[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata couponvectors.xml, 1.42, 1.43
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From: Ferdinando A. <na...@us...> - 2006-11-08 17:31:30
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26146/gensrc/metadata Modified Files: couponvectors.xml Log Message: exported qlCashFlowStreamAtmRate Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.42 retrieving revision 1.43 diff -C2 -d -r1.42 -r1.43 *** couponvectors.xml 7 Nov 2006 15:39:19 -0000 1.42 --- couponvectors.xml 8 Nov 2006 17:31:25 -0000 1.43 *************** *** 372,375 **** --- 372,396 ---- </Member> + <Member name='qlCashFlowStreamAtmRate' objectClass='CashFlowStream'> + <description>returns the at-the-money rate of the CashFlowStream Object, i.e. the fixed rate for which an equivalent vector of fixed-rate cash flows has the same NPV.</description> + <libraryFunction>atmRate</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters> + <Parameter name='termStructureID' libToHandle='YieldTermStructure'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>discounting term structure</description> + </Parameter> + </Parameters> + </ParameterList> + <ReturnValue libraryType='QuantLib::Rate'> + <type>double</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + <Member name='qlCashFlowStreamAnalysis' objectClass='CashFlowStream'> <description>return coupon details</description> |