[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swap.xml, 1.33, 1.34

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10483/gensrc/metadata

Modified Files:
	swap.xml 
Log Message:
exported makeCMS

Index: swap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v
retrieving revision 1.33
retrieving revision 1.34
diff -C2 -d -r1.33 -r1.34
*** swap.xml	26 Oct 2006 08:49:29 -0000	1.33
--- swap.xml	6 Nov 2006 10:29:41 -0000	1.34
***************
*** 6,9 ****
--- 6,10 ----
      <include>qlo/swap.hpp</include>
      <include>qlo/termstructures.hpp</include>
+     <include>qlo/swaptionvolstructure.hpp</include>
    </includes>
    <copyright>
***************
*** 68,71 ****
--- 69,128 ----
      </Constructor>
  
+     <Constructor name='qlMakeCMS'>
+       <libraryFunction>Swap</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='swapIndex' libraryClass='SwapIndex'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>swap index</description>
+           </Parameter>
+           <Parameter name='iborSpread' libraryType='QuantLib::Spread'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description>spread over the ibor leg</description>
+           </Parameter>
+           <Parameter name='volatility' libToHandle='SwaptionVolatilityStructure'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>Swaption Volatility Structure object ID</description>
+           </Parameter>
+           <Parameter name='VanillaCMSCouponPricerType'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>Vanilla CMS Coupon Pricer Type (e.g ConundrumByBlack, ConundrumByNumericalIntegration)</description>
+           </Parameter>
+           <Parameter name='yieldCurveModel' enumeration='QuantLib::GFunctionFactory::ModelOfYieldCurve'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>yield curve model for convexity adjustment (e.g standard, exactYield, parallelShifts, nonParallelShifts)</description>
+           </Parameter>
+           <Parameter name='meanReversion'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description>mean reversion</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='qlSwapLegBPS' libraryClass='Swap'>
        <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description>