Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17391/gensrc/metadata Modified Files: assetswap.xml bonds.xml calendar.xml capfloor.xml capletvolstructure.xml cmsmarket.xml couponvectors.xml date.xml forwardrateagreement.xml index.xml instruments.xml interpolation.xml mathf.xml ohfunctions.xml optimization.xml payoffs.xml pricingengines.xml quotes.xml ratehelpers.xml schedule.xml sequencestatistics.xml statistics.xml swap.xml swaption.xml swaptionvolstructure.xml termstructures.xml utilities.xml vanillaswap.xml Log Message: 1) RENAMED many functions!!! 2) moving abcd into Volatilities folder 3) renaming ImpliedStdevQuote into ImpliedStdDevQuote 4) deprecating SwapIndex::fixedLegFrequency in favor of SwapIndex::fixedLegTenor 5) renamed Xibor as IborIndex Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.35 retrieving revision 1.36 diff -C2 -d -r1.35 -r1.36 *** vanillaswap.xml 22 Nov 2006 13:34:14 -0000 1.35 --- vanillaswap.xml 11 Dec 2006 09:40:04 -0000 1.36 *************** *** 51,58 **** <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'> --- 51,58 ---- <description>floating leg schedule object ID</description> </Parameter> ! <Parameter name='index' libraryClass='IborIndex'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>floating leg IborIndex index object ID</description> </Parameter> <Parameter name='floatingLegSpread' libraryType='QuantLib::Spread'> *************** *** 87,94 **** <description>swap tenor period</description> </Parameter> ! <Parameter name='index' libraryClass='Xibor'> <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>()'> --- 87,94 ---- <description>swap tenor period</description> </Parameter> ! <Parameter name='index' libraryClass='IborIndex'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>floating IborIndex index object ID</description> </Parameter> <Parameter name='fixedRate' libraryType='QuantLib::Rate' default='QuantLib::Null<QuantLib::Rate>()'> *************** *** 112,116 **** <Member name='qlVanillaSwapFixedLegBPS' libraryClass='VanillaSwap'> ! <description>returns the BPS of the fixed rate leg</description> <libraryFunction>fixedLegBPS</libraryFunction> <SupportedPlatforms> --- 112,116 ---- <Member name='qlVanillaSwapFixedLegBPS' libraryClass='VanillaSwap'> ! <description>returns the BPS of the fixed rate leg for the given VanillaSwap object</description> <libraryFunction>fixedLegBPS</libraryFunction> <SupportedPlatforms> *************** *** 127,131 **** <Member name='qlVanillaSwapFixedLegNPV' libraryClass='VanillaSwap'> ! <description>returns the NPV of the fixed rate leg</description> <libraryFunction>fixedLegNPV</libraryFunction> <SupportedPlatforms> --- 127,131 ---- <Member name='qlVanillaSwapFixedLegNPV' libraryClass='VanillaSwap'> ! <description>returns the NPV of the fixed rate leg for the given VanillaSwap object</description> <libraryFunction>fixedLegNPV</libraryFunction> <SupportedPlatforms> *************** *** 142,146 **** <Member name='qlVanillaSwapFairRate' libraryClass='VanillaSwap'> ! <description>returns the fair fixed rate which would zero the swap NPV</description> <libraryFunction>fairRate</libraryFunction> <SupportedPlatforms> --- 142,146 ---- <Member name='qlVanillaSwapFairRate' libraryClass='VanillaSwap'> ! <description>returns the fair fixed rate which would zero the swap NPV for the given VanillaSwap object</description> <libraryFunction>fairRate</libraryFunction> <SupportedPlatforms> *************** *** 157,161 **** <Member name='qlVanillaSwapFloatingLegBPS' libraryClass='VanillaSwap'> ! <description>returns the BPS of the floating rate leg</description> <libraryFunction>floatingLegBPS</libraryFunction> <SupportedPlatforms> --- 157,161 ---- <Member name='qlVanillaSwapFloatingLegBPS' libraryClass='VanillaSwap'> ! <description>returns the BPS of the floating rate leg for the given VanillaSwap object</description> <libraryFunction>floatingLegBPS</libraryFunction> <SupportedPlatforms> *************** *** 172,176 **** <Member name='qlVanillaSwapFloatingLegNPV' libraryClass='VanillaSwap'> ! <description>returns the NPV of the floating rate leg</description> <libraryFunction>floatingLegNPV</libraryFunction> <SupportedPlatforms> --- 172,176 ---- <Member name='qlVanillaSwapFloatingLegNPV' libraryClass='VanillaSwap'> ! <description>returns the NPV of the floating rate leg for the given VanillaSwap object</description> <libraryFunction>floatingLegNPV</libraryFunction> <SupportedPlatforms> *************** *** 187,191 **** <Member name='qlVanillaSwapFairSpread' libraryClass='VanillaSwap'> ! <description>returns the fair spread over the floating rate which would zero the swap NPV</description> <libraryFunction>fairSpread</libraryFunction> <SupportedPlatforms> --- 187,191 ---- <Member name='qlVanillaSwapFairSpread' libraryClass='VanillaSwap'> ! <description>returns the fair spread over the floating rate which would zero the swap NPV for the given VanillaSwap object</description> <libraryFunction>fairSpread</libraryFunction> <SupportedPlatforms> *************** *** 202,206 **** <Member name='qlVanillaSwapFixedRate' libraryClass='VanillaSwap'> ! <description>returns the fixed rate</description> <libraryFunction>fixedRate</libraryFunction> <SupportedPlatforms> --- 202,206 ---- <Member name='qlVanillaSwapFixedRate' libraryClass='VanillaSwap'> ! <description>returns the fixed rate for the given VanillaSwap object</description> <libraryFunction>fixedRate</libraryFunction> <SupportedPlatforms> *************** *** 217,221 **** <Member name='qlVanillaSwapSpread' libraryClass='VanillaSwap'> ! <description>returns the spread over floating rate</description> <libraryFunction>spread</libraryFunction> <SupportedPlatforms> --- 217,221 ---- <Member name='qlVanillaSwapSpread' libraryClass='VanillaSwap'> ! <description>returns the spread over floating rate for the given VanillaSwap object</description> <libraryFunction>spread</libraryFunction> <SupportedPlatforms> *************** *** 232,236 **** <Member name='qlVanillaSwapNominal' libraryClass='VanillaSwap'> ! <description>returns the swap nominal</description> <libraryFunction>nominal</libraryFunction> <SupportedPlatforms> --- 232,236 ---- <Member name='qlVanillaSwapNominal' libraryClass='VanillaSwap'> ! <description>returns the swap nominal for the given VanillaSwap object</description> <libraryFunction>nominal</libraryFunction> <SupportedPlatforms> *************** *** 247,251 **** <Member