[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata termstructures.xml, 1.48, 1.49
Brought to you by:
ericehlers,
nando
|
From: Ferdinando A. <na...@us...> - 2006-11-22 16:31:30
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14284/gensrc/metadata Modified Files: termstructures.xml Log Message: added period based method Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.48 retrieving revision 1.49 diff -C2 -d -r1.48 -r1.49 *** termstructures.xml 22 Nov 2006 13:34:14 -0000 1.48 --- termstructures.xml 22 Nov 2006 16:31:22 -0000 1.49 *************** *** 101,105 **** <Member name='qlForwardRate' handleToLib='YieldTermStructure' loopParameter='d2'> ! <description>return a vector of implied forward interest rates between input date d1 and input date vector d2</description> <libraryFunction>forwardRate</libraryFunction> <SupportedPlatforms> --- 101,105 ---- <Member name='qlForwardRate' handleToLib='YieldTermStructure' loopParameter='d2'> ! <description>Returns the implied forward interest rate</description> <libraryFunction>forwardRate</libraryFunction> <SupportedPlatforms> *************** *** 111,120 **** <type>long</type> <tensorRank>scalar</tensorRank> ! <description>date 1</description> </Parameter> <Parameter name='d2' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>vector</tensorRank> ! <description>date 2</description> </Parameter> <Parameter name='resultDayCounter' enumeration='QuantLib::DayCounter'> --- 111,120 ---- <type>long</type> <tensorRank>scalar</tensorRank> ! <description>first date</description> </Parameter> <Parameter name='d2' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>vector</tensorRank> ! <description>second date</description> </Parameter> <Parameter name='resultDayCounter' enumeration='QuantLib::DayCounter'> *************** *** 126,130 **** <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"' const='False'> --- 126,176 ---- <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Interest rate compounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> ! </Parameter> ! <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"' const='False'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> ! </Parameter> ! <Parameter name='extrapolate' default='false' const='False'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>extrapolate</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue libraryType='QuantLib::InterestRate'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! </ReturnValue> ! </Member> ! ! <Member name='qlForwardRate2' handleToLib='YieldTermStructure' loopParameter='date'> ! <description>Returns the implied forward interest rate</description> ! <libraryFunction>forwardRate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='date' libraryType='QuantLib::Date'> ! <type>long</type> ! <tensorRank>vector</tensorRank> ! <description>first date</description> ! </Parameter> ! <Parameter name='Period' libraryType='QuantLib::Period'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>Period (e.g. '7D', '3M', '1Y', etc)</description> ! </Parameter> ! <Parameter name='resultDayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>result DayCounter</description> ! </Parameter> ! <Parameter name='compounding' enumeration='QuantLib::Compounding' const='False'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>Interest rate compounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"' const='False'> |