Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv32307/gensrc/metadata
Modified Files:
couponvectors.xml forwardrateagreement.xml index.xml
marketmodels.xml
Log Message:
adopting QuantLib::Types
Index: index.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v
retrieving revision 1.39
retrieving revision 1.40
diff -C2 -d -r1.39 -r1.40
*** index.xml 5 Oct 2006 20:17:09 -0000 1.39
--- index.xml 11 Oct 2006 11:53:24 -0000 1.40
***************
*** 71,75 ****
<description>fixing dates</description>
</Parameter>
! <Parameter name='fixings' vectorIterator='begin'>
<type>double</type>
<tensorRank>vector</tensorRank>
--- 71,75 ----
<description>fixing dates</description>
</Parameter>
! <Parameter name='fixings' libraryType='QuantLib::Rate' vectorIterator='begin'>
<type>double</type>
<tensorRank>vector</tensorRank>
Index: forwardrateagreement.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v
retrieving revision 1.17
retrieving revision 1.18
diff -C2 -d -r1.17 -r1.18
*** forwardrateagreement.xml 6 Oct 2006 12:08:13 -0000 1.17
--- forwardrateagreement.xml 11 Oct 2006 11:53:24 -0000 1.18
***************
*** 32,36 ****
<description>instrument position (Long for a purchase, Short for a sale)</description>
</Parameter>
! <Parameter name='strike'>
<type>double</type>
<tensorRank>scalar</tensorRank>
--- 32,36 ----
<description>instrument position (Long for a purchase, Short for a sale)</description>
</Parameter>
! <Parameter name='strike' libraryType='QuantLib::Rate'>
<type>double</type>
<tensorRank>scalar</tensorRank>
***************
*** 65,69 ****
<Parameters/>
</ParameterList>
! <ReturnValue>
<type>double</type>
<tensorRank>scalar</tensorRank>
--- 65,69 ----
<Parameters/>
</ParameterList>
! <ReturnValue libraryType='QuantLib::Rate'>
<type>double</type>
<tensorRank>scalar</tensorRank>
Index: couponvectors.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v
retrieving revision 1.35
retrieving revision 1.36
diff -C2 -d -r1.35 -r1.36
*** couponvectors.xml 5 Oct 2006 20:17:09 -0000 1.35
--- couponvectors.xml 11 Oct 2006 11:53:24 -0000 1.36
***************
*** 36,40 ****
<description>coupon nominals</description>
</Parameter>
! <Parameter name='couponRates'>
<type>double</type>
<tensorRank>vector</tensorRank>
--- 36,40 ----
<description>coupon nominals</description>
</Parameter>
! <Parameter name='couponRates' libraryType='QuantLib::Rate'>
<type>double</type>
<tensorRank>vector</tensorRank>
***************
*** 77,81 ****
<description>underlying index</description>
</Parameter>
! <Parameter name='spreads' default='0'>
<type>double</type>
<tensorRank>vector</tensorRank>
--- 77,81 ----
<description>underlying index</description>
</Parameter>
! <Parameter name='spreads' libraryType='QuantLib::Spread' default='0'>
<type>double</type>
<tensorRank>vector</tensorRank>
***************
*** 123,127 ****
<description>day counter</description>
</Parameter>
! <Parameter name='spreads'>
<type>double</type>
<tensorRank>vector</tensorRank>
--- 123,127 ----
<description>day counter</description>
</Parameter>
! <Parameter name='spreads' libraryType='QuantLib::Spread' default='0'>
<type>double</type>
<tensorRank>vector</tensorRank>
***************
*** 133,142 ****
<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>
--- 133,142 ----
<description>gearings</description>
</Parameter>
! <Parameter name='caps' libraryType='QuantLib::Rate'>
! <type>double</type>
! <tensorRank>vector</tensorRank>
! <description>caps</description>
! </Parameter>
! <Parameter name='floors' libraryType='QuantLib::Rate'>
<type>double</type>
<tensorRank>vector</tensorRank>
***************
*** 151,155 ****
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>Swaption Volatility Structure</description>
</Parameter>
<Parameter name='VanillaCMSCouponPricerType'>
--- 151,155 ----
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>Swaption Volatility Structure object ID</description>
</Parameter>
<Parameter name='VanillaCMSCouponPricerType'>
***************
*** 204,208 ****
<description>day counter</description>
</Parameter>
! <Parameter name='spreads'>
<type>double</type>
<tensorRank>vector</tensorRank>
--- 204,208 ----
<description>day counter</description>
</Parameter>
! <Parameter name='spreads' libraryType='QuantLib::Spread' default='0'>
<type>double</type>
<tensorRank>vector</tensorRank>
