[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaption.xml, 1.24, 1.25
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From: Ferdinando A. <na...@us...> - 2006-11-06 09:16:56
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11968/gensrc/metadata Modified Files: swaption.xml Log Message: exported Swaption type() inspector (returning Payer/Receiver) and settlementType() inspector (returning Cash or Delivery) Index: swaption.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** swaption.xml 26 Oct 2006 08:49:29 -0000 1.24 --- swaption.xml 6 Nov 2006 09:16:48 -0000 1.25 *************** *** 20,24 **** <libraryFunction>Swaption</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 20,24 ---- <libraryFunction>Swaption</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> *************** *** 57,64 **** <libraryFunction>underlyingSwap</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> --- 57,64 ---- <libraryFunction>underlyingSwap</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> ! <Parameters /> </ParameterList> <ReturnValue> *************** *** 68,76 **** </Member> <Member name='qlSwaptionImpliedVolatility' libraryClass='Swaption'> <description>implied volatility</description> <libraryFunction>impliedVolatility</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 68,106 ---- </Member> + <Member name='qlSwaptionType' libraryClass='Swaption'> + <description>returns the swaption type (Payer or Receiver)</description> + <libraryFunction>type</libraryFunction> + <SupportedPlatforms> + <Excel /> + </SupportedPlatforms> + <ParameterList> + <Parameters /> + </ParameterList> + <ReturnValue enumeration='QuantLib::VanillaSwap::Type'> + <type>string</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + + <Member name='qlSwaptionSettlementType' libraryClass='Swaption'> + <description>returns the swaption settlement type (Cash or Delivery)</description> + <libraryFunction>settlementType</libraryFunction> + <SupportedPlatforms> + <Excel /> + </SupportedPlatforms> + <ParameterList> + <Parameters /> + </ParameterList> + <ReturnValue enumeration='QuantLib::Settlement::Type'> + <type>string</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + <Member name='qlSwaptionImpliedVolatility' libraryClass='Swaption'> <description>implied volatility</description> <libraryFunction>impliedVolatility</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> *************** *** 93,102 **** <libraryFunction>atmRate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> ! <ReturnValue libraryType='QuantLib::Real'> <type>double</type> <tensorRank>scalar</tensorRank> --- 123,132 ---- <libraryFunction>atmRate</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> ! <Parameters /> </ParameterList> ! <ReturnValue libraryType='QuantLib::Rate'> <type>double</type> <tensorRank>scalar</tensorRank> *************** *** 108,115 **** <libraryFunction>vega</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue libraryType='QuantLib::Real'> --- 138,145 ---- <libraryFunction>vega</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> ! <Parameters /> </ParameterList> <ReturnValue libraryType='QuantLib::Real'> |