Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1199/gensrc/metadata Modified Files: bonds.xml calendar.xml cmsmarket.xml couponvectors.xml date.xml daycounter.xml enumcurves.xml exercise.xml forwardrateagreement.xml index.xml instruments.xml ohfunctions.xml optimization.xml options.xml payoffs.xml prices.xml processes.xml randomsequencegenerator.xml ratehelpers.xml schedule.xml sequencestatistics.xml shortratemodels.xml simplecashflow.xml statistics.xml swap.xml swaption.xml swaptionvolstructure.xml termstructures.xml utilities.xml Log Message: formatting Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.31 retrieving revision 1.32 diff -C2 -d -r1.31 -r1.32 *** ratehelpers.xml 19 Oct 2006 11:16:33 -0000 1.31 --- ratehelpers.xml 26 Oct 2006 08:49:28 -0000 1.32 *************** *** 9,16 **** </includes> <copyright> ! Copyright (C) 2005, 2006 Eric Ehlers ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2005 Plamen Neykov ! Copyright (C) 2005 Aurelien Chanudet </copyright> <Functions> --- 9,16 ---- </includes> <copyright> ! Copyright (C) 2005, 2006 Eric Ehlers ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2005 Plamen Neykov ! Copyright (C) 2005 Aurelien Chanudet </copyright> <Functions> *************** *** 257,259 **** </Functions> </Category> - --- 257,258 ---- Index: shortratemodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** shortratemodels.xml 5 Oct 2006 20:17:10 -0000 1.13 --- shortratemodels.xml 26 Oct 2006 08:49:28 -0000 1.14 *************** *** 1,113 **** <Category name='shortratemodels'> ! <description>functions to construct and use short-rate model objects</description> ! <displayName>Short Rate Models</displayName> ! <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> ! <copyright> ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2005 Aurelien Chanudet ! Copyright (C) 2005 Eric Ehlers ! Copyright (C) 2006 Chiara Fornarola ! </copyright> ! <Functions> ! <Constructor name='qlHullWhite'> ! <libraryFunction>HullWhite</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='termStructure' libToHandle='YieldTermStructure'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>YieldTermStructure</description> ! </Parameter> ! <Parameter name='a'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>a</description> ! </Parameter> ! <Parameter name='sigma'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>volatility</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Constructor name='qlVasicek'> ! <libraryFunction>Vasicek</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='a'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>mean reverting speed</description> ! </Parameter> ! <Parameter name='b'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>short-rate limit value</description> ! </Parameter> ! <Parameter name='lambda'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>risk premium</description> ! </Parameter> ! <Parameter name='sigma'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>volatility</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Procedure name='qlFuturesConvexityBias'> ! <description>Returns Futures convexity bias (ForwardRate = FuturesImpliedRate - ConvexityBias) calculated as in G. Kirikos, D. Novak, 'Convexity Conundrums', Risk Magazine, March 1997</description> ! <alias>QuantLib::convexityBias</alias> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='futuresPrice'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>Futures price (e.g. 94.56)</description> ! </Parameter> ! <Parameter name='t'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>Maturity date of the futures contract in years(e.g. 5.0)</description> ! </Parameter> ! <Parameter name='T'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>Maturity of the underlying Libor deposit in years (e.g. 5.25)</description> ! </Parameter> ! <Parameter name='sigma'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>Hull-White volatility (e.g. 0.015)</description> ! </Parameter> ! <Parameter name='a' default='0.03'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>Hull-White mean reversion (e.g. 0.03)</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue libraryType='QuantLib::Rate'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! </Functions> </Category> - --- 