name='qlVanillaSwapType' libraryClass='VanillaSwap'> ! <description>returns the swap type (Payer or Receiver)</description> <libraryFunction>type</libraryFunction> <SupportedPlatforms> --- 247,251 ---- <Member name='qlVanillaSwapType' libraryClass='VanillaSwap'> ! <description>returns the swap type (Payer or Receiver) of the given VanillaSwap object</description> <libraryFunction>type</libraryFunction> <SupportedPlatforms> *************** *** 262,266 **** <Member name='qlVanillaSwapFixedLegAnalysis' objectClass='VanillaSwap'> ! <description>returns the fixed rate leg cash flow analysis</description> <libraryFunction>fixedLegAnalysis</libraryFunction> <SupportedPlatforms> --- 262,266 ---- <Member name='qlVanillaSwapFixedLegAnalysis' objectClass='VanillaSwap'> ! <description>returns the fixed rate leg cash flow analysis of the given VanillaSwap object</description> <libraryFunction>fixedLegAnalysis</libraryFunction> <SupportedPlatforms> Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.35 retrieving revision 1.36 diff -C2 -d -r1.35 -r1.36 *** ratehelpers.xml 22 Nov 2006 13:34:14 -0000 1.35 --- ratehelpers.xml 11 Dec 2006 09:40:04 -0000 1.36 *************** *** 17,21 **** <Member name='qlEarliestDate' libraryClass='RateHelper'> ! <description>retrieve a RateHelper's earliest date</description> <libraryFunction>earliestDate</libraryFunction> <SupportedPlatforms> --- 17,21 ---- <Member name='qlEarliestDate' libraryClass='RateHelper'> ! <description>returns the earliest date for the given RateHelper object</description> <libraryFunction>earliestDate</libraryFunction> <SupportedPlatforms> *************** *** 32,36 **** <Member name='qlLatestDate' libraryClass='RateHelper'> ! <description>retrieve a RateHelper's latest date</description> <libraryFunction>latestDate</libraryFunction> <SupportedPlatforms> --- 32,36 ---- <Member name='qlLatestDate' libraryClass='RateHelper'> ! <description>returns the latest date for the given RateHelper object</description> <libraryFunction>latestDate</libraryFunction> <SupportedPlatforms> *************** *** 47,51 **** <Member name='qlReferenceQuote' libraryClass='RateHelper'> ! <description>retrieve a RateHelper's reference quote</description> <libraryFunction>referenceQuote</libraryFunction> <SupportedPlatforms> --- 47,51 ---- <Member name='qlReferenceQuote' libraryClass='RateHelper'> ! <description>returns the reference quote for the given RateHelper object</description> <libraryFunction>referenceQuote</libraryFunction> <SupportedPlatforms> *************** *** 145,149 **** <description>day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name="index" libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> --- 145,149 ---- <description>day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name="index" libraryClass='IborIndex'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 155,159 **** <Member name='qlConvexityAdjustment' libraryClass='FuturesRateHelper'> ! <description>get convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>convexityAdjustment</libraryFunction> <SupportedPlatforms> --- 155,159 ---- <Member name='qlConvexityAdjustment' libraryClass='FuturesRateHelper'> ! <description>returns the convexity adjustment for the given FuturesRateHelper object</description> <libraryFunction>convexityAdjustment</libraryFunction> <SupportedPlatforms> *************** *** 216,220 **** <Procedure name='qlRateHelperSelection'> ! <description>select rate helpers for bootstrapping</description> <SupportedPlatforms> <Excel/> --- 216,220 ---- <Procedure name='qlRateHelperSelection'> ! <description>selects rate helpers for bootstrapping</description> <SupportedPlatforms> <Excel/> Index: assetswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/assetswap.xml,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** assetswap.xml 29 Nov 2006 16:14:40 -0000 1.16 --- assetswap.xml 11 Dec 2006 09:40:03 -0000 1.17 *************** *** 41,45 **** <description>floating leg schedule object ID</description> </Parameter> ! <Parameter name='index' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> --- 41,45 ---- <description>floating leg schedule object ID</description> </Parameter> ! <Parameter name='index' libraryClass='IborIndex'> <type>string</type> <tensorRank>scalar</tensorRank> Index: statistics.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/statistics.xml,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** statistics.xml 26 Oct 2006 08:49:29 -0000 1.8 --- statistics.xml 11 Dec 2006 09:40:04 -0000 1.9 *************** *** 13,17 **** <Member name='qlStatisticsSamples' libraryClass='Statistics'> ! <description>Returns the number of samples collected</description> <libraryFunction>samples</libraryFunction> <SupportedPlatforms> --- 13,17 ---- <Member name='qlStatisticsSamples' libraryClass='Statistics'> ! <description>Returns the number of samples collected for the given Statistics object</description> <libraryFunction>samples</libraryFunction> <SupportedPlatforms> *************** *** 28,32 **** <Member name='qlStatisticsWeightSum' libraryClass='Statistics'> ! <description>Returns the sum of data weights</description> <libraryFunction>weightSum</libraryFunction> <SupportedPlatforms> --- 28,32 ---- <Member name='qlStatisticsWeightSum' libraryClass='Statistics'> ! <description>Returns the sum of data weights for the given Statistics object</description> <libraryFunction>weightSum</libraryFunction> <SupportedPlatforms> *************** *** 43,47 **** <Member name='qlStatisticsMean' libraryClass='Statistics'> ! <description>Returns the mean</description> <libraryFunction>mean</libraryFunction> <SupportedPlatforms> --- 43,47 ---- <Member name='qlStatisticsMean' libraryClass='Statistics'> ! <description>Returns the mean for the given Statistics object</description> <libraryFunction>mean</libraryFunction> <SupportedPlatforms> *************** *** 58,62 **** <Member name='qlStatisticsVariance' libraryClass='Statistics'> ! <description>Returns the variance</description> <libraryFunction>variance</libraryFunction> <SupportedPlatforms> --- 58,62 ---- <Member name='qlStatisticsVariance' libraryClass='Statistics'> ! <description>Returns the variance for the given Statistics object</description> <libraryFunction>variance</libraryFunction> <SupportedPlatforms> *************** *** 73,77 **** <Member name='qlStatisticsStandardDeviation' libraryClass='Statistics'> ! <description>Returns the the