Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv32079/gensrc/metadata Modified Files: assetswap.xml bonds.xml capfloor.xml capletvolstructure.xml cmsmarket.xml couponvectors.xml enumclasses.xml forwardrateagreement.xml index.xml instruments.xml interpolation.xml marketmodels.xml options.xml pricingengines.xml ratehelpers.xml shortratemodels.xml swap.xml swaption.xml swaptionvolstructure.xml termstructures.xml vanillaswap.xml Log Message: homogeneous name/description when an object ID is required as input Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.34 retrieving revision 1.35 diff -C2 -d -r1.34 -r1.35 *** vanillaswap.xml 6 Nov 2006 09:24:39 -0000 1.34 --- vanillaswap.xml 22 Nov 2006 13:34:14 -0000 1.35 *************** *** 31,38 **** <description>Notional Amount</description> </Parameter> ! <Parameter name='fixedLegScheduleID' libraryClass='Schedule'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>fixed leg schedule</description> </Parameter> <Parameter name='fixedRate' libraryType='QuantLib::Rate'> --- 31,38 ---- <description>Notional Amount</description> </Parameter> ! <Parameter name='fixedLegSchedule' libraryClass='Schedule'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>fixed leg schedule object ID</description> </Parameter> <Parameter name='fixedRate' libraryType='QuantLib::Rate'> *************** *** 46,58 **** <description>fixed leg day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='floatingLegScheduleID' libraryClass='Schedule'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>floating leg schedule</description> </Parameter> ! <Parameter name='indexID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>floating leg Index</description> </Parameter> <Parameter name='floatingLegSpread' libraryType='QuantLib::Spread'> --- 46,58 ---- <description>fixed leg day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='floatingLegSchedule' libraryClass='Schedule'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>floating leg schedule object ID</description> </Parameter> ! <Parameter name='index' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>floating leg Xibor index object ID</description> </Parameter> <Parameter name='floatingLegSpread' libraryType='QuantLib::Spread'> *************** *** 66,73 **** <description>floating day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='termStructureID' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>discounting term structure</description> </Parameter> </Parameters> --- 66,73 ---- <description>floating day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='YieldCurve' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>discounting yield term structure object ID</description> </Parameter> </Parameters> *************** *** 90,94 **** <type>string</type> <tensorRank>scalar</tensorRank> ! <description>floating index</description> </Parameter> <Parameter name='fixedRate' libraryType='QuantLib::Rate' default='QuantLib::Null<QuantLib::Rate>()'> --- 90,94 ---- <type>string</type> <tensorRank>scalar</tensorRank> ! <description>floating Xibor index object ID</description> </Parameter> <Parameter name='fixedRate' libraryType='QuantLib::Rate' default='QuantLib::Null<QuantLib::Rate>()'> Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.34 retrieving revision 1.35 diff -C2 -d -r1.34 -r1.35 *** ratehelpers.xml 30 Oct 2006 10:30:57 -0000 1.34 --- ratehelpers.xml 22 Nov 2006 13:34:14 -0000 1.35 *************** *** 145,152 **** <description>day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name="indexID" libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>floating leg index</description> </Parameter> </Parameters> --- 145,152 ---- <description>day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name="index" libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>floating leg index object ID</description> </Parameter> </Parameters> Index: shortratemodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** shortratemodels.xml 7 Nov 2006 10:16:48 -0000 1.16 --- shortratemodels.xml 22 Nov 2006 13:34:14 -0000 1.17 *************** *** 19,26 **** <ParameterList> <Parameters> ! <Parameter name='termStructure' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>YieldTermStructure</description> </Parameter> <Parameter name='a'> --- 19,26 ---- <ParameterList> <Parameters> ! <Parameter name='YieldCurve' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>yield term structure</description> </Parameter> <Parameter name='a'> Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.47 retrieving revision 1.48 diff -C2 -d -r1.47 -r1.48 *** termstructures.xml 7 Nov 2006 14:26:06 -0000 1.47 --- termstructures.xml 22 Nov 2006 13:34:14 -0000 1.48 *************** *** 231,238 **** <ParameterList> <Parameters> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>termStructureID</description> </Parameter> </Parameters> --- 