1,112 ---- <Category name='shortratemodels'> ! <description>functions to construct and use short-rate model objects</description> ! <displayName>Short Rate Models</displayName> ! <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> ! <copyright> ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2005 Aurelien Chanudet ! Copyright (C) 2005 Eric Ehlers ! Copyright (C) 2006 Chiara Fornarola ! </copyright> ! <Functions> ! <Constructor name='qlHullWhite'> ! <libraryFunction>HullWhite</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='termStructure' libToHandle='YieldTermStructure'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>YieldTermStructure</description> ! </Parameter> ! <Parameter name='a'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>a</description> ! </Parameter> ! <Parameter name='sigma'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>volatility</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Constructor name='qlVasicek'> ! <libraryFunction>Vasicek</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='a'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>mean reverting speed</description> ! </Parameter> ! <Parameter name='b'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>short-rate limit value</description> ! </Parameter> ! <Parameter name='lambda'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>risk premium</description> ! </Parameter> ! <Parameter name='sigma'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>volatility</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Procedure name='qlFuturesConvexityBias'> ! <description>Returns Futures convexity bias (ForwardRate = FuturesImpliedRate - ConvexityBias) calculated as in G. Kirikos, D. Novak, 'Convexity Conundrums', Risk Magazine, March 1997</description> ! <alias>QuantLib::convexityBias</alias> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='futuresPrice'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>Futures price (e.g. 94.56)</description> ! </Parameter> ! <Parameter name='t'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>Maturity date of the futures contract in years(e.g. 5.0)</description> ! </Parameter> ! <Parameter name='T'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>Maturity of the underlying Libor deposit in years (e.g. 5.25)</description> ! </Parameter> ! <Parameter name='sigma'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>Hull-White volatility (e.g. 0.015)</description> ! </Parameter> ! <Parameter name='a' default='0.03'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>Hull-White mean reversion (e.g. 0.03)</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue libraryType='QuantLib::Rate'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! </Functions> </Category> Index: forwardrateagreement.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v retrieving revision 1.19 retrieving revision 1.20 diff -C2 -d -r1.19 -r1.20 *** forwardrateagreement.xml 19 Oct 2006 11:16:28 -0000 1.19 --- forwardrateagreement.xml 26 Oct 2006 08:49:27 -0000 1.20 *************** *** 4,9 **** <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <copyright> ! Copyright (C) 2006 Katiuscia Manzoni ! Copyright (C) 2006 Ferdinando Ametrano </copyright> <Functions> --- 4,9 ---- <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <copyright> ! Copyright (C) 2006 Katiuscia Manzoni ! Copyright (C) 2006 Ferdinando Ametrano </copyright> <Functions> *************** *** 103,105 **** </Functions> </Category> - --- 103,104 ---- Index: enumcurves.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumcurves.xml,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** enumcurves.xml 11 Oct 2006 11:44:32 -0000 1.2 --- enumcurves.xml 26 Oct 2006 08:49:27 -0000 1.3 *************** *** 57,59 **** </Enumerations> </root> - --- 57,58 ---- Index: payoffs.