>VanillaSwap</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 16,23 ---- <Constructor name='qlVanillaSwap'> <libraryFunction>VanillaSwap</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 79,86 **** <description>the fair rate of a swap</description> <libraryFunction>fairRate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 79,86 ---- <description>the fair rate of a swap</description> <libraryFunction>fairRate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 95,102 **** <description>the fair rate of a swap</description> <libraryFunction>fairSpread</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 95,102 ---- <description>the fair rate of a swap</description> <libraryFunction>fairSpread</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 111,118 **** <description>The fixed leg cash flow analysis</description> <libraryFunction>fixedLeg</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 111,118 ---- <description>The fixed leg cash flow analysis</description> <libraryFunction>fixedLeg</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 128,135 **** <description>the BPS of the fixed leg</description> <libraryFunction>fixedLegBPS</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 128,135 ---- <description>the BPS of the fixed leg</description> <libraryFunction>fixedLegBPS</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 144,151 **** <description>The floating leg cash flow analysis</description> <libraryFunction>floatingLeg</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 144,151 ---- <description>The floating leg cash flow analysis</description> <libraryFunction>floatingLeg</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 160,167 **** <description>the BPS of the floating leg</description> <libraryFunction>floatingLegBPS</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 160,167 ---- <description>the BPS of the floating leg</description> <libraryFunction>floatingLegBPS</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.25 retrieving revision 1.26 diff -C2 -d -r1.25 -r1.26 *** ratehelpers.xml 27 Sep 2006 08:20:27 -0000 1.25 --- ratehelpers.xml 5 Oct 2006 20:17:10 -0000 1.26 *************** *** 18,25 **** <description>retrieve a RateHelper's earliest date</description> <libraryFunction>earliestDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 18,25 ---- <description>retrieve a RateHelper's earliest date</description> <libraryFunction>earliestDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 34,41 **** <description>retrieve a RateHelper's latest date</description> <libraryFunction>latestDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 34,41 ---- <description>retrieve a RateHelper's latest date</description> <libraryFunction>latestDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 50,57 **** <description>retrieve a RateHelper's reference quote</description> <libraryFunction>referenceQuote</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 50,57 ---- <description>retrieve a RateHelper's reference quote</description> <libraryFunction>referenceQuote</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 66,73 **** <description>update quote of existing Rate Helper object</description> <libraryFunction>setQuote</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 66,73 ---- <description>update quote of existing Rate Helper object</description> <libraryFunction>setQuote</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 87,94 **** <Constructor name='qlDepositRateHelper'> <libraryFunction>DepositRateHelper</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 87,94 ---- <Constructor name='qlDepositRateHelper'> <libraryFunction>DepositRateHelper</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 129,136 **** <Constructor name='qlSwapRateHelper'> <libraryFunction>SwapRateHelper</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 129,136 ---- <Constructor name='qlSwapRateHelper'> <libraryFunction>SwapRateHelper</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 182,189 **** <description>get convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>convexityAdjustment</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 182,189 ---- <description>get convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>convexityAdjustment</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 198,205 **** <description>update convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>setConvexityAdjustment</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 198,205 ---- <description>update convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>setConvexityAdjustment</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 219,226 **** <Constructor name='qlFuturesRateHelper'> <libraryFunction>FuturesRateHelper</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 219,226 ---- <Constructor name='qlFuturesRateHelper'> <libraryFunction>FuturesRateHelper</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 266,273 **** <Procedure name='qlRateHelperSelection'> <description>select rate helpers for bootstrapping</description> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 266,273 ---- <Procedure name='qlRateHelperSelection'> <description>select rate helpers for bootstrapping</description> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> Index: shortratemodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** shortratemodels.xml 4 Sep 2006 19:21:04 -0000 1.12 --- shortratemodels.xml 5 Oct 2006 20:17:10 -0000 1.13 *************** *** 13,19 **** <Constructor name='qlHullWhite'> <libraryFunction>HullWhite</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 13,19 ---- <Constructor name='qlHullWhite'> <libraryFunction>HullWhite</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 39,45 **** <Constructor name='qlVasicek'> <libraryFunction>Vasicek</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 39,45 ---- <Constructor name='qlVasicek'> <libraryFunction>Vasicek</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 71,77 **** <description>Returns Futures convexity bias (ForwardRate = FuturesImpliedRate - ConvexityBias) calculated as in G. Kirikos, D. Novak, 