231,238 ---- <ParameterList> <Parameters> ! <Parameter name='YieldCurve' libraryClass='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>YieldTermStructure object ID</description> </Parameter> </Parameters> *************** *** 248,255 **** <ParameterList> <Parameters> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>termStructureID</description> </Parameter> </Parameters> --- 248,255 ---- <ParameterList> <Parameters> ! <Parameter name='YieldCurve' libraryClass='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>YieldTermStructure object ID</description> </Parameter> </Parameters> *************** *** 430,437 **** <ParameterList> <Parameters> ! <Parameter name='termStructureID' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Base YieldTermStructure to be spreaded</description> </Parameter> <Parameter name='spread'> --- 430,437 ---- <ParameterList> <Parameters> ! <Parameter name='YieldCurve' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>discounting yield term structure object ID</description> </Parameter> <Parameter name='spread'> *************** *** 451,458 **** <ParameterList> <Parameters> ! <Parameter name='termStructureID' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Base YieldTermStructure to be shifted in time</description> </Parameter> <Parameter name='referenceDate' libraryType='QuantLib::Date'> --- 451,458 ---- <ParameterList> <Parameters> ! <Parameter name='YieldCurve' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>discounting yield term structure object ID</description> </Parameter> <Parameter name='referenceDate' libraryType='QuantLib::Date'> *************** *** 525,532 **** <ParameterList> <Parameters> ! <Parameter name='quoteID' libraryClass='Quote'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>ID of a Quote object</description> </Parameter> </Parameters> --- 525,532 ---- <ParameterList> <Parameters> ! <Parameter name='quote' libraryClass='Quote'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Quote object ID</description> </Parameter> </Parameters> *************** *** 542,549 **** <ParameterList> <Parameters> ! <Parameter name='quoteID' libraryClass='Quote'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>ID of a Quote object</description> </Parameter> </Parameters> --- 542,549 ---- <ParameterList> <Parameters> ! <Parameter name='quote' libraryClass='Quote'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Quote object ID</description> </Parameter> </Parameters> Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.47 retrieving revision 1.48 diff -C2 -d -r1.47 -r1.48 *** index.xml 22 Nov 2006 10:48:50 -0000 1.47 --- index.xml 22 Nov 2006 13:34:14 -0000 1.48 *************** *** 371,378 **** <description>day counter (e.g. Actual360)</description> </Parameter> ! <Parameter name='termStructureID' libToHandle='YieldTermStructure' default='""'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>forecasting term structure</description> </Parameter> </Parameters> --- 371,378 ---- <description>day counter (e.g. Actual360)</description> </Parameter> ! <Parameter name='YieldCurve' libToHandle='YieldTermStructure' default='""'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>forecasting yield term structure</description> </Parameter> </Parameters> *************** *** 501,508 **** <description>day counter of the underlying swap's fixed leg (e.g. 30/360::BondBasis)</description> </Parameter> ! <Parameter name='indexID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>swap's underlying index</description> </Parameter> </Parameters> --- 501,508 ---- <description>day counter of the underlying swap's fixed leg (e.g. 30/360::BondBasis)</description> </Parameter> ! <Parameter name='index' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>swap's floating index object ID</description> </Parameter> </Parameters> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.41 retrieving revision 1.42 diff -C2 -d -r1.41 -r1.42 *** bonds.xml 6 Nov 2006 19:15:37 -0000 1.41 --- bonds.xml 22 Nov 2006 13:34:14 -0000 1.42 *************** *** 367,374 **** <description>redemption</description> </Parameter> ! <Parameter name='termStructureID' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>discounting term structure</description> </Parameter> </Parameters> --- 367,374 ---- <description>redemption</description> </Parameter> ! <Parameter name='YieldCurve' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>discounting yield term structure object ID</description> </Parameter> </Parameters> *************** *** 453,460 **** <description>long first/last period</description> </Parameter> ! <Parameter name='termStructureID' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>discounting term structure</description> </Parameter> </Parameters> --- 453,460 ---- <description>long first/last period</description> </Parameter> ! <Parameter