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/payoffs.xml,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** payoffs.xml 11 Oct 2006 17:22:30 -0000 1.8 --- payoffs.xml 26 Oct 2006 08:49:28 -0000 1.9 *************** *** 4,8 **** <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <copyright> ! Copyright (C) 2006 Eric Ehlers </copyright> --- 4,8 ---- <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <copyright> ! Copyright (C) 2006 Eric Ehlers </copyright> *************** *** 71,73 **** </Functions> </Category> - --- 71,72 ---- Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.43 retrieving revision 1.44 diff -C2 -d -r1.43 -r1.44 *** index.xml 19 Oct 2006 11:16:33 -0000 1.43 --- index.xml 26 Oct 2006 08:49:27 -0000 1.44 *************** *** 30,35 **** <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member> ! <Member name='qlIndexIsValidFixingDate' libraryClass='Index' loopParameter='fixingDate'> <description>Returns TRUE if the fixing date is a valid one</description> --- 30,35 ---- <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member> ! <Member name='qlIndexIsValidFixingDate' libraryClass='Index' loopParameter='fixingDate'> <description>Returns TRUE if the fixing date is a valid one</description> *************** *** 402,406 **** <!-- SwapIndex interface --> ! <Member name='qlSwapIndexFixedLegFreq' libraryClass='SwapIndex'> <description>retrieve the frequency for the underlying swap's fixed leg (e.g. annual)</description> --- 402,406 ---- <!-- SwapIndex interface --> ! <Member name='qlSwapIndexFixedLegFreq' libraryClass='SwapIndex'> <description>retrieve the frequency for the underlying swap's fixed leg (e.g. annual)</description> *************** *** 417,421 **** </ReturnValue> </Member> ! <Member name='qlSwapIndexFixedLegBDC' libraryClass='SwapIndex'> <description>retrieve the business day convention for the underlying swap's fixed leg (e.g. Modified Following)</description> --- 417,421 ---- </ReturnValue> </Member> ! <Member name='qlSwapIndexFixedLegBDC' libraryClass='SwapIndex'> <description>retrieve the business day convention for the underlying swap's fixed leg (e.g. Modified Following)</description> *************** *** 432,436 **** </ReturnValue> </Member> ! <!--<Member name='qlSwapIndexUnderlyingIndex' libraryClass='SwapIndex'> <description>retrieve the swap's underlying index (e.g. EURIBOR6m)</description> --- 432,436 ---- </ReturnValue> </Member> ! <!--<Member name='qlSwapIndexUnderlyingIndex' libraryClass='SwapIndex'> <description>retrieve the swap's underlying index (e.g. EURIBOR6m)</description> *************** *** 447,451 **** </ReturnValue> </Member>--> ! <!-- fixedRateSchedule --> --- 447,451 ---- </ReturnValue> </Member>--> ! <!-- fixedRateSchedule --> *************** *** 508,514 **** </Parameters> </ParameterList> ! </Constructor> </Functions> </Category> - --- 508,513 ---- </Parameters> </ParameterList> ! </Constructor> </Functions> </Category> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.37 retrieving revision 1.38 diff -C2 -d -r1.37 -r1.38 *** bonds.xml 19 Oct 2006 11:16:28 -0000 1.37 --- bonds.xml 26 Oct 2006 08:49:27 -0000 1.38 *************** *** 11,19 **** </includes> <copyright> ! Copyright (C) 2006 Chiara Fornarola ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2005, 2006 Eric Ehlers ! Copyright (C) 2005 Plamen Neykov ! Copyright (C) 2005 Walter Penschke </copyright> --- 11,19 ---- </includes> <copyright> ! Copyright (C) 2006 Chiara Fornarola ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2005, 2006 Eric Ehlers ! Copyright (C) 2005 Plamen Neykov ! Copyright (C) 2005 Walter Penschke </copyright> Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.32 retrieving revision 1.33 diff -C2 -d -r1.32 -r1.33 *** swap.xml 18 Oct 2006 20:11:37 -0000 1.32 --- swap.xml 26 Oct 2006 08:49:29 -0000 1.33 *************** *** 8,16 **** </includes> <copyright> ! Copyright (C) 2005 Eric Ehlers ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2005 Aurelien Chanudet ! Copyright (C) 2005 Plamen Neykov ! Copyright (C) 2006 Katiuscia Manzoni </copyright> <Functions> --- 8,16 ---- </includes> <copyright> ! Copyright (C) 2005 Eric Ehlers ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2005 Aurelien Chanudet ! Copyright (C) 2005 Plamen Neykov ! Copyright (C) 2006 Katiuscia Manzoni </copyright> <Functions> *************** *** 67,71 **** </ParameterList> </Constructor> ! <Member name='qlSwapLegBPS' libraryClass='Swap'> <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> --- 67,71 ---- </ParameterList> </Constructor> ! <Member name='qlSwapLegBPS' libraryClass='Swap'> <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> *************** *** 