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From: Ferdinando A. <na...@us...> - 2007-01-12 20:27:58
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2798/gensrc/metadata Modified Files: index.xml Log Message: 1) introduced qlIndexFixingsDays 2) qlndexSettlementDays should be removed Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.57 retrieving revision 1.58 diff -C2 -d -r1.57 -r1.58 *** index.xml 11 Jan 2007 11:25:48 -0000 1.57 --- index.xml 12 Jan 2007 20:27:54 -0000 1.58 *************** *** 137,141 **** <Member name='qlInterestRateIndexFamilyName' libraryClass='InterestRateIndex'> ! <description>Returns the family name for the given Index (e.g. EURIBOR)</description> <libraryFunction>familyName</libraryFunction> <SupportedPlatforms> --- 137,141 ---- <Member name='qlInterestRateIndexFamilyName' libraryClass='InterestRateIndex'> ! <description>Returns the family name (e.g. EURIBOR) for the given Index object</description> <libraryFunction>familyName</libraryFunction> <SupportedPlatforms> *************** *** 152,156 **** <Member name='qlInterestRateIndexTenor' libraryClass='InterestRateIndex'> ! <description>Returns the tenor (i.e. length) for the given Index (e.g. 6M, 10Y)</description> <libraryFunction>tenor</libraryFunction> <SupportedPlatforms> --- 152,156 ---- <Member name='qlInterestRateIndexTenor' libraryClass='InterestRateIndex'> ! <description>Returns the tenor (i.e. length, e.g. 6M, 10Y) for the given Index object</description> <libraryFunction>tenor</libraryFunction> <SupportedPlatforms> *************** *** 167,172 **** <Member name='qlInterestRateIndexSettlementDays' libraryClass='InterestRateIndex'> ! <description>Returns the settlement days for the given Index (e.g. 2)</description> ! <libraryFunction>settlementDays</libraryFunction> <SupportedPlatforms> <Excel calcInWizard='true' /> --- 167,187 ---- <Member name='qlInterestRateIndexSettlementDays' libraryClass='InterestRateIndex'> ! <description>Returns the fixing days (e.g. 2) for the given Index object</description> ! <libraryFunction>fixingDays</libraryFunction> ! <SupportedPlatforms> ! <Excel calcInWizard='true' /> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! ! <Member name='qlInterestRateIndexFixingDays' libraryClass='InterestRateIndex'> ! <description>Returns the fixing days (e.g. 2) for the given Index object</description> ! <libraryFunction>fixingDays</libraryFunction> <SupportedPlatforms> <Excel calcInWizard='true' /> *************** *** 182,186 **** <Member name='qlInterestRateIndexCurrency' libraryClass='InterestRateIndex'> ! <description>Returns the currency for the given Index object (e.g. EUR)</description> <libraryFunction>currency</libraryFunction> <SupportedPlatforms> --- 197,201 ---- <Member name='qlInterestRateIndexCurrency' libraryClass='InterestRateIndex'> ! <description>Returns the currency (e.g. EUR) for the given Index object</description> <libraryFunction>currency</libraryFunction> <SupportedPlatforms> *************** *** 197,201 **** <Member name='qlInterestRateIndexCalendar' libraryClass='InterestRateIndex'> ! <description>Returns the calendar for the given Index object (e.g. TARGET)</description> <libraryFunction>calendar</libraryFunction> <SupportedPlatforms> --- 212,216 ---- <Member name='qlInterestRateIndexCalendar' libraryClass='InterestRateIndex'> ! <description>Returns the calendar (e.g. TARGET) for the given Index object</description> <libraryFunction>calendar</libraryFunction> <SupportedPlatforms> *************** *** 212,216 **** <Member name='qlInterestRateIndexDayCounter' libraryClass='InterestRateIndex'> ! <description>Returns the DayCounter for the given Index object (e.g. Actual/360)</description> <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> --- 227,231 ---- <Member name='qlInterestRateIndexDayCounter' libraryClass='InterestRateIndex'> ! <description>Returns the DayCounter (e.g. Actual/360) for the given Index object</description> <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> *************** *** 292,296 **** <Member name='qlIborIndexBusinessDayConv' libraryClass='IborIndex'> ! <description>Returns the business day convention for the given IborIndex object (e.g. Modified Following)</description> <libraryFunction>businessDayConvention</libraryFunction> <SupportedPlatforms> --- 307,311 ---- <Member name='qlIborIndexBusinessDayConv' libraryClass='IborIndex'> ! <description>Returns the business day convention (e.g. Modified Following) for the given IborIndex object</description> <libraryFunction>businessDayConvention</libraryFunction> <SupportedPlatforms> *************** *** 421,425 **** <Member name='qlSwapIndexFixedLegTenor' libraryClass='SwapIndex'> ! <description>Returns the fixed leg tenor for the given SwapIndex object (e.g. 1Y)</description> <libraryFunction>fixedLegTenor</libraryFunction> <SupportedPlatforms> --- 436,440 ---- <Member name='qlSwapIndexFixedLegTenor' libraryClass='SwapIndex'> ! <description>Returns the fixed leg tenor (e.g. 1Y) for the given SwapIndex object</description> <libraryFunction>fixedLegTenor</libraryFunction> <SupportedPlatforms> *************** *** 436,440 **** <Member name='qlSwapIndexFixedLegBDC' libraryClass='SwapIndex'> ! <description>Returns the business day convention for the given SwapIndex object (e.g. Modified Following)</description> <libraryFunction>fixedLegConvention</libraryFunction> <SupportedPlatforms> --- 451,455 ---- <Member name='qlSwapIndexFixedLegBDC' libraryClass='SwapIndex'> ! <description>Returns the business day convention (e.g. Modified Following) for the given SwapIndex object</description> <libraryFunction>fixedLegConvention</libraryFunction> <SupportedPlatforms> |
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From: Katiuscia M. <kma...@us...> - 2007-01-12 19:00:53
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27010/qlo Modified Files: couponvectors.cpp couponvectors.hpp Log Message: 1) added qlCashFlowStreamStartDate and qlCashFlowStreamMaturityDate functions 2) using non deprecated features Index: couponvectors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v retrieving revision 1.34 retrieving revision 1.35 diff -C2 -d -r1.34 -r1.35 *** couponvectors.hpp 21 Dec 2006 09:16:27 -0000 1.34 --- couponvectors.hpp 12 Jan 2007 19:00:47 -0000 1.35 *************** *** 35,38 **** --- 35,40 ---- class CashFlowStream : public ObjHandler::Object { public: + QuantLib::Date startDate() const; + QuantLib::Date maturityDate() const; QuantLib::Real npv(const QuantLib::Handle<QuantLib::YieldTermStructure>&) const; QuantLib::Real bps(const QuantLib::Handle<QuantLib::YieldTermStructure>&) const; Index: couponvectors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v retrieving revision 1.45 retrieving revision 1.46 diff -C2 -d -r1.45 -r1.46 *** couponvectors.cpp 21 Dec 2006 09:16:27 -0000 1.45 --- couponvectors.cpp 12 Jan 2007 19:00:47 -0000 1.46 *************** *** 34,37 **** --- 34,45 ---- namespace QuantLibAddin { + QuantLib::Date CashFlowStream::startDate() const { + return QuantLib::Cashflows::startDate(cashFlowVector_); + } + + QuantLib::Date CashFlowStream::maturityDate() const { + return QuantLib::Cashflows::maturityDate(cashFlowVector_); + } + QuantLib::Real CashFlowStream::npv(const QuantLib::Handle< QuantLib::YieldTermStructure>& hYTS) const { return QuantLib::Cashflows::bps(cashFlowVector_, hYTS); *************** *** 73,82 **** const std::vector<double>& nominals, const std::vector<double>& couponRates, ! const QuantLib::DayCounter& dayCount) { cashFlowVector_ = QuantLib::FixedRateCouponVector(*schedule, - convention, nominals, couponRates, ! dayCount); } --- 81,91 ---- const std::vector<double>& nominals, const std::vector<double>& couponRates, ! const QuantLib::DayCounter& dayCounter) { cashFlowVector_ = QuantLib::FixedRateCouponVector(*schedule, nominals, couponRates, ! dayCounter, ! convention, ! dayCounter); } *************** *** 89,98 **** cashFlowVector_ = QuantLib::FloatingRateCouponVector(*schedule, - index->businessDayConvention(), nominals, - index->settlementDays(), index, ! gearings, spreads, ! index->dayCounter()); } --- 98,108 ---- cashFlowVector_ = QuantLib::FloatingRateCouponVector(*schedule, nominals, index, ! index->dayCounter(), ! index->fixingDays(), ! QuantLib::Following, ! gearings, ! spreads); } *************** *** 107,117 **** const QuantLib::Handle<QuantLib::CapletVolatilityStructure>& volatility) { cashFlowVector_ = QuantLib::CappedFlooredFloatingRateCouponVector(*schedule, - index->businessDayConvention(), nominals, - index->settlementDays(), index, gearings, spreads, caps, floors, - index->dayCounter(), volatility); --- 117,127 ---- const QuantLib::Handle<QuantLib::CapletVolatilityStructure>& volatility) { cashFlowVector_ = QuantLib::CappedFlooredFloatingRateCouponVector(*schedule, nominals, index, + index->dayCounter(), + index->fixingDays(), + QuantLib::Following, gearings, spreads, caps, floors, volatility); *************** *** 133,137 **** const boost::shared_ptr<QuantLib::SwapIndex>& index, QuantLib::Integer fixingDays, ! const QuantLib::DayCounter& dayCounter, const std::vector<QuantLib::Real>& gearings, const std::vector<QuantLib::Real>& spreads, --- 143,147 ---- const boost::shared_ptr<QuantLib::SwapIndex>& index, QuantLib::Integer fixingDays, ! const QuantLib::DayCounter& paymentDayCounter, const std::vector<QuantLib::Real>& gearings, const std::vector<QuantLib::Real>& spreads, *************** *** 141,154 **** { cashFlowVector_ = QuantLib::CMSCouponVector(*schedule, - paymentAdjustment, nominals, index, fixingDays, ! dayCounter, gearings, spreads, caps, ! floors, ! pricer); } --- 151,164 ---- { cashFlowVector_ = QuantLib::CMSCouponVector(*schedule, nominals, index, + pricer, + paymentDayCounter, fixingDays, ! paymentAdjustment, gearings, spreads, caps, ! floors); } *************** *** 159,163 **** const boost::shared_ptr<QuantLib::SwapIndex>& index, QuantLib::Integer fixingDays, ! const QuantLib::DayCounter& dayCounter, const std::vector<QuantLib::Real>& gearings, const std::vector<QuantLib::Real>& spreads, --- 169,173 ---- const boost::shared_ptr<QuantLib::SwapIndex>& index, QuantLib::Integer fixingDays, ! const QuantLib::DayCounter& paymentDayCounter, const std::vector<QuantLib::Real>& gearings, const std::vector<QuantLib::Real>& spreads, *************** *** 167,180 **** { cashFlowVector_ = QuantLib::CMSZeroCouponVector(*schedule, - paymentAdjustment, nominals, index, fixingDays, ! dayCounter, gearings, spreads, caps, ! floors, ! pricer); } --- 177,190 ---- { cashFlowVector_ = QuantLib::CMSZeroCouponVector(*schedule, nominals, index, + pricer, + paymentDayCounter, fixingDays, ! paymentAdjustment, gearings, spreads, caps, ! floors); } *************** *** 186,190 **** const boost::shared_ptr<QuantLib::SwapIndex>& index, QuantLib::Integer fixingDays, ! const QuantLib::DayCounter& dayCounter, const std::vector<QuantLib::Real>& gearings, const std::vector<QuantLib::Real>& spreads, --- 196,200 ---- const boost::shared_ptr<QuantLib::SwapIndex>& index, QuantLib::Integer fixingDays, ! const QuantLib::DayCounter& paymentDayCounter, const std::vector<QuantLib::Real>& gearings, const std::vector<QuantLib::Real>& spreads, *************** *** 194,207 **** { cashFlowVector_ = QuantLib::CMSInArrearsCouponVector(*schedule, ! paymentAdjustment, ! nominals, ! index, ! fixingDays, ! dayCounter, ! gearings, ! spreads, ! caps, ! floors, ! pricer); } --- 204,217 ---- { cashFlowVector_ = QuantLib::CMSInArrearsCouponVector(*schedule, ! nominals, ! index, ! pricer, ! paymentDayCounter, ! fixingDays, ! paymentAdjustment, ! gearings, ! spreads, ! caps, ! floors); } |