'Convexity Conundrums', Risk Magazine, March 1997</description> <alias>QuantLib::convexityBias</alias> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 71,77 ---- <description>Returns Futures convexity bias (ForwardRate = FuturesImpliedRate - ConvexityBias) calculated as in G. Kirikos, D. Novak, 'Convexity Conundrums', Risk Magazine, March 1997</description> <alias>QuantLib::convexityBias</alias> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> Index: assetswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/assetswap.xml,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** assetswap.xml 27 Sep 2006 13:39:45 -0000 1.11 --- assetswap.xml 5 Oct 2006 20:17:09 -0000 1.12 *************** *** 16,22 **** <Constructor name='qlAssetSwap'> <libraryFunction>AssetSwap</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 16,22 ---- <Constructor name='qlAssetSwap'> <libraryFunction>AssetSwap</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 68,74 **** <description>the fair rate of the asset swap, i.e. the asset swap spread</description> <libraryFunction>fairSpread</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 68,74 ---- <description>the fair rate of the asset swap, i.e. the asset swap spread</description> <libraryFunction>fairSpread</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 83,89 **** <description>The bond leg cash flow analysis</description> <libraryFunction>bondLeg</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 83,89 ---- <description>The bond leg cash flow analysis</description> <libraryFunction>bondLeg</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 99,105 **** <description>The floating leg cash flow analysis</description> <libraryFunction>floatingLeg</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 99,105 ---- <description>The floating leg cash flow analysis</description> <libraryFunction>floatingLeg</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 114,120 **** <description>the BPS of the floating leg</description> <libraryFunction>floatingLegBPS</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 114,120 ---- <description>the BPS of the floating leg</description> <libraryFunction>floatingLegBPS</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 129,135 **** <description>the fair price of the bond</description> <libraryFunction>fairPrice</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 129,135 ---- <description>the fair price of the bond</description> <libraryFunction>fairPrice</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> Index: forwardrateagreement.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** forwardrateagreement.xml 4 Sep 2006 19:21:04 -0000 1.15 --- forwardrateagreement.xml 5 Oct 2006 20:17:09 -0000 1.16 *************** *** 12,19 **** <Constructor name='qlFRA'> <libraryFunction>ForwardRateAgreement</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 12,19 ---- <Constructor name='qlFRA'> <libraryFunction>ForwardRateAgreement</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 60,67 **** <description>Returns the relevant forward rate associated with the FRA term.</description> <libraryFunction>forwardRate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 60,67 ---- <description>Returns the relevant forward rate associated with the FRA term.</description> <libraryFunction>forwardRate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 76,83 **** <description>Returns the forward value of the FRA.</description> <libraryFunction>forwardValue</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 76,83 ---- <description>Returns the forward value of the FRA.</description> <libraryFunction>forwardValue</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 92,99 **** <description>Returns the spot value of the FRA.</description> <libraryFunction>spotValue</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 92,99 ---- <description>Returns the spot value of the FRA.</description> <libraryFunction>spotValue</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> Index: payoffs.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/payoffs.xml,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** payoffs.xml 28 Aug 2006 10:05:24 -0000 1.5 --- payoffs.xml 5 Oct 2006 20:17:10 -0000 1.6 *************** *** 11,20 **** <Constructor name='qlStrikedTypePayoff'> <libraryFunction>StrikedTypePayoff</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! <supportedPlatform>c</supportedPlatform> ! <supportedPlatform>guile</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 11,20 ---- <Constructor name='qlStrikedTypePayoff'> <libraryFunction>StrikedTypePayoff</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! <C/> ! <Guile/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 40,47 **** <Constructor name='qlStrikedTypePayoff2'> <libraryFunction>StrikedTypePayoff</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 40,47 ---- <Constructor name='qlStrikedTypePayoff2'> <libraryFunction>StrikedTypePayoff</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.38 retrieving revision 1.39 diff -C2 -d -r1.38 -r1.39 *** index.xml 23 Sep 2006 11:00:44 -0000 1.38 --- index.xml 5 Oct 2006 20:17:09 -0000 1.39 *************** *** 20,26 **** <description>retrive the name for the given Index object</description> <libraryFunction>name</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 20,26 ---- <description>retrive the name for the given Index object</description> <libraryFunction>name</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 35,41 **** <description>retrive the fixing for the given Index object</description> <libraryFunction>fixing</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 35,41 ---- <description>retrive the fixing for the given Index object</description> <libraryFunction>fixing</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 61,67 **** <description>add fixings for the given Index object</description> <libraryFunction>addFixings</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 61,67 ---- <description>add fixings for the given Index object</description> <libraryFunction>addFixings</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 