88,92 **** </ReturnValue> </Member> ! <Member name='qlSwapLegNPV' libraryClass='Swap'> <description>the NPV of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> --- 88,92 ---- </ReturnValue> </Member> ! <Member name='qlSwapLegNPV' libraryClass='Swap'> <description>the NPV of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> *************** *** 138,142 **** </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> --- 138,142 ---- </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> *************** *** 153,157 **** </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> --- 153,157 ---- </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Date'> *************** *** 163,165 **** </Functions> </Category> - --- 163,164 ---- Index: simplecashflow.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/simplecashflow.xml,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** simplecashflow.xml 12 Oct 2006 10:47:26 -0000 1.1 --- simplecashflow.xml 26 Oct 2006 08:49:29 -0000 1.2 *************** *** 58,61 **** </Functions> </Category> - - --- 58,59 ---- Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.42 retrieving revision 1.43 diff -C2 -d -r1.42 -r1.43 *** termstructures.xml 9 Oct 2006 15:30:59 -0000 1.42 --- termstructures.xml 26 Oct 2006 08:49:29 -0000 1.43 *************** *** 4,11 **** <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <copyright> ! Copyright (C) 2005, 2006 Eric Ehlers ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2005 Plamen Neykov ! Copyright (C) 2005 Aurelien Chanudet </copyright> <Functions> --- 4,11 ---- <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <copyright> ! Copyright (C) 2005, 2006 Eric Ehlers ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2005 Plamen Neykov ! Copyright (C) 2005 Aurelien Chanudet </copyright> <Functions> *************** *** 582,584 **** </Functions> </Category> - --- 582,583 ---- Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.66 retrieving revision 1.67 diff -C2 -d -r1.66 -r1.67 *** swaptionvolstructure.xml 24 Oct 2006 13:20:23 -0000 1.66 --- swaptionvolstructure.xml 26 Oct 2006 08:49:29 -0000 1.67 *************** *** 297,301 **** </ParameterList> </Constructor> ! <!-- SwaptionVolatilityMatrix interface --> <Member name='qlSwaptionVTSMatrixDayCounter' libraryClass='SwaptionVolatilityMatrix'> --- 297,301 ---- </ParameterList> </Constructor> ! <!-- SwaptionVolatilityMatrix interface --> <Member name='qlSwaptionVTSMatrixDayCounter' libraryClass='SwaptionVolatilityMatrix'> *************** *** 568,572 **** </ParameterList> </Constructor> ! <!-- SwaptionVolatilityCubeBySabr constructors --> <Constructor name='qlSwaptionVolatilityCubeBySabr2'> --- 568,572 ---- </ParameterList> </Constructor> ! <!-- SwaptionVolatilityCubeBySabr constructors --> <Constructor name='qlSwaptionVolatilityCubeBySabr2'> Index: statistics.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/statistics.xml,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** statistics.xml 5 Oct 2006 20:17:10 -0000 1.7 --- statistics.xml 26 Oct 2006 08:49:29 -0000 1.8 *************** *** 420,424 **** </ReturnValue> </Member> ! <Member name='qlStatisticsSemiDeviation' libraryClass='Statistics'> <description>Returns the square root of the semivariance.</description> --- 420,424 ---- </ReturnValue> </Member> ! <Member name='qlStatisticsSemiDeviation' libraryClass='Statistics'> <description>Returns the square root of the semivariance.</description> *************** *** 923,925 **** </Functions> </Category> - --- 923,924 ---- Index: exercise.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/exercise.xml,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** exercise.xml 7 Oct 2006 14:30:17 -0000 1.13 --- exercise.xml 26 Oct 2006 08:49:27 -0000 1.14 *************** *** 4,10 **** <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2006 Cristina Duminuco ! Copyright (C) 2006 Eric Ehlers </copyright> <Functions> --- 4,10 ---- <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2006 Cristina Duminuco ! Copyright (C) 2006 Eric Ehlers </copyright> <Functions> *************** *** 110,112 **** </Functions> </Category> - --- 110,111 ---- Index: utilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/utilities.