[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata bonds.xml, 1.46, 1.47
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[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata bonds.xml, 1.46, 1.47
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From: Chiara F. <chi...@us...> - 2007-01-08 14:29:37
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23496/gensrc/metadata Modified Files: bonds.xml Log Message: added new function: qlcmscouponbond to contruct cms coupon bond objects Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.46 retrieving revision 1.47 diff -C2 -d -r1.46 -r1.47 *** bonds.xml 3 Jan 2007 10:55:36 -0000 1.46 --- bonds.xml 8 Jan 2007 14:28:45 -0000 1.47 *************** *** 7,12 **** --- 7,15 ---- <include>ql/Instruments/zerocouponbond.hpp</include> <include>ql/Instruments/floatingratebond.hpp</include> + <include>ql/Instruments/cmscouponbond.hpp</include> + <include>qlo/swaptionvolstructure.hpp</include> <include>qlo/bonds.hpp</include> <include>qlo/termstructures.hpp</include> + <include>qlo/couponvectors.hpp</include> </includes> <copyright> *************** *** 594,597 **** --- 597,721 ---- </ParameterList> </Constructor> + + <Constructor name='qlCmsCouponBond'> + <libraryFunction>CmsCouponBond</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters> + <Parameter name='Des' default='""'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>bond description string</description> + </Parameter> + <Parameter name='face'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>bond face amount</description> + </Parameter> + <Parameter name='issueDate' libraryType='QuantLib::Date'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>issue date</description> + </Parameter> + <Parameter name='firstDate' libraryType='QuantLib::Date'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>first coupon date</description> + </Parameter> + <Parameter name='maturity' libraryType='QuantLib::Date'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>maturity date</description> + </Parameter> + <Parameter name='settlDays'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>settlement days</description> + </Parameter> + <Parameter name='swapIndex' libraryClass='SwapIndex'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>underlying swap index ID</description> + </Parameter> + <Parameter name='fixingDays'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>fixing days (e.g. 2)</description> + </Parameter> + <Parameter name='gearings' default='0'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>floating rate gearings</description> + </Parameter> + <Parameter name='spreads' default='0' libraryType='QuantLib::Spread'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>floating rate spreads</description> + </Parameter> + <Parameter name='freq' enumeration='QuantLib::Frequency'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> + </Parameter> + <Parameter name='cal' enumeration='QuantLib::Calendar'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>holiday calendar (e.g. TARGET)</description> + </Parameter> + <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>day counter (e.g. Actual/360)</description> + </Parameter> + <Parameter name='CmsPricer' libraryClass='VanillaCMSCouponPricer'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>Cms coupon pricer object ID</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='accrualBDC' enumeration='QuantLib::BusinessDayConvention'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>Accrual BDC (e.g. ModifiedFollowing)</description> + </Parameter> + <Parameter name='paymentBDC' enumeration='QuantLib::BusinessDayConvention'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>Payment BDC (e.g. ModifiedFollowing)</description> + </Parameter> + <Parameter name='Redemption'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>Redemption</description> + </Parameter> + <Parameter name='YieldCurve' libToHandle='YieldTermStructure'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>discounting yield term structure object ID</description> + </Parameter> + <Parameter name='stubDate' libraryType='QuantLib::Date' default='QuantLib::Date()'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>stub date</description> + </Parameter> + <Parameter name='startFromEnd'> + <type>bool</type> + <tensorRank>scalar</tensorRank> + <description>build schedule backwards</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> </Functions> |
