[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata vanillaswap.xml, 1.33, 1.34
Brought to you by:
ericehlers,
nando
|
From: Ferdinando A. <na...@us...> - 2006-11-06 09:24:42
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14971/gensrc/metadata Modified Files: vanillaswap.xml Log Message: exported Swaption type() inspector (returning Payer/Receiver) and settlementType() inspector (returning Cash or Delivery) Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.33 retrieving revision 1.34 diff -C2 -d -r1.33 -r1.34 *** vanillaswap.xml 26 Oct 2006 10:32:33 -0000 1.33 --- vanillaswap.xml 6 Nov 2006 09:24:39 -0000 1.34 *************** *** 17,25 **** <libraryFunction>VanillaSwap</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> <Parameters> ! <Parameter name='PayFixed' enumeration='QuantLib::VanillaSwap::Type'> <type>string</type> <tensorRank>scalar</tensorRank> --- 17,25 ---- <libraryFunction>VanillaSwap</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> <Parameters> ! <Parameter name='PayerReceiver' enumeration='QuantLib::VanillaSwap::Type'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 78,82 **** <libraryFunction>VanillaSwap</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 78,82 ---- <libraryFunction>VanillaSwap</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> *************** *** 111,122 **** </Constructor> ! <Member name='qlVanillaSwapFairRate' libraryClass='VanillaSwap'> ! <description>the fair rate of a swap</description> ! <libraryFunction>fairRate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> --- 111,122 ---- </Constructor> ! <Member name='qlVanillaSwapFixedLegBPS' libraryClass='VanillaSwap'> ! <description>returns the BPS of the fixed rate leg</description> ! <libraryFunction>fixedLegBPS</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> ! <Parameters /> </ParameterList> <ReturnValue> *************** *** 126,137 **** </Member> ! <Member name='qlVanillaSwapFairSpread' libraryClass='VanillaSwap'> ! <description>the fair rate of a swap</description> ! <libraryFunction>fairSpread</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> --- 126,137 ---- </Member> ! <Member name='qlVanillaSwapFixedLegNPV' libraryClass='VanillaSwap'> ! <description>returns the NPV of the fixed rate leg</description> ! <libraryFunction>fixedLegNPV</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> ! <Parameters /> </ParameterList> <ReturnValue> *************** *** 141,154 **** </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> --- 141,154 ---- </Member> ! <Member name='qlVanillaSwapFairRate' libraryClass='VanillaSwap'> ! <description>returns the fair fixed rate which would zero the swap NPV</description> ! <libraryFunction>fairRate</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> ! <Parameters /> </ParameterList> ! <ReturnValue libraryType='QuantLib::Rate'> <type>double</type> <tensorRank>scalar</tensorRank> *************** *** 156,167 **** </Member> ! <Member name='qlVanillaSwapFixedLegNPV' libraryClass='VanillaSwap'> ! <description>the NPV of the fixed leg</description> ! <libraryFunction>fixedLegNPV</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> --- 156,167 ---- </Member> ! <Member name='qlVanillaSwapFloatingLegBPS' libraryClass='VanillaSwap'> ! <description>returns the BPS of the floating rate leg</description> ! <libraryFunction>floatingLegBPS</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> ! <Parameters /> </ParameterList> <ReturnValue> *************** *** 171,200 **** </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> --- 171,199 ---- </Member> ! <Member name='qlVanillaSwapFloatingLegNPV' libraryClass='VanillaSwap'> ! <description>returns the NPV of the floating rate leg</description> ! <libraryFunction>floatingLegNPV</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> ! <Parameters /> </ParameterList> <ReturnValue> ! <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member> ! <Member name='qlVanillaSwapFairSpread' libraryClass='VanillaSwap'> ! <description>returns the fair spread over the floating rate which would zero the swap NPV</description> ! <libraryFunction>fairSpread</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> ! <Parameters /> </ParameterList> ! <ReturnValue libraryType='QuantLib::Spread'> <type>double</type> <tensorRank>scalar</tensorRank> *************** *** 202,213 **** </Member> ! <Member name='qlVanillaSwapFloatingLegNPV' libraryClass='VanillaSwap'> ! <description>the NPV of the floating leg</description> ! <libraryFunction>floatingLegNPV</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> --- 201,242 ---- </Member> ! <Member name='qlVanillaSwapFixedRate' libraryClass='VanillaSwap'> ! <description>returns the fixed rate</description> ! <libraryFunction>fixedRate</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> ! <Parameters /> ! </ParameterList> ! <ReturnValue libraryType='QuantLib::Rate'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! ! <Member name='qlVanillaSwapSpread' libraryClass='VanillaSwap'> ! <description>returns the spread over floating rate</description> ! <libraryFunction>spread</libraryFunction> ! <SupportedPlatforms> ! <Excel /> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters /> ! </ParameterList> ! <ReturnValue libraryType='QuantLib::Spread'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! ! <Member name='qlVanillaSwapNominal' libraryClass='VanillaSwap'> ! <description>returns the swap nominal</description> ! <libraryFunction>nominal</libraryFunction> ! <SupportedPlatforms> ! <Excel /> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters /> </ParameterList> <ReturnValue> *************** *** 217,228 **** </Member> <Member name='qlVanillaSwapFloatingLegAnalysis' objectClass='VanillaSwap'> ! <description>The floating leg cash flow analysis</description> <libraryFunction>floatingLegAnalysis</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> --- 246,287 ---- </Member> + <Member name='qlVanillaSwapType' libraryClass='VanillaSwap'> + <description>returns the swap 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='qlVanillaSwapFixedLegAnalysis' objectClass='VanillaSwap'> + <description>returns the fixed rate 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='qlVanillaSwapFloatingLegAnalysis' objectClass='VanillaSwap'> ! <description>returns the floating rate leg cash flow analysis</description> <libraryFunction>floatingLegAnalysis</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> ! <Parameters /> </ParameterList> <ReturnValue> |