[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata capletvolstructure.xml, 1.19, 1.20

[Francois du V. <fd...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21539

Modified Files:
	capletvolstructure.xml 
Log Message:
exporting CapStripper to Excel

Index: capletvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** capletvolstructure.xml	11 Oct 2006 11:32:29 -0000	1.19
--- capletvolstructure.xml	12 Oct 2006 16:06:39 -0000	1.20
***************
*** 169,172 ****
--- 169,228 ----
      </Constructor>
  
+      <Constructor name='qlCapsStripper'>
+       <libraryFunction>CapsStripper</libraryFunction>
+       <SupportedPlatforms>
+         <Excel/>
+       </SupportedPlatforms>
+       <ParameterList>
+         <Parameters>
+ 	<Parameter name='calendar' enumeration='QuantLib::Calendar'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>holiday calendar (e.g. TARGET)</description>
+           </Parameter>
+ 	<Parameter name='convention' enumeration='QuantLib::BusinessDayConvention'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>business day convention (e.g. ModifiedFollowing)</description>
+           </Parameter>
+ 	<Parameter name='fixingDays'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>fixing days (e.g. 2)</description>
+           </Parameter>
+ 	<Parameter name='capTenors' libraryType='QuantLib::Period'>
+             <type>string</type>
+             <tensorRank>vector</tensorRank>
+             <description>cap lengths.</description>
+           </Parameter>
+ 	<Parameter name='capStrikes' libraryType='QuantLib::Rate'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>cap strikes.</description>
+           </Parameter>
+ 	<Parameter name='volatilities' libToHandle='QuantLib::Quote'>
+             <type>double</type>
+             <tensorRank>matrix</tensorRank>
+             <description>cap volatilities.</description>
+           </Parameter>
+ 	<Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>day counter (e.g. Actual/360)</description>
+           </Parameter>
+           <Parameter name="indexID" libraryClass='Xibor'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>cap index</description>
+           </Parameter>
+ 	<Parameter name='termStructureID' libToHandle='YieldTermStructure'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>discounting term structure</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+     </Constructor>
+ 
    </Functions>
  </Category>