[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata couponvectors.xml, 1.47, 1.48
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From: Cristina D. <cdu...@us...> - 2006-12-21 09:16:32
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23977/gensrc/metadata Modified Files: couponvectors.xml Log Message: added CappedFlooredFloatingRateCouponVector Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.47 retrieving revision 1.48 diff -C2 -d -r1.47 -r1.48 *** couponvectors.xml 11 Dec 2006 09:40:03 -0000 1.47 --- couponvectors.xml 21 Dec 2006 09:16:27 -0000 1.48 *************** *** 7,13 **** --- 7,15 ---- <include>qlo/termstructures.hpp</include> <include>qlo/swaptionvolstructure.hpp</include> + <include>qlo/capletvolstructure.hpp</include> </includes> <copyright> Copyright (C) 2006 Ferdinando Ametrano + Copyright (C) 2006 Cristina Duminuco Copyright (C) 2005 Aurelien Chanudet </copyright> *************** *** 87,90 **** --- 89,143 ---- </Constructor> + <Constructor name='qlCappedFlooredFloatingRateCouponVector'> + <libraryFunction>CappedFlooredFloatingRateCouponVector</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters> + <Parameter name='schedule' libraryClass='Schedule'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>schedule object ID</description> + </Parameter> + <Parameter name='nominals'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>coupon nominals</description> + </Parameter> + <Parameter name='gearings'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>floating rate gearings (i.e. the multiplicative coefficients of the floating rate index)</description> + </Parameter> + <Parameter name='index' libraryClass='IborIndex'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>underlying index object ID</description> + </Parameter> + <Parameter name='spreads' libraryType='QuantLib::Spread' default='0'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>floating rate spreads</description> + </Parameter> + <Parameter name='caps' libraryType='QuantLib::Rate'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>caps</description> + </Parameter> + <Parameter name='floors' libraryType='QuantLib::Rate'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>floors</description> + </Parameter> + <Parameter name='vol' libToHandle='CapletVolatilityStructure'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>CapletVolatilityStructure object ID</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> + <Constructor name='qlCMSCouponVector'> <libraryFunction>CMSCouponVector</libraryFunction> *************** *** 127,131 **** <type>double</type> <tensorRank>vector</tensorRank> ! <description>gearings</description> </Parameter> <Parameter name='spreads' libraryType='QuantLib::Spread' default='0'> --- 180,184 ---- <type>double</type> <tensorRank>vector</tensorRank> ! <description>floating rate gearings (i.e. the multiplicative coefficients of the floating rate index)</description> </Parameter> <Parameter name='spreads' libraryType='QuantLib::Spread' default='0'> *************** *** 193,197 **** <type>double</type> <tensorRank>vector</tensorRank> ! <description>gearings</description> </Parameter> <Parameter name='spreads' libraryType='QuantLib::Spread' default='0'> --- 246,250 ---- <type>double</type> <tensorRank>vector</tensorRank> ! <description>floating rate gearings (i.e. the multiplicative coefficients of the floating rate index)</description> </Parameter> <Parameter name='spreads' libraryType='QuantLib::Spread' default='0'> *************** *** 259,263 **** <type>double</type> <tensorRank>vector</tensorRank> ! <description>gearings</description> </Parameter> <Parameter name='spreads' libraryType='QuantLib::Spread' default='0'> --- 312,316 ---- <type>double</type> <tensorRank>vector</tensorRank> ! <description>floating rate gearings (i.e. the multiplicative coefficients of the floating rate index)</description> </Parameter> <Parameter name='spreads' libraryType='QuantLib::Spread' default='0'> |