[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumclasses.xml, 1.29, 1.30 payoffs.xml, 1.9, 1.10

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25469/gensrc/metadata

Modified Files:
	enumclasses.xml payoffs.xml 
Log Message:
refactored Payoff class and enumeration

Index: payoffs.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/payoffs.xml,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** payoffs.xml	26 Oct 2006 08:49:28 -0000	1.9
--- payoffs.xml	13 Nov 2006 09:44:31 -0000	1.10
***************
*** 4,7 ****
--- 4,8 ----
    <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
    <copyright>
+     Copyright (C) 2006 Ferdinando Ametrano
      Copyright (C) 2006 Eric Ehlers
    </copyright>
***************
*** 9,45 ****
    <Functions>
  
!     <Constructor name='qlStrikedTypePayoff'>
!       <libraryFunction>StrikedTypePayoff</libraryFunction>
        <SupportedPlatforms>
!         <Excel/>
!         <C/>
!         <Calc/>
!         <Guile/>
        </SupportedPlatforms>
        <ParameterList>
          <Parameters>
!           <Parameter name='payoffID'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>payoff ID</description>
!           </Parameter>
!           <Parameter name='optionType' enumeration='QuantLib::Option::Type'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>option type</description>
!           </Parameter>
!           <Parameter name='strike' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>strike (or moneyness)</description>
            </Parameter>
          </Parameters>
        </ParameterList>
!     </Constructor>
  
!     <Constructor name='qlStrikedTypePayoff2'>
        <libraryFunction>StrikedTypePayoff</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
        </SupportedPlatforms>
        <ParameterList>
--- 10,161 ----
    <Functions>
  
!     <Member name='qlPayoffType' libraryClass='Payoff'>
!       <description>returns the payoff type (e.g. Vanilla, PercentageStrike, AssetOrNothing, CashOrNothing, Gap, SuperShare).</description>
!       <libraryFunction>type</libraryFunction>
        <SupportedPlatforms>
!         <Excel />
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters />
!       </ParameterList>
!       <ReturnValue>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlPayoffDescription' libraryClass='Payoff'>
!       <description>returns the payoff description (e.g. CashOrNothing, strike 32.2, cash payoff 2.5).</description>
!       <libraryFunction>description</libraryFunction>
!       <SupportedPlatforms>
!         <Excel />
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters />
!       </ParameterList>
!       <ReturnValue>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlPayoffValue' libraryClass='Payoff'>
!       <description>returns the payoff value given an underlying reference level.</description>
!       <libraryFunction>operator()</libraryFunction>
!       <SupportedPlatforms>
!         <Excel />
        </SupportedPlatforms>
        <ParameterList>
          <Parameters>
!           <Parameter name='underlying' libraryType='QuantLib::Real'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>underlying reference level</description>
            </Parameter>
          </Parameters>
        </ParameterList>
!       <ReturnValue>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlPayoffOptionType' libraryClass='TypePayoff'>
!       <description>returns the payoff option type (e.g. Call, Put).</description>
!       <libraryFunction>optionType</libraryFunction>
!       <SupportedPlatforms>
!         <Excel />
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters />
!       </ParameterList>
!       <ReturnValue enumeration='QuantLib::Option::Type'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlPayoffStrike' libraryClass='StrikedTypePayoff'>
!       <description>returns the payoff strike.</description>
!       <libraryFunction>strike</libraryFunction>
!       <SupportedPlatforms>
!         <Excel />
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters />
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Real'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <!--<Member name='qlPayoffCashPayoff' libraryClass='CashOrNothingPayoff'>
!       <description>returns the cash payoff of CashOrNothing payoff.</description>
!       <libraryFunction>cashPayoff</libraryFunction>
!       <SupportedPlatforms>
!         <Excel />
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters />
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Real'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlPayoffStrikePayoff' libraryClass='GapPayoff'>
!       <description>returns the strike payoff of Gap payoff.</description>
!       <libraryFunction>strikePayoff</libraryFunction>
!       <SupportedPlatforms>
!         <Excel />
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters />
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Real'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlPayoffStrikeIncrement' libraryClass='SuperSharePayoff'>
!       <description>returns the strike increment of SuperShare payoff.</description>
!       <libraryFunction>strikeIncrement</libraryFunction>
!       <SupportedPlatforms>
!         <Excel />
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters />
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Real'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>-->
! 
!     <Member name='qlPayoffThirdParameter' objectClass='StrikedTypePayoff'>
!       <description>returns the third parametet of a StrikedType payoff.</description>
!       <libraryFunction>thirdParameter</libraryFunction>
!       <SupportedPlatforms>
!         <Excel />
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters />
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Real'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Constructor name='qlPayoff'>
        <libraryFunction>StrikedTypePayoff</libraryFunction>
        <SupportedPlatforms>
          <Excel/>
+         <C/>
+         <Calc/>
+         <Guile/>
        </SupportedPlatforms>
        <ParameterList>
***************
*** 48,52 ****
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>payoff ID</description>
            </Parameter>
            <Parameter name='optionType' enumeration='QuantLib::Option::Type'>
--- 164,168 ----
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>payoff ID (e.g. Vanilla, PercentageStrike, AssetOrNothing, CashOrNothing, Gap, SuperShare).</description>
            </Parameter>
            <Parameter name='optionType' enumeration='QuantLib::Option::Type'>
***************
*** 55,67 ****
              <description>option type</description>
            </Parameter>
!           <Parameter name='strike' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>strike</description>
            </Parameter>
!           <Parameter name='strikeIncrement'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>strike increment</description>
            </Parameter>
          </Parameters>
--- 171,183 ----
              <description>option type</description>
            </Parameter>
!           <Parameter name='strike' libraryType='QuantLib::Real'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>strike</description>
            </Parameter>
!           <Parameter name='thirdParameter' default='QuantLib::Null&lt;QuantLib::Real&gt;()'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>the 3rd paramenter for the payoff definition of CashOrNothing (cash), Gap (effective strike), SuperShare (strike increment)</description>
            </Parameter>
          </Parameters>

