[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata shortratemodels.xml, 1.15, 1.16

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv12845/gensrc/metadata

Modified Files:
	shortratemodels.xml 
Log Message:
proper fix

Index: shortratemodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** shortratemodels.xml	7 Nov 2006 10:12:16 -0000	1.15
--- shortratemodels.xml	7 Nov 2006 10:16:48 -0000	1.16
***************
*** 9,12 ****
--- 9,13 ----
      Copyright (C) 2006 Chiara Fornarola
    </copyright>
+ 
    <Functions>
  
***************
*** 68,115 ****
      </Constructor>
  
!     <!--Procedure name='qlFuturesConvexityBias'>
!       <description>Returns Futures convexity bias (ForwardRate = FuturesImpliedRate - ConvexityBias) calculated as in G. Kirikos, D. Novak, 'Convexity Conundrums', Risk Magazine, March 1997</description>
!       <alias>QuantLib::convexityBias</alias>
!       <SupportedPlatforms>
!         <Excel/>
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='futuresPrice'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Futures price (e.g. 94.56)</description>
!           </Parameter>
!           <Parameter name='t'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Maturity date of the futures contract in years(e.g. 5.0)</description>
!           </Parameter>
!           <Parameter name='T'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Maturity of the underlying Libor deposit in years (e.g. 5.25)</description>
!           </Parameter>
!           <Parameter name='sigma'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Hull-White volatility (e.g. 0.015)</description>
!           </Parameter>
!           <Parameter name='a' default='0.03'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Hull-White mean reversion (e.g. 0.03)</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Rate'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Procedure-->
!     
!     <Member name='qlFuturesConvexityBias' libraryClass='HullWhite'>
        <description>Returns Futures convexity bias (ForwardRate = FuturesImpliedRate - ConvexityBias) calculated as in G. Kirikos, D. Novak, 'Convexity Conundrums', Risk Magazine, March 1997</description>
!       <libraryFunction>convexityBias</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
--- 69,75 ----
      </Constructor>
  
!     <Procedure name='qlFuturesConvexityBias'>
        <description>Returns Futures convexity bias (ForwardRate = FuturesImpliedRate - ConvexityBias) calculated as in G. Kirikos, D. Novak, 'Convexity Conundrums', Risk Magazine, March 1997</description>
!       <alias>QuantLib::HullWhite::convexityBias</alias>
        <SupportedPlatforms>
          <Excel/>
***************
*** 148,152 ****
          <tensorRank>scalar</tensorRank>
        </ReturnValue>
!     </Member>
  
    </Functions>
--- 108,112 ----
          <tensorRank>scalar</tensorRank>
        </ReturnValue>
!     </Procedure>
  
    </Functions>