[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata date.xml, 1.19, 1.20
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From: Ferdinando A. <na...@us...> - 2006-11-28 19:54:26
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3458/gensrc/metadata Modified Files: date.xml Log Message: added QuantLibAddin::qlNextIMMdates for calculating a strip of IMM dates Index: date.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/date.xml,v retrieving revision 1.19 retrieving revision 1.20 diff -C2 -d -r1.19 -r1.20 *** date.xml 2 Nov 2006 08:35:31 -0000 1.19 --- date.xml 28 Nov 2006 19:54:22 -0000 1.20 *************** *** 208,212 **** </Procedure> ! <Procedure name='qlIsIMMdate'> <description>returns whether or not the given date is an IMM date.</description> <alias>QuantLib::Date::isIMMdate</alias> --- 208,212 ---- </Procedure> ! <Procedure name='qlIsIMMdate' loopParameter='date'> <description>returns whether or not the given date is an IMM date.</description> <alias>QuantLib::Date::isIMMdate</alias> *************** *** 218,222 **** <Parameter name='date' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>scalar</tensorRank> <description>date</description> </Parameter> --- 218,222 ---- <Parameter name='date' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>vector</tensorRank> <description>date</description> </Parameter> *************** *** 230,240 **** <ReturnValue> <type>bool</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Procedure> ! <Procedure name='qlNextIMMdate'> ! <description>returns the 1st delivery date for next contract listed in the International Money Market section of the Chicago Mercantile Exchange.</description> ! <alias>QuantLib::Date::nextIMMdate</alias> <SupportedPlatforms> <Excel/> --- 230,241 ---- <ReturnValue> <type>bool</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Procedure> ! <!--<Procedure name='qlIMMcode' loopParameter='IMMdate'>--> ! <Procedure name='qlIMMcode'> ! <description>returns the future code corresponding to a given IMM date (e.g. H6 for March 15th, 2006). It fails if the input date is not an IMM date.</description> ! <alias>QuantLib::Date::IMMcode</alias> <SupportedPlatforms> <Excel/> *************** *** 242,254 **** <ParameterList> <Parameters> ! <Parameter name='date' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> ! <description>date with respect to which the next IMM date is calculated</description> </Parameter> ! <Parameter name='mainCycle' default='true'> ! <type>bool</type> <tensorRank>scalar</tensorRank> ! <description>FALSE to consider all futures, not just the main H, M, U, Z cycle</description> </Parameter> </Parameters> --- 243,272 ---- <ParameterList> <Parameters> ! <Parameter name='IMMdate' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> ! <description>IMM date</description> </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! ! <!--<Procedure name='qlIMMdate' loopParameter='IMMcode'>--> ! <Procedure name='qlIMMdate'> ! <description>returns the IMM date corresponding to the given IMM code (e.g. March 15th, 2006 for H6).</description> ! <alias>QuantLib::Date::IMMdate</alias> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='IMMcode'> ! <type>string</type> <tensorRank>scalar</tensorRank> ! <description>2 letter IMM code (e.q. \"H9\")</description> </Parameter> </Parameters> *************** *** 260,266 **** </Procedure> ! <Procedure name='qlIMMcode'> ! <description>returns the future code corresponding to a given IMM date (e.g. H6 for March 15th, 2006). It fails if the input date is not an IMM date.</description> ! <alias>QuantLib::Date::IMMcode</alias> <SupportedPlatforms> <Excel/> --- 278,284 ---- </Procedure> ! <Procedure name='qlNextIMMdate'> ! <description>returns the 1st delivery date for next contract listed in the International Money Market section of the Chicago Mercantile Exchange.</description> ! <alias>QuantLib::Date::nextIMMdate</alias> <SupportedPlatforms> <Excel/> *************** *** 268,287 **** <ParameterList> <Parameters> ! <Parameter name='IMMdate' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> ! <description>IMM date</description> </Parameter> </Parameters> </ParameterList> ! <ReturnValue> ! <type>string</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Procedure> ! <Procedure name='qlIMMdate'> ! <description>returns the IMM date corresponding to the given IMM code (e.g. March 15th, 2006 for H6).</description> ! <alias>QuantLib::Date::IMMdate</alias> <SupportedPlatforms> <Excel/> --- 286,309 ---- <ParameterList> <Parameters> ! <Parameter name='date' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> ! <description>date with respect to which the next IMM date is calculated</description> ! </Parameter> ! <Parameter name='mainCycle' default='true'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>FALSE to consider all futures, not just the main H, M, U, Z cycle</description> </Parameter> </Parameters> </ParameterList> ! <ReturnValue libraryType='QuantLib::Date'> ! <type>long</type> <tensorRank>scalar</tensorRank> </ReturnValue> </Procedure> ! <Procedure name='qlNextIMMdates'> ! <description>returns the delivery dates for next contracts listed in the International Money Market section of the Chicago Mercantile Exchange.</description> <SupportedPlatforms> <Excel/> *************** *** 289,296 **** <ParameterList> <Parameters> ! <Parameter name='IMMcode'> ! <type>string</type> <tensorRank>scalar</tensorRank> ! <description>2 letter IMM code (e.q. \"H9\")</description> </Parameter> </Parameters> --- 311,323 ---- <ParameterList> <Parameters> ! <Parameter name='date' libraryType='QuantLib::Date'> ! <type>long</type> <tensorRank>scalar</tensorRank> ! <description>date with respect to which the next IMM dates are calculated</description> ! </Parameter> ! <Parameter name='mainCycle'> ! <type>bool</type> ! <tensorRank>vector</tensorRank> ! <description>FALSE to consider all futures, not just the main H, M, U, Z cycle</description> </Parameter> </Parameters> *************** *** 298,302 **** <ReturnValue libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Procedure> --- 325,329 ---- <ReturnValue libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Procedure> |