[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata date.xml, 1.22, 1.23
Brought to you by:
ericehlers,
nando
|
From: Ferdinando A. <na...@us...> - 2007-01-05 19:46:12
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1910/gensrc/metadata Modified Files: date.xml Log Message: new IMM functions Index: date.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/date.xml,v retrieving revision 1.22 retrieving revision 1.23 diff -C2 -d -r1.22 -r1.23 *** date.xml 11 Dec 2006 09:40:03 -0000 1.22 --- date.xml 5 Jan 2007 19:46:06 -0000 1.23 *************** *** 210,214 **** </Procedure> ! <Procedure name='qlIsIMMdate' loopParameter='date'> <description>returns whether or not the given date is an IMM date.</description> <alias>QuantLib::Date::isIMMdate</alias> --- 210,215 ---- </Procedure> ! <!-- wrong results if date is a loopParameter, crashes as it is --> ! <Procedure name='qlIsIMMdate'> <description>returns whether or not the given date is an IMM date.</description> <alias>QuantLib::Date::isIMMdate</alias> *************** *** 220,224 **** <Parameter name='date' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>vector</tensorRank> <description>date</description> </Parameter> --- 221,225 ---- <Parameter name='date' libraryType='QuantLib::Date'> <type>long</type> ! <tensorRank>scalar</tensorRank> <description>date</description> </Parameter> *************** *** 232,236 **** <ReturnValue> <type>bool</type> ! <tensorRank>vector</tensorRank> </ReturnValue> </Procedure> --- 233,264 ---- <ReturnValue> <type>bool</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! ! <!-- miss loopParameter, mandatory --> ! <Procedure name='qlIsIMMcode'> ! <description>returns whether or not the given code is an IMM code.</description> ! <alias>QuantLib::Date::isIMMcode</alias> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='code'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>2 letter string (e.g. H9)</description> ! </Parameter> ! <Parameter name='mainCycle' default='true'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>FALSE to consider all futures, not just the main H, M, U, Z cycle</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> </ReturnValue> </Procedure> *************** *** 257,261 **** </Procedure> ! <!--<Procedure name='qlIMMdate' loopParameter='IMMcode'>--> <Procedure name='qlIMMdate'> <description>returns the IMM date corresponding to the given IMM code (e.g. March 15th, 2006 for H6).</description> --- 285,341 ---- </Procedure> ! <!-- miss loopParameter, nice --> ! <Procedure name='qlNextIMMcode'> ! <description>returns the future code corresponding to a given IMM date (e.g. H6 for March 15th, 2006). It fails if the input date is not an IMM date.</description> ! <alias>QuantLib::Date::nextIMMcode</alias> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='date' libraryType='QuantLib::Date' default='QuantLib::Date()'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>date with respect to which the next IMM date is calculated</description> ! </Parameter> ! <Parameter name='mainCycle' default='true'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>FALSE to consider all futures, not just the main H, M, U, Z cycle</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! ! <Procedure name='qlNextIMMcodes'> ! <description>returns the codes for next contracts listed in the International Money Market section of the Chicago Mercantile Exchange.</description> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='date' libraryType='QuantLib::Date' default='QuantLib::Date()'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>date with respect to which the next IMM codes are calculated</description> ! </Parameter> ! <Parameter name='mainCycle'> ! <type>bool</type> ! <tensorRank>vector</tensorRank> ! <description>FALSE to consider all futures, not just the main H, M, U, Z cycle</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>vector</tensorRank> ! </ReturnValue> ! </Procedure> ! ! <!-- miss loopParameter, mandatory --> <Procedure name='qlIMMdate'> <description>returns the IMM date corresponding to the given IMM code (e.g. March 15th, 2006 for H6).</description> *************** *** 271,274 **** --- 351,359 ---- <description>2 letter IMM code (e.q. \"H9\")</description> </Parameter> + <Parameter name='refDate' libraryType='QuantLib::Date' default='QuantLib::Date()'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>reference date use to fix the decade (default is the current EvaluationDate)</description> + </Parameter> </Parameters> </ParameterList> *************** *** 279,282 **** --- 364,368 ---- </Procedure> + <!-- miss loopParameter, nice --> <Procedure name='qlNextIMMdate'> <description>returns the 1st delivery date for next contract listed in the International Money Market section of the Chicago Mercantile Exchange.</description> *************** *** 287,291 **** <ParameterList> <Parameters> ! <Parameter name='date' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> --- 373,377 ---- <ParameterList> <Parameters> ! <Parameter name='date' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> <tensorRank>scalar</tensorRank> *************** *** 312,316 **** <ParameterList> <Parameters> ! <Parameter name='date' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> --- 398,402 ---- <ParameterList> <Parameters> ! <Parameter name='date' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> <tensorRank>scalar</tensorRank> |