[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata capfloor.xml, 1.30, 1.31 vanillaswap.xml, 1.32, 1.33

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23521/gensrc/metadata

Modified Files:
	capfloor.xml vanillaswap.xml 
Log Message:
default values added

Index: vanillaswap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v
retrieving revision 1.32
retrieving revision 1.33
diff -C2 -d -r1.32 -r1.33
*** vanillaswap.xml	26 Oct 2006 08:41:14 -0000	1.32
--- vanillaswap.xml	26 Oct 2006 10:32:33 -0000	1.33
***************
*** 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' libraryType='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>floating index</description>
!                     </Parameter>
!                     <Parameter name='fixedRate' libraryType='QuantLib::Rate'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>the fixed rate</description>
!                     </Parameter>
!                     <Parameter name='forwardStart' libraryType='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>
--- 1,235 ----
  <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' libraryType='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>floating index</description>
!           </Parameter>
!           <Parameter name='fixedRate' libraryType='QuantLib::Rate' default='QuantLib::Null&lt;QuantLib::Rate&gt;()'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>the fixed rate</description>
!           </Parameter>
!           <!--<Parameter name='forwardStart' libraryType='QuantLib::Period' default='"0D"'>-->
!           <Parameter name='forwardStart' libraryType='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>

Index: capfloor.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v
retrieving revision 1.30
retrieving revision 1.31
diff -C2 -d -r1.30 -r1.31
*** capfloor.xml	26 Oct 2006 08:43:57 -0000	1.30
--- capfloor.xml	26 Oct 2006 10:32:32 -0000	1.31
***************
*** 183,191 ****
              <description>floating index</description>
            </Parameter>
!           <Parameter name='strike' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>strike</description>
            </Parameter>
            <Parameter name='forwardStart' libraryType='QuantLib::Period'>
              <type>string</type>
--- 183,192 ----
              <description>floating index</description>
            </Parameter>
!           <Parameter name='strike' libraryType='QuantLib::Rate' default='QuantLib::Null&lt;QuantLib::Rate&gt;()'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>strike</description>
            </Parameter>
+           <!--<Parameter name='forwardStart' libraryType='QuantLib::Period' default='"0D"'>-->
            <Parameter name='forwardStart' libraryType='QuantLib::Period'>
              <type>string</type>
***************
*** 193,196 ****
--- 194,198 ----
              <description>forwardStart as period (e.g. 2Y)</description>
            </Parameter>
+           <!--<Parameter name='capFloorEngineID' libraryClass='PricingEngine' default='boost::shared_ptr&lt;QuantLib::PricingEngine&gt;()'>-->
            <Parameter name='capFloorEngineID' libraryClass='PricingEngine'>
              <type>string</type>