standard deviation</description> <libraryFunction>standardDeviation</libraryFunction> <SupportedPlatforms> --- 73,77 ---- <Member name='qlStatisticsStandardDeviation' libraryClass='Statistics'> ! <description>Returns the the standard deviation for the given Statistics object</description> <libraryFunction>standardDeviation</libraryFunction> <SupportedPlatforms> *************** *** 88,92 **** <Member name='qlStatisticsErrorEstimate' libraryClass='Statistics'> ! <description>Returns the error estimate on the mean value</description> <libraryFunction>errorEstimate</libraryFunction> <SupportedPlatforms> --- 88,92 ---- <Member name='qlStatisticsErrorEstimate' libraryClass='Statistics'> ! <description>Returns the error estimate on the mean value for the given Statistics object</description> <libraryFunction>errorEstimate</libraryFunction> <SupportedPlatforms> *************** *** 103,107 **** <Member name='qlStatisticsSkewness' libraryClass='Statistics'> ! <description>Returns the skewness</description> <libraryFunction>skewness</libraryFunction> <SupportedPlatforms> --- 103,107 ---- <Member name='qlStatisticsSkewness' libraryClass='Statistics'> ! <description>Returns the skewness for the given Statistics object</description> <libraryFunction>skewness</libraryFunction> <SupportedPlatforms> *************** *** 118,122 **** <Member name='qlStatisticsKurtosis' libraryClass='Statistics'> ! <description>Returns the excess kurtosis</description> <libraryFunction>kurtosis</libraryFunction> <SupportedPlatforms> --- 118,122 ---- <Member name='qlStatisticsKurtosis' libraryClass='Statistics'> ! <description>Returns the excess kurtosis for the given Statistics object</description> <libraryFunction>kurtosis</libraryFunction> <SupportedPlatforms> *************** *** 133,137 **** <Member name='qlStatisticsMin' libraryClass='Statistics'> ! <description>Returns the minimum sample value</description> <libraryFunction>min</libraryFunction> <SupportedPlatforms> --- 133,137 ---- <Member name='qlStatisticsMin' libraryClass='Statistics'> ! <description>Returns the minimum sample value for the given Statistics object</description> <libraryFunction>min</libraryFunction> <SupportedPlatforms> *************** *** 148,152 **** <Member name='qlStatisticsMax' libraryClass='Statistics'> ! <description>Returns the maximum sample value</description> <libraryFunction>max</libraryFunction> <SupportedPlatforms> --- 148,152 ---- <Member name='qlStatisticsMax' libraryClass='Statistics'> ! <description>Returns the maximum sample value for the given Statistics object</description> <libraryFunction>max</libraryFunction> <SupportedPlatforms> *************** *** 163,167 **** <Member name='qlStatisticsPercentile' libraryClass='Statistics'> ! <description>Returns the x-th percentile</description> <libraryFunction>percentile</libraryFunction> <SupportedPlatforms> --- 163,167 ---- <Member name='qlStatisticsPercentile' libraryClass='Statistics'> ! <description>Returns the x-th percentile for the given Statistics object</description> <libraryFunction>percentile</libraryFunction> <SupportedPlatforms> *************** *** 184,188 **** <Member name='qlStatisticsTopPercentile' libraryClass='Statistics'> ! <description>Returns the x-th top percentile.</description> <libraryFunction>topPercentile</libraryFunction> <SupportedPlatforms> --- 184,188 ---- <Member name='qlStatisticsTopPercentile' libraryClass='Statistics'> ! <description>Returns the x-th top percentile for the given Statistics object.</description> <libraryFunction>topPercentile</libraryFunction> <SupportedPlatforms> *************** *** 207,211 **** <Member name='qlStatisticsGaussianDownsideVariance' libraryClass='Statistics'> ! <description>Returns the variance of observations below 0.0 .</description> <libraryFunction>gaussianDownsideVariance</libraryFunction> <SupportedPlatforms> --- 207,211 ---- <Member name='qlStatisticsGaussianDownsideVariance' libraryClass='Statistics'> ! <description>Returns the variance of observations below zero for the given Statistics object.</description> <libraryFunction>gaussianDownsideVariance</libraryFunction> <SupportedPlatforms> *************** *** 222,226 **** <Member name='qlStatisticsGaussianDownsideDeviation' libraryClass='Statistics'> ! <description>Returns the square root of the downside variance.</description> <libraryFunction>gaussianDownsideDeviation</libraryFunction> <SupportedPlatforms> --- 222,226 ---- <Member name='qlStatisticsGaussianDownsideDeviation' libraryClass='Statistics'> ! <description>Returns the square root of the downside variance for the given Statistics object.</description> <libraryFunction>gaussianDownsideDeviation</libraryFunction> <SupportedPlatforms> *************** *** 237,241 **** <Member name='qlStatisticsGaussianRegret' libraryClass='Statistics'> ! <description>Returns the variance of observations below the target.</description> <libraryFunction>gaussianRegret</libraryFunction> <SupportedPlatforms> --- 237,241 ---- <Member name='qlStatisticsGaussianRegret' libraryClass='Statistics'> ! <description>Returns the variance of observations below the target for the given Statistics object.</description> <libraryFunction>gaussianRegret</libraryFunction> <SupportedPlatforms> *************** *** 258,262 **** <Member name='qlStatisticsGaussianPercentile' libraryClass='Statistics'> ! <description>Returns the x-th percentile.</description> <libraryFunction>gaussianPercentile</libraryFunction> <SupportedPlatforms> --- 258,262 ---- <Member name='qlStatisticsGaussianPercentile' libraryClass='Statistics'> ! <description>Returns the x-th percentile for the given Statistics object.</description> <libraryFunction>gaussianPercentile</libraryFunction> <SupportedPlatforms> *************** *** 279,283 **** <Member name='qlStatisticsGaussianTopPercentile' libraryClass='Statistics'> ! <description>Returns the x-th top percentile.</description> <libraryFunction>gaussianTopPercentile</libraryFunction> <SupportedPlatforms> --- 279,283 ---- <Member name='qlStatisticsGaussianTopPercentile' libraryClass='Statistics'> ! <description>Returns the x-th top percentile for the given Statistics object.</description> <libraryFunction>gaussianTopPercentile</libraryFunction> <SupportedPlatforms> *************** *** 300,304 **** <Member name='qlStatisticsGaussianPotentialUpside' libraryClass='Statistics'> ! <description>Returns the reciprocal of VAR at a given percentile.