89,95 **** <description>retrieve the family name for the given Index (e.g. EURIBOR)</description> <libraryFunction>familyName</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 89,95 ---- <description>retrieve the family name for the given Index (e.g. EURIBOR)</description> <libraryFunction>familyName</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 104,110 **** <description>retrieve the tenor for the given Index (e.g. 6m)</description> <libraryFunction>tenor</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 104,110 ---- <description>retrieve the tenor for the given Index (e.g. 6m)</description> <libraryFunction>tenor</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 119,125 **** <description>retrieve the settlement days for the given Index (e.g. 2)</description> <libraryFunction>settlementDays</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 119,125 ---- <description>retrieve the settlement days for the given Index (e.g. 2)</description> <libraryFunction>settlementDays</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 134,140 **** <description>retrieve the currency for the given Index (e.g. EUR)</description> <libraryFunction>currency</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 134,140 ---- <description>retrieve the currency for the given Index (e.g. EUR)</description> <libraryFunction>currency</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 149,155 **** <description>retrieve the calendar for the given Index (e.g. TARGET)</description> <libraryFunction>calendar</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 149,155 ---- <description>retrieve the calendar for the given Index (e.g. TARGET)</description> <libraryFunction>calendar</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 164,170 **** <description>retrieve the day count fraction for the given Index (e.g. Actual/360)</description> <libraryFunction>dayCounter</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 164,170 ---- <description>retrieve the day count fraction for the given Index (e.g. Actual/360)</description> <libraryFunction>dayCounter</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 179,185 **** <description>retrive the fixing for the given Index object</description> <libraryFunction>fixing</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 179,185 ---- <description>retrive the fixing for the given Index object</description> <libraryFunction>fixing</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 200,206 **** <description>retrieve the value date for Index object</description> <libraryFunction>valueDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 200,206 ---- <description>retrieve the value date for Index object</description> <libraryFunction>valueDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 221,227 **** <description>retrieve the maturity date for Index object</description> <libraryFunction>maturityDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 221,227 ---- <description>retrieve the maturity date for Index object</description> <libraryFunction>maturityDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 244,250 **** <description>returns TRUE if business day convention is of type adjusted and FALSE otherwise.</description> <libraryFunction>isAdjusted</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 244,250 ---- <description>returns TRUE if business day convention is of type adjusted and FALSE otherwise.</description> <libraryFunction>isAdjusted</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 259,265 **** <description>retrieve the business day convention for the given Index (e.g. Modified Following)</description> <libraryFunction>businessDayConvention</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 259,265 ---- <description>retrieve the business day convention for the given Index (e.g. Modified Following)</description> <libraryFunction>businessDayConvention</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 274,280 **** <description>retrieve the term structure for the given Index (e.g. EURYC)</description> <libraryFunction>termStructure</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 274,280 ---- <description>retrieve the term structure for the given Index (e.g. EURYC)</description> <libraryFunction>termStructure</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 290,296 **** <Constructor name='qlXibor'> <libraryFunction>Xibor</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 290,296 ---- <Constructor name='qlXibor'> <libraryFunction>Xibor</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 342,348 **** <description>set the yield term structure which is linked to by the handle shared by all enumerated Euribor objects</description> <alias>QuantLibAddin::EuriborHandle::instance().linkEuriborHandle</alias> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 342,348 ---- <description>set the yield term structure which is linked to by the handle shared by all enumerated Euribor objects</description> <alias>QuantLibAddin::EuriborHandle::instance().linkEuriborHandle</alias> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 365,371 **** <description>retrieve the frequency for the underlying swap's fixed leg (e.g. annual)</description> <libraryFunction>fixedLegFrequency</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 365,371 ---- <description>retrieve the frequency for the underlying swap's fixed leg (e.g. annual)</description> <libraryFunction>fixedLegFrequency</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 380,386 **** <description>retrieve the business day convention for the underlying swap's fixed leg (e.g. Modified Following)</description> <libraryFunction>fixedLegConvention</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 380,386 ---- <description>retrieve the business day convention for the underlying swap's fixed leg (e.g. Modified Following)</description> <libraryFunction>fixedLegConvention</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 395,401 **** <description>retrieve the swap's underlying index (e.g. EURIBOR6m)</description> <libraryFunction>iborIndex</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 395,401 ---- <description>retrieve the swap's underlying index (e.g. EURIBOR6m)</description> <libraryFunction>iborIndex</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 415,421 **** <Constructor name='qlSwapIndex'> <libraryFunction>SwapIndex</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 415,421 ---- <Constructor name='qlSwapIndex'> <libraryFunction>SwapIndex</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.33 retrieving revision 1.34 diff -C2 -d -r1.33 -r1.34 *** bonds.xml 28 Sep 2006 15:47:13 -0000 1.33 --- bonds.xml 5 Oct 2006 20:17:09 -0000 1.34 *************** *** 23,30 **** <description>Cash flow analysis.