[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata ratehelpers.xml, 1.28, 1.29
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From: Giorgio F. <gi...@us...> - 2006-10-11 11:46:35
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29102/gensrc/metadata Modified Files: ratehelpers.xml Log Message: Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.28 retrieving revision 1.29 diff -C2 -d -r1.28 -r1.29 *** ratehelpers.xml 9 Oct 2006 15:30:59 -0000 1.28 --- ratehelpers.xml 11 Oct 2006 11:46:31 -0000 1.29 *************** *** 5,8 **** --- 5,9 ---- <includes> <include>qlo/ratehelpers.hpp</include> + <include>qlo/termstructures.hpp</include> <include>qlo/index.hpp</include> </includes> *************** *** 60,84 **** </Member> - <Member name='qlSetQuote' objectClass='RateHelper'> - <description>update quote of existing Rate Helper object</description> - <libraryFunction>setQuote</libraryFunction> - <SupportedPlatforms> - <Excel/> - </SupportedPlatforms> - <ParameterList> - <Parameters> - <Parameter name='Quote'> - <type>double</type> - <tensorRank>scalar</tensorRank> - <description>the new quote</description> - </Parameter> - </Parameters> - </ParameterList> - <ReturnValue> - <type>double</type> - <tensorRank>scalar</tensorRank> - </ReturnValue> - </Member> - <Constructor name='qlDepositRateHelper'> <libraryFunction>DepositRateHelper</libraryFunction> --- 61,64 ---- *************** *** 89,94 **** <ParameterList> <Parameters> ! <Parameter name='quote' default='QuantLib::Null<double>()'> ! <type>double</type> <tensorRank>scalar</tensorRank> <description>quote</description> --- 69,74 ---- <ParameterList> <Parameters> ! <Parameter name='quote' libToHandle='Quote'> ! <type>string</type> <tensorRank>scalar</tensorRank> <description>quote</description> *************** *** 130,135 **** <ParameterList> <Parameters> ! <Parameter name='quote' default='QuantLib::Null<double>()'> ! <type>double</type> <tensorRank>scalar</tensorRank> <description>quote</description> --- 110,115 ---- <ParameterList> <Parameters> ! <Parameter name='quote' libToHandle='Quote'> ! <type>string</type> <tensorRank>scalar</tensorRank> <description>quote</description> *************** *** 189,213 **** </Member> - <Member name='qlSetConvexityAdjustment' objectClass='FuturesRateHelper'> - <description>update convexity adjustment of existing FuturesRateHelper object</description> - <libraryFunction>setConvexityAdjustment</libraryFunction> - <SupportedPlatforms> - <Excel/> - </SupportedPlatforms> - <ParameterList> - <Parameters> - <Parameter name='convAdj'> - <type>double</type> - <tensorRank>scalar</tensorRank> - <description>the new convexity adjustment</description> - </Parameter> - </Parameters> - </ParameterList> - <ReturnValue> - <type>double</type> - <tensorRank>scalar</tensorRank> - </ReturnValue> - </Member> - <Constructor name='qlFuturesRateHelper'> <libraryFunction>FuturesRateHelper</libraryFunction> --- 169,172 ---- *************** *** 217,222 **** <ParameterList> <Parameters> ! <Parameter name='price' default='QuantLib::Null<double>()'> ! <type>double</type> <tensorRank>scalar</tensorRank> <description>future price</description> --- 176,181 ---- <ParameterList> <Parameters> ! <Parameter name='price' libToHandle='Quote' > ! <type>string</type> <tensorRank>scalar</tensorRank> <description>future price</description> *************** *** 247,252 **** <description>day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='convexityAdj' default='0'> ! <type>double</type> <tensorRank>scalar</tensorRank> <description>convexity adjustment (i.e. Forward rate = Futures rate - convexity adjustment)</description> --- 206,211 ---- <description>day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='convexityAdj' libToHandle='Quote'> ! <type>string</type> <tensorRank>scalar</tensorRank> <description>convexity adjustment (i.e. Forward rate = Futures rate - convexity adjustment)</description> |