</description> <libraryFunction>gaussianPotentialUpside</libraryFunction> <SupportedPlatforms> --- 300,304 ---- <Member name='qlStatisticsGaussianPotentialUpside' libraryClass='Statistics'> ! <description>Returns the reciprocal of VAR at a given percentile for the given Statistics object.</description> <libraryFunction>gaussianPotentialUpside</libraryFunction> <SupportedPlatforms> *************** *** 321,325 **** <Member name='qlStatisticsGaussianValueAtRisk' libraryClass='Statistics'> ! <description>Returns the value-at-risk at a given percentile.</description> <libraryFunction>gaussianValueAtRisk</libraryFunction> <SupportedPlatforms> --- 321,325 ---- <Member name='qlStatisticsGaussianValueAtRisk' libraryClass='Statistics'> ! <description>Returns the value-at-risk at a given percentile for the given Statistics object.</description> <libraryFunction>gaussianValueAtRisk</libraryFunction> <SupportedPlatforms> *************** *** 342,346 **** <Member name='qlStatisticsGaussianExpectedShortfall' libraryClass='Statistics'> ! <description>Returns the expected loss in case that the loss exceeded a VaR threshold.</description> <libraryFunction>gaussianExpectedShortfall</libraryFunction> <SupportedPlatforms> --- 342,346 ---- <Member name='qlStatisticsGaussianExpectedShortfall' libraryClass='Statistics'> ! <description>Returns the expected loss in case that the loss exceeded a VaR threshold for the given Statistics object.</description> <libraryFunction>gaussianExpectedShortfall</libraryFunction> <SupportedPlatforms> *************** *** 363,367 **** <Member name='qlStatisticsGaussianShortfall' libraryClass='Statistics'> ! <description>Returns the probability of missing the given target.</description> <libraryFunction>gaussianShortfall</libraryFunction> <SupportedPlatforms> --- 363,367 ---- <Member name='qlStatisticsGaussianShortfall' libraryClass='Statistics'> ! <description>Returns the probability of missing the given target for the given Statistics object.</description> <libraryFunction>gaussianShortfall</libraryFunction> <SupportedPlatforms> *************** *** 384,388 **** <Member name='qlStatisticsGaussianAverageShortfall' libraryClass='Statistics'> ! <description>Returns the averaged shortfallness.</description> <libraryFunction>gaussianAverageShortfall</libraryFunction> <SupportedPlatforms> --- 384,388 ---- <Member name='qlStatisticsGaussianAverageShortfall' libraryClass='Statistics'> ! <description>Returns the averaged shortfallness for the given Statistics object.</description> <libraryFunction>gaussianAverageShortfall</libraryFunction> <SupportedPlatforms> *************** *** 407,411 **** <Member name='qlStatisticsSemiVariance' libraryClass='Statistics'> ! <description>Returns the variance of observations below the mean.</description> <libraryFunction>semiVariance</libraryFunction> <SupportedPlatforms> --- 407,411 ---- <Member name='qlStatisticsSemiVariance' libraryClass='Statistics'> ! <description>Returns the variance of observations below the mean for the given Statistics object.</description> <libraryFunction>semiVariance</libraryFunction> <SupportedPlatforms> *************** *** 422,426 **** <Member name='qlStatisticsSemiDeviation' libraryClass='Statistics'> ! <description>Returns the square root of the semivariance.</description> <libraryFunction>semiDeviation</libraryFunction> <SupportedPlatforms> --- 422,426 ---- <Member name='qlStatisticsSemiDeviation' libraryClass='Statistics'> ! <description>Returns the square root of the semivariance for the given Statistics object.</description> <libraryFunction>semiDeviation</libraryFunction> <SupportedPlatforms> *************** *** 437,441 **** <Member name='qlStatisticsDownsideVariance' libraryClass='Statistics'> ! <description>Returns the variance of observations below 0.0 .</description> <libraryFunction>downsideVariance</libraryFunction> <SupportedPlatforms> --- 437,441 ---- <Member name='qlStatisticsDownsideVariance' libraryClass='Statistics'> ! <description>Returns the variance of observations below zero for the given Statistics object.</description> <libraryFunction>downsideVariance</libraryFunction> <SupportedPlatforms> *************** *** 452,456 **** <Member name='qlStatisticsDownsideDeviation' libraryClass='Statistics'> ! <description>Returns the square root of the downside variance.</description> <libraryFunction>downsideDeviation</libraryFunction> <SupportedPlatforms> --- 452,456 ---- <Member name='qlStatisticsDownsideDeviation' libraryClass='Statistics'> ! <description>Returns the square root of the downside variance for the given Statistics object.</description> <libraryFunction>downsideDeviation</libraryFunction> <SupportedPlatforms> *************** *** 467,471 **** <Member name='qlStatisticsRegret' libraryClass='Statistics'> ! <description>Returns the variance of observations below target.</description> <libraryFunction>regret</libraryFunction> <SupportedPlatforms> --- 467,471 ---- <Member name='qlStatisticsRegret' libraryClass='Statistics'> ! <description>Returns the variance of observations below target for the given Statistics object.</description> <libraryFunction>regret</libraryFunction> <SupportedPlatforms> *************** *** 488,492 **** <Member name='qlStatisticsPotentialUpside' libraryClass='Statistics'> ! <description>Returns the reciprocal of VAR at a given percentile.</description> <libraryFunction>potentialUpside</libraryFunction> <SupportedPlatforms> --- 488,492 ---- <Member name='qlStatisticsPotentialUpside' libraryClass='Statistics'> ! <description>Returns the reciprocal of VAR at a given percentile for the given Statistics object.</description> <libraryFunction>potentialUpside</libraryFunction> <SupportedPlatforms> *************** *** 509,513 **** <Member name='qlStatisticsValueAtRisk' libraryClass='Statistics'> ! <description>Returns the value-at-risk at a given percentile.</description> <libraryFunction>valueAtRisk</libraryFunction> <SupportedPlatforms> --- 509,513 ---- <Member name='qlStatisticsValueAtRisk' libraryClass='Statistics'> ! <description>Returns the value-at-risk at a given percentile for the given Statistics object.</description> <libraryFunction>valueAtRisk</libraryFunction> <SupportedPlatforms> *************** *** 530,534 **** <Member name='qlStatisticsExpectedShortfall' libraryClass='Statistics'> ! <description>Returns the expected loss in case that the loss exceeded a VaR threshold.