[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata pricingengines.xml, 1.26, 1.27

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22951/gensrc/metadata

Modified Files:
	pricingengines.xml 
Log Message:
removed duplicated functions

Index: pricingengines.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v
retrieving revision 1.26
retrieving revision 1.27
diff -C2 -d -r1.26 -r1.27
*** pricingengines.xml	2 Nov 2006 20:18:42 -0000	1.26
--- pricingengines.xml	10 Nov 2006 17:59:14 -0000	1.27
***************
*** 201,286 ****
      </Procedure>
  
-     <Procedure name='qlBachelierBlackPutFormula'>
-       <description>Undiscounted Black style put formula when forward is normal rather than log-normal, i.e. essentially the model of Bachelier.</description>
-       <alias>QuantLib::bachelierBlackPut</alias>
-       <SupportedPlatforms>
-         <Excel/>
-       </SupportedPlatforms>
-       <ParameterList>
-         <Parameters>
-           <Parameter name='strike'>
-             <type>double</type>
-             <tensorRank>scalar</tensorRank>
-             <description>option strike</description>
-           </Parameter>
-           <Parameter name='forward'>
-             <type>double</type>
-             <tensorRank>scalar</tensorRank>
-             <description>underlying forward value</description>
-           </Parameter>
-           <Parameter name='absoluteVolatility' libraryType='QuantLib::Volatility'>
-             <type>double</type>
-             <tensorRank>scalar</tensorRank>
-             <description>annualized ABSOLUTE volatility</description>
-           </Parameter>
-           <Parameter name='timeToMaturity' libraryType='QuantLib::Time'>
-             <type>double</type>
-             <tensorRank>scalar</tensorRank>
-             <description>time to maturity in years</description>
-           </Parameter>
-           <Parameter name='annuity' default='1.0'>
-             <type>double</type>
-             <tensorRank>scalar</tensorRank>
-             <description>annuity</description>
-           </Parameter>
-         </Parameters>
-       </ParameterList>
-       <ReturnValue>
-         <type>double</type>
-         <tensorRank>scalar</tensorRank>
-       </ReturnValue>
-     </Procedure>
- 
-     <Procedure name='qlBachelierBlackCallFormula'>
-       <description>Undiscounted Black style call formula when forward is normal rather than log-normal, i.e. essentially the model of Bachelier.</description>
-       <alias>QuantLib::bachelierBlackCall</alias>
-       <SupportedPlatforms>
-         <Excel/>
-       </SupportedPlatforms>
-       <ParameterList>
-         <Parameters>
-           <Parameter name='strike'>
-             <type>double</type>
-             <tensorRank>scalar</tensorRank>
-             <description>option strike</description>
-           </Parameter>
-           <Parameter name='forward'>
-             <type>double</type>
-             <tensorRank>scalar</tensorRank>
-             <description>underlying forward value</description>
-           </Parameter>
-           <Parameter name='absoluteVolatility' libraryType='QuantLib::Volatility'>
-             <type>double</type>
-             <tensorRank>scalar</tensorRank>
-             <description>annualized ABSOLUTE volatility</description>
-           </Parameter>
-           <Parameter name='timeToMaturity' libraryType='QuantLib::Time'>
-             <type>double</type>
-             <tensorRank>scalar</tensorRank>
-             <description>time to maturity in years</description>
-           </Parameter>
-           <Parameter name='annuity' default='1.0'>
-             <type>double</type>
-             <tensorRank>scalar</tensorRank>
-             <description>annuity</description>
-           </Parameter>
-         </Parameters>
-       </ParameterList>
-       <ReturnValue>
-         <type>double</type>
-         <tensorRank>scalar</tensorRank>
-       </ReturnValue>
-     </Procedure>
- 
      <Constructor name='qlPricingEngine'>
        <libraryFunction>PricingEngine</libraryFunction>
--- 201,204 ----