[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata pricingengines.xml, 1.26, 1.27
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From: Ferdinando A. <na...@us...> - 2006-11-10 17:59:23
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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 ---- |