</description> <libraryFunction>expectedShortfall</libraryFunction> <SupportedPlatforms> --- 530,534 ---- <Member name='qlStatisticsExpectedShortfall' libraryClass='Statistics'> ! <description>Returns the expected loss in case that the loss exceeded a VaR threshold for the given Statistics object.</description> <libraryFunction>expectedShortfall</libraryFunction> <SupportedPlatforms> *************** *** 551,555 **** <Member name='qlStatisticsShortfall' libraryClass='Statistics'> ! <description>Returns the probability of missing the given target.</description> <libraryFunction>shortfall</libraryFunction> <SupportedPlatforms> --- 551,555 ---- <Member name='qlStatisticsShortfall' libraryClass='Statistics'> ! <description>Returns the probability of missing the given target for the given Statistics object.</description> <libraryFunction>shortfall</libraryFunction> <SupportedPlatforms> *************** *** 572,576 **** <Member name='qlStatisticsAverageShortfall' libraryClass='Statistics'> ! <description>Returns the averaged shortfallness.</description> <libraryFunction>averageShortfall</libraryFunction> <SupportedPlatforms> --- 572,576 ---- <Member name='qlStatisticsAverageShortfall' libraryClass='Statistics'> ! <description>Returns the averaged shortfallness for the given Statistics object.</description> <libraryFunction>averageShortfall</libraryFunction> <SupportedPlatforms> *************** *** 622,626 **** <Procedure name='qlGaussianDownsideVariance'> ! <description>Returns the variance of observations below 0.0 .</description> <alias>QuantLibAddin::gaussianDownsideVariance</alias> <SupportedPlatforms> --- 622,626 ---- <Procedure name='qlGaussianDownsideVariance'> ! <description>Returns the variance of observations below zero.</description> <alias>QuantLibAddin::gaussianDownsideVariance</alias> <SupportedPlatforms> Index: payoffs.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/payoffs.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** payoffs.xml 13 Nov 2006 09:44:31 -0000 1.10 --- payoffs.xml 11 Dec 2006 09:40:04 -0000 1.11 *************** *** 11,15 **** <Member name='qlPayoffType' libraryClass='Payoff'> ! <description>returns the payoff type (e.g. Vanilla, PercentageStrike, AssetOrNothing, CashOrNothing, Gap, SuperShare).</description> <libraryFunction>type</libraryFunction> <SupportedPlatforms> --- 11,15 ---- <Member name='qlPayoffType' libraryClass='Payoff'> ! <description>returns the type (e.g. Vanilla, CashOrNothing, etc.) for the given Payoff object.</description> <libraryFunction>type</libraryFunction> <SupportedPlatforms> *************** *** 26,30 **** <Member name='qlPayoffDescription' libraryClass='Payoff'> ! <description>returns the payoff description (e.g. CashOrNothing, strike 32.2, cash payoff 2.5).</description> <libraryFunction>description</libraryFunction> <SupportedPlatforms> --- 26,30 ---- <Member name='qlPayoffDescription' libraryClass='Payoff'> ! <description>returns the description (e.g. CashOrNothing, strike 32.2, cash payoff 2.5) for the given Payoff object.</description> <libraryFunction>description</libraryFunction> <SupportedPlatforms> *************** *** 41,45 **** <Member name='qlPayoffValue' libraryClass='Payoff'> ! <description>returns the payoff value given an underlying reference level.</description> <libraryFunction>operator()</libraryFunction> <SupportedPlatforms> --- 41,45 ---- <Member name='qlPayoffValue' libraryClass='Payoff'> ! <description>returns the payoff value given an underlying reference level for the given Payoff object.</description> <libraryFunction>operator()</libraryFunction> <SupportedPlatforms> *************** *** 62,66 **** <Member name='qlPayoffOptionType' libraryClass='TypePayoff'> ! <description>returns the payoff option type (e.g. Call, Put).</description> <libraryFunction>optionType</libraryFunction> <SupportedPlatforms> --- 62,66 ---- <Member name='qlPayoffOptionType' libraryClass='TypePayoff'> ! <description>returns the option-type (e.g. Call, Put) for the given Payoff object.</description> <libraryFunction>optionType</libraryFunction> <SupportedPlatforms> *************** *** 77,81 **** <Member name='qlPayoffStrike' libraryClass='StrikedTypePayoff'> ! <description>returns the payoff strike.</description> <libraryFunction>strike</libraryFunction> <SupportedPlatforms> --- 77,81 ---- <Member name='qlPayoffStrike' libraryClass='StrikedTypePayoff'> ! <description>returns the strike for the given Payoff object.</description> <libraryFunction>strike</libraryFunction> <SupportedPlatforms> *************** *** 92,96 **** <!--<Member name='qlPayoffCashPayoff' libraryClass='CashOrNothingPayoff'> ! <description>returns the cash payoff of CashOrNothing payoff.</description> <libraryFunction>cashPayoff</libraryFunction> <SupportedPlatforms> --- 92,96 ---- <!--<Member name='qlPayoffCashPayoff' libraryClass='CashOrNothingPayoff'> ! <description>returns the cash payoff of the given CashOrNothingPayoff object.</description> <libraryFunction>cashPayoff</libraryFunction> <SupportedPlatforms> *************** *** 107,111 **** <Member name='qlPayoffStrikePayoff' libraryClass='GapPayoff'> ! <description>returns the strike payoff of Gap payoff.</description> <libraryFunction>strikePayoff</libraryFunction> <SupportedPlatforms> --- 107,111 ---- <Member name='qlPayoffStrikePayoff' libraryClass='GapPayoff'> ! <description>returns the strike payoff of the given GapPayoff object.</description> <libraryFunction>strikePayoff</libraryFunction> <SupportedPlatforms> *************** *** 122,126 **** <Member name='qlPayoffStrikeIncrement' libraryClass='SuperSharePayoff'> ! <description>returns the strike increment of SuperShare payoff.</description> <libraryFunction>strikeIncrement</libraryFunction> <SupportedPlatforms> --- 122,126 ---- <Member name='qlPayoffStrikeIncrement' libraryClass='SuperSharePayoff'> ! <description>returns the strike increment of the given SuperSharePayoff object.</description> <libraryFunction>strikeIncrement</libraryFunction> <SupportedPlatforms> *************** *** 137,141 **** <Member name='qlPayoffThirdParameter' objectClass='StrikedTypePayoff'> ! <description>returns the third parametet of a StrikedType payoff.</description> <libraryFunction>thirdParameter</libraryFunction> <SupportedPlatforms> --- 137,141 ---- <Member name='qlPayoffThirdParameter' objectClass='StrikedTypePayoff'> ! <description>returns the third parametet of teh given StrikedTypePayoff object.