[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.51, 1.52

[Marco B. <mar...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7815/gensrc/metadata

Modified Files:
	marketmodels.xml 
Log Message:
changed name from qlDriftCalculatorCompute to qlDriftCalculatorComputePlain

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.51
retrieving revision 1.52
diff -C2 -d -r1.51 -r1.52
*** marketmodels.xml	31 Oct 2006 08:25:29 -0000	1.51
--- marketmodels.xml	31 Oct 2006 11:08:29 -0000	1.52
***************
*** 11,14 ****
--- 11,16 ----
    <copyright>
      Copyright (C) 2006 Ferdinando Ametrano
+     Copyright (C) 2006 Marco Bianchetti
+     Copyright (C) 2006 Cristina Duminuco
    </copyright>
    <Functions>
***************
*** 1150,1153 ****
--- 1152,1205 ----
      </Constructor>
  
+     <!-- SwapForwardConversionMatrix class interface and constructor -->
+ 
+     <!--Member name='qlswapCovarianceMatrix' objectClass='SwapCovarianceApproximator'>
+       <description>Compute the swap covariance matrix from the forward covariance matrix using the SwapCovarianceApproximator object</description>
+       <libraryFunction>swapCovarianceMatrix</libraryFunction>
+       <SupportedPlatforms>
+         <Excel/>
+       </SupportedPlatforms>
+       <ReturnValue libraryType='QuantLib::Matrix'>
+         <type>double</type>
+         <tensorRank>matrix</tensorRank>
+       </ReturnValue>
+     </Member-->
+ 
+     <!--Constructor name='qlSwapCovarianceApproximator'>
+       <libraryFunction>SwapCovarianceApproximator</libraryFunction>
+       <SupportedPlatforms>
+         <Excel/>
+       </SupportedPlatforms>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='initial_curve_state' libraryType='QuantLib::CurveState'>
+             <type>double</type>
+             <tensorRank>matrix</tensorRank>
+             <description>Curve state</description>
+           </Parameter>
+           <Parameter name='expiry' libraryType='QuantLib::Size'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>Expiry date index</description>
+           </Parameter>
+           <Parameter name='maturity' libraryType='QuantLib::Size'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>Maturity date index</description>
+           </Parameter>
+           <Parameter name='displacements' libraryType='QuantLib::Spread'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>displacements</description>
+           </Parameter>
+           <Parameter name='forward_covariance_matrix' libraryType='QuantLib::Matrix'>
+             <type>long</type>
+             <tensorRank>matrix</tensorRank>
+             <description>Forward covariance matrix</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+     </Constructor-->
+ 
      <!-- CurveState class interface and costructor -->
  
***************
*** 1384,1389 ****
      <!-- DriftCalculator class interface and constructor -->
  
!     <Member name='qlDriftCalculatorCompute' objectClass='DriftCalculator'>
!       <description>compute the drifts using the DriftCalculator object</description>
        <libraryFunction>compute</libraryFunction>
        <SupportedPlatforms>
--- 1436,1441 ----
      <!-- DriftCalculator class interface and constructor -->
  
!     <Member name='qlDriftCalculatorComputePlain' objectClass='DriftCalculator'>
!       <description>Full factor drift computation using the DriftCalculator object</description>
        <libraryFunction>compute</libraryFunction>
        <SupportedPlatforms>
***************
*** 1406,1410 ****
  
      <Member name='qlDriftCalculatorComputeReduced' objectClass='DriftCalculator'>
!       <description>Joshi's algorithm compute the drifts using the DriftCalculator object</description>
        <libraryFunction>computeReduced</libraryFunction>
        <SupportedPlatforms>
--- 1458,1462 ----
  
      <Member name='qlDriftCalculatorComputeReduced' objectClass='DriftCalculator'>
!       <description>Reduced factor (Joshi algorithm) drift computation using the DriftCalculator object</description>
        <libraryFunction>computeReduced</libraryFunction>
        <SupportedPlatforms>