Index: enumclasses.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumclasses.xml,v
retrieving revision 1.29
retrieving revision 1.30
diff -C2 -d -r1.29 -r1.30
*** enumclasses.xml	11 Oct 2006 11:44:32 -0000	1.29
--- enumclasses.xml	13 Nov 2006 09:44:31 -0000	1.30
***************
*** 1,1005 ****
  <root>
!   <enumClassCopyright>
!     Copyright (C) 2005 Plamen Neykov
!     Copyright (C) 2005, 2006 Eric Ehlers
!     Copyright (C) 2006 Katiuscia Manzoni
!     Copyright (C) 2006 Ferdinando Ametrano
!     Copyright (C) 2006 Chiara Fornarola
!   </enumClassCopyright>
!   <Enumerations>
  
[...1987 lines suppressed...]
!                 <EnumerationDefinition>
!                     <string>EURIBOR SW 5Y</string>
!                     <value>EURIBORSWAPFIXIFR_5Y</value>
!                     <libraryClass>QuantLib::EuriborSwapFixIFR5Y</libraryClass>
!                 </EnumerationDefinition>
!                 <EnumerationDefinition>
!                     <string>EURIBOR SW 10Y</string>
!                     <value>EURIBORSWAPFIXIFR_10Y</value>
!                     <libraryClass>QuantLib::EuriborSwapFixIFR10Y</libraryClass>
!                 </EnumerationDefinition>
!                 <EnumerationDefinition>
!                     <string>EURIBOR SW 30Y</string>
!                     <value>EURIBORSWAPFIXIFR_30Y</value>
!                     <libraryClass>QuantLib::EuriborSwapFixIFR30Y</libraryClass>
!                 </EnumerationDefinition>
!             </EnumerationDefinitions>
!         </Enumeration>
! 
!     </Enumerations>
  </root>