</description> <libraryFunction>thirdParameter</libraryFunction> <SupportedPlatforms> *************** *** 151,155 **** </Member> ! <Constructor name='qlPayoff'> <libraryFunction>StrikedTypePayoff</libraryFunction> <SupportedPlatforms> --- 151,155 ---- </Member> ! <Constructor name='qlStrikedTypePayoff'> <libraryFunction>StrikedTypePayoff</libraryFunction> <SupportedPlatforms> Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.50 retrieving revision 1.51 diff -C2 -d -r1.50 -r1.51 *** index.xml 28 Nov 2006 19:52:22 -0000 1.50 --- index.xml 11 Dec 2006 09:40:03 -0000 1.51 *************** *** 18,22 **** <Member name='qlIndexName' libraryClass='Index'> ! <description>retrive the name for the given Index object</description> <libraryFunction>name</libraryFunction> <SupportedPlatforms> --- 18,22 ---- <Member name='qlIndexName' libraryClass='Index'> ! <description>Returns the name for the given Index object</description> <libraryFunction>name</libraryFunction> <SupportedPlatforms> *************** *** 33,37 **** <Member name='qlIndexIsValidFixingDate' libraryClass='Index' loopParameter='fixingDate'> ! <description>Returns TRUE if the fixing date is a valid one</description> <libraryFunction>isValidFixingDate</libraryFunction> <SupportedPlatforms> --- 33,37 ---- <Member name='qlIndexIsValidFixingDate' libraryClass='Index' loopParameter='fixingDate'> ! <description>Returns TRUE if the fixing date is a valid one for the given Index object</description> <libraryFunction>isValidFixingDate</libraryFunction> <SupportedPlatforms> *************** *** 80,84 **** <Member name='qlIndexAddFixings' libraryClass='Index'> ! <description>add fixings for the given Index object</description> <libraryFunction>addFixings</libraryFunction> <SupportedPlatforms> --- 80,84 ---- <Member name='qlIndexAddFixings' libraryClass='Index'> ! <description>Adds fixings for the given Index object</description> <libraryFunction>addFixings</libraryFunction> <SupportedPlatforms> *************** *** 108,112 **** <Member name='qlInterestRateIndexFamilyName' libraryClass='InterestRateIndex'> ! <description>retrieve the family name for the given Index (e.g. EURIBOR)</description> <libraryFunction>familyName</libraryFunction> <SupportedPlatforms> --- 108,112 ---- <Member name='qlInterestRateIndexFamilyName' libraryClass='InterestRateIndex'> ! <description>Returns the family name for the given Index (e.g. EURIBOR)</description> <libraryFunction>familyName</libraryFunction> <SupportedPlatforms> *************** *** 123,127 **** <Member name='qlInterestRateIndexTenor' libraryClass='InterestRateIndex'> ! <description>retrieve the tenor for the given Index (e.g. 6m)</description> <libraryFunction>tenor</libraryFunction> <SupportedPlatforms> --- 123,127 ---- <Member name='qlInterestRateIndexTenor' libraryClass='InterestRateIndex'> ! <description>Returns the tenor (i.e. length) for the given Index (e.g. 6M, 10Y)</description> <libraryFunction>tenor</libraryFunction> <SupportedPlatforms> *************** *** 138,142 **** <Member name='qlInterestRateIndexSettlementDays' libraryClass='InterestRateIndex'> ! <description>retrieve the settlement days for the given Index (e.g. 2)</description> <libraryFunction>settlementDays</libraryFunction> <SupportedPlatforms> --- 138,142 ---- <Member name='qlInterestRateIndexSettlementDays' libraryClass='InterestRateIndex'> ! <description>Returns the settlement days for the given Index (e.g. 2)</description> <libraryFunction>settlementDays</libraryFunction> <SupportedPlatforms> *************** *** 153,157 **** <Member name='qlInterestRateIndexCurrency' libraryClass='InterestRateIndex'> ! <description>retrieve the currency for the given Index (e.g. EUR)</description> <libraryFunction>currency</libraryFunction> <SupportedPlatforms> --- 153,157 ---- <Member name='qlInterestRateIndexCurrency' libraryClass='InterestRateIndex'> ! <description>Returns the currency for the given Index object (e.g. EUR)</description> <libraryFunction>currency</libraryFunction> <SupportedPlatforms> *************** *** 168,172 **** <Member name='qlInterestRateIndexCalendar' libraryClass='InterestRateIndex'> ! <description>retrieve the calendar for the given Index (e.g. TARGET)</description> <libraryFunction>calendar</libraryFunction> <SupportedPlatforms> --- 168,172 ---- <Member name='qlInterestRateIndexCalendar' libraryClass='InterestRateIndex'> ! <description>Returns the calendar for the given Index object (e.g. TARGET)</description> <libraryFunction>calendar</libraryFunction> <SupportedPlatforms> *************** *** 183,187 **** <Member name='qlInterestRateIndexDayCounter' libraryClass='InterestRateIndex'> ! <description>retrieve the day count fraction for the given Index (e.g. Actual/360)</description> <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> --- 183,187 ---- <Member name='qlInterestRateIndexDayCounter' libraryClass='InterestRateIndex'> ! <description>Returns the DayCounter for the given Index object (e.g. Actual/360)</description> <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> *************** *** 198,202 **** <Member name='qlInterestRateIndexForecastFixing' libraryClass='InterestRateIndex' loopParameter='fixingDate'> ! <description>Returns the forecasted fixing for the given Index object. The fixing is forecasted even if avaible in the actual one is available in the time series.</description> <libraryFunction>forecastFixing</libraryFunction> <SupportedPlatforms> --- 198,202 ---- <Member name='qlInterestRateIndexForecastFixing' libraryClass='InterestRateIndex' loopParameter='fixingDate'> ! <description>Returns the forecasted fixing for the given Index object. Today's fixing is forecasted even if the actual one is available in the time series.</description> <libraryFunction>forecastFixing</libraryFunction> <SupportedPlatforms> *************** *** 219,223 **** <Member name='qlInterestRateIndexValueDate' libraryClass='InterestRateIndex' loopParameter='fixingDate'> ! <description>retrieve the value date for Index object</description> <libraryFunction>valueDate</libraryFunction> <SupportedPlatforms> --- 219,223 ---- <Member name='qlInterestRateIndexValueDate' libraryClass='InterestRateIndex' loopParameter='fixingDate'> ! <description>Returns the value date for the given fixing date for the given Index object</description> <libraryFunction>valueDate</libraryFunction> <SupportedPlatforms> *************** *** 240,244 **** <Member name='qlInterestRateIndexMaturity' libraryClass='InterestRateIndex' loopParameter='valueDate'> ! <description>retrieve the maturity date for Index object</description> <libraryFunction>maturityDate</libraryFunction> <SupportedPlatforms> --- 240,244 ---- <Member name='qlInterestRateIndexMaturity' libraryClass='InterestRateIndex' loopParameter='valueDate'> ! <description>Returns the maturity date for the given value date for the given Index object</description> <libraryFunction>maturityDate</libraryFunction> <SupportedPlatforms> *************** *** 260,282 **** </Member> ! <!