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** utilities.xml 7 Oct 2006 12:44:58 -0000 1.15 --- utilities.xml 26 Oct 2006 08:49:29 -0000 1.16 *************** *** 4,10 **** <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <copyright> ! Copyright (C) 2005 Plamen Neykov ! Copyright (C) 2004, 2005, 2006 Eric Ehlers ! </copyright> <Functions> --- 4,10 ---- <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <copyright> ! Copyright (C) 2005 Plamen Neykov ! Copyright (C) 2004, 2005, 2006 Eric Ehlers ! </copyright> <Functions> *************** *** 112,114 **** </Functions> </Category> - --- 112,113 ---- Index: randomsequencegenerator.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/randomsequencegenerator.xml,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** randomsequencegenerator.xml 6 Oct 2006 12:08:14 -0000 1.16 --- randomsequencegenerator.xml 26 Oct 2006 08:49:28 -0000 1.17 *************** *** 4,9 **** <xlFunctionWizardCategory>QuantLib - Math</xlFunctionWizardCategory> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2006 Aurelien Chanudet </copyright> --- 4,9 ---- <xlFunctionWizardCategory>QuantLib - Math</xlFunctionWizardCategory> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2006 Aurelien Chanudet </copyright> *************** *** 32,42 **** </SupportedPlatforms> <ParameterList> ! <Parameters> ! <Parameter name='seed'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>the seed used to initialize the random number generator</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> --- 32,42 ---- </SupportedPlatforms> <ParameterList> ! <Parameters> ! <Parameter name='seed'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>the seed used to initialize the random number generator</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> *************** *** 148,150 **** </Functions> </Category> - --- 148,149 ---- Index: swaption.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v retrieving revision 1.23 retrieving revision 1.24 diff -C2 -d -r1.23 -r1.24 *** swaption.xml 19 Oct 2006 10:49:42 -0000 1.23 --- swaption.xml 26 Oct 2006 08:49:29 -0000 1.24 *************** *** 11,17 **** </includes> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2006 Cristina Duminuco ! Copyright (C) 2006 Eric Ehlers </copyright> <Functions> --- 11,17 ---- </includes> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2006 Cristina Duminuco ! Copyright (C) 2006 Eric Ehlers </copyright> <Functions> *************** *** 60,64 **** </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> --- 60,64 ---- </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 88,104 **** </ReturnValue> </Member> ! <Member name='qlSwaptionAtmRate' libraryClass='Swaption'> <description>Swaption ATM rate</description> <libraryFunction>atmRate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Real'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> --- 88,104 ---- </ReturnValue> </Member> ! <Member name='qlSwaptionAtmRate' libraryClass='Swaption'> <description>Swaption ATM rate</description> <libraryFunction>atmRate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Real'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> *************** *** 108,119 **** <libraryFunction>vega</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Real'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> --- 108,119 ---- <libraryFunction>vega</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Real'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> *************** *** 121,123 **** </Functions> </Category> - --- 121,122 ---- Index: sequencestatistics.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/sequencestatistics.xml,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** sequencestatistics.xml 5 Oct 2006 20:17:10 -0000 1.7 --- sequencestatistics.xml 26 Oct 2006 08:49:28 -0000 1.8 *************** *** 12,16 **** <Functions> ! <!-- SequenceStatistics methods: 1-D inspectors lifted from underlying statistics class --> --- 12,16 ---- <Functions> ! <!-- SequenceStatistics methods: 1-D inspectors lifted from underlying statistics class --> *************** *** 505,509 **** <description>Statistics dimensionality.</description> </Parameter> ! <Parameter name='values' libraryType='QuantLib::Matrix'> <!