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From: Katiuscia M. <kma...@us...> - 2007-01-12 18:59:18
|
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> |
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From: Francois du V. <fd...@us...> - 2007-01-12 17:59:33
|
Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29442 Modified Files: todonando.txt Log Message: Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.82 retrieving revision 1.83 diff -C2 -d -r1.82 -r1.83 *** todonando.txt 12 Jan 2007 15:22:05 -0000 1.82 --- todonando.txt 12 Jan 2007 17:59:26 -0000 1.83 *************** *** 64,67 **** --- 64,68 ---- François + - test abcd calibration - DONE revise Levemberg Marquard - TO BE REVIEWED consolidate all multisteps in a single test |
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From: Eric E. <eri...@us...> - 2007-01-12 16:51:57
|
Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1009 Modified Files: todo.eric.csv Log Message: Index: todo.eric.csv =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.eric.csv,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** todo.eric.csv 10 Jan 2007 19:34:38 -0000 1.18 --- todo.eric.csv 12 Jan 2007 16:51:49 -0000 1.19 *************** *** 1,21 **** project,subproject,task,status,priority,days,comp date,comment - OH,Design,analyze Excel looping / use ohThing() for demo workbook,in progress,,,, ?,General Support,some additional coercions (?),,,,, ?,General Support,dates problems (?),,,,, ! all,General Support,migrate SF projects and branch 0.4.0 release,,,,, ! QL,Design,replace all instance of post-increment with pre-increment where appropriate in the for loops,,3,,, ! QLA,Design,fix Katiuscia's reported bug on Index - (this is a design change not a bug) :-),cancelled,2,,, QLXL,Design,performance profiling / FunctionCall() constructor,done,,,, QLA,Design,QuantLib.xla double-click/launcher launch (i.e. do not rely on environment variables anymore),done,0,,, OH,Design,consolidate ohFilter1/ohFilter2 into ohFilter and enable Function Wizard,done,1,,, OH,Design,case insensitive regex in listObjectIDs,done,3,,, ! gensrc,Design,types.xml,,,,, OH,Design,refactor OH / OHXL implementation (including implementation of coercion),in progress,1,,, ! QLXL,Framework,separate QuantLibXL.xla into multiple modules with loader facility,in progress,2,,, ! QLA,Design,enumeration aliases - map multiple strings to single enum value,in progress,2,1,, QLXL,Launcher,throw exception if registry version > launcher version,,,,, ! OH,Design,volatile functions - allow user to specify in function metadata,,2,,, gensrc,Design,remove platform-specific configuration/code from core gensrc app,,2,2,, QLA,Design,right-click enumerations: implement proper design using hidden sheet,,2,1,, --- 1,24 ---- project,subproject,task,status,priority,days,comp date,comment ?,General Support,some additional coercions (?),,,,, ?,General Support,dates problems (?),,,,, ! QLA,Design,fix Katiuscia's reported bug on Index - (this is a design change not a bug) :-),cancelled,,,, ! OH,Design,analyze Excel looping / use ohThing() for demo workbook,done,,,, QLXL,Design,performance profiling / FunctionCall() constructor,done,,,, QLA,Design,QuantLib.xla double-click/launcher launch (i.e. do not rely on environment variables anymore),done,0,,, OH,Design,consolidate ohFilter1/ohFilter2 into ohFilter and enable Function Wizard,done,1,,, OH,Design,case insensitive regex in listObjectIDs,done,3,,, + ,,predefined objects,,1,,, + all,General Support,migrate SF projects and branch 0.4.0 release,,0,,, + QL,Design,replace all instance of post-increment with pre-increment where appropriate in the for loops,,3,,, + QLXL,General Support,investigate bug in AssetSwap.xls,in progress,,,, + QLXL,General Support,investigate failure of WorkbookOpen,,1,,, ! gensrc,Design,types.xml,,1,,, OH,Design,refactor OH / OHXL implementation (including implementation of coercion),in progress,1,,, ! QLXL,Framework,separate QuantLibXL.xla into multiple modules with loader facility,in progress,3,,, ! QLA,Design,enumeration aliases - map multiple strings to single enum value,in progress,3,1,, QLXL,Launcher,throw exception if registry version > launcher version,,,,, ! OH,Design,volatile functions - allow user to specify in function metadata,,3,,, gensrc,Design,remove platform-specific configuration/code from core gensrc app,,2,2,, QLA,Design,right-click enumerations: implement proper design using hidden sheet,,2,1,, *************** *** 24,28 **** QLA,General Support,performance profile of workbook YieldCurveMonitor.xls and Actions/Open Live Feed,,2,2,, gensrc,Design,return std::pair (see locate in swaptionvolmatrix),,3,1,, - all,General Support,migrate QLA/QLXL SourceForge projects back into QL,,3,- -,,request deletion of old QLA/QLXL repositories OH,Design,update design doc,,3,2,, QLA,gensrc,Provide schema for XML,,3,2,, --- 27,30 ---- *************** *** 48,76 **** QLA,VBA framework,design for real-time live feed,on hold,3,,, QLA,Enumerations,"enumeration as return value (string) should be same as the input value Period, DayCounter",on hold,3,,,already done by Ferdinando? - ?,?,move stub.enum.types out of GenSrc into QLA,,4,,,this is part of larger task 'remove QL code from core gensrc app' - QLA,VBA framework,menu options to load/unload XLL/XLA implement as toggle,cancelled,4,,, - QLA,Functions,port old QLXL functionality into new QLXL,cancelled,4,,, - QLA,Design,loop functions: 1) template 2) Procedures 3) error per iteration,done,2,,, - gensrc,Design,Increase max # params for Excel functions,done,5,,, - QLA,Design,right-click error messages - allow user to click anywhere in the range,done,2,,, - QLA,gensrc,extend rule.py to support conversion of Guile datatypes,done,5,,, - gensrc,Design,consolidate Rule/RuleGroup classes,done,2,,, - gensrc,Design,consolidate functions serializeObjectDict/serializeObjectDict2,done,2,,, - QLA,General Support,count the number of functions available in the addin,done,5,,, - OH,Design,ohLastErrorMessage() - analyze a better approach for error handling and diagnostics,done,1,,, - QLA,Design,export and use Quote (or Handle<Quote>) instead of double to solve the problem of reconstructing objects with default value,done,0,,, - QLA,Enumerations,EuriborSwapFixA / Eur Libor - fix design problems,done,0,,, - gensrc,Design,"automatic conversion of QuantLib::Rate, Volatility, Discount, Spread, Time, etc",done,5,,, - QLA,General Support,allow for default optimization Method (see as example qlAbcdCapletCalibration in marketmodels.xml),done,1,1,, - QLA,Design,Joint Calendar as other Calendar (with special string),done,2,"0,5",, - QLA,General Support,bring the C Addin and QuantLibXLDynamic up to date,done,5,,, - gensrc,Design,subdivide file qlxl\qladdin.cpp (1MB!) by category,done,2,1,, - OH,Design,convert objectIDs to uppercase,done,,,, - OH,Design,implement case-preserving behavior for objectIDs,done,4,,, - QLA,VBA framework,network launcher/updater for VBA framework - to point to different environments / configuration files,done,1,3,, - all,General Support,NSIS installers - uninstall old app before installing new,cancelled,1,- -,,not required after network launcher? - QLA,Launcher,cleaner IPC between launcher & framework,done,2,,, - QLA,Design,additional dynamic cast in handleToLib for qlTermStructureReferenceDate() etc.,done,2,,, - QLA,Design,"add support to take a QL object, wrap it in a QLA object, and store it in the OH repository",done,4,,, - QLA,General Support,NSIS scripts for network installations,done,2,,, - OH,Design,"ohDemoObject(parameter1, parameter2) to create an empty object for demo purposes",done,4,,, --- 50,51 ---- |
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From: Marco B. <mar...@us...> - 2007-01-12 15:22:17
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25824 Modified Files: todonando.txt Log Message: manual import of BGM book terminated Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.81 retrieving revision 1.82 diff -C2 -d -r1.81 -r1.82 *** todonando.txt 11 Jan 2007 11:50:44 -0000 1.81 --- todonando.txt 12 Jan 2007 15:22:05 -0000 1.82 *************** *** 89,93 **** Giorgio * ratchet Instrument C++ ! - manual import of BGM book Chiara --- 89,93 ---- Giorgio * ratchet Instrument C++ ! D manual import of BGM book Chiara |
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From: Ferdinando A. <na...@us...> - 2007-01-12 14:20:31
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8315/gensrc/metadata Modified Files: date.xml Log Message: added qlPeriodLessThan Index: date.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/date.xml,v retrieving revision 1.28 retrieving revision 1.29 diff -C2 -d -r1.28 -r1.29 *** date.xml 11 Jan 2007 11:25:47 -0000 1.28 --- date.xml 12 Jan 2007 14:20:20 -0000 1.29 *************** *** 16,20 **** <alias>QuantLibAddin::periodFromFrequency</alias> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 16,20 ---- <alias>QuantLibAddin::periodFromFrequency</alias> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 38,42 **** <alias>QuantLibAddin::frequencyFromPeriod</alias> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 38,42 ---- <alias>QuantLibAddin::frequencyFromPeriod</alias> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 55,58 **** --- 55,84 ---- </Procedure> + <Procedure name='qlPeriodLessThan'> + <description>Returns is a period is less than another.</description> + <alias>QuantLib::operator<</alias> + <SupportedPlatforms> + <Excel calcInWizard='true' /> + </SupportedPlatforms> + <ParameterList> + <Parameters> + <Parameter name='period1' libraryType='QuantLib::Period'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>left hand side</description> + </Parameter> + <Parameter name='period2' libraryType='QuantLib::Period'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>right hand side</description> + </Parameter> + </Parameters> + </ParameterList> + <ReturnValue> + <type>bool</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Procedure> + <Procedure name='qlMinDate'> <description>returns the earliest date allowed in QuantLib.</description> *************** *** 174,182 **** </Procedure> <Procedure name='qlNthWeekday'> <description>Returns the n-th given weekday in the given month and year (e.g., the 4th Thursday of March, 1998 was March 26th, 1998).</description> <alias>QuantLib::Date::nthWeekday</alias> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 200,209 ---- </Procedure> + <!-- doesn't work in the wizard --> <Procedure name='qlNthWeekday'> <description>Returns the n-th given weekday in the given month and year (e.g., the 4th Thursday of March, 1998 was March 26th, 1998).</description> <alias>QuantLib::Date::nthWeekday</alias> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> |