</description> <libraryFunction>flowAnalysis</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 23,30 ---- <description>Cash flow analysis.</description> <libraryFunction>flowAnalysis</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 39,46 **** <description>Returns the settlement date of the bond.</description> <libraryFunction>settlementDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 39,46 ---- <description>Returns the settlement date of the bond.</description> <libraryFunction>settlementDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 55,61 **** <description>Retrieves the first coupon date of the bond.</description> <libraryFunction>firstCouponDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 55,61 ---- <description>Retrieves the first coupon date of the bond.</description> <libraryFunction>firstCouponDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 70,76 **** <description>Retrieves the maturity date of the bond.</description> <libraryFunction>maturityDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 70,76 ---- <description>Retrieves the maturity date of the bond.</description> <libraryFunction>maturityDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 85,91 **** <description>Returns the calendar of the bond, e.g. TARGET.</description> <libraryFunction>calendar</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 85,91 ---- <description>Returns the calendar of the bond, e.g. TARGET.</description> <libraryFunction>calendar</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 100,106 **** <description>Retrieves the accrual business day convention for the given Bond, e.g. Unadjusted.</description> <libraryFunction>accrualConvention</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 100,106 ---- <description>Retrieves the accrual business day convention for the given Bond, e.g. Unadjusted.</description> <libraryFunction>accrualConvention</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 115,121 **** <description>Retrieves the accrual business day convention for the given Bond, e.g. Unadjusted.</description> <libraryFunction>paymentConvention</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 115,121 ---- <description>Retrieves the accrual business day convention for the given Bond, e.g. Unadjusted.</description> <libraryFunction>paymentConvention</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 130,136 **** <description>Retrieves the day count fraction for the given Bond, e.g. Act/Act.</description> <libraryFunction>dayCounter</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 130,136 ---- <description>Retrieves the day count fraction for the given Bond, e.g. Act/Act.</description> <libraryFunction>dayCounter</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 145,151 **** <description>Retrieves the frequency for the given Bond, e.g. Annual.</description> <libraryFunction>frequency</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 145,151 ---- <description>Retrieves the frequency for the given Bond, e.g. Annual.</description> <libraryFunction>frequency</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 160,167 **** <description>Theoretical clean price: The default bond settlement is used for calculation.</description> <libraryFunction>cleanPrice</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 160,167 ---- <description>Theoretical clean price: The default bond settlement is used for calculation.</description> <libraryFunction>cleanPrice</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 176,183 **** <description>Theoretical dirty price. The default bond settlement is used for calculation.</description> <libraryFunction>dirtyPrice</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 176,183 ---- <description>Theoretical dirty price. The default bond settlement is used for calculation.</description> <libraryFunction>dirtyPrice</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 192,199 **** <description>Theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description> <libraryFunction>yield</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 192,199 ---- <description>Theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description> <libraryFunction>yield</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 214,220 **** <description>Clean price given a yield and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>cleanPrice</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 214,220 ---- <description>Clean price given a yield and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>cleanPrice</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 245,251 **** <description>Dirty price(s) given yield(s) and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>dirtyPrice</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 245,251 ---- <description>Dirty price(s) given yield(s) and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>dirtyPrice</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 276,282 **** <description>Yield(s) given clean price(s) and settlement date. The default bond settlement is used if no date is given</description> <libraryFunction>yield</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 276,282 ---- <description>Yield(s) given clean price(s) and settlement date. The default bond settlement is used if no date is given</description> <libraryFunction>yield</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 307,314 **** <description>Accrued amount at a given date. The default bond settlement is used if no date is given.