[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata vanillaswap.xml, 1.28, 1.29
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From: Ferdinando A. <na...@us...> - 2006-10-18 19:49:42
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv12473/gensrc/metadata Modified Files: vanillaswap.xml Log Message: added fixedLegNPV and floatingLegNPV, as for Swap Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.28 retrieving revision 1.29 diff -C2 -d -r1.28 -r1.29 *** vanillaswap.xml 12 Oct 2006 14:39:15 -0000 1.28 --- vanillaswap.xml 18 Oct 2006 19:49:39 -0000 1.29 *************** *** 105,132 **** </Member> ! <Member name='qlVanillaSwapFixedLeg' objectClass='VanillaSwap'> ! <description>The fixed leg cash flow analysis</description> ! <libraryFunction>fixedLeg</libraryFunction> <SupportedPlatforms> <Excel/> </SupportedPlatforms> <ParameterList> ! <Parameters> ! </Parameters> </ParameterList> <ReturnValue> ! <type>any</type> ! <tensorRank>matrix</tensorRank> </ReturnValue> </Member> ! <Member name='qlVanillaSwapFixedLegBPS' libraryClass='VanillaSwap'> ! <description>the BPS of the fixed leg</description> ! <libraryFunction>fixedLegBPS</libraryFunction> <SupportedPlatforms> <Excel/> </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> --- 105,131 ---- </Member> ! <Member name='qlVanillaSwapFixedLegBPS' libraryClass='VanillaSwap'> ! <description>the BPS of the fixed leg</description> ! <libraryFunction>fixedLegBPS</libraryFunction> <SupportedPlatforms> <Excel/> </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> ! <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> ! <Member name='qlVanillaSwapFixedLegNPV' libraryClass='VanillaSwap'> ! <description>the NPV of the fixed leg</description> ! <libraryFunction>fixedLegNPV</libraryFunction> <SupportedPlatforms> <Excel/> </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 136,147 **** </Member> ! <Member name='qlVanillaSwapFloatingLeg' objectClass='VanillaSwap'> ! <description>The floating leg cash flow analysis</description> ! <libraryFunction>floatingLeg</libraryFunction> <SupportedPlatforms> <Excel/> </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> --- 135,147 ---- </Member> ! <Member name='qlVanillaSwapFixedLegAnalysis' objectClass='VanillaSwap'> ! <description>The fixed leg cash flow analysis</description> ! <libraryFunction>fixedLegAnalysis</libraryFunction> <SupportedPlatforms> <Excel/> </SupportedPlatforms> <ParameterList> ! <Parameters> ! </Parameters> </ParameterList> <ReturnValue> *************** *** 158,162 **** </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> --- 158,177 ---- </SupportedPlatforms> <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! ! <Member name='qlVanillaSwapFloatingLegNPV' libraryClass='VanillaSwap'> ! <description>the NPV of the floating leg</description> ! <libraryFunction>floatingLegNPV</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 166,169 **** --- 181,199 ---- </Member> + <Member name='qlVanillaSwapFloatingLegAnalysis' objectClass='VanillaSwap'> + <description>The floating leg cash flow analysis</description> + <libraryFunction>floatingLegAnalysis</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue> + <type>any</type> + <tensorRank>matrix</tensorRank> + </ReturnValue> + </Member> + </Functions> </Category> |