--default='QuantLib::Matrix()'>--> <type>double</type> <tensorRank>matrix</tensorRank> --- 505,510 ---- <description>Statistics dimensionality.</description> </Parameter> ! <Parameter name='values' libraryType='QuantLib::Matrix'> ! <!--default='QuantLib::Matrix()'>--> <type>double</type> <tensorRank>matrix</tensorRank> *************** *** 521,523 **** </Functions> </Category> - --- 522,523 ---- Index: calendar.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v retrieving revision 1.29 retrieving revision 1.30 diff -C2 -d -r1.29 -r1.30 *** calendar.xml 13 Oct 2006 08:21:11 -0000 1.29 --- calendar.xml 26 Oct 2006 08:49:27 -0000 1.30 *************** *** 5,9 **** <includes/> <copyright> ! Copyright (C) 2006 Eric Ehlers </copyright> --- 5,9 ---- <includes/> <copyright> ! Copyright (C) 2006 Eric Ehlers </copyright> *************** *** 292,294 **** </Functions> </Category> - --- 292,293 ---- Index: schedule.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/schedule.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** schedule.xml 6 Oct 2006 12:08:14 -0000 1.15 --- schedule.xml 26 Oct 2006 08:49:28 -0000 1.16 *************** *** 4,8 **** <xlFunctionWizardCategory>QuantLib - Date</xlFunctionWizardCategory> <copyright> ! Copyright (C) 2005 Aurelien Chanudet </copyright> <Functions> --- 4,8 ---- <xlFunctionWizardCategory>QuantLib - Date</xlFunctionWizardCategory> <copyright> ! Copyright (C) 2005 Aurelien Chanudet </copyright> <Functions> *************** *** 80,84 **** <tensorRank>scalar</tensorRank> <description>tenor (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description> ! </Parameter> <Parameter name='calendar' enumeration='QuantLib::Calendar'> <type>string</type> --- 80,84 ---- <tensorRank>scalar</tensorRank> <description>tenor (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description> ! </Parameter> <Parameter name='calendar' enumeration='QuantLib::Calendar'> <type>string</type> *************** *** 105,109 **** <tensorRank>scalar</tensorRank> <description>end of month convention. By default, FALSE.</description> ! </Parameter> <Parameter name='firstDate' libraryType='QuantLib::Date' default='0'> <type>long</type> --- 105,109 ---- <tensorRank>scalar</tensorRank> <description>end of month convention. By default, FALSE.</description> ! </Parameter> <Parameter name='firstDate' libraryType='QuantLib::Date' default='0'> <type>long</type> *************** *** 115,119 **** <tensorRank>scalar</tensorRank> <description>stub date, if there is an in-arrears stub period</description> ! </Parameter> </Parameters> </ParameterList> --- 115,119 ---- <tensorRank>scalar</tensorRank> <description>stub date, if there is an in-arrears stub period</description> ! </Parameter> </Parameters> </ParameterList> *************** *** 138,140 **** </Functions> </Category> - --- 138,139 ---- Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.38 retrieving revision 1.39 diff -C2 -d -r1.38 -r1.39 *** couponvectors.xml 19 Oct 2006 11:16:28 -0000 1.38 --- couponvectors.xml 26 Oct 2006 08:49:27 -0000 1.39 *************** *** 12,16 **** Copyright (C) 2005 Aurelien Chanudet </copyright> ! <Functions> --- 12,16 ---- Copyright (C) 2005 Aurelien Chanudet </copyright> ! <Functions> *************** *** 390,392 **** </Category> - --- 390,391 ---- Index: ohfunctions.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ohfunctions.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** ohfunctions.xml 9 Oct 2006 09:48:38 -0000 1.10 --- ohfunctions.xml 26 Oct 2006 08:49:27 -0000 1.11 *************** *** 1,11 **** <Category name='ohfunctions'> ! <description>ObjectHandler functions</description> ! <displayName>ObjectHandler</displayName> ! <includes> ! <include>oh/objecthandler.hpp</include> ! </includes> ! <copyright> ! Copyright (C) 2006 Eric Ehlers ! </copyright> <Functions> --- 1,11 ---- <Category name='ohfunctions'> ! <description>ObjectHandler functions</description> ! <displayName>ObjectHandler</displayName> ! <includes> ! <include>oh/objecthandler.hpp</include> ! </includes> ! <copyright> ! Copyright (C) 2006 Eric Ehlers ! </copyright> <Functions> *************** *** 444,474 **** <Procedure name='ohSetConsole'> ! <description>fork output to