[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata termstructures.xml, 1.45, 1.46
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From: Ferdinando A. <na...@us...> - 2006-10-31 18:47:55
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13784/gensrc/metadata Modified Files: termstructures.xml Log Message: using handleToLib Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.45 retrieving revision 1.46 diff -C2 -d -r1.45 -r1.46 *** termstructures.xml 31 Oct 2006 16:23:36 -0000 1.45 --- termstructures.xml 31 Oct 2006 18:47:52 -0000 1.46 *************** *** 11,15 **** <Functions> ! <Member name='qlTermStructureReferenceDate' libraryClass='TermStructure'> <description>Returns the reference date for the given TermStructure object</description> <libraryFunction>referenceDate</libraryFunction> --- 11,16 ---- <Functions> ! <!-- TermStructure interface --> ! <Member name='qlTermStructureReferenceDate' handleToLib='TermStructure'> <description>Returns the reference date for the given TermStructure object</description> <libraryFunction>referenceDate</libraryFunction> *************** *** 26,30 **** </Member> ! <Member name='qlTermStructureCalendar' libraryClass='TermStructure'> <description>Returns the calendar used by the given TermStructure object</description> <libraryFunction>calendar</libraryFunction> --- 27,31 ---- </Member> ! <Member name='qlTermStructureCalendar' handleToLib='TermStructure'> <description>Returns the calendar used by the given TermStructure object</description> <libraryFunction>calendar</libraryFunction> *************** *** 41,45 **** </Member> ! <Member name='qlTermStructureMaxDate' libraryClass='TermStructure'> <description>Returns the max date for the given TermStructure object</description> <libraryFunction>maxDate</libraryFunction> --- 42,46 ---- </Member> ! <Member name='qlTermStructureMaxDate' handleToLib='TermStructure'> <description>Returns the max date for the given TermStructure object</description> <libraryFunction>maxDate</libraryFunction> *************** *** 56,60 **** </Member> ! <Member name='qlTermStructureDayCounter' libraryClass='TermStructure'> <description>Returns the DayCounter used by the given TermStructure object</description> <libraryFunction>dayCounter</libraryFunction> --- 57,61 ---- </Member> ! <Member name='qlTermStructureDayCounter' handleToLib='TermStructure'> <description>Returns the DayCounter used by the given TermStructure object</description> <libraryFunction>dayCounter</libraryFunction> *************** *** 71,74 **** --- 72,76 ---- </Member> + <!-- YieldTermStructure interface --> <Member name='qlDiscount' handleToLib='YieldTermStructure' loopParameter='DfDates'> <description>Returns a vector of discount factors corresponding to a vector of dates for a given yield term structure</description> *************** *** 98,102 **** </Member> ! <Member name='qlForwardRate' libraryClass='YieldTermStructure' loopParameter='d2'> <description>return a vector of implied forward interest rates between input date d1 and input date vector d2</description> <libraryFunction>forwardRate</libraryFunction> --- 100,104 ---- </Member> ! <Member name='qlForwardRate' handleToLib='YieldTermStructure' loopParameter='d2'> <description>return a vector of implied forward interest rates between input date d1 and input date vector d2</description> <libraryFunction>forwardRate</libraryFunction> *************** *** 144,148 **** </Member> ! <Member name='qlZeroRate' libraryClass='YieldTermStructure' loopParameter='dates'> <description>return a vector of implied zero-yield rates for given input dates</description> <libraryFunction>zeroRate</libraryFunction> --- 146,150 ---- </Member> ! <Member name='qlZeroRate' handleToLib='YieldTermStructure' loopParameter='dates'> <description>return a vector of implied zero-yield rates for given input dates</description> <libraryFunction>zeroRate</libraryFunction> *************** *** 185,189 **** </Member> ! <Member name='qlParRate' libraryClass='YieldTermStructure'> <description>return a vector of implied par rates corresponding to input vector of tenors for given date/payment frequency</description> <libraryFunction>parRate</libraryFunction> --- 187,191 ---- </Member> ! <Member name='qlParRate' handleToLib='YieldTermStructure'> <description>return a vector of implied par rates corresponding to input vector of tenors for given date/payment frequency</description> <libraryFunction>parRate</libraryFunction> *************** *** 221,254 **** </Member> ! <Member name='qlReferenceDate' libraryClass='YieldTermStructure'> ! <description>return the earliest date at which the YieldTermStructure is defined (i.e. discount factor = 1.0)</description> ! <libraryFunction>referenceDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! ! <Member name='qlMaxDate' libraryClass='YieldTermStructure'> ! <description>return the latest date at which the YieldTermStructure is defined (not considering extrapolation feature)</description> ! <libraryFunction>maxDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! <Constructor name='qlHandleYieldTermStructure'> <libraryFunction>Handle<QuantLib::YieldTermStructure></libraryFunction> --- 223,227 ---- </Member> ! <!-- HandleYieldTermStructure --> <Constructor name='qlHandleYieldTermStructure'> <libraryFunction>Handle<QuantLib::YieldTermStructure></libraryFunction> *************** *** 288,291 **** --- 261,265 ---- </Member> + <!-- YieldTermStructure constructors --> <Constructor name='qlPiecewiseYieldCurve'> <libraryFunction>PiecewiseYieldCurve</libraryFunction> *************** *** 491,494 **** --- 465,469 ---- </Constructor> + <!-- Quote, SimpleQuote, and HandleQuote --> <Member name='qlQuoteValue' handleToLib='Quote'> <description>retrieve the value of a Quote object</description> |