[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata cmsmarket.xml, 1.14, 1.15 couponvectors.xml, 1.44, 1.45 swap.xml, 1.36, 1.37

[Giorgio F. <gi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31049/gensrc/metadata

Modified Files:
	cmsmarket.xml couponvectors.xml swap.xml 
Log Message:
cms pricer

Index: couponvectors.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v
retrieving revision 1.44
retrieving revision 1.45
diff -C2 -d -r1.44 -r1.45
*** couponvectors.xml	14 Nov 2006 12:09:43 -0000	1.44
--- couponvectors.xml	21 Nov 2006 08:11:39 -0000	1.45
***************
*** 144,166 ****
              <description>floors</description>
            </Parameter>
!           <Parameter name='meanReversions'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>mean reversions</description>
!           </Parameter>
!           <Parameter name='volatility' libToHandle='SwaptionVolatilityStructure'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Swaption Volatility Structure object ID</description>
!           </Parameter>
!           <Parameter name='VanillaCMSCouponPricerType'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Vanilla CMS Coupon Pricer Type (e.g ConundrumByBlack, ConundrumByNumericalIntegration)</description>
!           </Parameter>
!           <Parameter name='yieldCurveModel' enumeration='QuantLib::GFunctionFactory::ModelOfYieldCurve'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>yield curve model for convexity adjustment (e.g Standard, ExactYield, ParallelShifts, NonParallelShifts)</description>
            </Parameter>
          </Parameters>
--- 144,151 ----
              <description>floors</description>
            </Parameter>
!           <Parameter name='CmsCouponPricer' libraryClass='VanillaCMSCouponPricer'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>Cms coupon pricer</description>
            </Parameter>
          </Parameters>
***************
*** 225,247 ****
              <description>floors</description>
            </Parameter>
!           <Parameter name='meanReversions'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>mean reversions</description>
!           </Parameter>
!           <Parameter name='volatility' libToHandle='SwaptionVolatilityStructure'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Swaption Volatility Structure</description>
!           </Parameter>
!           <Parameter name='VanillaCMSCouponPricerType'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Vanilla CMS Coupon Pricer Type (e.g ConundrumByBlack, ConundrumByNumericalIntegration)</description>
!           </Parameter>
!           <Parameter name='modelOfYieldCurve' enumeration='QuantLib::GFunctionFactory::ModelOfYieldCurve'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>model Of YieldCurve (e.g Standard, ExactYield, ParallelShifts, NonParallelShifts)</description>
            </Parameter>
          </Parameters>
--- 210,217 ----
              <description>floors</description>
            </Parameter>
!           <Parameter name='CmsCouponPricer' libraryClass='VanillaCMSCouponPricer'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>Cms coupon pricer</description>
            </Parameter>
          </Parameters>
***************
*** 306,314 ****
              <description>floors</description>
            </Parameter>
!           <Parameter name='meanReversions'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>mean reversions</description>
            </Parameter>
            <Parameter name='volatility' libToHandle='SwaptionVolatilityStructure'>
              <type>string</type>
--- 276,295 ----
              <description>floors</description>
            </Parameter>
!           <Parameter name='CmsCouponPricer' libraryClass='VanillaCMSCouponPricer'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Cms coupon pricer</description>
            </Parameter>
+         </Parameters>
+       </ParameterList>
+     </Constructor>
+ 
+     <Constructor name='qlCmsCouponPricer'>
+       <libraryFunction>VanillaCMSCouponPricer</libraryFunction>
+       <SupportedPlatforms>
+         <Excel/>
+       </SupportedPlatforms>
+       <ParameterList>
+         <Parameters>
            <Parameter name='volatility' libToHandle='SwaptionVolatilityStructure'>
              <type>string</type>
***************
*** 326,329 ****
--- 307,315 ----
              <description>model Of YieldCurve (e.g Standard, ExactYield, ParallelShifts, NonParallelShifts)</description>
            </Parameter>
+           <Parameter name='meanReversion'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description>mean reversion</description>
+           </Parameter>
          </Parameters>
        </ParameterList>

Index: swap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v
retrieving revision 1.36
retrieving revision 1.37
diff -C2 -d -r1.36 -r1.37
*** swap.xml	16 Nov 2006 13:31:40 -0000	1.36
--- swap.xml	21 Nov 2006 08:11:39 -0000	1.37
***************
*** 91,113 ****
              <description>spread over the ibor leg</description>
            </Parameter>
!           <Parameter name='volatility' libToHandle='SwaptionVolatilityStructure'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Swaption Volatility Structure object ID</description>
!           </Parameter>
!           <Parameter name='VanillaCMSCouponPricerType'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Vanilla CMS Coupon Pricer Type (e.g ConundrumByBlack, ConundrumByNumericalIntegration)</description>
!           </Parameter>
!           <Parameter name='yieldCurveModel' enumeration='QuantLib::GFunctionFactory::ModelOfYieldCurve'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>yield curve model for convexity adjustment (e.g Standard, ExactYield, ParallelShifts, NonParallelShifts)</description>
!           </Parameter>
!           <Parameter name='meanReversion'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>mean reversion</description>
            </Parameter>
            <!--<Parameter name='forwardStart' libraryType='QuantLib::Period' default='0*QuantLib::Days'>-->
--- 91,98 ----
              <description>spread over the ibor leg</description>
            </Parameter>
!           <Parameter name='CmsCouponPricer' libraryClass='VanillaCMSCouponPricer'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>Cms coupon pricer</description>
            </Parameter>
            <!--<Parameter name='forwardStart' libraryType='QuantLib::Period' default='0*QuantLib::Days'>-->

Index: cmsmarket.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/cmsmarket.xml,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** cmsmarket.xml	14 Nov 2006 11:18:24 -0000	1.14
--- cmsmarket.xml	21 Nov 2006 08:11:39 -0000	1.15
***************
*** 6,9 ****
--- 6,10 ----
      <include>ql/Volatilities/cmsmarket.hpp</include>
      <include>qlo/cmsmarket.hpp</include>
+     <include>qlo/couponvectors.hpp</include>
      <include>qlo/swaptionvolstructure.hpp</include>
    </includes>
***************
*** 38,46 ****
              <description>matrix of bid and ask cms spreads quotes.</description>
            </Parameter>
-           <Parameter name='meanReversions' libraryType='QuantLib::Matrix'>
-             <type>double</type>
-             <tensorRank>matrix</tensorRank>
-             <description>mean reversions.</description>
-           </Parameter>
            <Parameter name='YTStructure' libToHandle='YieldTermStructure'>
              <type>string</type>
--- 39,42 ----
***************
*** 48,65 ****
              <description>Yield term structure</description>
            </Parameter>
!           <Parameter name='volStructure' libToHandle='SwaptionVolatilityStructure'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Volatility structure</description>
!           </Parameter>
!           <Parameter name='VanillaCMSCouponPricerType'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Vanilla CMS Coupon Pricer Type (e.g ConundrumByBlack, ConundrumByNumericalIntegration)</description>
!           </Parameter>
!           <Parameter name='modelOfYieldCurve' enumeration='QuantLib::GFunctionFactory::ModelOfYieldCurve'>
              <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>model Of YieldCurve (e.g Standard, ExactYield, ParallelShifts, NonParallelShifts)</description>
            </Parameter>
          </Parameters>
--- 44,51 ----
              <description>Yield term structure</description>
            </Parameter>
!           <Parameter name='CmsCouponPricer' libraryClass='VanillaCMSCouponPricer'>
              <type>string</type>
!             <tensorRank>vector</tensorRank>
!             <description>Cms coupon pricer</description>
            </Parameter>
          </Parameters>