stdout</description> ! <alias>ObjHandler::setConsole</alias> ! <SupportedPlatforms> ! <C/> ! <Guile/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='console'> <type>int</type> <tensorRank>scalar</tensorRank> <description>1 (enable) / 0 (disable)</description> ! </Parameter> ! <Parameter name='logLevel' default='4'> <type>long</type> <tensorRank>scalar</tensorRank> <description>threshold for log messages</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> <type>void</type> <tensorRank>scalar</tensorRank> ! </ReturnValue> </Procedure> ! </Functions> </Category> - --- 444,473 ---- <Procedure name='ohSetConsole'> ! <description>fork output to stdout</description> ! <alias>ObjHandler::setConsole</alias> ! <SupportedPlatforms> ! <C/> ! <Guile/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='console'> <type>int</type> <tensorRank>scalar</tensorRank> <description>1 (enable) / 0 (disable)</description> ! </Parameter> ! <Parameter name='logLevel' default='4'> <type>long</type> <tensorRank>scalar</tensorRank> <description>threshold for log messages</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> <type>void</type> <tensorRank>scalar</tensorRank> ! </ReturnValue> </Procedure> ! </Functions> </Category> Index: cmsmarket.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/cmsmarket.xml,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** cmsmarket.xml 24 Oct 2006 13:20:23 -0000 1.7 --- cmsmarket.xml 26 Oct 2006 08:49:27 -0000 1.8 *************** *** 126,159 **** </ReturnValue> </Member> ! ! <Member name='qlSimultaneousCalibrationError' libraryClass='SmileAndCmsCalibrationBySabr'> ! <description>Returns the error of the simultaneous calibration</description> ! <libraryFunction>error</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> </Member> <Member name='qlSimultaneousCalibrationEndCriteria' libraryClass='SmileAndCmsCalibrationBySabr'> ! <description>Returns the optimization end criteria of the simultaneous calibration</description> ! <libraryFunction>endCriteria</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue enumeration='QuantLib::EndCriteria::Type'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> </Member> --- 126,159 ---- </ReturnValue> </Member> ! ! <Member name='qlSimultaneousCalibrationError' libraryClass='SmileAndCmsCalibrationBySabr'> ! <description>Returns the error of the simultaneous calibration</description> ! <libraryFunction>error</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> </Member> <Member name='qlSimultaneousCalibrationEndCriteria' libraryClass='SmileAndCmsCalibrationBySabr'> ! <description>Returns the optimization end criteria of the simultaneous calibration</description> ! <libraryFunction>endCriteria</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue enumeration='QuantLib::EndCriteria::Type'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> </Member> Index: instruments.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/instruments.xml,v retrieving revision 1.22 retrieving revision 1.23 diff -C2 -d -r1.22 -r1.23 *** instruments.xml 7 Oct 2006 15:47:45 -0000 1.22 --- instruments.xml 26 Oct 2006 08:49:27 -0000 1.23 *************** *** 8,13 **** </includes> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2005 Walter Penschke </copyright> --- 8,13 ---- </includes> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano ! Copyright (C) 2005 Walter Penschke </copyright> *************** *** 85,87 **** </Functions> </Category> - --- 85,86 ---- Index: prices.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/prices.xml,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** prices.xml 6 Oct 2006 12:08:14 -0000 1.11 --- prices.xml 26 Oct 2006 08:49:28 -0000 1.12 *************** *** 7,11 **** </includes> <copyright> ! Copyright (C) 2006 Katiuscia Manzoni </copyright> <Functions> --- 7,11 ---- </includes> <copyright> ! Copyright (C) 2006 Katiuscia Manzoni </copyright> <Functions> *************** *** 75,77 **** </Functions> </Category> - --- 75,76 ---- Index: options.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** options.xml 7 Oct 2006 14:30:17 -0000 1.24 --- options.xml 26 Oct 2006 08:49:28 -0000 1.25 *************** *** 9,13 **** </includes> <copyright> ! Copyright (C) 2005, 2006 Eric Ehlers </copyright> <Functions> --- 9,13 ---- </includes> <copyright> ! Copyright (C) 2005, 2006 Eric Ehlers </copyright> <Functions> *************** *** 598,600 **** </Functions> </Category> - --- 598,599 ---- Index: date.