[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumclasses.xml, 1.33, 1.34 payoffs.xml, 1.11, 1.12

[Chiara F. <chi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5340/gensrc/metadata

Modified Files:
	enumclasses.xml payoffs.xml 
Log Message:
fixed some payoff, added new ones

Index: payoffs.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/payoffs.xml,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** payoffs.xml	11 Dec 2006 09:40:04 -0000	1.11
--- payoffs.xml	11 Dec 2006 15:09:50 -0000	1.12
***************
*** 1,95 ****
  <Category name='payoffs'>
!   <description>functions to construct and use StrikedTypePayoff objects</description>
!   <displayName>Payoffs</displayName>
!   <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
!   <copyright>
!     Copyright (C) 2006 Ferdinando Ametrano
!     Copyright (C) 2006 Eric Ehlers
!   </copyright>
  
!   <Functions>
  
!     <Member name='qlPayoffType' libraryClass='Payoff'>
!       <description>returns the type (e.g. Vanilla, CashOrNothing, etc.) for the given Payoff object.</description>
!       <libraryFunction>type</libraryFunction>
!       <SupportedPlatforms>
!         <Excel />
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters />
!       </ParameterList>
!       <ReturnValue>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
  
!     <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>
!         <Excel />
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters />
!       </ParameterList>
!       <ReturnValue>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
  
!     <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>
!         <Excel />
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='underlying' libraryType='QuantLib::Real'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>underlying reference level</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlPayoffOptionType' libraryClass='TypePayoff'>
!       <description>returns the option-type (e.g. Call, Put) for the given Payoff object.</description>
!       <libraryFunction>optionType</libraryFunction>
!       <SupportedPlatforms>
!         <Excel />
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters />
!       </ParameterList>
!       <ReturnValue enumeration='QuantLib::Option::Type'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
  
!     <Member name='qlPayoffStrike' libraryClass='StrikedTypePayoff'>
!       <description>returns the strike for the given Payoff object.</description>
!       <libraryFunction>strike</libraryFunction>
!       <SupportedPlatforms>
!         <Excel />
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters />
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Real'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
  
!     <!--<Member name='qlPayoffCashPayoff' libraryClass='CashOrNothingPayoff'>
        <description>returns the cash payoff of the given CashOrNothingPayoff object.</description>
        <libraryFunction>cashPayoff</libraryFunction>
--- 1,95 ----
  <Category name='payoffs'>
!     <description>functions to construct and use StrikedTypePayoff objects</description>
!     <displayName>Payoffs</displayName>
!     <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
!     <copyright>
!         Copyright (C) 2006 Ferdinando Ametrano
!         Copyright (C) 2006 Eric Ehlers
!     </copyright>
  
!     <Functions>
  
!         <Member name='qlPayoffName' libraryClass='Payoff'>
!             <description>returns the type (e.g. Vanilla, CashOrNothing, etc.) for the given Payoff object.</description>
!             <libraryFunction>name</libraryFunction>
!             <SupportedPlatforms>
!                 <Excel />
!             </SupportedPlatforms>
!             <ParameterList>
!                 <Parameters />
!             </ParameterList>
!             <ReturnValue>
!                 <type>string</type>
!                 <tensorRank>scalar</tensorRank>
!             </ReturnValue>
!         </Member>
  
!         <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>
!                 <Excel />
!             </SupportedPlatforms>
!             <ParameterList>
!                 <Parameters />
!             </ParameterList>
!             <ReturnValue>
!                 <type>string</type>
!                 <tensorRank>scalar</tensorRank>
!             </ReturnValue>
!         </Member>
  
!         <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>
!                 <Excel />
!             </SupportedPlatforms>
!             <ParameterList>
!                 <Parameters>
!                     <Parameter name='underlying' libraryType='QuantLib::Real'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>underlying reference level</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!             <ReturnValue>
!                 <type>double</type>
!                 <tensorRank>scalar</tensorRank>
!             </ReturnValue>
!         </Member>
  
!         <Member name='qlPayoffOptionType' libraryClass='TypePayoff'>
!             <description>returns the option-type (e.g. Call, Put) for the given Payoff object.</description>
!             <libraryFunction>optionType</libraryFunction>
!             <SupportedPlatforms>
!                 <Excel />
!             </SupportedPlatforms>
!             <ParameterList>
!                 <Parameters />
!             </ParameterList>
!             <ReturnValue enumeration='QuantLib::Option::Type'>
!                 <type>string</type>
!                 <tensorRank>scalar</tensorRank>
!             </ReturnValue>
!         </Member>
  
!         <Member name='qlPayoffStrike' libraryClass='StrikedTypePayoff'>
!             <description>returns the strike for the given Payoff object.</description>
!             <libraryFunction>strike</libraryFunction>
!             <SupportedPlatforms>
!                 <Excel />
!             </SupportedPlatforms>
!             <ParameterList>
!                 <Parameters />
!             </ParameterList>
!             <ReturnValue libraryType='QuantLib::Real'>
!                 <type>double</type>
!                 <tensorRank>scalar</tensorRank>
!             </ReturnValue>
!         </Member>
  
