[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata quotes.xml, NONE, 1.1
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From: Francois du V. <fd...@us...> - 2006-12-07 13:09:37
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23039/metadata Added Files: quotes.xml Log Message: FowardValueQuote renamed into ForwardValueQuote ForwardValueQuote and ImpliedStdevQuote exposed to Excel --- NEW FILE: quotes.xml --- <Category name='quotes'> <description>quotes objects</description> <displayName>Quotes</displayName> <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory> <includes> <include>qlo/quotes.hpp</include> </includes> <copyright> Copyright (C) 2006 Francois du Vignaud </copyright> <Functions> <!-- Quote, SimpleQuote, and HandleQuote --> <Constructor name='qlForwardValueQuote'> <libraryFunction>ForwardValueQuote</libraryFunction> <SupportedPlatforms> <Excel/> </SupportedPlatforms> <ParameterList> <Parameters> <Parameter name='index' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> <description>floating index object ID</description> </Parameter> <Parameter name='fixingDate' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> <description>Fixing Date</description> </Parameter> </Parameters> </ParameterList> </Constructor> <Constructor name='qlImpliedStdevQuote'> <libraryFunction>ImpliedStdevQuote</libraryFunction> <SupportedPlatforms> <Excel/> </SupportedPlatforms> <ParameterList> <Parameters> <Parameter name='optionType' enumeration='QuantLib::Option::Type'> <type>string</type> <tensorRank>scalar</tensorRank> <description>option type (Call or Put)</description> </Parameter> <Parameter name='forward' libToHandle='Quote'> <type>string</type> <tensorRank>scalar</tensorRank> <description>forward value of the underlying asset</description> </Parameter> <Parameter name='price' libToHandle='Quote'> <type>string</type> <tensorRank>scalar</tensorRank> <description>price of the option</description> </Parameter> <Parameter name="strike"> <type>double</type> <tensorRank>scalar</tensorRank> <description>option strike</description> </Parameter> <Parameter name="guess"> <type>double</type> <tensorRank>scalar</tensorRank> <description>iv guess</description> </Parameter> <Parameter name="accuracy"> <type>double</type> <tensorRank>scalar</tensorRank> <description>iv accuracy</description> </Parameter> </Parameters> </ParameterList> </Constructor> </Functions> </Category> |