***************
*** 214,223 ****
<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>
--- 214,223 ----
<description>gearings</description>
</Parameter>
! <Parameter name='caps' libraryType='QuantLib::Rate'>
<type>double</type>
<tensorRank>vector</tensorRank>
<description>caps</description>
</Parameter>
! <Parameter name='floors' libraryType='QuantLib::Rate'>
<type>double</type>
<tensorRank>vector</tensorRank>
***************
*** 285,289 ****
<description>day counter</description>
</Parameter>
! <Parameter name='spreads'>
<type>double</type>
<tensorRank>vector</tensorRank>
--- 285,289 ----
<description>day counter</description>
</Parameter>
! <Parameter name='spreads' libraryType='QuantLib::Spread' default='0'>
<type>double</type>
<tensorRank>vector</tensorRank>
***************
*** 295,304 ****
<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>
--- 295,304 ----
<description>gearings</description>
</Parameter>
! <Parameter name='caps' libraryType='QuantLib::Rate'>
<type>double</type>
<tensorRank>vector</tensorRank>
<description>caps</description>
</Parameter>
! <Parameter name='floors' libraryType='QuantLib::Rate'>
<type>double</type>
<tensorRank>vector</tensorRank>
***************
*** 313,317 ****
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>Swaption Volatility Structure</description>
</Parameter>
<Parameter name='VanillaCMSCouponPricerType'>
--- 313,317 ----
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>Swaption Volatility Structure object ID</description>
</Parameter>
<Parameter name='VanillaCMSCouponPricerType'>
Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.46
retrieving revision 1.47
diff -C2 -d -r1.46 -r1.47
*** marketmodels.xml 6 Oct 2006 12:08:13 -0000 1.46
--- marketmodels.xml 11 Oct 2006 11:53:24 -0000 1.47
***************
*** 27,31 ****
<Parameters/>
</ParameterList>
! <ReturnValue>
<type>double</type>
<tensorRank>vector</tensorRank>
--- 27,31 ----
<Parameters/>
</ParameterList>
! <ReturnValue libraryType='QuantLib::Time'>
<type>double</type>
<tensorRank>vector</tensorRank>
***************
*** 75,79 ****
<ParameterList>
<Parameters>
! <Parameter name='rateTimes'>
<type>double</type>
<tensorRank>vector</tensorRank>
--- 75,79 ----
<ParameterList>
<Parameters>
! <Parameter name='rateTimes' libraryType='QuantLib::Time'>
<type>double</type>
<tensorRank>vector</tensorRank>
***************
*** 85,94 ****
<description>accrual factors</description>
</Parameter>
! <Parameter name='paymentTimes'>
<type>double</type>
<tensorRank>vector</tensorRank>
<description>payment times of the product</description>
</Parameter>
! <Parameter name='strikes'>
<type>double</type>
<tensorRank>vector</tensorRank>
--- 85,94 ----
<description>accrual factors</description>
</Parameter>
! <Parameter name='paymentTimes' libraryType='QuantLib::Time'>
<type>double</type>
<tensorRank>vector</tensorRank>
<description>payment times of the product</description>
</Parameter>
! <Parameter name='strikes' libraryType='QuantLib::Rate'>
<type>double</type>
<tensorRank>vector</tensorRank>
***************
*** 107,126 ****
<ParameterList>
<Parameters>
! <Parameter name='rateTimes'>
<type>double</type>
<tensorRank>vector</tensorRank>
<description>rate fixing times</description>
</Parameter>
! <Parameter name='accruals'>
<type>double</type>
<tensorRank>vector</tensorRank>
<description>accrual factors</description>
</Parameter>
! <Parameter name='paymentTimes'>
<type>double</type>
<tensorRank>vector</tensorRank>
<description>payment times of the product</description>
</Parameter>
! <Parameter name='strikes'>
<type>double</type>
<tensorRank>vector</tensorRank>
--- 107,126 ----
<ParameterList>
<Parameters>
! <Parameter name='rateTimes' libraryType='QuantLib::Time'>
<type>double</type>
<tensorRank>vector</tensorRank>
<description>rate fixing times</description>
</Parameter>
! <Parameter name='accruals' libraryType='QuantLib::Time'>
<type>double</type>
<tensorRank>vector</tensorRank>
<description>accrual factors</description>
</Parameter>
! <Parameter name='paymentTimes' libraryType='QuantLib::Time'>
<type>double</type>
<tensorRank>vector</tensorRank>
<description>payment times of the product</description>
</Parameter>
! <Parameter name='strikes' libraryType='QuantLib::Rate'>
<type>double</type>
<tensorRank>vector</tensorRank>
|