[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata couponvectors.xml, 1.50, 1.51
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From: Katiuscia M. <kma...@us...> - 2007-01-12 18:59:18
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26194/gensrc/metadata Modified Files: couponvectors.xml Log Message: added qlCashFlowStreamStartDate and qlCashFlowStreamMaturityDate functions Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.50 retrieving revision 1.51 diff -C2 -d -r1.50 -r1.51 *** couponvectors.xml 10 Jan 2007 17:39:47 -0000 1.50 --- couponvectors.xml 12 Jan 2007 18:59:12 -0000 1.51 *************** *** 369,375 **** </Constructor> <Member name='qlCashFlowStreamNPV' objectClass='CashFlowStream'> ! <description>NPV of a CashFlowStream Object</description> ! <libraryFunction>bps</libraryFunction> <SupportedPlatforms> <Excel calcInWizard='false' /> --- 369,405 ---- </Constructor> + <Member name='qlCashFlowStreamStartDate' objectClass='CashFlowStream'> + <description>Returns the start (i.e. first accrual) date for the given CashFlowStream object</description> + <libraryFunction>startDate</libraryFunction> + <SupportedPlatforms> + <Excel calcInWizard='true' /> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue libraryType='QuantLib::Date'> + <type>long</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + + <Member name='qlCashFlowStreamMaturityDate' objectClass='CashFlowStream'> + <description>Returns the maturity (i.e. last payment) date for the given CashFlowStream object</description> + <libraryFunction>startDate</libraryFunction> + <SupportedPlatforms> + <Excel calcInWizard='true' /> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue libraryType='QuantLib::Date'> + <type>long</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + <Member name='qlCashFlowStreamNPV' objectClass='CashFlowStream'> ! <description>Returns the net present value for the given CashFlowStream object</description> ! <libraryFunction>npv</libraryFunction> <SupportedPlatforms> <Excel calcInWizard='false' /> *************** *** 391,395 **** <Member name='qlCashFlowStreamBPS' objectClass='CashFlowStream'> ! <description>basis point sensitivity of a CashFlowStream Object</description> <libraryFunction>bps</libraryFunction> <SupportedPlatforms> --- 421,425 ---- <Member name='qlCashFlowStreamBPS' objectClass='CashFlowStream'> ! <description>Returns the basis point sensitivity for the given CashFlowStream object</description> <libraryFunction>bps</libraryFunction> <SupportedPlatforms> *************** *** 412,416 **** <Member name='qlCashFlowStreamAtmRate' objectClass='CashFlowStream'> ! <description>returns the at-the-money rate of the CashFlowStream Object, i.e. the fixed rate for which an equivalent vector of fixed-rate cash flows has the same NPV.</description> <libraryFunction>atmRate</libraryFunction> <SupportedPlatforms> --- 442,446 ---- <Member name='qlCashFlowStreamAtmRate' objectClass='CashFlowStream'> ! <description>Returns the at-the-money rate for the given CashFlowStream object, i.e. the fixed rate for which an equivalent vector of fixed-rate cash flows would have the same NPV.</description> <libraryFunction>atmRate</libraryFunction> <SupportedPlatforms> *************** *** 433,437 **** <Member name='qlCashFlowStreamAnalysis' objectClass='CashFlowStream'> ! <description>return coupon details</description> <libraryFunction>analysis</libraryFunction> <SupportedPlatforms> --- 463,467 ---- <Member name='qlCashFlowStreamAnalysis' objectClass='CashFlowStream'> ! <description>Returns the flow analysis for the given CashFlowStream object</description> <libraryFunction>analysis</libraryFunction> <SupportedPlatforms> |