[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.52, 1.53
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From: Marco B. <mar...@us...> - 2006-11-06 16:46:46
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19889/gensrc/metadata Modified Files: marketmodels.xml Log Message: coherently changed function calls from CalculatorCompute to DriftCalculatorComputePlain Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.52 retrieving revision 1.53 diff -C2 -d -r1.52 -r1.53 *** marketmodels.xml 31 Oct 2006 11:08:29 -0000 1.52 --- marketmodels.xml 6 Nov 2006 16:46:34 -0000 1.53 *************** *** 1154,1169 **** <!-- 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> --- 1154,1157 ---- *************** *** 1173,1198 **** <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> --- 1161,1186 ---- <ParameterList> <Parameters> ! <Parameter name='initial_Curve_State' underlyingClass='CurveState'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>ID of CurveState object</description> </Parameter> <Parameter name='expiry' libraryType='QuantLib::Size'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>Index of expiry date</description> </Parameter> <Parameter name='maturity' libraryType='QuantLib::Size'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>Index of maturity date</description> </Parameter> ! <Parameter name='displacement' libraryType='QuantLib::Spread'> <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>displacement (one single value)</description> </Parameter> ! <Parameter name='forwardCovarianceMatrix' libraryType='QuantLib::Matrix'> ! <type>double</type> <tensorRank>matrix</tensorRank> <description>Forward covariance matrix</description> *************** *** 1438,1442 **** <Member name='qlDriftCalculatorComputePlain' objectClass='DriftCalculator'> <description>Full factor drift computation using the DriftCalculator object</description> ! <libraryFunction>compute</libraryFunction> <SupportedPlatforms> <Excel/> --- 1426,1430 ---- <Member name='qlDriftCalculatorComputePlain' objectClass='DriftCalculator'> <description>Full factor drift computation using the DriftCalculator object</description> ! <libraryFunction>computePlain</libraryFunction> <SupportedPlatforms> <Excel/> |