name='YieldCurve' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>discounting yield term structure object ID</description> </Parameter> </Parameters> *************** *** 544,551 **** <description>Redemption</description> </Parameter> ! <Parameter name='termStructureID' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>discounting term structure</description> </Parameter> <Parameter name='stubDate' libraryType='QuantLib::Date' default='QuantLib::Date()'> --- 544,551 ---- <description>Redemption</description> </Parameter> ! <Parameter name='YieldCurve' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>discounting yield term structure object ID</description> </Parameter> <Parameter name='stubDate' libraryType='QuantLib::Date' default='QuantLib::Date()'> Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.38 retrieving revision 1.39 diff -C2 -d -r1.38 -r1.39 *** swap.xml 21 Nov 2006 13:51:26 -0000 1.38 --- swap.xml 22 Nov 2006 13:34:14 -0000 1.39 *************** *** 34,41 **** <description>TRUE for payed leg</description> </Parameter> ! <Parameter name='termStructure' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>The ID of the discounting term structure</description> </Parameter> </Parameters> --- 34,41 ---- <description>TRUE for payed leg</description> </Parameter> ! <Parameter name='YieldCurve' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>discounting yield term structure object ID</description> </Parameter> </Parameters> *************** *** 58,62 **** <type>string</type> <tensorRank>scalar</tensorRank> ! <description>swap index</description> </Parameter> <Parameter name='iborSpread' libraryType='QuantLib::Spread'> --- 58,62 ---- <type>string</type> <tensorRank>scalar</tensorRank> ! <description>swap index object ID</description> </Parameter> <Parameter name='iborSpread' libraryType='QuantLib::Spread'> *************** *** 68,72 **** <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Cms coupon pricer</description> </Parameter> <!--<Parameter name='forwardStart' libraryType='QuantLib::Period' default='0*QuantLib::Days'>--> --- 68,72 ---- <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Cms coupon pricer object ID</description> </Parameter> <!--<Parameter name='forwardStart' libraryType='QuantLib::Period' default='0*QuantLib::Days'>--> Index: enumclasses.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumclasses.xml,v retrieving revision 1.30 retrieving revision 1.31 diff -C2 -d -r1.30 -r1.31 *** enumclasses.xml 13 Nov 2006 09:44:31 -0000 1.30 --- enumclasses.xml 22 Nov 2006 13:34:14 -0000 1.31 *************** *** 1,1011 **** <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> [...1993 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> Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.57 retrieving revision 1.58 diff -C2 -d -r1.57 -r1.58 *** marketmodels.xml 13 Nov 2006 09:44:12 -0000 1.57 --- marketmodels.xml 22 Nov 2006 13:34:14 -0000 1.58 *************** *** 125,132 **** <description>payment times of the product</description> </Parameter> ! <Parameter name='payoffIDs' libraryClass='Payoff'> <type>string</type> <tensorRank>vector</tensorRank> ! <description>ID of striked type payoff objects</description> </Parameter> </Parameters> --- 125,132 ---- <description>payment times of the product</description> </Parameter> ! <Parameter name='payoffs' libraryClass='Payoff'> <type>string</type> <tensorRank>vector</tensorRank> ! <description>striked type payoff object IDs</description> </Parameter> </Parameters> *************** *** 1092,1096 **** <type>string</type> <tensorRank>scalar</tensorRank> ! <description>optimization method</description> </Parameter> </Parameters> --- 1092,1096 ---- <type>string</type> <tensorRank>scalar</tensorRank> ! <description>optimization method object ID</description> </Parameter> </Parameters> *************** *** 1207,1229 **** <Procedure name='qlCoterminalSwapForwardJacobian'> ! <description>Returns the jacobian between coterminal swap rates and forward rates</description> ! <alias>QuantLib::SwapForwardMappings::coterminalSwapForwardJacobian</alias> ! <functionCategory>QuantLib</functionCategory> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='curveState' underlyingClass='CurveState'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>CurveState object ID</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue libraryType='QuantLib::Matrix'> ! <type>double</type> ! <tensorRank>matrix</tensorRank> ! </ReturnValue> </Procedure> --- 1207,1229 ---- <Procedure name='qlCoterminalSwapForwardJacobian'> ! <description>Returns the jacobian between coterminal swap rates and forward rates</description> ! <alias>QuantLib::SwapForwardMappings::coterminalSwapForwardJacobian</alias> ! <functionCategory>QuantLib</functionCategory> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='curveState' underlyingClass='CurveState'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>CurveState