</description> <libraryFunction>accruedAmount</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 307,314 ---- <description>Accrued amount at a given date. The default bond settlement is used if no date is given.</description> <libraryFunction>accruedAmount</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 328,335 **** <Constructor name='qlZeroCouponBond'> <libraryFunction>ZeroCouponBond</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 328,335 ---- <Constructor name='qlZeroCouponBond'> <libraryFunction>ZeroCouponBond</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 385,392 **** <Constructor name='qlFixedCouponBond'> <libraryFunction>FixedCouponBond</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 385,392 ---- <Constructor name='qlFixedCouponBond'> <libraryFunction>FixedCouponBond</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 473,480 **** <Constructor name='qlFloatingCouponBond'> <libraryFunction>FloatingCouponBond</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 473,480 ---- <Constructor name='qlFloatingCouponBond'> <libraryFunction>FloatingCouponBond</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.29 retrieving revision 1.30 diff -C2 -d -r1.29 -r1.30 *** swap.xml 5 Oct 2006 17:02:45 -0000 1.29 --- swap.xml 5 Oct 2006 20:17:10 -0000 1.30 *************** *** 18,25 **** <Constructor name='qlSwap'> <libraryFunction>Swap</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 18,25 ---- <Constructor name='qlSwap'> <libraryFunction>Swap</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 45,52 **** <Constructor name='qlSwap2'> <libraryFunction>Swap</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 45,52 ---- <Constructor name='qlSwap2'> <libraryFunction>Swap</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 73,80 **** <description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legAnalysis</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 73,80 ---- <description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legAnalysis</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 95,102 **** <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legBPS</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 95,102 ---- <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legBPS</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 117,124 **** <description>the NPV of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legNPV</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 117,124 ---- <description>the NPV of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legNPV</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 139,146 **** <description>the start date of the swap</description> <libraryFunction>startDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 139,146 ---- <description>the start date of the swap</description> <libraryFunction>startDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 155,162 **** <description>the maturity date of the swap</description> <libraryFunction>maturity</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 155,162 ---- <description>the maturity date of the swap</description> <libraryFunction>maturity</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> Index: volatilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/volatilities.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** volatilities.xml 23 Sep 2006 11:00:44 -0000 1.12 --- volatilities.xml 5 Oct 2006 20:17:10 -0000 1.13 *************** *** 15,22 **** <description>Sabr formula for smile volatility</description> <alias>QuantLib::sabrVolatility</alias> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 15,22 ---- <description>Sabr formula for smile volatility</description> <alias>QuantLib::sabrVolatility</alias> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 66,75 **** <Constructor name='qlBlackConstantVol'> <libraryFunction>BlackConstantVol</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! <supportedPlatform>c</supportedPlatform> ! <supportedPlatform>guile</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 66,75 ---- <Constructor name='qlBlackConstantVol'> <libraryFunction>BlackConstantVol</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! <C/> ! <Guile/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 95,102 **** <Constructor name='qlBlackVarianceSurface'> <libraryFunction>BlackVarianceSurface</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 95,102 ---- <Constructor name='qlBlackVarianceSurface'> <libraryFunction>BlackVarianceSurface</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.39 retrieving revision 1.40 diff -C2 -d -r1.39 -r1.40 *** termstructures.xml 4 Oct 2006 14:41:32 -0000 1.39 --- termstructures.xml 5 Oct 2006 20:17:10 -0000 1.40 *************** *** 14,20 **** <description>Returns the reference date for the given TermStructure object</description> <libraryFunction>referenceDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 14,20 ---- <description>Returns the reference date for the given TermStructure object</description> <libraryFunction>referenceDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 29,35 **** <description>Returns the calendar used by the given TermStructure object</description> <libraryFunction>calendar</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 29,35 ---- <description>Returns the calendar used by the given TermStructure object</description> <libraryFunction>calendar</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 44,50 **** <description>Returns the max date for the given TermStructure object</description> <libraryFunction>maxDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 44,50 ---- <description>Returns the max date for the given TermStructure object</description> <libraryFunction>maxDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 59,65 **** <description>Returns the DayCounter used by the given TermStructure object</description> <libraryFunction>dayCounter</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 59,65 ---- <description>Returns th... 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