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From: Ferdinando A. <na...@us...> - 2007-01-12 09:57:17
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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<QuantLib::PricingEngine>()'>--> --- 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<QuantLib::PricingEngine>()'>--> |
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From: Ferdinando A. <na...@us...> - 2007-01-12 09:55:44
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24291/gensrc/metadata Modified Files: swap.xml Log Message: qlSwapMaturity renamed as qlSwapMaturityDate Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.42 retrieving revision 1.43 diff -C2 -d -r1.42 -r1.43 *** swap.xml 11 Jan 2007 11:25:51 -0000 1.42 --- swap.xml 12 Jan 2007 09:55:40 -0000 1.43 *************** *** 149,153 **** <Member name='qlSwapStartDate' libraryClass='Swap'> ! <description>Returns the start date for the given Swap object</description> <libraryFunction>startDate</libraryFunction> <SupportedPlatforms> --- 149,153 ---- <Member name='qlSwapStartDate' libraryClass='Swap'> ! <description>Returns the start (i.e. first accrual) date for the given Swap object</description> <libraryFunction>startDate</libraryFunction> <SupportedPlatforms> *************** *** 163,169 **** </Member> ! <Member name='qlSwapMaturity' libraryClass='Swap'> ! <description>Returns the maturity date for the given Swap object</description> ! <libraryFunction>maturity</libraryFunction> <SupportedPlatforms> <Excel calcInWizard='true' /> --- 163,169 ---- </Member> ! <Member name='qlSwapMaturityDate' libraryClass='Swap'> ! <description>Returns the maturity (i.e. last payment) date for the given Swap object</description> ! <libraryFunction>maturityDate</libraryFunction> <SupportedPlatforms> <Excel calcInWizard='true' /> |
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From: Marco B. <mar...@us...> - 2007-01-12 09:25:53
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10954/gensrc/metadata Modified Files: ratehelpers.xml Log Message: activated exclude/include depo after front futures contract bug fixed Renamed range in wkb Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.41 retrieving revision 1.42 diff -C2 -d -r1.41 -r1.42 *** ratehelpers.xml 11 Jan 2007 11:25:51 -0000 1.41 --- ratehelpers.xml 12 Jan 2007 09:25:48 -0000 1.42 *************** *** 247,254 **** <description>discard the front Futures the given number of days before its expiry (e.g zero implies the use of the front Futures during its expiry day)</description> </Parameter> ! <Parameter name='depoIncludeFlag'> <type>bool</type> <tensorRank>scalar</tensorRank> ! <description>inclusion boolean to use the Deposits after front Futures expiry</description> </Parameter> </Parameters> --- 247,254 ---- <description>discard the front Futures the given number of days before its expiry (e.g zero implies the use of the front Futures during its expiry day)</description> </Parameter> ! <Parameter name='depoExcludeFlag'> <type>bool</type> <tensorRank>scalar</tensorRank> ! <description>boolean to exclude the Deposits after front Futures expiry</description> </Parameter> </Parameters> |
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From: Marco B. <mar...@us...> - 2007-01-12 09:25:52
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10954/qlo Modified Files: ratehelpers.cpp ratehelpers.hpp Log Message: activated exclude/include depo after front futures contract bug fixed Renamed range in wkb Index: ratehelpers.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/ratehelpers.hpp,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** ratehelpers.hpp 20 Dec 2006 09:33:16 -0000 1.10 --- ratehelpers.hpp 12 Jan 2007 09:25:48 -0000 1.11 *************** *** 79,83 **** const long nFutures, const long frontFuturesRollingDays, ! bool depoIncludeFlag); } --- 79,83 ---- const long nFutures, const long frontFuturesRollingDays, ! bool depoExcludeFlag); } Index: ratehelpers.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/ratehelpers.cpp,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** ratehelpers.cpp 5 Jan 2007 15:24:45 -0000 1.18 --- ratehelpers.cpp 12 Jan 2007 09:25:48 -0000 1.19 *************** *** 142,146 **** const long nFutures, const long frontFuturesRollingDays, ! bool depoIncludeFlag) { // Checks --- 142,146 ---- const long nFutures, const long frontFuturesRollingDays, ! bool depoExcludeFlag) { // Checks *************** *** 187,191 **** // Select input rate helpers according to their includeFlag, ! // their expiration, maximum number of allowed Futures and depoIncludeFlag long futuresCounter = 0; QuantLib::Date evalDate = QuantLib::Settings::instance().evaluationDate(); --- 187,191 ---- // Select input rate helpers according to their includeFlag, ! // their expiration, maximum number of allowed Futures and depoExcludeFlag long futuresCounter = 0; QuantLib::Date evalDate = QuantLib::Settings::instance().evaluationDate(); *************** *** 195,198 **** --- 195,199 ---- QuantLib::Date frontFuturesEarliestDate; bool thereAreFutures = false; + i=0; while (i<nInstruments) { if (rhsAll[i].isFutures && *************** *** 204,209 **** i++; } ! // If there are NOT Futures, force Depo include flag at true ! if (!thereAreFutures) depoIncludeFlag = true; // Start selection bool depoAfterFrontFuturesAlreadyIncluded = false; --- 205,210 ---- i++; } ! // If there are NOT Futures, force Depo exclude flag at false ! if (!thereAreFutures) depoExcludeFlag = false; // Start selection bool depoAfterFrontFuturesAlreadyIncluded = false; *************** *** 211,215 **** if (rhsAll[i].includeFlag && rhsAll[i].earliestDate >= evalDate) { if (rhsAll[i].isDepo) { // Check Depo conditions ! if (!depoIncludeFlag) { rhs.push_back(rhsAll[i]); // Include all depos } else { --- 212,216 ---- if (rhsAll[i].includeFlag && rhsAll[i].earliestDate >= evalDate) { if (rhsAll[i].isDepo) { // Check Depo conditions ! if (!depoExcludeFlag) { rhs.push_back(rhsAll[i]); // Include all depos } else { |
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From: Eric E. <eri...@us...> - 2007-01-12 08:33:58
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20851 Modified Files: QuantLibObjects_vc8.vcproj Log Message: - transfer from QLXL to OHXL the infrastructure for looping behavior - supplement ohThing() with additional member functions for testing loops Index: QuantLibObjects_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v retrieving revision 1.60 retrieving revision 1.61 diff -C2 -d -r1.60 -r1.61 *** QuantLibObjects_vc8.vcproj 8 Jan 2007 11:24:02 -0000 1.60 --- QuantLibObjects_vc8.vcproj 12 Jan 2007 08:33:54 -0000 1.61 *************** *** 963,966 **** --- 963,970 ---- > <File + RelativePath=".\qlo\Loop\loop_bonds.hpp" + > + </File> + <File RelativePath="qlo\Loop\loop_calendar.hpp" > |
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From: Ferdinando A. <na...@us...> - 2007-01-11 13:33:23
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22748/gensrc/metadata Modified Files: prices.xml Log Message: setting calcInWizard='true' where possible Index: prices.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/prices.xml,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** prices.xml 10 Jan 2007 17:39:48 -0000 1.14 --- prices.xml 11 Jan 2007 13:33:12 -0000 1.15 *************** *** 15,19 **** <alias>QuantLib::midEquivalent</alias> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 15,19 ---- <alias>QuantLib::midEquivalent</alias> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 51,55 **** <alias>QuantLib::midSafe</alias> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 51,55 ---- <alias>QuantLib::midSafe</alias> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> |
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From: Ferdinando A. <na...@us...> - 2007-01-11 11:50:49
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3641 Modified Files: todonando.txt Log Message: Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.80 retrieving revision 1.81 diff -C2 -d -r1.80 -r1.81 *** todonando.txt 10 Jan 2007 18:46:25 -0000 1.80 --- todonando.txt 11 Jan 2007 11:50:44 -0000 1.81 *************** *** 39,42 **** --- 39,43 ---- Nando + - SA - rename old functions - Reuters new session *************** *** 49,52 **** --- 50,54 ---- K + - SA - demo Munari (mergeLeg, addLeg) - EURYC->HYTSEUR, EURYC2->EURYTS, EURYCMX2->EURYTSMX |
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23945/gensrc/metadata Modified Files: assetswap.xml bonds.xml calendar.xml capfloor.xml capletvolstructure.xml cmsmarket.xml date.xml daycounter.xml exercise.xml forwardrateagreement.xml index.xml instruments.xml interpolation.xml marketmodels.xml mathf.xml optimization.xml options.xml pricingengines.xml quotes.xml randomsequencegenerator.xml ratehelpers.xml sequencestatistics.xml settings.xml smilesection.xml statistics.xml swap.xml swaptionvolstructure.xml termstructures.xml utilities.xml Log Message: setting calcInWizard='true' where possible Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.40 retrieving revision 1.41 diff -C2 -d -r1.40 -r1.41 *** ratehelpers.xml 11 Jan 2007 10:02:59 -0000 1.40 --- ratehelpers.xml 11 Jan 2007 11:25:51 -0000 1.41 *************** *** 20,24 **** <libraryFunction>earliestDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 20,24 ---- <libraryFunction>earliestDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 35,39 **** <libraryFunction>latestDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 35,39 ---- <libraryFunction>latestDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 50,54 **** <libraryFunction>referenceQuote</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 50,54 ---- <libraryFunction>referenceQuote</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 158,162 **** <libraryFunction>convexityAdjustment</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 158,162 ---- <libraryFunction>convexityAdjustment</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> Index: smilesection.