!         <!--<Member name='qlPayoffCashPayoff' libraryClass='CashOrNothingPayoff'>
        <description>returns the cash payoff of the given CashOrNothingPayoff object.</description>
        <libraryFunction>cashPayoff</libraryFunction>
***************
*** 136,188 ****
      </Member>-->
  
!     <Member name='qlPayoffThirdParameter' objectClass='StrikedTypePayoff'>
!       <description>returns the third parametet of teh given StrikedTypePayoff object.</description>
!       <libraryFunction>thirdParameter</libraryFunction>
!       <SupportedPlatforms>
!         <Excel />
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters />
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Real'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
  
!     <Constructor name='qlStrikedTypePayoff'>
!       <libraryFunction>StrikedTypePayoff</libraryFunction>
!       <SupportedPlatforms>
!         <Excel/>
!         <C/>
!         <Calc/>
!         <Guile/>
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='payoffID'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>payoff ID (e.g. Vanilla, PercentageStrike, AssetOrNothing, CashOrNothing, Gap, SuperShare).</description>
!           </Parameter>
!           <Parameter name='optionType' enumeration='QuantLib::Option::Type'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>option type</description>
!           </Parameter>
!           <Parameter name='strike' libraryType='QuantLib::Real'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>strike</description>
!           </Parameter>
!           <Parameter name='thirdParameter' default='QuantLib::Null&lt;QuantLib::Real&gt;()'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>the 3rd paramenter for the payoff definition of CashOrNothing (cash), Gap (effective strike), SuperShare (strike increment)</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!   </Functions>
  </Category>
--- 136,188 ----
      </Member>-->
  
!         <Member name='qlPayoffThirdParameter' objectClass='StrikedTypePayoff'>
!             <description>returns the third parameter of a StrikedType payoff.</description>
!             <libraryFunction>thirdParameter</libraryFunction>
!             <SupportedPlatforms>
!                 <Excel />
!             </SupportedPlatforms>
!             <ParameterList>
!                 <Parameters />
!             </ParameterList>
!             <ReturnValue libraryType='QuantLib::Real'>
!                 <type>double</type>
!                 <tensorRank>scalar</tensorRank>
!             </ReturnValue>
!         </Member>
  
!         <Constructor name='qlStrikedTypePayoff'>
!             <libraryFunction>StrikedTypePayoff</libraryFunction>
!             <SupportedPlatforms>
!                 <Excel/>
!                 <C/>
!                 <Calc/>
!                 <Guile/>
!             </SupportedPlatforms>
!             <ParameterList>
!                 <Parameters>
!                     <Parameter name='payoffID'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>payoff ID (e.g. Vanilla, PercentageStrike, AssetOrNothing, CashOrNothing, Gap, SuperShare).</description>
!                     </Parameter>
!                     <Parameter name='optionType' enumeration='QuantLib::Option::Type'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>option type</description>
!                     </Parameter>
!                     <Parameter name='strike' libraryType='QuantLib::Real'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>strike</description>
!                     </Parameter>
!                     <Parameter name='thirdParameter' default='QuantLib::Null&lt;QuantLib::Real&gt;()'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>the 3rd paramenter for the payoff definition of CashOrNothing (cash), Gap (effective strike), SuperShare (strike increment)</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!         </Constructor>
  
!     </Functions>
  </Category>

Index: enumclasses.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumclasses.xml,v
retrieving revision 1.33
retrieving revision 1.34
diff -C2 -d -r1.33 -r1.34
*** enumclasses.xml	6 Dec 2006 15:48:13 -0000	1.33
--- enumclasses.xml	11 Dec 2006 15:09:50 -0000	1.34
***************
*** 234,241 ****
          </EnumerationDefinition>
          <EnumerationDefinition>
!           <string>SuperShare</string>
!           <value>SUPERSHARE_Payoff</value>
!           <libraryClass>QuantLib::SuperSharePayoff</libraryClass>
          </EnumerationDefinition>
        </EnumerationDefinitions>
      </Enumeration>
--- 234,246 ----
          </EnumerationDefinition>
          <EnumerationDefinition>
!           <string>SuperFund</string>
!           <value>SUPERFUND_Payoff</value>
!           <libraryClass>QuantLib::SuperFundPayoff</libraryClass>
          </EnumerationDefinition>
+           <EnumerationDefinition>
+               <string>SuperShare</string>
+               <value>SUPERSHARE_Payoff</value>
+               <libraryClass>QuantLib::SuperSharePayoff</libraryClass>
+           </EnumerationDefinition>
        </EnumerationDefinitions>
      </Enumeration>