[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.56, 1.57

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25388/gensrc/metadata

Modified Files:
	marketmodels.xml 
Log Message:
switching to new CurveState constructor and methods

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.56
retrieving revision 1.57
diff -C2 -d -r1.56 -r1.57
*** marketmodels.xml	10 Nov 2006 17:59:25 -0000	1.56
--- marketmodels.xml	13 Nov 2006 09:44:12 -0000	1.57
***************
*** 1273,1276 ****
--- 1273,1292 ----
      </Member>
  
+     <Member name='qlCurveStateRateTaus' libraryClass='CurveState'>
+       <description>return the rate taus of the CurveState object</description>
+       <libraryFunction>rateTaus</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <SupportedPlatforms>
+         <Excel/>
+       </SupportedPlatforms>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue libraryType='QuantLib::Time'>
+         <type>double</type>
+         <tensorRank>vector</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
      <Member name='qlCurveStateSetOnForwardRates' libraryClass='CurveState'>
        <description>set the CurveState object on given vector of forward rates</description>
***************
*** 1281,1285 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='rates' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 1297,1301 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='rates' libraryType='QuantLib::Rate' vectorIterator='beginAndEnd'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 1302,1306 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='discountRatios'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 1318,1322 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='discountRatios' vectorIterator='beginAndEnd'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 1323,1327 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='CoterminalSwaps' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 1339,1343 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='CoterminalSwaps' libraryType='QuantLib::Rate' vectorIterator='beginAndEnd'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
***************
*** 1337,1341 ****
  
      <Member name='qlCurveStateForwardRates' libraryClass='CurveState'>
!       <description>set the CurveState object on given vector of forward rates</description>
        <libraryFunction>forwardRates</libraryFunction>
        <SupportedPlatforms>
--- 1353,1357 ----
  
      <Member name='qlCurveStateForwardRates' libraryClass='CurveState'>
!       <description>Returns the current forward rates of the CurveState object</description>
        <libraryFunction>forwardRates</libraryFunction>
        <SupportedPlatforms>
***************
*** 1352,1356 ****
  
      <Member name='qlCurveStateDiscountRatios' libraryClass='CurveState'>
!       <description>set the CurveState object on given vector of discount ratios</description>
        <libraryFunction>discountRatios</libraryFunction>
        <SupportedPlatforms>
--- 1368,1372 ----
  
      <Member name='qlCurveStateDiscountRatios' libraryClass='CurveState'>
!       <description>Returns the current discount ratios of the CurveState object</description>
        <libraryFunction>discountRatios</libraryFunction>
        <SupportedPlatforms>
***************
*** 1367,1371 ****
  
      <Member name='qlCurveStateCoterminalSwapRates' libraryClass='CurveState'>
!       <description>set the CurveState object on given vector of coterminal swaps</description>
        <libraryFunction>coterminalSwapRates</libraryFunction>
        <SupportedPlatforms>
--- 1383,1387 ----
  
      <Member name='qlCurveStateCoterminalSwapRates' libraryClass='CurveState'>
!       <description>Returns the current swap rates of the CurveState object</description>
        <libraryFunction>coterminalSwapRates</libraryFunction>
        <SupportedPlatforms>
***************
*** 1381,1449 ****
      </Member>
  
!     <Member name='qlCurveStateForwardRate' libraryClass='CurveState'>
!       <description>set the CurveState object on given vector of forward rates</description>
!       <libraryFunction>forwardRate</libraryFunction>
!       <SupportedPlatforms>
!         <Excel/>
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='index'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>forward rate index</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Rate'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlCurveStateDiscountRatio' libraryClass='CurveState'>
!       <description>set the CurveState object on given vector of discount ratios</description>
!       <libraryFunction>discountRatio</libraryFunction>
!       <SupportedPlatforms>
!         <Excel/>
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='index1'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>discount bond first index</description>
!           </Parameter>
!           <Parameter name='index2'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>discount bond second index</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlCurveStateCoterminalSwapRate' libraryClass='CurveState'>
!       <description>set the CurveState object on given vector of coterminal swaps</description>
!       <libraryFunction>coterminalSwapRate</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
        </SupportedPlatforms>
        <ParameterList>
!         <Parameters>
!           <Parameter name='index'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>swap rate index</description>
!           </Parameter>
!         </Parameters>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Rate'>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
--- 1397,1412 ----
      </Member>
  
!     <Member name='qlCurveStateCoterminalSwapAnnuities' libraryClass='CurveState'>
!       <description>Returns the current swap annuities of the CurveState object</description>
!       <libraryFunction>coterminalSwapAnnuities</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
        </SupportedPlatforms>
        <ParameterList>
!         <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Real'>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 1456,1460 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='rateTimes' libraryType='QuantLib::Time'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
--- 1419,1423 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='rateTimes' libraryType='QuantLib::Time' vectorIterator='beginAndEnd'>
              <type>double</type>
              <tensorRank>vector</tensorRank>