[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.47, 1.48 payoffs.xml, 1.7, 1.8 ratehelpers.xml, 1.29, 1.30 vanillaswap.xml, 1.26, 1.27

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9630/gensrc/metadata

Modified Files:
	marketmodels.xml payoffs.xml ratehelpers.xml vanillaswap.xml 
Log Message:
adopting QuantLib::Types

Index: vanillaswap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v
retrieving revision 1.26
retrieving revision 1.27
diff -C2 -d -r1.26 -r1.27
*** vanillaswap.xml	6 Oct 2006 12:08:14 -0000	1.26
--- vanillaswap.xml	11 Oct 2006 17:22:30 -0000	1.27
***************
*** 36,40 ****
              <description>fixed leg schedule</description>
            </Parameter>
!           <Parameter name='fixedRate'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 36,40 ----
              <description>fixed leg schedule</description>
            </Parameter>
!           <Parameter name='fixedRate' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
***************
*** 56,60 ****
              <description>floating leg Index</description>
            </Parameter>
!           <Parameter name='floatingLegSpread'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 56,60 ----
              <description>floating leg Index</description>
            </Parameter>
!           <Parameter name='floatingLegSpread' libraryType='QuantLib::Spread'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.47
retrieving revision 1.48
diff -C2 -d -r1.47 -r1.48
*** marketmodels.xml	11 Oct 2006 11:53:24 -0000	1.47
--- marketmodels.xml	11 Oct 2006 17:22:30 -0000	1.48
***************
*** 142,146 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 142,146 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Time'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 157,161 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 157,161 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Time'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 172,176 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 172,176 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Time'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 398,407 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='rateTimes'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>rate fixing times</description>
            </Parameter>
!           <Parameter name='evolutionTimes'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 398,407 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='rateTimes' libraryType='QuantLib::Time'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>rate fixing times</description>
            </Parameter>
!           <Parameter name='evolutionTimes' libraryType='QuantLib::Time'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 423,427 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 423,427 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Rate'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 438,442 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 438,442 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Spread'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 571,575 ****
              <description>beta in rho=L+(1-L)*exp(-beta*abs(Ti-Tj))</description>
            </Parameter>
!           <Parameter name='volatilities'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 571,575 ----
              <description>beta in rho=L+(1-L)*exp(-beta*abs(Ti-Tj))</description>
            </Parameter>
!           <Parameter name='volatilities' libraryType='QuantLib::Volatility'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 586,595 ****
              <description>number of factors to be retained in the simulation</description>
            </Parameter>
!           <Parameter name='initialRates'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>initial rates</description>
            </Parameter>
!           <Parameter name='displacements'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 586,595 ----
              <description>number of factors to be retained in the simulation</description>
            </Parameter>
!           <Parameter name='initialRates' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>initial rates</description>
            </Parameter>
!           <Parameter name='displacements' libraryType='QuantLib::Spread'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 700,704 ****
          </Parameters>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
--- 700,704 ----
          </Parameters>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Volatility'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
***************
*** 798,802 ****
          </Parameters>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 798,802 ----
          </Parameters>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Volatility'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 813,817 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
--- 813,817 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Volatility'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
***************
*** 828,832 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
--- 828,832 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Volatility'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
***************
*** 843,847 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
--- 843,847 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Time'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
***************
*** 858,862 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
--- 858,862 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Volatility'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
***************
*** 984,988 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='blackVols'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 984,988 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='blackVols' libraryType='QuantLib::Volatility'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 1110,1119 ****
              <description>number of factors to be retained in the simulation</description>
            </Parameter>
!           <Parameter name='initialRates'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>initial rates</description>
            </Parameter>
!           <Parameter name='displacements'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 1110,1119 ----
              <description>number of factors to be retained in the simulation</description>
            </Parameter>
!           <Parameter name='initialRates' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>initial rates</description>
            </Parameter>
!           <Parameter name='displacements' libraryType='QuantLib::Spread'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 1158,1162 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 1158,1162 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Time'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 1172,1176 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='rates'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 1172,1176 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='rates' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 1214,1218 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='CoterminalSwaps'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 1214,1218 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='CoterminalSwaps' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 1236,1240 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 1236,1240 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Rate'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 1266,1270 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>vector</tensorRank>
--- 1266,1270 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Rate'>
          <type>double</type>
          <tensorRank>vector</tensorRank>
***************
*** 1287,1291 ****
          </Parameters>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
--- 1287,1291 ----
          </Parameters>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Rate'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
***************
*** 1334,1338 ****
          </Parameters>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
--- 1334,1338 ----
          </Parameters>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Rate'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
***************
*** 1347,1351 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='rateTimes'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 1347,1351 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='rateTimes' libraryType='QuantLib::Time'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 1366,1370 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='forwards'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 1366,1370 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='forwards' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 1387,1391 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='forwards'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 1387,1391 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='forwards' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 1412,1431 ****
              <description>Pseudo square root of the covariance matrix</description>
            </Parameter>
!           <Parameter name='displacements'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>displacements</description>
            </Parameter>
!           <Parameter name='taus'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>taus</description>
            </Parameter>
!           <Parameter name='numeraire'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
              <description>numeraire</description>
            </Parameter>
!           <Parameter name='alive'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
--- 1412,1431 ----
              <description>Pseudo square root of the covariance matrix</description>
            </Parameter>
!           <Parameter name='displacements' libraryType='QuantLib::Spread'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>displacements</description>
            </Parameter>
!           <Parameter name='taus' libraryType='QuantLib::Time'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>taus</description>
            </Parameter>
!           <Parameter name='numeraire' libraryType='QuantLib::Size'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
              <description>numeraire</description>
            </Parameter>
!           <Parameter name='alive' libraryType='QuantLib::Size'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
***************
*** 1499,1503 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>long</type>
          <tensorRank>scalar</tensorRank>
--- 1499,1503 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Size'>
          <type>long</type>
          <tensorRank>scalar</tensorRank>

Index: payoffs.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/payoffs.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** payoffs.xml	6 Oct 2006 12:08:14 -0000	1.7
--- payoffs.xml	11 Oct 2006 17:22:30 -0000	1.8
***************
*** 29,33 ****
              <description>option type</description>
            </Parameter>
!           <Parameter name='strike'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 29,33 ----
              <description>option type</description>
            </Parameter>
!           <Parameter name='strike' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
***************
*** 55,59 ****
              <description>option type</description>
            </Parameter>
!           <Parameter name='strike'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 55,59 ----
              <description>option type</description>
            </Parameter>
!           <Parameter name='strike' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>

Index: ratehelpers.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v
retrieving revision 1.29
retrieving revision 1.30
diff -C2 -d -r1.29 -r1.30
*** ratehelpers.xml	11 Oct 2006 11:46:31 -0000	1.29
--- ratehelpers.xml	11 Oct 2006 17:22:30 -0000	1.30
***************
*** 163,167 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
--- 163,167 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Spread'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
***************
*** 176,180 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='price' libToHandle='Quote' >
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 176,180 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='price' libToHandle='Quote'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>