[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata capfloor.xml, 1.28, 1.29 vanillaswap.xml, 1.30, 1.31

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23828/gensrc/metadata

Modified Files:
	capfloor.xml vanillaswap.xml 
Log Message:
exported MakeCapFloor

Index: vanillaswap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v
retrieving revision 1.30
retrieving revision 1.31
diff -C2 -d -r1.30 -r1.31
*** vanillaswap.xml	24 Oct 2006 13:07:26 -0000	1.30
--- vanillaswap.xml	25 Oct 2006 09:42:47 -0000	1.31
***************
*** 90,94 ****
                          <type>string</type>
                          <tensorRank>scalar</tensorRank>
!                         <description>index</description>
                      </Parameter>
                      <Parameter name='fixedRate' libraryType='QuantLib::Rate'>
--- 90,94 ----
                          <type>string</type>
                          <tensorRank>scalar</tensorRank>
!                         <description>floating index</description>
                      </Parameter>
                      <Parameter name='fixedRate' libraryType='QuantLib::Rate'>

Index: capfloor.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v
retrieving revision 1.28
retrieving revision 1.29
diff -C2 -d -r1.28 -r1.29
*** capfloor.xml	19 Oct 2006 10:48:49 -0000	1.28
--- capfloor.xml	25 Oct 2006 09:42:46 -0000	1.29
***************
*** 9,14 ****
    </includes>
    <copyright>
!  Copyright (C) 2006 Ferdinando Ametrano
!  Copyright (C) 2005 Aurelien Chanudet
    </copyright>
    <Functions>
--- 9,14 ----
    </includes>
    <copyright>
!     Copyright (C) 2006 Ferdinando Ametrano
!     Copyright (C) 2005 Aurelien Chanudet
    </copyright>
    <Functions>
***************
*** 84,95 ****
        <libraryFunction>atmRate</libraryFunction>
        <SupportedPlatforms>
!           <Excel/>
        </SupportedPlatforms>
!         <ParameterList>
!             <Parameters/>
!         </ParameterList>
        <ReturnValue libraryType='QuantLib::Real'>
!           <type>double</type>
!           <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
--- 84,95 ----
        <libraryFunction>atmRate</libraryFunction>
        <SupportedPlatforms>
!         <Excel/>
        </SupportedPlatforms>
!       <ParameterList>
!         <Parameters/>
!       </ParameterList>
        <ReturnValue libraryType='QuantLib::Real'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 99,110 ****
        <libraryFunction>vega</libraryFunction>
        <SupportedPlatforms>
!           <Excel/>
        </SupportedPlatforms>
        <ParameterList>
!           <Parameters/>
        </ParameterList>
        <ReturnValue libraryType='QuantLib::Real'>
!           <type>double</type>
!           <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
--- 99,125 ----
        <libraryFunction>vega</libraryFunction>
        <SupportedPlatforms>
!         <Excel/>
        </SupportedPlatforms>
        <ParameterList>
!         <Parameters/>
        </ParameterList>
        <ReturnValue libraryType='QuantLib::Real'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlCapFloorLegAnalysis' objectClass='CapFloor'>
!       <description>The cap/floor cash flow analysis</description>
!       <libraryFunction>legAnalysis</libraryFunction>
!       <SupportedPlatforms>
!         <Excel/>
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters/>
!       </ParameterList>
!       <ReturnValue>
!         <type>any</type>
!         <tensorRank>matrix</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 120,124 ****
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>option type (cap, floor or collar)</description>
            </Parameter>
            <Parameter name='legID' objectClass='CashFlowStream'>
--- 135,139 ----
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>option type (cap or floor)</description>
            </Parameter>
            <Parameter name='legID' objectClass='CashFlowStream'>
***************
*** 146,163 ****
      </Constructor>
  
!     <Member name='qlCapFloorLegAnalysis' objectClass='CapFloor'>
!       <description>The cap/floor cash flow analysis</description>
!       <libraryFunction>legAnalysis</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
        </SupportedPlatforms>
        <ParameterList>
!         <Parameters/>
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
!         <tensorRank>matrix</tensorRank>
        </ReturnValue>
!     </Member>
  
    </Functions>
--- 161,208 ----
      </Constructor>
  
!     <Constructor name='qlMakeCapFloor'>
!       <libraryFunction>CapFloor</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
        </SupportedPlatforms>
        <ParameterList>
!         <Parameters>
!           <Parameter name='optionType' enumeration='QuantLib::CapFloor::Type'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>option type (cap or floor)</description>
!           </Parameter>
!           <Parameter name='maturity' enumeration='QuantLib::Period'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>maturity as period (e.g. 2Y)</description>
!           </Parameter>
!           <Parameter name='index' libraryClass='Xibor'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>floating index</description>
!           </Parameter>
!           <Parameter name='strike' libraryType='QuantLib::Rate'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>strike</description>
!           </Parameter>
!           <Parameter name='forwardStart' enumeration='QuantLib::Period'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>forwardStart as period (e.g. 2Y)</description>
!           </Parameter>
!           <Parameter name='capFloorEngineID' libraryClass='PricingEngine'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Cap floor pricing engine</description>
!           </Parameter>
!         </Parameters>
        </ParameterList>
        <ReturnValue>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
!     </Constructor>
  
    </Functions>