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/smilesection.xml,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** smilesection.xml 10 Jan 2007 17:39:48 -0000 1.16 --- smilesection.xml 11 Jan 2007 11:25:51 -0000 1.17 *************** *** 63,67 **** <libraryFunction>exerciseDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 63,67 ---- <libraryFunction>exerciseDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 78,82 **** <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 78,82 ---- <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 214,218 **** <libraryFunction>alpha</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 214,218 ---- <libraryFunction>alpha</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 229,233 **** <libraryFunction>beta</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 229,233 ---- <libraryFunction>beta</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 244,248 **** <libraryFunction>nu</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 244,248 ---- <libraryFunction>nu</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 259,263 **** <libraryFunction>rho</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 259,263 ---- <libraryFunction>rho</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 274,278 **** <libraryFunction>interpolationError</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 274,278 ---- <libraryFunction>interpolationError</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 289,293 **** <libraryFunction>interpolationMaxError</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 289,293 ---- <libraryFunction>interpolationMaxError</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 304,308 **** <libraryFunction>endCriteria</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 304,308 ---- <libraryFunction>endCriteria</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.56 retrieving revision 1.57 diff -C2 -d -r1.56 -r1.57 *** termstructures.xml 10 Jan 2007 17:39:49 -0000 1.56 --- termstructures.xml 11 Jan 2007 11:25:51 -0000 1.57 *************** *** 19,23 **** <libraryFunction>referenceDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 19,23 ---- <libraryFunction>referenceDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 34,38 **** <libraryFunction>calendar</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 34,38 ---- <libraryFunction>calendar</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 49,53 **** <libraryFunction>maxDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 49,53 ---- <libraryFunction>maxDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 64,68 **** <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 64,68 ---- <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.56 retrieving revision 1.57 diff -C2 -d -r1.56 -r1.57 *** index.xml 10 Jan 2007 17:39:47 -0000 1.56 --- index.xml 11 Jan 2007 11:25:48 -0000 1.57 *************** *** 21,25 **** <libraryFunction>name</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 21,25 ---- <libraryFunction>name</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 140,144 **** <libraryFunction>familyName</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 140,144 ---- <libraryFunction>familyName</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 155,159 **** <libraryFunction>tenor</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 155,159 ---- <libraryFunction>tenor</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 170,174 **** <libraryFunction>settlementDays</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 170,174 ---- <libraryFunction>settlementDays</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 185,189 **** <libraryFunction>currency</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 185,189 ---- <libraryFunction>currency</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 200,204 **** <libraryFunction>calendar</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 200,204 ---- <libraryFunction>calendar</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 215,219 **** <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 215,219 ---- <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 295,299 **** <libraryFunction>businessDayConvention</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 295,299 ---- <libraryFunction>businessDayConvention</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 310,314 **** <libraryFunction>endOfMonth</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 310,314 ---- <libraryFunction>endOfMonth</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 325,329 **** <libraryFunction>termStructure</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 325,329 ---- <libraryFunction>termStructure</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 424,428 **** <libraryFunction>fixedLegTenor</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 424,428 ---- <libraryFunction>fixedLegTenor</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 439,443 **** <libraryFunction>fixedLegConvention</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 439,443 ---- <libraryFunction>fixedLegConvention</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 454,458 **** <libraryFunction>iborIndex</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 454,458 ---- <libraryFunction>iborIndex</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.48 retrieving revision 1.49 diff -C2 -d -r1.48 -r1.49 *** bonds.xml 10 Jan 2007 17:39:47 -0000 1.48 --- bonds.xml 11 Jan 2007 11:25:46 -0000 1.49 *************** *** 42,46 **** <libraryFunction>description</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 42,46 ---- <libraryFunction>description</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 57,61 **** <libraryFunction>settlementDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 57,61 ---- <libraryFunction>settlementDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 72,76 **** <libraryFunction>firstCouponDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 72,76 ---- <libraryFunction>firstCouponDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 87,91 **** <libraryFunction>maturityDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 87,91 ---- <libraryFunction>maturityDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 102,106 **** <libraryFunction>calendar</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 102,106 ---- <libraryFunction>calendar</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 117,121 **** <libraryFunction>accrualConvention</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 117,121 ---- <libraryFunction>accrualConvention</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 132,136 **** <libraryFunction>paymentConvention</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 132,136 ---- <libraryFunction>paymentConvention</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 147,151 **** <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 147,151 ---- <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 162,166 **** <libraryFunction>frequency</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 162,166 ---- <libraryFunction>frequency</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 177,181 **** <libraryFunction>cleanPrice</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 177,181 ---- <libraryFunction>cleanPrice</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 192,196 **** <libraryFunction>dirtyPrice</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 192,196 ---- <libraryFunction>dirtyPrice</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.41 retrieving revision 1.42 diff -C2 -d -r1.41 -r1.42 *** swap.xml 10 Jan 2007 17:39:49 -0000 1.41 --- swap.xml 11 Jan 2007 11:25:51 -0000 1.42 *************** *** 152,156 **** <libraryFunction>startDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 152,156 ---- <libraryFunction>startDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 167,171 **** <libraryFunction>maturity</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 167,171 ---- <libraryFunction>maturity</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.64 retrieving revision 1.65 diff -C2 -d -r1.64 -r1.65 *** marketmodels.xml 10 Jan 2007 17:39:47 -0000 1.64 --- marketmodels.xml 11 Jan 2007 11:25:49 -0000 1.65 *************** *** 28,32 **** <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 28,32 ---- <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 44,48 **** <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 44,48 ---- <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 60,64 **** <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 60,64 ---- <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 199,203 **** <libraryFunction>rateTimes</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 199,203 ---- <libraryFunction>rateTimes</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 214,218 **** <libraryFunction>rateTaus</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 214,218 ---- <libraryFunction>rateTaus</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 229,233 **** <libraryFunction>evolutionTimes</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 229,233 ---- <libraryFunction>evolutionTimes</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 244,248 **** <libraryFunction>effectiveStopTime</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 244,248 ---- <libraryFunction>effectiveStopTime</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 259,263 **** <libraryFunction>firstAliveRate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 259,263 ---- <libraryFunction>firstAliveRate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 276,280 **** <libraryFunction>numberOfRates</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 276,280 ---- <libraryFunction>numberOfRates</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 291,295 **** <libraryFunction>numberOfSteps</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 291,295 ---- <libraryFunction>numberOfSteps</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 480,484 **** <libraryFunction>initialRates</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 480,484 ---- <libraryFunction>initialRates</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 495,499 **** <libraryFunction>displacements</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 495,499 ---- <libraryFunction>displacements</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 510,514 **** <libraryFunction>numberOfRates</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 510,514 ---- <libraryFunction>numberOfRates</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 525,529 **** <libraryFunction>numberOfFactors</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 525,529 ---- <libraryFunction>numberOfFactors</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 540,544 **** <libraryFunction>numberOfSteps</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 540,544 ---- <libraryFunction>numberOfSteps</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 936,940 **** <libraryFunction>shortTermVolatility</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 936,940 ---- <libraryFunction>shortTermVolatility</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 951,955 **** <libraryFunction>longTermVolatility</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 951,955 ---- <libraryFunction>longTermVolatility</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 966,970 **** <libraryFunction>maximumLocation</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 966,970 ---- <libraryFunction>maximumLocation</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 981,985 **** <libraryFunction>maximumVolatility</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 981,985 ---- <libraryFunction>maximumVolatility</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 996,1000 **** <libraryFunction>a</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 996,1000 ---- <libraryFunction>a</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 1011,1015 **** <libraryFunction>b</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 1011,1015 ---- <libraryFunction>b</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 1026,1030 **** <libraryFunction>c</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 1026,1030 ---- <libraryFunction>c</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 1041,1045 **** <libraryFunction>d</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 1041,1045 ---- <libraryFunction>d</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 1256,1260 **** <libraryFunction>swapCovarianceMatrix</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 1256,1260 ---- <libraryFunction>swapCovarianceMatrix</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 1323,1327 **** <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 1323,1327 ---- <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 1339,1343 **** <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 1339,1343 ---- <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 1417,1421 **** <libraryFunction>forwardRates</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 1417,1421 ---- <libraryFunction>forwardRates</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 1432,1436 **** <libraryFunction>discountRatios</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 1432,1436 ---- <libraryFunction>discountRatios</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 1447,1451 **** <libraryFunction>coterminalSwapRates</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 1447,1451 ---- <libraryFunction>coterminalSwapRates</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 1462,1466 **** <libraryFunction>coterminalSwapAnnuities</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 1462,1466 ---- <libraryFunction>coterminalSwapAnnuities</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 1595,1599 **** <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 1595,1599 ---- <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 1611,1615 **** <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 1611,1615 ---- <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 1627,1631 **** <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 1627,1631 ---- <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.91 retrieving revision 1.92 diff -C2 -d -r1.91 -r1.92 *** swaptionvolstructure.xml 10 Jan 2007 17:39:49 -0000 1.91 --- swaptionvolstructure.xml 11 Jan 2007 11:25:51 -0000 1.92 *************** *** 167,171 **** <libraryFunction>maxSwapTenor</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 167,171 ---- <libraryFunction>maxSwapTenor</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 182,186 **** <libraryFunction>minStrike</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 182,186 ---- <libraryFunction>minStrike</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 197,201 **** <libraryFunction>maxStrike</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 197,201 ---- <libraryFunction>maxStrike</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 356,360 **** <libraryFunction>optionDates</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 356,360 ---- <libraryFunction>optionDates</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 371,375 **** <libraryFunction>optionTenors</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 371,375 ---- <libraryFunction>optionTenors</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 386,390 **** <libraryFunction>swapTenors</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 386,390 ---- <libraryFunction>swapTenors</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 595,599 **** <libraryFunction>getSparseSabrParameters</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 595,599 ---- <libraryFunction>getSparseSabrParameters</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 610,614 **** <libraryFunction>getDenseSabrParameters</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 610,614 ---- <libraryFunction>getDenseSabrParameters</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 625,629 **** <libraryFunction>getMarketVolCube</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 625,629 ---- <libraryFunction>getMarketVolCube</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 640,644 **** <libraryFunction>getVolCubeAtmCalibrated</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 640,644 ---- <libraryFunction>getVolCubeAtmCalibrated</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> Index: forwardrateagreement.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v retrieving revision 1.27 retrieving revision 1.28 diff -C2 -d -r1.27 -r1.28 *** forwardrateagreement.xml 10 Jan 2007 17:39:47 -0000 1.27 --- forwardrateagreement.xml 11 Jan 2007 11:25:48 -0000 1.28 *************** *** 60,64 **** <libraryFunction>forwardRate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 60,64 ---- <libraryFunction>forwardRate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 75,79 **** <libraryFunction>forwardValue</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 75,79 ---- <libraryFunction>forwardValue</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 90,94 **** <libraryFunction>spotValue</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 90,94 ---- <libraryFunction>spotValue</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> Index: capfloor.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v retrieving revision 1.35 retrieving revision 1.36 diff -C2 -d -r1.35 -r1.36 *** capfloor.xml 10 Jan 2007 17:39:47 -0000 1.35 --- capfloor.xml 11 Jan 2007 11:25:47 -0000 1.36 *************** *** 18,22 **** <libraryFunction>type</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 18,22 ---- <libraryFunction>type</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 33,37 **** <libraryFunction>capRates</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 33,37 ---- <libraryFunction>capRates</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 48,52 **** <libraryFunction>floorRates</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 48,52 ---- <libraryFunction>floorRates</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 84,88 **** <libraryFunction>atmRate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 84,88 ---- <libraryFunction>atmRate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 99,103 **** <libraryFunction>vega</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 99,103 ---- <libraryFunction>vega</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> Index: utilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/utilities.xml,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** utilities.xml 10 Jan 2007 17:39:49 -0000 1.20 --- utilities.xml 11 Jan 2007 11:25:51 -0000 1.21 *************** *** 17,21 **** <description>returns the version number of QuantLib</description> <SupportedPlatforms> ! <Excel calcInWizard='false' /> <Calc/> </SupportedPlatforms> --- 17,21 ---- <description>returns the version number of QuantLib</description> <SupportedPlatforms> ! <Excel calcInWizard='true' /> <Calc/> </SupportedPlatforms> *************** *** 33,37 **** <alias>QuantLibAddin::EnumTypeRegistry::instance().getAllRegisteredTypes</alias> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 33,37 ---- <alias>QuantLibAddin::EnumTypeRegistry::instance().getAllRegisteredTypes</alias> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 69,73 **** <alias>QuantLibAddin::EnumClassRegistry::instance().getAllRegisteredTypes</alias> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 69,73 ---- <alias>QuantLibAddin::EnumClassRegistry::instance().getAllRegisteredTypes</alias> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> Index: randomsequencegenerator.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/randomsequencegenerator.xml,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** randomsequencegenerator.xml 10 Jan 2007 17:39:48 -0000 1.18 --- randomsequencegenerator.xml 11 Jan 2007 11:25:51 -0000 1.19 *************** *** 14,18 **** <alias>QuantLibAddin::rand</alias> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 14,18 ---- <alias>QuantLibAddin::rand</alias> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> Index: mathf.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/mathf.xml,v retrieving revision 1.29 retrieving revision 1.30 diff -C2 -d -r1.29 -r1.30 *** mathf.xml 10 Jan 2007 17:39:47 -0000 1.29 --- mathf.xml 11 Jan 2007 11:25:49 -0000 1.30 *************** *** 153,157 **** <libraryFunction>eigenvalues</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> <Calc/> </SupportedPlatforms> --- 153,157 ---- <libraryFunction>eigenvalues</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> <Calc/> </SupportedPlatforms> *************** *** 169,173 **** <libraryFunction>eigenvectors</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 169,173 ---- <libraryFunction>eigenvectors</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 341,345 **** <libraryFunction>standardDeviations</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 341,345 ---- <libraryFunction>standardDeviations</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 356,360 **** <libraryFunction>correlationMatrix</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 356,360 ---- <libraryFunction>correlationMatrix</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> Index: statistics.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/statistics.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** statistics.xml 10 Jan 2007 17:39:48 -0000 1.10 --- statistics.xml 11 Jan 2007 11:25:51 -0000 1.11 *************** *** 16,20 **** <libraryFunction>samples</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 16,20 ---- <libraryFunction>samples</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 31,35 **** <libraryFunction>weightSum</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 31,35 ---- <libraryFunction>weightSum</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 46,50 **** <libraryFunction>mean</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 46,50 ---- <libraryFunction>mean</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 61,65 **** <libraryFunction>variance</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 61,65 ---- <libraryFunction>variance</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 76,80 **** <libraryFunction>standardDeviation</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 76,80 ---- <libraryFunction>standardDeviation</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 91,95 **** <libraryFunction>errorEstimate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 91,95 ---- <libraryFunction>errorEstimate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 106,110 **** <libraryFunction>skewness</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 106,110 ---- <libraryFunction>skewness</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 121,125 **** <libraryFunction>kurtosis</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 121,125 ---- <libraryFunction>kurtosis</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 136,140 **** <libraryFunction>min</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 136,140 ---- <libraryFunction>min</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 151,155 **** <libraryFunction>max</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 151,155 ---- <libraryFunction>max</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 210,214 **** <libraryFunction>gaussianDownsideVariance</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 210,214 ---- <libraryFunction>gaussianDownsideVariance</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 225,229 **** <libraryFunction>gaussianDownsideDeviation</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 225,229 ---- <libraryFunction>gaussianDownsideDeviation</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 410,414 **** <libraryFunction>semiVariance</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 410,414 ---- <libraryFunction>semiVariance</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 425,429 **** <libraryFunction>semiDeviation</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 425,429 ---- <libraryFunction>semiDeviation</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 440,444 **** <libraryFunction>downsideVariance</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 440,444 ---- <libraryFunction>downsideVariance</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 455,459 **** <libraryFunction>downsideDeviation</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 455,459 ---- <libraryFunction>downsideDeviation</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> Index: exercise.