[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata vanillaswap.xml, 1.29, 1.30
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ericehlers,
nando
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From: Eric E. <eri...@us...> - 2006-10-24 13:07:32
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19762/gensrc/metadata Modified Files: vanillaswap.xml Log Message: export MakeVanillaSwap Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.29 retrieving revision 1.30 diff -C2 -d -r1.29 -r1.30 *** vanillaswap.xml 18 Oct 2006 19:49:39 -0000 1.29 --- vanillaswap.xml 24 Oct 2006 13:07:26 -0000 1.30 *************** *** 1,200 **** <Category name='vanillaswap'> ! <description>functions to construct and use VanillaSwap objects</description> ! <displayName>Vanilla Swap</displayName> ! <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> ! <includes> ! <include>qlo/vanillaswap.hpp</include> ! <include>qlo/termstructures.hpp</include> ! </includes> ! <copyright> ! Copyright (C) 2005, 2006 Eric Ehlers ! Copyright (C) 2005 Plamen Neykov ! Copyright (C) 2005 Aurelien Chanudet ! </copyright> ! <Functions> ! <Constructor name='qlVanillaSwap'> ! <libraryFunction>VanillaSwap</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='PayFixed' enumeration='QuantLib::VanillaSwap::Type'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>PAYER to pay the fixed rate, RECEIVER to receive it</description> ! </Parameter> ! <Parameter name='Nominal'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>Notional Amount</description> ! </Parameter> ! <Parameter name='fixedLegScheduleID' libraryClass='Schedule'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>fixed leg schedule</description> ! </Parameter> ! <Parameter name='fixedRate' libraryType='QuantLib::Rate'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>the fixed rate</description> ! </Parameter> ! <Parameter name='fixedLegDayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>fixed leg day counter (e.g. Actual/360)</description> ! </Parameter> ! <Parameter name='floatingLegScheduleID' libraryClass='Schedule'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>floating leg schedule</description> ! </Parameter> ! <Parameter name='indexID' libraryClass='Xibor'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>floating leg Index</description> ! </Parameter> ! <Parameter name='floatingLegSpread' libraryType='QuantLib::Spread'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>Index Spread</description> ! </Parameter> ! <Parameter name='floatingLegDayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>floating day counter (e.g. Actual/360)</description> ! </Parameter> ! <Parameter name='termStructureID' libToHandle='YieldTermStructure'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>discounting term structure</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Member name='qlVanillaSwapFairRate' libraryClass='VanillaSwap'> ! <description>the fair rate of a swap</description> ! <libraryFunction>fairRate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! <Member name='qlVanillaSwapFairSpread' libraryClass='VanillaSwap'> ! <description>the fair rate of a swap</description> ! <libraryFunction>fairSpread</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>double</type> ! <tensorRank>scalar</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> ! <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> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </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> ! <type>any</type> ! <tensorRank>matrix</tensorRank> ! </ReturnValue> ! </Member> ! <Member name='qlVanillaSwapFloatingLegBPS' libraryClass='VanillaSwap'> ! <description>the BPS of the floating leg</description> ! <libraryFunction>floatingLegBPS</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </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> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </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> --- 1,234 ---- <Category name='vanillaswap'> ! <description>functions to construct and use VanillaSwap objects</description> ! <displayName>Vanilla Swap</displayName> ! <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> ! <includes> ! <include>qlo/vanillaswap.hpp</include> ! <include>qlo/termstructures.hpp</include> ! </includes> ! <copyright> ! Copyright (C) 2005, 2006 Eric Ehlers ! Copyright (C) 2005 Plamen Neykov ! Copyright (C) 2005 Aurelien Chanudet ! </copyright> ! <Functions> ! <Constructor name='qlVanillaSwap'> ! <libraryFunction>VanillaSwap</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='PayFixed' enumeration='QuantLib::VanillaSwap::Type'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>PAYER to pay the fixed rate, RECEIVER to receive it</description> ! </Parameter> ! <Parameter name='Nominal'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>Notional Amount</description> ! </Parameter> ! <Parameter name='fixedLegScheduleID' libraryClass='Schedule'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>fixed leg schedule</description> ! </Parameter> ! <Parameter name='fixedRate' libraryType='QuantLib::Rate'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>the fixed rate</description> ! </Parameter> ! <Parameter name='fixedLegDayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>fixed leg day counter (e.g. Actual/360)</description> ! </Parameter> ! <Parameter name='floatingLegScheduleID' libraryClass='Schedule'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>floating leg schedule</description> ! </Parameter> ! <Parameter name='indexID' libraryClass='Xibor'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>floating leg Index</description> ! </Parameter> ! <Parameter name='floatingLegSpread' libraryType='QuantLib::Spread'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>Index Spread</description> ! </Parameter> ! <Parameter name='floatingLegDayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>floating day counter (e.g. Actual/360)</description> ! </Parameter> ! <Parameter name='termStructureID' libToHandle='YieldTermStructure'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>discounting term structure</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Constructor name='qlMakeVanillaSwap'> ! <libraryFunction>VanillaSwap</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='swapTenor' enumeration='QuantLib::Period'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>swap tenor period</description> ! </Parameter> ! <Parameter name='index' libraryClass='Xibor'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>index</description> ! </Parameter> ! <Parameter name='fixedRate' libraryType='QuantLib::Rate'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>the fixed rate</description> ! </Parameter> ! <Parameter name='forwardStart' enumeration='QuantLib::Period'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>forward start period</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Constructor> ! <Member name='qlVanillaSwapFairRate' libraryClass='VanillaSwap'> ! <description>the fair rate of a swap</description> ! <libraryFunction>fairRate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! <Member name='qlVanillaSwapFairSpread' libraryClass='VanillaSwap'> ! <description>the fair rate of a swap</description> ! <libraryFunction>fairSpread</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>double</type> ! <tensorRank>scalar</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> ! <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> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </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> ! <type>any</type> ! <tensorRank>matrix</tensorRank> ! </ReturnValue> ! </Member> ! <Member name='qlVanillaSwapFloatingLegBPS' libraryClass='VanillaSwap'> ! <description>the BPS of the floating leg</description> ! <libraryFunction>floatingLegBPS</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </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> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </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> |