object ID</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue libraryType='QuantLib::Matrix'> ! <type>double</type> ! <tensorRank>matrix</tensorRank> ! </ReturnValue> </Procedure> *************** *** 1590,1594 **** <type>string</type> <tensorRank>scalar</tensorRank> ! <description>MarketModel object</description> </Parameter> <Parameter name='brownianGeneratorFactory' underlyingClass='BrownianGeneratorFactory'> --- 1590,1594 ---- <type>string</type> <tensorRank>scalar</tensorRank> ! <description>MarketModel object ID</description> </Parameter> <Parameter name='brownianGeneratorFactory' underlyingClass='BrownianGeneratorFactory'> *************** *** 1617,1621 **** <type>string</type> <tensorRank>scalar</tensorRank> ! <description>MarketModel object</description> </Parameter> <Parameter name='brownianGeneratorFactory' underlyingClass='BrownianGeneratorFactory'> --- 1617,1621 ---- <type>string</type> <tensorRank>scalar</tensorRank> ! <description>MarketModel object ID</description> </Parameter> <Parameter name='brownianGeneratorFactory' underlyingClass='BrownianGeneratorFactory'> *************** *** 1646,1650 **** <type>string</type> <tensorRank>scalar</tensorRank> ! <description>MarketModelEvolver object</description> </Parameter> <Parameter name='product' underlyingClass='MarketModelMultiProduct'> --- 1646,1650 ---- <type>string</type> <tensorRank>scalar</tensorRank> ! <description>MarketModelEvolver object ID</description> </Parameter> <Parameter name='product' underlyingClass='MarketModelMultiProduct'> Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.79 retrieving revision 1.80 diff -C2 -d -r1.79 -r1.80 *** swaptionvolstructure.xml 22 Nov 2006 10:58:43 -0000 1.79 --- swaptionvolstructure.xml 22 Nov 2006 13:34:14 -0000 1.80 *************** *** 52,56 **** </ReturnValue> </Member> ! <Member name='qlSwaptionVTSVolatility2' handleToLib='SwaptionVolatilityStructure' loopParameter='optionTenor'> <description>Returns a vector of volatilities corresponding to a vector of strikes for a given option tenor and underlying swap length.</description> --- 52,56 ---- </ReturnValue> </Member> ! <Member name='qlSwaptionVTSVolatility2' handleToLib='SwaptionVolatilityStructure' loopParameter='optionTenor'> <description>Returns a vector of volatilities corresponding to a vector of strikes for a given option tenor and underlying swap length.</description> *************** *** 229,236 **** <ParameterList> <Parameters> ! <Parameter name='swaptionVolID' libraryClass='SwaptionVolatilityStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>ID of the SwaptionVolatilityStructure object</description> </Parameter> </Parameters> --- 229,236 ---- <ParameterList> <Parameters> ! <Parameter name='swaptionVol' libraryClass='SwaptionVolatilityStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>SwaptionVolatilityStructure object ID</description> </Parameter> </Parameters> *************** *** 246,253 **** <ParameterList> <Parameters> ! <Parameter name='swaptionVolID' libraryClass='SwaptionVolatilityStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>ID of the SwaptionVolatilityStructure object</description> </Parameter> </Parameters> --- 246,253 ---- <ParameterList> <Parameters> ! <Parameter name='swaptionVol' libraryClass='SwaptionVolatilityStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>SwaptionVolatilityStructure object ID</description> </Parameter> </Parameters> *************** *** 420,427 **** <description>matrix of spread vol quotes</description> </Parameter> ! <Parameter name='swapIndexBaseID' libraryClass='SwapIndex'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>swap Index Base</description> </Parameter> <Parameter name='vegaWeightedSmileFit'> --- 420,427 ---- <description>matrix of spread vol quotes</description> </Parameter> ! <Parameter name='swapIndexBase' libraryClass='SwapIndex'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Base SwapIndex object ID</description> </Parameter> <Parameter name='vegaWeightedSmileFit'> *************** *** 460,464 **** </ReturnValue> </Member> ! <Member name='qlSwaptionVTSatmStrike2' libraryClass='SwaptionVolatilityCube'> <description>Returns the atm swaption strike for a given option tenor and underlying swap length.</description> --- 460,464 ---- </ReturnValue> </Member> ! <Member name='qlSwaptionVTSatmStrike2' libraryClass='SwaptionVolatilityCube'> <description>Returns the atm swaption strike for a given option tenor and underlying swap length.