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/exercise.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** exercise.xml 10 Jan 2007 17:39:47 -0000 1.15 --- exercise.xml 11 Jan 2007 11:25:48 -0000 1.16 *************** *** 14,18 **** <libraryFunction>dates</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 14,18 ---- <libraryFunction>dates</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 29,33 **** <libraryFunction>lastDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 29,33 ---- <libraryFunction>lastDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> Index: pricingengines.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v retrieving revision 1.33 retrieving revision 1.34 diff -C2 -d -r1.33 -r1.34 *** pricingengines.xml 10 Jan 2007 17:39:48 -0000 1.33 --- pricingengines.xml 11 Jan 2007 11:25:50 -0000 1.34 *************** *** 839,843 **** <libraryFunction>delta</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 839,843 ---- <libraryFunction>delta</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 854,858 **** <libraryFunction>elasticity</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 854,858 ---- <libraryFunction>elasticity</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 869,873 **** <libraryFunction>gamma</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 869,873 ---- <libraryFunction>gamma</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> Index: sequencestatistics.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/sequencestatistics.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** sequencestatistics.xml 10 Jan 2007 17:39:48 -0000 1.10 --- sequencestatistics.xml 11 Jan 2007 11:25:51 -0000 1.11 *************** *** 19,23 **** <libraryFunction>samples</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 19,23 ---- <libraryFunction>samples</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 34,38 **** <libraryFunction>weightSum</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 34,38 ---- <libraryFunction>weightSum</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 51,55 **** <libraryFunction>mean</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 51,55 ---- <libraryFunction>mean</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 66,70 **** <libraryFunction>variance</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 66,70 ---- <libraryFunction>variance</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 81,85 **** <libraryFunction>standardDeviation</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 81,85 ---- <libraryFunction>standardDeviation</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 96,100 **** <libraryFunction>downsideVariance</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 96,100 ---- <libraryFunction>downsideVariance</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 111,115 **** <libraryFunction>downsideDeviation</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 111,115 ---- <libraryFunction>downsideDeviation</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> <ParameterList> *************** *** 126,130 **** <libraryFunction>semiVariance</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> --- 126,130 ---- <libraryFunction>semiVariance</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='true' /> </SupportedPlatforms> ... [truncated message content] |
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From: Ferdinando A. <na...@us...> - 2007-01-11 11:23:21
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23030/gensrc/config Modified Files: config.xml Log Message: removing oh documentation from ql documentation Index: config.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config/config.xml,v retrieving revision 1.39 retrieving revision 1.40 diff -C2 -d -r1.39 -r1.40 *** config.xml 7 Dec 2006 13:09:34 -0000 1.39 --- config.xml 11 Jan 2007 11:23:16 -0000 1.40 *************** *** 28,32 **** <categoryName>marketmodels</categoryName> <categoryName>mathf</categoryName> - <categoryName>ohfunctions</categoryName> <categoryName>optimization</categoryName> <categoryName>options</categoryName> --- 28,31 ---- |
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From: Ferdinando A. <na...@us...> - 2007-01-11 11:23:21
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23030/gensrc/metadata Removed Files: ohfunctions.xml Log Message: removing oh documentation from ql documentation --- ohfunctions.xml DELETED --- |
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From: Ferdinando A. <na...@us...> - 2007-01-11 11:23:21
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23030/gensrc Modified Files: Makefile.vc qlgensrc.vcproj qlgensrc_vc8.vcproj Log Message: removing oh documentation from ql documentation Index: qlgensrc.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/qlgensrc.vcproj,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** qlgensrc.vcproj 7 Dec 2006 13:09:17 -0000 1.4 --- qlgensrc.vcproj 11 Jan 2007 11:23:12 -0000 1.5 *************** *** 94,100 **** </File> <File - RelativePath="metadata\ohfunctions.xml"> - </File> - <File RelativePath="metadata\optimization.xml"> </File> --- 94,97 ---- Index: Makefile.vc =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/Makefile.vc,v retrieving revision 1.36 retrieving revision 1.37 diff -C2 -d -r1.36 -r1.37 *** Makefile.vc 7 Dec 2006 13:09:17 -0000 1.36 --- Makefile.vc 11 Jan 2007 11:23:12 -0000 1.37 *************** *** 28,32 **** metadata\mathf.xml \ metadata\marketmodels.xml \ - metadata\ohfunctions.xml \ metadata\optimization.xml \ metadata\options.xml \ --- 28,31 ---- Index: qlgensrc_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/qlgensrc_vc8.vcproj,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** qlgensrc_vc8.vcproj 7 Dec 2006 13:09:17 -0000 1.7 --- qlgensrc_vc8.vcproj 11 Jan 2007 11:23:12 -0000 1.8 *************** *** 132,139 **** </File> <File - RelativePath=".\metadata\ohfunctions.xml" - > - </File> - <File RelativePath=".\metadata\optimization.xml" > --- 132,135 ---- |
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From: Giorgio F. <gi...@us...> - 2007-01-11 10:04:26
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19221/gensrc/metadata Modified Files: optimization.xml Log Message: fixed bug Index: optimization.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/optimization.xml,v retrieving revision 1.21 retrieving revision 1.22 diff -C2 -d -r1.21 -r1.22 *** optimization.xml 10 Jan 2007 17:39:47 -0000 1.21 --- optimization.xml 11 Jan 2007 10:04:22 -0000 1.22 *************** *** 200,214 **** <ParameterList> <Parameters> ! <Parameter name="epsfcn" libraryType="QuantLib::Real" defaul="1.0e-8"> <type>double</type> <tensorRank>scalar</tensorRank> <description>epsfcn</description> </Parameter> ! <Parameter name="xtol" libraryType="QuantLib::Real" defaul="1.0e-8"> <type>double</type> <tensorRank>scalar</tensorRank> <description>xtol</description> </Parameter> ! <Parameter name="gtol" libraryType="QuantLib::Real" defaul="1.0e-8"> <type>double</type> <tensorRank>scalar</tensorRank> --- 200,214 ---- <ParameterList> <Parameters> ! <Parameter name="epsfcn" libraryType="QuantLib::Real" default="1.0e-8"> <type>double</type> <tensorRank>scalar</tensorRank> <description>epsfcn</description> </Parameter> ! <Parameter name="xtol" libraryType="QuantLib::Real" default="1.0e-8"> <type>double</type> <tensorRank>scalar</tensorRank> <description>xtol</description> </Parameter> ! <Parameter name="gtol" libraryType="QuantLib::Real" default="1.0e-8"> <type>double</type> <tensorRank>scalar</tensorRank> |
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From: Giorgio F. <gi...@us...> - 2007-01-11 10:03:10
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18308/gensrc/metadata Modified Files: ratehelpers.xml Log Message: renamed methods Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.39 retrieving revision 1.40 diff -C2 -d -r1.39 -r1.40 *** ratehelpers.xml 10 Jan 2007 17:39:48 -0000 1.39 --- ratehelpers.xml 11 Jan 2007 10:02:59 -0000 1.40 *************** *** 16,20 **** <Functions> ! <Member name='qlEarliestDate' libraryClass='RateHelper'> <description>returns the earliest date for the given RateHelper object</description> <libraryFunction>earliestDate</libraryFunction> --- 16,20 ---- <Functions> ! <Member name='qlRateHelperEarliestDate' libraryClass='RateHelper'> <description>returns the earliest date for the given RateHelper object</description> <libraryFunction>earliestDate</libraryFunction> *************** *** 31,35 **** </Member> ! <Member name='qlLatestDate' libraryClass='RateHelper'> <description>returns the latest date for the given RateHelper object</description> <libraryFunction>latestDate</libraryFunction> --- 31,35 ---- </Member> ! <Member name='qlRateHelperLatestDate' libraryClass='RateHelper'> <description>returns the latest date for the given RateHelper object</description> <libraryFunction>latestDate</libraryFunction> *************** *** 46,50 **** </Member> ! <Member name='qlReferenceQuote' libraryClass='RateHelper'> <description>returns the reference quote for the given RateHelper object</description> <libraryFunction>referenceQuote</libraryFunction> --- 46,50 ---- </Member> ! <Member name='qlRateHelperReferenceQuote' libraryClass='RateHelper'> <description>returns the reference quote for the given RateHelper object</description> <libraryFunction>referenceQuote</libraryFunction> |
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From: Eric E. <eri...@us...> - 2007-01-10 19:34:46
