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>
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