</description> *************** *** 521,528 **** <description>matrix of spread vol quotes</description> </Parameter> ! <Parameter name='swapIndexBaseID' libraryClass='SwapIndex'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>swap Index Base</description> </Parameter> <Parameter name='vegaWeightedSmileFit'> --- 521,528 ---- <description>matrix of spread vol quotes</description> </Parameter> ! <Parameter name='swapIndexBase' libraryClass='SwapIndex'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Base SwapIndex object ID</description> </Parameter> <Parameter name='vegaWeightedSmileFit'> *************** *** 623,627 **** <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Swaption volatility cube by Sabr</description> </Parameter> <Parameter name='expiry' libraryType='QuantLib::Date'> --- 623,627 ---- <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Swaption volatility cube by Sabr object ID</description> </Parameter> <Parameter name='expiry' libraryType='QuantLib::Date'> *************** *** 638,642 **** </ParameterList> </Constructor> ! <Constructor name='qlSmileSectionByCube2'> <libraryFunction>SabrSmileSection</libraryFunction> --- 638,642 ---- </ParameterList> </Constructor> ! <Constructor name='qlSmileSectionByCube2'> <libraryFunction>SabrSmileSection</libraryFunction> *************** *** 650,654 **** <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Swaption volatility cube by Sabr</description> </Parameter> <Parameter name='expiry' libraryType='QuantLib::Period'> --- 650,654 ---- <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Swaption volatility cube by Sabr object ID</description> </Parameter> <Parameter name='expiry' libraryType='QuantLib::Period'> Index: forwardrateagreement.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v retrieving revision 1.21 retrieving revision 1.22 diff -C2 -d -r1.21 -r1.22 *** forwardrateagreement.xml 30 Oct 2006 10:30:57 -0000 1.21 --- forwardrateagreement.xml 22 Nov 2006 13:34:14 -0000 1.22 *************** *** 42,54 **** <description>Notional Amount</description> </Parameter> ! <Parameter name="indexID" libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>underlying index</description> </Parameter> ! <Parameter name='termStructureID' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>discounting term structure</description> </Parameter> </Parameters> --- 42,54 ---- <description>Notional Amount</description> </Parameter> ! <Parameter name="index" libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>underlying index object ID</description> </Parameter> ! <Parameter name='YieldCurve' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>discounting yield term structure object ID</description> </Parameter> </Parameters> Index: capfloor.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v retrieving revision 1.31 retrieving revision 1.32 diff -C2 -d -r1.31 -r1.32 *** capfloor.xml 26 Oct 2006 10:32:32 -0000 1.31 --- capfloor.xml 22 Nov 2006 13:34:14 -0000 1.32 *************** *** 147,159 **** <description>strikes</description> </Parameter> ! <Parameter name='termStructureID' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>discounting term structure</description> </Parameter> ! <Parameter name='capFloorEngineID' libraryClass='PricingEngine'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Cap floor pricing engine</description> </Parameter> </Parameters> --- 147,159 ---- <description>strikes</description> </Parameter> ! <Parameter name='YieldCurve' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>discounting yield term structure object ID</description> </Parameter> ! <Parameter name='capFloorEngine' libraryClass='PricingEngine'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Cap floor pricing engine object ID</description> </Parameter> </Parameters> *************** *** 181,185 **** <type>string</type> <tensorRank>scalar</tensorRank> ! <description>floating index</description> </Parameter> <Parameter name='strike' libraryType='QuantLib::Rate' default='QuantLib::Null<QuantLib::Rate>()'> --- 181,185 ---- <type>string</type> <tensorRank>scalar</tensorRank> ! <description>floating index object ID</description> </Parameter> <Parameter name='strike' libraryType='QuantLib::Rate' default='QuantLib::Null<QuantLib::Rate>()'> *************** *** 195,202 **** </Parameter> <!--<Parameter name='capFloorEngineID' libraryClass='PricingEngine' default='boost::shared_ptr<QuantLib::PricingEngine>()'>--> ! <Parameter name='capFloorEngineID' libraryClass='PricingEngine'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Cap floor pricing engine</description> </Parameter> </Parameters> --- 195,202 ---- </Parameter> <!--<Parameter name='capFloorEngineID' libraryClass='PricingEngine' default='boost::shared_ptr<QuantLib::PricingEngine>()'>--> ! <Parameter name='capFloorEngine' libraryClass='PricingEngine'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Cap floor pricing engine object ID</description> </Parameter> </Parameters> Index: swaption.