[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata bonds.xml, 1.43, 1.44

[Ferdinando A. <na...@us...>]

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>