[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata capfloor.xml, 1.24, 1.25
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From: Francois du V. <fd...@us...> - 2006-10-13 16:26:04
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3799 Modified Files: capfloor.xml Log Message: atmRate and vega methods exposed to excel Index: capfloor.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** capfloor.xml 9 Oct 2006 11:18:10 -0000 1.24 --- capfloor.xml 13 Oct 2006 16:26:00 -0000 1.25 *************** *** 80,83 **** --- 80,113 ---- </Member> + <Member name='qlCapFloorAtmRate' libraryClass='CapFloor'> + <description>ATM rate</description> + <libraryFunction>atmRate</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue libraryType='QuantLib::Real'> + <type>double</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + + <Member name='qlCapFloorVega' libraryClass='CapFloor'> + <description>Cap Floor Vega</description> + <libraryFunction>vega</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue libraryType='QuantLib::Real'> + <type>double</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + <Constructor name='qlCapFloor'> <libraryFunction>CapFloor</libraryFunction> |