[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata quotes.xml, 1.2, 1.3

[Francois du V. <fd...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13972

Modified Files:
	quotes.xml 
Log Message:
qlEurodollarFuturesImpliedStdDevQuote added

Index: quotes.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/quotes.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** quotes.xml	11 Dec 2006 09:40:04 -0000	1.2
--- quotes.xml	11 Dec 2006 17:53:51 -0000	1.3
***************
*** 1,79 ****
  <Category name='quotes'>
!   <description>quotes objects</description>
!   <displayName>Quotes</displayName>
!   <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
!   <includes>
!     <include>qlo/quotes.hpp</include>
!     <include>ql/Utilities/null.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='IborIndex'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>floating IborIndex 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='qlImpliedStdDevQuote'>
!       <libraryFunction>ImpliedStdDevQuote</libraryFunction>
!       <SupportedPlatforms>
!         <Excel/>
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='optionType' enumeration='QuantLib::Option::Type'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>option type (i.e. Call or Put)</description>
!           </Parameter>
!           <Parameter name='atmForwardValue' libToHandle='Quote'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>underlying asset at-the-money forward value</description>
!           </Parameter>
!           <Parameter name='optionPrice' libToHandle='Quote'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>option price</description>
!           </Parameter>
!           <Parameter name="strike">
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>option strike</description>
!           </Parameter>
!           <Parameter name="guess" default="QuantLib::Null&lt;QuantLib::Real&gt;()">
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>implied volatility guess</description>
!           </Parameter>
!           <Parameter name="accuracy" default="1e-6">
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>iv accuracy</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
  
!   </Functions>
  </Category>
--- 1,118 ----
  <Category name='quotes'>
!     <description>quotes objects</description>
!     <displayName>Quotes</displayName>
!     <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
!     <includes>
!         <include>qlo/quotes.hpp</include>
!         <include>ql/Utilities/null.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='IborIndex'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>floating IborIndex 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='qlImpliedStdDevQuote'>
+             <libraryFunction>ImpliedStdDevQuote</libraryFunction>
+             <SupportedPlatforms>
+                 <Excel/>
+             </SupportedPlatforms>
+             <ParameterList>
+                 <Parameters>
+                     <Parameter name='optionType' enumeration='QuantLib::Option::Type'>
+                         <type>string</type>
+                         <tensorRank>scalar</tensorRank>
+                         <description>option type (i.e. Call or Put)</description>
+                     </Parameter>
+                     <Parameter name='atmForwardValue' libToHandle='Quote'>
+                         <type>string</type>
+                         <tensorRank>scalar</tensorRank>
+                         <description>underlying asset at-the-money forward value</description>
+                     </Parameter>
+                     <Parameter name='optionPrice' libToHandle='Quote'>
+                         <type>string</type>
+                         <tensorRank>scalar</tensorRank>
+                         <description>option price</description>
+                     </Parameter>
+                     <Parameter name="strike">
+                         <type>double</type>
+                         <tensorRank>scalar</tensorRank>
+                         <description>option strike</description>
+                     </Parameter>
+                     <Parameter name="guess" default="QuantLib::Null&lt;QuantLib::Real&gt;()">
+                         <type>double</type>
+                         <tensorRank>scalar</tensorRank>
+                         <description>implied volatility guess</description>
+                     </Parameter>
+                     <Parameter name="accuracy" default="1e-6">
+                         <type>double</type>
+                         <tensorRank>scalar</tensorRank>
+                         <description>iv accuracy</description>
+                     </Parameter>
+                 </Parameters>
+             </ParameterList>
+         </Constructor>
  
!         <Constructor name='qlEurodollarFuturesImpliedStdDevQuote'>
!             <libraryFunction>EurodollarFuturesImpliedStdDevQuote</libraryFunction>
!             <SupportedPlatforms>
!                 <Excel/>
!             </SupportedPlatforms>
!             <ParameterList>
!                 <Parameters>
!                     <Parameter name='optionType' enumeration='QuantLib::Option::Type'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>option type (i.e. Call or Put)</description>
!                     </Parameter>
!                     <Parameter name='atmForwardValue' libToHandle='Quote'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>underlying asset at-the-money forward value</description>
!                     </Parameter>
!                     <Parameter name='optionPrice' libToHandle='Quote'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>option price</description>
!                     </Parameter>
!                     <Parameter name="strike">
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>option strike</description>
!                     </Parameter>
!                     <Parameter name="guess" default="QuantLib::Null&lt;QuantLib::Real&gt;()">
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>implied volatility guess</description>
!                     </Parameter>
!                     <Parameter name="accuracy" default="1e-6">
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>iv accuracy</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!         </Constructor>
!     </Functions>
  </Category>