[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata capfloor.xml, 1.36, 1.37

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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25128/gensrc/metadata

Modified Files:
	capfloor.xml 
Log Message:
added qlCapFloorStartDate, qlCapFloorMaturityDate, qlCapFloorLastFixingDate

Index: capfloor.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v
retrieving revision 1.36
retrieving revision 1.37
diff -C2 -d -r1.36 -r1.37
*** capfloor.xml	11 Jan 2007 11:25:47 -0000	1.36
--- capfloor.xml	12 Jan 2007 09:57:11 -0000	1.37
***************
*** 59,78 ****
      </Member>
  
!     <Member name='qlCapFloorImpliedVolatility' libraryClass='CapFloor'>
!       <description>Returns the volatility implied in a given price for the given CapFloor object</description>
!       <libraryFunction>impliedVolatility</libraryFunction>
        <SupportedPlatforms>
!         <Excel calcInWizard='false' />
        </SupportedPlatforms>
        <ParameterList>
!         <Parameters>
!           <Parameter name='price'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Price used to infer the implied volatility</description>
!           </Parameter>
!         </Parameters>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Volatility'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
--- 59,72 ----
      </Member>
  
!     <Member name='qlCapFloorAtmRate' libraryClass='CapFloor'>
!       <description>Returns the at-the-money rate for the given CapFloor object</description>
!       <libraryFunction>atmRate</libraryFunction>
        <SupportedPlatforms>
!         <Excel calcInWizard='true' />
        </SupportedPlatforms>
        <ParameterList>
!         <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Real'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
***************
*** 80,86 ****
      </Member>
  
!     <Member name='qlCapFloorAtmRate' libraryClass='CapFloor'>
!       <description>Returns the at-the-money rate for the given CapFloor object</description>
!       <libraryFunction>atmRate</libraryFunction>
        <SupportedPlatforms>
          <Excel calcInWizard='true' />
--- 74,80 ----
      </Member>
  
!     <Member name='qlCapFloorVega' libraryClass='CapFloor'>
!       <description>Returns the vega for the given CapFloor object</description>
!       <libraryFunction>vega</libraryFunction>
        <SupportedPlatforms>
          <Excel calcInWizard='true' />
***************
*** 95,101 ****
      </Member>
  
!     <Member name='qlCapFloorVega' libraryClass='CapFloor'>
!       <description>Returns the vega for the given CapFloor object</description>
!       <libraryFunction>vega</libraryFunction>
        <SupportedPlatforms>
          <Excel calcInWizard='true' />
--- 89,95 ----
      </Member>
  
!     <Member name='qlCapFloorStartDate' libraryClass='CapFloor'>
!       <description>Returns the start (i.e. first accrual) date for the given CapFloor object</description>
!       <libraryFunction>startDate</libraryFunction>
        <SupportedPlatforms>
          <Excel calcInWizard='true' />
***************
*** 104,108 ****
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Real'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
--- 98,153 ----
          <Parameters/>
        </ParameterList>
!       <ReturnValue libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlCapFloorMaturityDate' libraryClass='CapFloor'>
!       <description>Returns the maturity (i.e. last payment) date for the given CapFloor object</description>
!       <libraryFunction>maturityDate</libraryFunction>
!       <SupportedPlatforms>
!         <Excel calcInWizard='true' />
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters/>
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlCapFloorLastFixingDate' libraryClass='CapFloor'>
!       <description>Returns the last fixing date for the given CapFloor object</description>
!       <libraryFunction>lastFixingDate</libraryFunction>
!       <SupportedPlatforms>
!         <Excel calcInWizard='true' />
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters/>
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Date'>
!         <type>long</type>
!         <tensorRank>scalar</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlCapFloorImpliedVolatility' libraryClass='CapFloor'>
!       <description>Returns the volatility implied in a given price for the given CapFloor object</description>
!       <libraryFunction>impliedVolatility</libraryFunction>
!       <SupportedPlatforms>
!         <Excel calcInWizard='false' />
!       </SupportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='price'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Price used to infer the implied volatility</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Volatility'>
          <type>double</type>
          <tensorRank>scalar</tensorRank>
***************
*** 173,180 ****
              <description>option type (cap or floor)</description>
            </Parameter>
!           <Parameter name='maturity' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>maturity as period (e.g. 2Y)</description>
            </Parameter>
            <Parameter name='index' libraryClass='IborIndex'>
--- 218,225 ----
              <description>option type (cap or floor)</description>
            </Parameter>
!           <Parameter name='length' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>as period (e.g. 2Y)</description>
            </Parameter>
            <Parameter name='index' libraryClass='IborIndex'>
***************
*** 192,196 ****
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>forwardStart as period (e.g. 2Y)</description>
            </Parameter>
            <!--<Parameter name='capFloorEngineID' libraryClass='PricingEngine' default='boost::shared_ptr&lt;QuantLib::PricingEngine&gt;()'>-->
--- 237,241 ----
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>as period (e.g. '2Y'). The default is '0D'. If '0D' the first caplet is removed.</description>
            </Parameter>
            <!--<Parameter name='capFloorEngineID' libraryClass='PricingEngine' default='boost::shared_ptr&lt;QuantLib::PricingEngine&gt;()'>-->