-- Xibor interface --> ! ! <Member name='qlXiborIndexIsAdjusted' libraryClass='Xibor'> ! <description>returns TRUE if business day convention is of type adjusted and FALSE otherwise.</description> ! <libraryFunction>isAdjusted</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! <Member name='qlXiborIndexBusinessDayConv' libraryClass='Xibor'> ! <description>retrieve the business day convention for the given Index (e.g. Modified Following)</description> <libraryFunction>businessDayConvention</libraryFunction> <SupportedPlatforms> --- 260,267 ---- </Member> ! <!-- IborIndex interface --> ! <Member name='qlIborIndexBusinessDayConv' libraryClass='IborIndex'> ! <description>Returns the business day convention for the given IborIndex object (e.g. Modified Following)</description> <libraryFunction>businessDayConvention</libraryFunction> <SupportedPlatforms> *************** *** 292,297 **** </Member> ! <Member name='qlXiborIndexEndOfMonth' libraryClass='Xibor'> ! <description>Returns TRUE if the index follow the 'end of month' convention</description> <libraryFunction>endOfMonth</libraryFunction> <SupportedPlatforms> --- 277,282 ---- </Member> ! <Member name='qlIborIndexEndOfMonth' libraryClass='IborIndex'> ! <description>Returns TRUE if the given IborIndex object follows the 'end of month' convention</description> <libraryFunction>endOfMonth</libraryFunction> <SupportedPlatforms> *************** *** 307,312 **** </Member> ! <!--<Member name='qlIndexTermStructure' libraryClass='Xibor'> ! <description>retrieve the term structure for the given Index (e.g. EURYC)</description> <libraryFunction>termStructure</libraryFunction> <SupportedPlatforms> --- 292,297 ---- </Member> ! <!--<Member name='qlIborIndexTermStructure' libraryClass='IborIndex'> ! <description>Returns the term structure for the given IborIndex (e.g. EURYC)</description> <libraryFunction>termStructure</libraryFunction> <SupportedPlatforms> *************** *** 322,329 **** </Member>--> ! <!-- Xibor constructor --> ! <Constructor name='qlXibor'> ! <libraryFunction>Xibor</libraryFunction> <SupportedPlatforms> <Excel/> --- 307,314 ---- </Member>--> ! <!-- IborIndex constructor --> ! <Constructor name='qlIborIndex'> ! <libraryFunction>IborIndex</libraryFunction> <SupportedPlatforms> <Excel/> *************** *** 331,335 **** <ParameterList> <Parameters> ! <Parameter name='FamilyName'> <type>string</type> <tensorRank>scalar</tensorRank> --- 316,320 ---- <ParameterList> <Parameters> ! <Parameter name='familyName'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 383,387 **** <Procedure name='qlSetEuriborTermStructure'> ! <description>set the yield term structure which is linked to by the handle shared by all enumerated Euribor objects</description> <alias>QuantLibAddin::EuriborHandle::instance().linkEuriborHandle</alias> <SupportedPlatforms> --- 368,372 ---- <Procedure name='qlSetEuriborTermStructure'> ! <description>Sets the yield term structure which is linked to by the handle shared by all enumerated Euribor objects</description> <alias>QuantLibAddin::EuriborHandle::instance().linkEuriborHandle</alias> <SupportedPlatforms> *************** *** 405,411 **** <!-- SwapIndex interface --> ! <Member name='qlSwapIndexFixedLegFreq' libraryClass='SwapIndex'> ! <description>retrieve the frequency for the underlying swap's fixed leg (e.g. annual)</description> ! <libraryFunction>fixedLegFrequency</libraryFunction> <SupportedPlatforms> <Excel/> --- 390,396 ---- <!-- SwapIndex interface --> ! <Member name='qlSwapIndexFixedLegTenor' libraryClass='SwapIndex'> ! <description>Returns the fixed leg tenor for the given SwapIndex object (e.g. 1Y)</description> ! <libraryFunction>fixedLegTenor</libraryFunction> <SupportedPlatforms> <Excel/> *************** *** 414,418 **** <Parameters/> </ParameterList> ! <ReturnValue enumeration='QuantLib::Frequency'> <type>string</type> <tensorRank>scalar</tensorRank> --- 399,403 ---- <Parameters/> </ParameterList> ! <ReturnValue enumeration='QuantLib::Period'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 421,425 **** <Member name='qlSwapIndexFixedLegBDC' libraryClass='SwapIndex'> ! <description>retrieve the business day convention for the underlying swap's fixed leg (e.g. Modified Following)</description> <libraryFunction>fixedLegConvention</libraryFunction> <SupportedPlatforms> --- 406,410 ---- <Member name='qlSwapIndexFixedLegBDC' libraryClass='SwapIndex'> ! <description>Returns the business day convention for the given SwapIndex object (e.g. Modified Following)</description> <libraryFunction>fixedLegConvention</libraryFunction> <SupportedPlatforms> *************** *** 436,440 **** <!--<Member name='qlSwapIndexUnderlyingIndex' libraryClass='SwapIndex'> ! <description>retrieve the swap's underlying index (e.g. EURIBOR6m)</description> <libraryFunction>iborIndex</libraryFunction> <SupportedPlatforms> --- 421,425 ---- <!--<Member name='qlSwapIndexUnderlyingIndex' libraryClass='SwapIndex'> ! <description>Returns the underlying IborIndex for the given SwapIndex object (e.g. EURIBOR6M)</description> <libraryFunction>iborIndex</libraryFunction> <SupportedPlatforms> *************** *** 463,467 **** <ParameterList> <Parameters> ! <Parameter name='FamilyName'> <type>string</type> <tensorRank>scalar</tensorRank> --- 448,452 ---- <ParameterList> <Parameters> ! <Parameter name='familyName'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 488,495 **** <description>holiday calendar (e.g. TARGET)</description> </Parameter> ! <Parameter name='fixedLegFrequency' enumeration='QuantLib::Frequency'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>frequency of the underlying swap's fixed leg (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> </Parameter> <Parameter name='fixedLegBDC' enumeration='QuantLib::BusinessDayConvention'> --- 473,480 ---- <description>holiday calendar (e.g. TARGET)</description> </Parameter> ! <Parameter name='fixedLegTenor' libraryType='QuantLib::Period'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>tenor of the underlying swap's fixed leg (e.g. 6M, 1Y, 3M)</description> </Parameter> <Parameter name='fixedLegBDC' enumeration='QuantLib::BusinessDayConvention'> *************** *** 503,510 **** <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> --- 488,495 ---- <description>day counter of the underlying swap's fixed leg (e.g. 30/360::BondBasis)</description> </Parameter> ! <Parameter name='index' libraryClass='IborIndex'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>swap's floating ibor index object ID</description> </Parameter> </Parameters> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.42 retrieving revision 1.43 diff -C2 -d -r1.42 -r1.43 *** bonds.xml 22 Nov 2006 13:34:14 -0000 1.42 --- bonds.xml 11 Dec 2006 09:40:03 -0000 1.43 *************** *** 21,25 **** <Member name='qlBondFlowAnalysis' objectClass='Bond'> ! <description>Cash flow analysis.</description> <libraryFunction>flowAnalysis</libraryFunction> <SupportedPlatforms> --- 21,25 ---- <Member name='qlBondFlowAnalysis' objectClass='Bond'> ! <description>Returns the bond cash flow analysis.</description> <libraryFunction>flowAnalysis</libraryFunction> <SupportedPlatforms> *************** *** 51,55 **** <Member name='qlBondFirstCouponDate' libraryClass='Bond'> ! <description>Retrieves the first coupon date of the bond.</description> <libraryFunction>firstCouponDate</libraryFunction> <SupportedPlatforms> --- 51,55 ---- <Member name='qlBondFirstCouponDate' libraryClass='Bond'> ! <description>Returns the first coupon date of the bond.</description> <libraryFunction>firstCouponDate</libraryFunction> <SupportedPlatforms> *************** *** 66,70 **** <Member name='qlBondMaturityDate' libraryClass='Bond'> ! <description>Retrieves the maturity date of the bond.</description> <libraryFunction>maturityDate</libraryFunction> <SupportedPlatforms> --- 66,70 ---- <Member name='qlBondMaturityDate' libraryClass='Bond'> ! <description>Returns the maturity date of the bond.</description> <libraryFunction>maturityDate</libraryFunction> <SupportedPlatforms> *************** *** 96,100 **** <Member name='qlBondAccrualBDC' libraryClass='Bond'> ! <description>Retrieves the accrual business day convention for the given Bond, e.g. Unadjusted.</description> <libraryFunction>accrualConvention</libraryFunction> <SupportedPlatforms> --- 96,100 ---- <Member name='qlBondAccrualBDC' libraryClass='Bond'> ! <description>Returns the accrual business day convention for the given Bond, e.g. Unadjusted.</description> <libraryFunction>accrualConvention</libraryFunction> <SupportedPlatforms> *************** *** 111,115 **** <Member name='qlBondPaymentBDC' libraryClass='Bond'> ! <description>Retrieves the accrual business day convention for the given Bond, e.g. Unadjusted.</description> <libraryFunction>paymentConvention</libraryFunction> <SupportedPlatforms> --- 111,115 ---- <Member name='qlBondPaymentBDC' libraryClass='Bond'> ! <description>Returns the accrual business day convention for the given Bond, e.g. Unadjusted.</description> <libraryFunction>paymentConvention</libraryFunction> <SupportedPlatforms> *************** *** 125,130 **** </Member> ! <Member name='qlBondDayCount' libraryClass='Bond'> ! <description>Retrieves the day count fraction for the given Bond, e.g. Act/Act.</description> <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> --- 125,130 ---- </Member> ! <Member name='qlBondDayCounter' libraryClass='Bond'> ! <description>Returns the DayCounter convention for the given Bond, e.g. Actual360.</description> <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> *************** *** 141,145 **** <Member name='qlBondFrequency' libraryClass='Bond'> ! <description>Retrieves the frequency for the given Bond, e.g. Annual.</description> <libraryFunction>frequency</libraryFunction> <SupportedPlatforms> --- 141,145 ---- <Member name='qlBondFrequency' libraryClass='Bond'> ! <description>Returns the frequency for the given Bond, e.g. Annual.</description> <libraryFunction>frequency</libraryFunction> <SupportedPlatforms> *************** *** 155,160 **** </Member> ! <Member name='qlBondThCleanPrice' libraryClass='Bond'> ! <description>Theoretical clean price: The default bond settlement is used for calculation.</description> <libraryFunction>cleanPrice</libraryFunction> <SupportedPlatforms> --- 155,160 ---- </Member> ! <Member name='qlBondCleanPrice' libraryClass='Bond'> ! <description>Returns the clean price for the given bond. The default bond settlement date is used for calculation.</description> <libraryFunction>cleanPrice</libraryFunction> <SupportedPlatforms> *************** *** 170,175 **** </Member> ! <Member name='qlBondThDirtyPrice' libraryClass='Bond'> ! <description>Theoretical dirty price. The default bond settlement is used for calculation.</description> <libraryFunction>dirtyPrice</libraryFunction> <SupportedPlatforms> --- 170,175 ---- </Member> ! <Member name='qlBondDirtyPrice' libraryClass='Bond'> ! <description>Returns the dirty price for the given bond. The default bond settlement date is used for calculation.</description> <libraryFunction>dirtyPrice</libraryFunction> <SupportedPlatforms> *************** *** 185,190 **** </Member> ! <Member name='qlBondThYield' libraryClass='Bond'> ! <description>Theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description> <libraryFunction>yield</libraryFunction> <SupportedPlatforms> --- 185,190 ---- </Member> ! <Member name='qlBondYield' libraryClass='Bond'> ! <description>Returns the yield for the given bond. The default bond settlement date is used for calculation.</description> <libraryFunction>yield</libraryFunction> <SupportedPlatforms> *************** *** 206,211 **** </Member> ! <Member name='qlBondCleanPrice' libraryClass='Bond'> ! <description>Clean price given a yield and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>cleanPrice</libraryFunction> <SupportedPlatforms> --- 206,212 ---- </Member> ! <!--<Member name='qlBondCleanPrice2' libraryClass='Bond' loopParameter='yield'>--> ! <!--<Member name='qlBondCleanPrice2' libraryClass='Bond'> ! <description>Returns the clean price for the given bond corresponding to the given yield and settlement date. The default bond settlement is used if no... [truncated message content] |