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v retrieving revision 1.25 retrieving revision 1.26 diff -C2 -d -r1.25 -r1.26 *** swaption.xml 6 Nov 2006 09:16:48 -0000 1.25 --- swaption.xml 22 Nov 2006 13:34:14 -0000 1.26 *************** *** 27,46 **** <type>string</type> <tensorRank>scalar</tensorRank> ! <description>underlying swap (vanilla)</description> </Parameter> <Parameter name='Exercise' libraryClass='EuropeanExercise'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Exercise object</description> </Parameter> ! <Parameter name='termStructureID' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>discounting term structure</description> </Parameter> ! <Parameter name='blackSwaptionEngineID' libraryClass='BlackSwaptionEngine'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Black swaption pricing engine</description> </Parameter> <Parameter name='settlementType' enumeration='QuantLib::Settlement::Type'> --- 27,46 ---- <type>string</type> <tensorRank>scalar</tensorRank> ! <description>underlying (vanilla) swap object ID</description> </Parameter> <Parameter name='Exercise' libraryClass='EuropeanExercise'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Exercise object ID</description> </Parameter> ! <Parameter name='YieldCurve' libToHandle='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>discounting yield term structure object ID</description> </Parameter> ! <Parameter name='blackSwaptionEngine' libraryClass='BlackSwaptionEngine'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>BlackSwaptionEngine object ID</description> </Parameter> <Parameter name='settlementType' enumeration='QuantLib::Settlement::Type'> Index: pricingengines.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v retrieving revision 1.30 retrieving revision 1.31 diff -C2 -d -r1.30 -r1.31 *** pricingengines.xml 16 Nov 2006 14:01:59 -0000 1.30 --- pricingengines.xml 22 Nov 2006 13:34:14 -0000 1.31 *************** *** 272,279 **** <ParameterList> <Parameters> ! <Parameter name='payoffID' libraryClass='PlainVanillaPayoff'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>PlainVanilla payoff ID</description> </Parameter> <Parameter name='forward'> --- 272,279 ---- <ParameterList> <Parameters> ! <Parameter name='payoff' libraryClass='PlainVanillaPayoff'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>PlainVanillaPayoff object ID</description> </Parameter> <Parameter name='forward'> *************** *** 308,315 **** <ParameterList> <Parameters> ! <Parameter name='payoffID' libraryClass='PlainVanillaPayoff'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>PlainVanilla payoff ID</description> </Parameter> <Parameter name='forward'> --- 308,315 ---- <ParameterList> <Parameters> ! <Parameter name='payoff' libraryClass='PlainVanillaPayoff'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>PlainVanillaPayoff object ID</description> </Parameter> <Parameter name='forward'> *************** *** 339,346 **** <ParameterList> <Parameters> ! <Parameter name='payoffID' libraryClass='PlainVanillaPayoff'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>PlainVanilla payoff ID</description> </Parameter> <Parameter name='forward'> --- 339,346 ---- <ParameterList> <Parameters> ! <Parameter name='payoff' libraryClass='PlainVanillaPayoff'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>PlainVanillaPayoff object ID</description> </Parameter> <Parameter name='forward'> *************** *** 378,382 **** <type>string</type> <tensorRank>scalar</tensorRank> ! <description>PlainVanilla payoff ID</description> </Parameter> <Parameter name='forward'> --- 378,382 ---- <type>string</type> <tensorRank>scalar</tensorRank> ! <description>PlainVanillaPayoff object ID</description> </Parameter> <Parameter name='forward'> *************** *** 424,428 **** <type>string</type> <tensorRank>scalar</tensorRank> ! <description>PlainVanilla payoff ID</description> </Parameter> <Parameter name='forward'> --- 424,428 ---- <type>string</type> <tensorRank>scalar</tensorRank> ! <description>PlainVanillaPayoff object ID</description> </Parameter> <Parameter name='forward'> *************** *** 457,464 **** <ParameterList> <Parameters> ! <Parameter name='payoffID' libraryClass='PlainVanillaPayoff'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>PlainVanilla payoff ID</description> </Parameter> <Parameter name='forward'> --- 457,464 ---- <ParameterList> <Parameters> ! <Parameter name='payoff' libraryClass='PlainVanillaPayoff'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>PlainVanillaPayoff object ID</description> </Parameter> <Parameter name='forward'> Index: capletvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v retrieving revision 1.30 retrieving revision 1.31 diff -C2 -d -r1.30 -r1.31 *** capletvolstructure.xml 17 Nov 2006 14:26:11 -0000 1.30 --- capletvolstructure.xml 22 Nov 2006 13:34:14 -0000 1.31 *************** *** 1,339 **** <Category name='capletvolstructure'> ! <description>functions to construct and use CapletVolatilityStructure objects</description> ! <displayName>Caplet Volatility Term Structures</displayName> ! <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> ! <includes> ! <include>qlo/index.hpp</include> ! <include>qlo/capletvolstructure.hpp</include> ! <include>ql/Volatilities/capletconstantvol.hpp</include> ! <include>ql/Volatilities/capstripper.hpp</include> ! <include>qlo/swaptionvolstructure.hpp</include> ! </includes> ! <copyright> ! Copyright (C) 2006 Ferdinando Ametrano ! </copyright> ! <Functions> ! <!