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8941 Modified Files: todo.eric.csv Log Message: Index: todo.eric.csv =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.eric.csv,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** todo.eric.csv 10 Jan 2007 09:55:19 -0000 1.17 --- todo.eric.csv 10 Jan 2007 19:34:38 -0000 1.18 *************** *** 1,5 **** project,subproject,task,status,priority,days,comp date,comment - QLXL,Design,performance profiling / FunctionCall() constructor,in progress,,,, OH,Design,analyze Excel looping / use ohThing() for demo workbook,in progress,,,, ?,General Support,some additional coercions (?),,,,, --- 1,4 ---- *************** *** 8,11 **** --- 7,11 ---- QL,Design,replace all instance of post-increment with pre-increment where appropriate in the for loops,,3,,, QLA,Design,fix Katiuscia's reported bug on Index - (this is a design change not a bug) :-),cancelled,2,,, + QLXL,Design,performance profiling / FunctionCall() constructor,done,,,, QLA,Design,QuantLib.xla double-click/launcher launch (i.e. do not rely on environment variables anymore),done,0,,, OH,Design,consolidate ohFilter1/ohFilter2 into ohFilter and enable Function Wizard,done,1,,, |
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From: Francois du V. <fd...@us...> - 2007-01-10 18:46:30
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19112 Modified Files: todonando.txt Log Message: Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.79 retrieving revision 1.80 diff -C2 -d -r1.79 -r1.80 *** todonando.txt 10 Jan 2007 14:43:18 -0000 1.79 --- todonando.txt 10 Jan 2007 18:46:25 -0000 1.80 *************** *** 68,73 **** - DONE include future options in vol cap stripping - check sabr fit stability/accuracy for smilesections ! - create another CapletVol object instance using future option smile sections only in CapStripper.xls ! - clean cap price discrepancies - add atmRate to SmileSection base class - add an atmRate to our capVol structure --- 68,73 ---- - DONE include future options in vol cap stripping - check sabr fit stability/accuracy for smilesections ! - DONE create another CapletVol object instance using future option smile sections only in CapStripper.xls ! - DONE clean cap price discrepancies - add atmRate to SmileSection base class - add an atmRate to our capVol structure |
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22091/gensrc/metadata Modified Files: assetswap.xml bonds.xml calendar.xml capfloor.xml capletvolstructure.xml cmsmarket.xml couponvectors.xml date.xml daycounter.xml exercise.xml forwardrateagreement.xml index.xml instruments.xml interpolation.xml marketmodels.xml mathf.xml ohfunctions.xml optimization.xml options.xml payoffs.xml prices.xml pricingengines.xml processes.xml quotes.xml randomsequencegenerator.xml ratehelpers.xml schedule.xml sequencestatistics.xml settings.xml shortratemodels.xml simplecashflow.xml smilesection.xml statistics.xml swap.xml swaption.xml swaptionvolstructure.xml termstructures.xml utilities.xml vanillaswap.xml volatilities.xml Log Message: change checkForFunctionWizard='true' to calcInWizard='false' so Nando doesn't get confused Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.36 retrieving revision 1.37 diff -C2 -d -r1.36 -r1.37 *** vanillaswap.xml 11 Dec 2006 09:40:04 -0000 1.36 --- vanillaswap.xml 10 Jan 2007 17:39:49 -0000 1.37 *************** *** 17,21 **** <libraryFunction>VanillaSwap</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 17,21 ---- <libraryFunction>VanillaSwap</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 78,82 **** <libraryFunction>VanillaSwap</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 78,82 ---- <libraryFunction>VanillaSwap</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 115,119 **** <libraryFunction>fixedLegBPS</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 115,119 ---- <libraryFunction>fixedLegBPS</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 130,134 **** <libraryFunction>fixedLegNPV</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 130,134 ---- <libraryFunction>fixedLegNPV</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 145,149 **** <libraryFunction>fairRate</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 145,149 ---- <libraryFunction>fairRate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 160,164 **** <libraryFunction>floatingLegBPS</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 160,164 ---- <libraryFunction>floatingLegBPS</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 175,179 **** <libraryFunction>floatingLegNPV</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 175,179 ---- <libraryFunction>floatingLegNPV</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 190,194 **** <libraryFunction>fairSpread</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 190,194 ---- <libraryFunction>fairSpread</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 205,209 **** <libraryFunction>fixedRate</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 205,209 ---- <libraryFunction>fixedRate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 220,224 **** <libraryFunction>spread</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 220,224 ---- <libraryFunction>spread</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 235,239 **** <libraryFunction>nominal</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 235,239 ---- <libraryFunction>nominal</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 250,254 **** <libraryFunction>type</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 250,254 ---- <libraryFunction>type</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 265,269 **** <libraryFunction>fixedLegAnalysis</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 265,269 ---- <libraryFunction>fixedLegAnalysis</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 280,284 **** <libraryFunction>floatingLegAnalysis</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 280,284 ---- <libraryFunction>floatingLegAnalysis</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.38 retrieving revision 1.39 diff -C2 -d -r1.38 -r1.39 *** ratehelpers.xml 8 Jan 2007 18:41:11 -0000 1.38 --- ratehelpers.xml 10 Jan 2007 17:39:48 -0000 1.39 *************** *** 20,24 **** <libraryFunction>earliestDate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 20,24 ---- <libraryFunction>earliestDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 35,39 **** <libraryFunction>latestDate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 35,39 ---- <libraryFunction>latestDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 50,54 **** <libraryFunction>referenceQuote</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 50,54 ---- <libraryFunction>referenceQuote</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 64,68 **** <libraryFunction>DepositRateHelper</libraryFunction> <SupportedPlatforms> ! <Excel/> <Calc/> </SupportedPlatforms> --- 64,68 ---- <libraryFunction>DepositRateHelper</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> <Calc/> </SupportedPlatforms> *************** *** 106,110 **** <libraryFunction>SwapRateHelper</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 106,110 ---- <libraryFunction>SwapRateHelper</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 158,162 **** <libraryFunction>convexityAdjustment</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 158,162 ---- <libraryFunction>convexityAdjustment</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 172,176 **** <libraryFunction>FuturesRateHelper</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 172,176 ---- <libraryFunction>FuturesRateHelper</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 218,222 **** <description>selects rate helpers for bootstrapping</description> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 218,222 ---- <description>selects rate helpers for bootstrapping</description> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> Index: shortratemodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** shortratemodels.xml 22 Nov 2006 13:34:14 -0000 1.17 --- shortratemodels.xml 10 Jan 2007 17:39:48 -0000 1.18 *************** *** 15,19 **** <libraryFunction>HullWhite</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 15,19 ---- <libraryFunction>HullWhite</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 41,45 **** <libraryFunction>Vasicek</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 41,45 ---- <libraryFunction>Vasicek</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 73,77 **** <alias>QuantLib::HullWhite::convexityBias</alias> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 73,77 ---- <alias>QuantLib::HullWhite::convexityBias</alias> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> Index: assetswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/assetswap.xml,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** assetswap.xml 3 Jan 2007 10:54:14 -0000 1.18 --- assetswap.xml 10 Jan 2007 17:39:47 -0000 1.19 *************** *** 17,21 **** <libraryFunction>AssetSwap</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 17,21 ---- <libraryFunction>AssetSwap</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 74,78 **** <libraryFunction>fairSpread</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 74,78 ---- <libraryFunction>fairSpread</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 89,93 **** <libraryFunction>bondLeg</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 89,93 ---- <libraryFunction>bondLeg</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 105,109 **** <libraryFunction>floatingLeg</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 105,109 ---- <libraryFunction>floatingLeg</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 120,124 **** <libraryFunction>floatingLegBPS</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 120,124 ---- <libraryFunction>floatingLegBPS</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 135,139 **** <libraryFunction>fairPrice</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 135,139 ---- <libraryFunction>fairPrice</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> Index: forwardrateagreement.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v retrieving revision 1.26 retrieving revision 1.27 diff -C2 -d -r1.26 -r1.27 *** forwardrateagreement.xml 11 Dec 2006 09:40:03 -0000 1.26 --- forwardrateagreement.xml 10 Jan 2007 17:39:47 -0000 1.27 *************** *** 13,17 **** <libraryFunction>ForwardRateAgreement</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 13,17 ---- <libraryFunction>ForwardRateAgreement</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 60,64 **** <libraryFunction>forwardRate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 60,64 ---- <libraryFunction>forwardRate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 75,79 **** <libraryFunction>forwardValue</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 75,79 ---- <libraryFunction>forwardValue</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 90,94 **** <libraryFunction>spotValue</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 90,94 ---- <libraryFunction>spotValue</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> Index: payoffs.