[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata bonds.xml, 1.43, 1.44
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From: Ferdinando A. <na...@us...> - 2006-12-14 16:19:49
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7184/gensrc/metadata Modified Files: bonds.xml Log Message: Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.43 retrieving revision 1.44 diff -C2 -d -r1.43 -r1.44 *** bonds.xml 11 Dec 2006 09:40:03 -0000 1.43 --- bonds.xml 14 Dec 2006 16:19:43 -0000 1.44 *************** *** 207,211 **** <!--<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 date is given.</description> <libraryFunction>cleanPrice</libraryFunction> --- 207,211 ---- <!--<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 date is given.</description> <libraryFunction>cleanPrice</libraryFunction> *************** *** 225,229 **** <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='settlementDate' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> <tensorRank>scalar</tensorRank> --- 225,229 ---- <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='settlementDate' const='False' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> <tensorRank>scalar</tensorRank> *************** *** 236,240 **** <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member>--> <Member name='qlBondDirtyPrice2' libraryClass='Bond' loopParameter='yield'> --- 236,240 ---- <tensorRank>scalar</tensorRank> </ReturnValue> ! </Member> <Member name='qlBondDirtyPrice2' libraryClass='Bond' loopParameter='yield'> *************** *** 256,260 **** <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='settlementDate' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> <tensorRank>scalar</tensorRank> --- 256,260 ---- <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='settlementDate' const='False' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> <tensorRank>scalar</tensorRank> *************** *** 269,273 **** </Member> ! <!--<Member name='qlBondYield2' libraryClass='Bond' loopParameter='cleanPrice'> <description>Returns the yield for the given bond corresponding to the given clean price and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>yield</libraryFunction> --- 269,274 ---- </Member> ! <!--<Member name='qlBondYield2' libraryClass='Bond' loopParameter='cleanPrice'>--> ! <Member name='qlBondYield2' libraryClass='Bond'> <description>Returns the yield for the given bond corresponding to the given clean price and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>yield</libraryFunction> *************** *** 279,283 **** <Parameter name='cleanPrice'> <type>double</type> ! <tensorRank>vector</tensorRank> <description>Clean price</description> </Parameter> --- 280,284 ---- <Parameter name='cleanPrice'> <type>double</type> ! <tensorRank>scalar</tensorRank> <description>Clean price</description> </Parameter> *************** *** 287,291 **** <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='settlementDate' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> <tensorRank>scalar</tensorRank> --- 288,292 ---- <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='settlementDate' const='False' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> <tensorRank>scalar</tensorRank> *************** *** 296,300 **** <ReturnValue libraryType='QuantLib::Rate'> <type>double</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Member>--> --- 297,301 ---- <ReturnValue libraryType='QuantLib::Rate'> <type>double</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Member>--> *************** *** 308,312 **** <ParameterList> <Parameters> ! <Parameter name='settlementDate' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> <tensorRank>vector</tensorRank> --- 309,313 ---- <ParameterList> <Parameters> ! <Parameter name='settlementDate' const='False' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> <tensorRank>vector</tensorRank> |