-- CapletVolatilityStructure interface--> ! <Member name='qlCapletVTSVolatility' libraryClass='CapletVolatilityStructure' loopParameter='strikes'> ! <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date.</description> ! <libraryFunction>volatility</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='expiry' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>cap/floor expiry date</description> ! </Parameter> ! <Parameter name='strikes' libraryType='QuantLib::Rate' const='False'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>cap/floor strike vector</description> ! </Parameter> ! <Parameter name='allowExtrapolation' const='False'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>Extrapolation Flag (TRUE allows extrapolation)</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! </ReturnValue> ! </Member> ! <Member name='qlCapletVTSBlackVariance' libraryClass='CapletVolatilityStructure' loopParameter='strikes'> ! <description>Returns a vector of black volatilities corresponding to a vector of strikes for a given exercise date.</description> ! <libraryFunction>blackVariance</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='expiry' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>cap/floor expiry date</description> ! </Parameter> ! <Parameter name='strikes' libraryType='QuantLib::Rate' const='False'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>cap/floor strike vector</description> ! </Parameter> ! <Parameter name='allowExtrapolation' const='False'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>Extrapolation Flag (TRUE allows extrapolation)</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! </ReturnValue> ! </Member> ! <Member name='qlCapletVTSMinStrike' libraryClass='CapletVolatilityStructure'> ! <description>Returns the minimum strike for which the term structure can return vols.</description> ! <libraryFunction>minStrike</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue libraryType='QuantLib::Rate'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! <Member name='qlCapletVTSMaxStrike' libraryClass='CapletVolatilityStructure'> ! <description>Returns the maximum strike for which the term structure can return vols.</description> ! <libraryFunction>maxStrike</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue libraryType='QuantLib::Rate'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! <!-- CapletVolatilityStructure constructors --> ! <Constructor name='qlCapletVTSConstant'> ! <libraryFunction>CapletConstantVolatility</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='volatility' libToHandle='Quote'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>cap/floor constant volatility Quote</description> ! </Parameter> ! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>day counter (e.g. Actual/360)</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <!-- CapsStripper interface--> ! <Member name='qlCapsStripperStrikes' libraryClass='CapsStripper'> ! <description>Returns the vector of cap strikes underlying the given ObjectID.</description> ! <libraryFunction>strikes</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue libraryType='QuantLib::Rate'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! </ReturnValue> ! </Member> ! <Member name='qlCapsStripperTenors' libraryClass='CapsStripper'> ! <description>Returns the vector of cap tenors underlying the given ObjectID.</description> ! <libraryFunction>tenors</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue libraryType='QuantLib::Period'> ! <type>string</type> ! <tensorRank>vector</tensorRank> ! </ReturnValue> ! </Member> ! <Constructor name='qlCapsStripper'> ! <libraryFunction>CapsStripper</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='capTenors' libraryType='QuantLib::Period'> ! <type>string</type> ! <tensorRank>vector</tensorRank> ! <description>cap lengths.</description> ! </Parameter> ! <Parameter name='capStrikes' libraryType='QuantLib::Rate'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>cap strikes.</description> ! </Parameter> ! <Parameter name='volatilities' libToHandle='Quote'> ! <type>string</type> ! <tensorRank>matrix</tensorRank> ! <description>cap volatilities.