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<QuantLib::Real>()'>
! <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<QuantLib::Real>()'>
! <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>
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