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/date.xml,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** date.xml 19 Oct 2006 09:53:57 -0000 1.17 --- date.xml 26 Oct 2006 08:49:27 -0000 1.18 *************** *** 186,192 **** </Parameter> <Parameter name='weekday' enumeration='QuantLib::Weekday'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>Weekday (e.g. Wednesday, or Wed).</description> </Parameter> <Parameter name='month' enumeration='QuantLib::Month'> --- 186,192 ---- </Parameter> <Parameter name='weekday' enumeration='QuantLib::Weekday'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>Weekday (e.g. Wednesday, or Wed).</description> </Parameter> <Parameter name='month' enumeration='QuantLib::Month'> Index: daycounter.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/daycounter.xml,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** daycounter.xml 5 Oct 2006 20:17:09 -0000 1.9 --- daycounter.xml 26 Oct 2006 08:49:27 -0000 1.10 *************** *** 5,9 **** <includes/> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano </copyright> <Functions> --- 5,9 ---- <includes/> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano </copyright> <Functions> *************** *** 88,90 **** </Functions> </Category> - --- 88,89 ---- Index: optimization.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/optimization.xml,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** optimization.xml 6 Oct 2006 12:08:13 -0000 1.16 --- optimization.xml 26 Oct 2006 08:49:28 -0000 1.17 *************** *** 7,11 **** </includes> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano </copyright> --- 7,11 ---- </includes> <copyright> ! Copyright (C) 2006 Ferdinando Ametrano </copyright> *************** *** 124,138 **** <ParameterList> <Parameters> ! <Parameter name="endCriteria" underlyingClass='EndCriteria'> <type>string</type> <tensorRank>scalar</tensorRank> <description>EndCriteria object ID</description> </Parameter> ! <Parameter name="initialValue" libraryType='QuantLib::Array'> <type>double</type> <tensorRank>vector</tensorRank> <description>initial value (i.e. initial guess)</description> </Parameter> ! <Parameter name="lineSearch" libraryClass='LineSearch'> <type>string</type> <tensorRank>scalar</tensorRank> --- 124,138 ---- <ParameterList> <Parameters> ! <Parameter name="endCriteria" underlyingClass='EndCriteria'> <type>string</type> <tensorRank>scalar</tensorRank> <description>EndCriteria object ID</description> </Parameter> ! <Parameter name="initialValue" libraryType='QuantLib::Array'> <type>double</type> <tensorRank>vector</tensorRank> <description>initial value (i.e. initial guess)</description> </Parameter> ! <Parameter name="lineSearch" libraryClass='LineSearch'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 149,153 **** </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> </Constructor> --- 149,153 ---- </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> </Constructor> *************** *** 183,189 **** </ParameterList> </Constructor> ! <!-- LineSearch derived classes' constructors --> ! <Constructor name='qlArmijoLineSearch'> <libraryFunction>ArmijoLineSearch</libraryFunction> --- 183,189 ---- </ParameterList> </Constructor> ! <!-- LineSearch derived classes' constructors --> ! <Constructor name='qlArmijoLineSearch'> <libraryFunction>ArmijoLineSearch</libraryFunction> *************** *** 215,217 **** </Category> - --- 215,216 ---- Index: processes.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/processes.xml,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** processes.xml 6 Oct 2006 12:08:14 -0000 1.14 --- processes.xml 26 Oct 2006 08:49:28 -0000 1.15 *************** *** 4,8 **** <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <copyright> ! Copyright (C) 2004, 2005 Eric Ehlers </copyright> <Functions> --- 4,8 ---- <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <copyright> ! Copyright (C) 2004, 2005 Eric Ehlers </copyright> <Functions> *************** *** 54,56 **** </Functions> </Category> - --- 54,55 ---- |