</description> ! </Parameter> ! <Parameter name="indexID" libraryClass='Xibor'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>cap index</description> ! </Parameter> ! <Parameter name='termStructureID' libToHandle='YieldTermStructure'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>discounting term structure</description> ! </Parameter> ! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>day counter (e.g. Actual/360)</description> ! </Parameter> ! <Parameter name='impliedVolatilityAccuracy' libraryType='QuantLib::Real'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>implied Volatility Accuracy.</description> ! </Parameter> ! <Parameter name='maxEvaluations' libraryType='QuantLib::Size'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>implied Volatility max Evaluations.</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Constructor name='qlCapsStripper2'> ! <libraryFunction>CapsStripper</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='capTenors' libraryType='QuantLib::Period'> ! <type>string</type> ! <tensorRank>vector</tensorRank> ! <description>cap lengths.</description> ! </Parameter> ! <Parameter name='capStrikes' libraryType='QuantLib::Rate'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>cap strikes.</description> ! </Parameter> ! <Parameter name='volatilities' libToHandle='Quote'> ! <type>string</type> ! <tensorRank>matrix</tensorRank> ! <description>cap volatilities.</description> ! </Parameter> ! <Parameter name="indexID" libraryClass='Xibor'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>cap index</description> ! </Parameter> ! <Parameter name='termStructureID' libToHandle='YieldTermStructure'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>discounting term structure</description> ! </Parameter> ! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>day counter (e.g. Actual/360)</description> ! </Parameter> ! <Parameter name='impliedVolatilityAccuracy' libraryType='QuantLib::Real'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>implied Volatility Accuracy.</description> ! </Parameter> ! <Parameter name='maxEvaluations' libraryType='QuantLib::Size'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>implied Volatility max Evaluations.</description> ! </Parameter> ! <Parameter name='smileSections' libraryClass='SmileSectionInterface'> ! <type>string</type> ! <tensorRank>vector</tensorRank> ! <description>smile sections IDs</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Constructor name='qlSmileSectionsVolStructure'> ! <libraryFunction>SmileSectionsVolStructure</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='referenceDate' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>reference date</description> ! </Parameter> ! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>day counter (e.g. Actual/360)</description> ! </Parameter> ! <Parameter name='smileSections' libraryClass='SmileSectionInterface'> ! <type>string</type> ! <tensorRank>vector</tensorRank> ! <description>smile sections IDs</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <!-- Handle<CapletVolatilityStructure> --> ! <Constructor name='qlHandleCapletVolatilityStructuree'> ! <libraryFunction>Handle<QuantLib::CapletVolatilityStructure></libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='capletVolID' libraryClass='CapletVolatilityStructure'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>ID of the CapletVolatilityStructure object</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! </Constructor> ! <Member name='qlHandleCapletVolatilityStructureLinkTo' objectClass='Handle<QuantLib::CapletVolatilityStructure>'> ! <libraryFunction>linkTo</libraryFunction> ! <description>relink handle</description> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='capletVolID' libraryClass='CapletVolatilityStructure'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>ID of the CapletVolatilityStructure object</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! </Functions> </Category> --- 1,339 ---- <Category name='capletvolstructure'> ! <description>functions to construct and use CapletVolatilityStructure objects</description> ! <displayName>Caplet Volatility Term Structures</displayName> ! <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> ! <includes> ! <include>qlo/index.hpp</include> ! <include>qlo/capletvolstructure.hpp</include> ! <include>ql/Volatilities/capletconstantvol.hpp</include> ! <include>ql/Volatilities/capstripper.hpp</include> ! <include>qlo/swaptionvolstructure.hpp</include> ! </includes> ! <copyright> ! Copyright (C) 2006 Ferdinando Ametrano ! </copyright> ! <Functions> ! <!-- CapletVolatilityStructure interface--> ! <Member name='qlCapletVTSVolatility' libraryClass='CapletVolatilityStructure' loopParameter='strikes'> ! <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date.</description> ! <libraryFunction>volatility</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='expiry' libraryType='QuantLib::Date'> ! <type>long</... [truncated message content] |