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/payoffs.xml,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** payoffs.xml 10 Jan 2007 11:00:48 -0000 1.13 --- payoffs.xml 10 Jan 2007 17:39:48 -0000 1.14 *************** *** 14,18 **** <libraryFunction>name</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 14,18 ---- <libraryFunction>name</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 29,33 **** <libraryFunction>description</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 29,33 ---- <libraryFunction>description</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 44,48 **** <libraryFunction>operator()</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 44,48 ---- <libraryFunction>operator()</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 65,69 **** <libraryFunction>optionType</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 65,69 ---- <libraryFunction>optionType</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 80,84 **** <libraryFunction>strike</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 80,84 ---- <libraryFunction>strike</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 95,99 **** <libraryFunction>cashPayoff</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 95,99 ---- <libraryFunction>cashPayoff</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 110,114 **** <libraryFunction>strikePayoff</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 110,114 ---- <libraryFunction>strikePayoff</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 125,129 **** <libraryFunction>strikeIncrement</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 125,129 ---- <libraryFunction>strikeIncrement</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 140,144 **** <libraryFunction>thirdParameter</libraryFunction> <SupportedPlatforms> ! <Excel /> </SupportedPlatforms> <ParameterList> --- 140,144 ---- <libraryFunction>thirdParameter</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 154,158 **** <libraryFunction>StrikedTypePayoff</libraryFunction> <SupportedPlatforms> ! <Excel/> <C/> <Calc/> --- 154,158 ---- <libraryFunction>StrikedTypePayoff</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> <C/> <Calc/> Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.55 retrieving revision 1.56 diff -C2 -d -r1.55 -r1.56 *** index.xml 9 Jan 2007 10:55:24 -0000 1.55 --- index.xml 10 Jan 2007 17:39:47 -0000 1.56 *************** *** 21,25 **** <libraryFunction>name</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 21,25 ---- <libraryFunction>name</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 36,40 **** <libraryFunction>isValidFixingDate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 36,40 ---- <libraryFunction>isValidFixingDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 57,61 **** <libraryFunction>fixing</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 57,61 ---- <libraryFunction>fixing</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 83,87 **** <libraryFunction>addFixing</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 83,87 ---- <libraryFunction>addFixing</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 110,114 **** <libraryFunction>addFixings</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 110,114 ---- <libraryFunction>addFixings</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 140,144 **** <libraryFunction>familyName</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 140,144 ---- <libraryFunction>familyName</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 155,159 **** <libraryFunction>tenor</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 155,159 ---- <libraryFunction>tenor</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 170,174 **** <libraryFunction>settlementDays</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 170,174 ---- <libraryFunction>settlementDays</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 185,189 **** <libraryFunction>currency</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 185,189 ---- <libraryFunction>currency</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 200,204 **** <libraryFunction>calendar</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 200,204 ---- <libraryFunction>calendar</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 215,219 **** <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 215,219 ---- <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 230,234 **** <libraryFunction>forecastFixing</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 230,234 ---- <libraryFunction>forecastFixing</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 251,255 **** <libraryFunction>valueDate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 251,255 ---- <libraryFunction>valueDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 272,276 **** <libraryFunction>maturityDate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 272,276 ---- <libraryFunction>maturityDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 295,299 **** <libraryFunction>businessDayConvention</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 295,299 ---- <libraryFunction>businessDayConvention</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 310,314 **** <libraryFunction>endOfMonth</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 310,314 ---- <libraryFunction>endOfMonth</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 325,329 **** <libraryFunction>termStructure</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 325,329 ---- <libraryFunction>termStructure</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 341,345 **** <libraryFunction>IborIndex</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 341,345 ---- <libraryFunction>IborIndex</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 401,405 **** <alias>QuantLibAddin::EuriborHandle::instance().linkEuriborHandle</alias> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 401,405 ---- <alias>QuantLibAddin::EuriborHandle::instance().linkEuriborHandle</alias> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 424,428 **** <libraryFunction>fixedLegTenor</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 424,428 ---- <libraryFunction>fixedLegTenor</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 439,443 **** <libraryFunction>fixedLegConvention</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 439,443 ---- <libraryFunction>fixedLegConvention</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 454,458 **** <libraryFunction>iborIndex</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 454,458 ---- <libraryFunction>iborIndex</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 474,478 **** <libraryFunction>SwapIndex</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 474,478 ---- <libraryFunction>SwapIndex</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.47 retrieving revision 1.48 diff -C2 -d -r1.47 -r1.48 *** bonds.xml 8 Jan 2007 14:28:45 -0000 1.47 --- bonds.xml 10 Jan 2007 17:39:47 -0000 1.48 *************** *** 27,31 **** <libraryFunction>flowAnalysis</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 27,31 ---- <libraryFunction>flowAnalysis</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 42,46 **** <libraryFunction>description</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 42,46 ---- <libraryFunction>description</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 57,61 **** <libraryFunction>settlementDate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 57,61 ---- <libraryFunction>settlementDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 72,76 **** <libraryFunction>firstCouponDate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 72,76 ---- <libraryFunction>firstCouponDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 87,91 **** <libraryFunction>maturityDate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 87,91 ---- <libraryFunction>maturityDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 102,106 **** <libraryFunction>calendar</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 102,106 ---- <libraryFunction>calendar</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 117,121 **** <libraryFunction>accrualConvention</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 117,121 ---- <libraryFunction>accrualConvention</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 132,136 **** <libraryFunction>paymentConvention</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 132,136 ---- <libraryFunction>paymentConvention</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 147,151 **** <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 147,151 ---- <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 162,166 **** <libraryFunction>frequency</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 162,166 ---- <libraryFunction>frequency</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 177,181 **** <libraryFunction>cleanPrice</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 177,181 ---- <libraryFunction>cleanPrice</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 192,196 **** <libraryFunction>dirtyPrice</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 192,196 ---- <libraryFunction>dirtyPrice</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 207,211 **** <libraryFunction>yield</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 207,211 ---- <libraryFunction>yield</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 229,233 **** <libraryFunction>cleanPrice</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 229,233 ---- <libraryFunction>cleanPrice</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 260,264 **** <libraryFunction>dirtyPrice</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 260,264 ---- <libraryFunction>dirtyPrice</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 292,296 **** <libraryFunction>yield</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 292,296 ---- <libraryFunction>yield</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 323,327 **** <libraryFunction>accruedAmount</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 323,327 ---- <libraryFunction>accruedAmount</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 343,347 **** <libraryFunction>ZeroCouponBond</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 343,347 ---- <libraryFunction>ZeroCouponBond</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 404,408 **** <libraryFunction>FixedCouponBond</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 404,408 ---- <libraryFunction>FixedCouponBond</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 495,499 **** <libraryFunction>FloatingCouponBond</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 495,499 ---- <libraryFunction>FloatingCouponBond</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 601,605 **** <libraryFunction>CmsCouponBond</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 601,605 ---- <libraryFunction>CmsCouponBond</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.40 retrieving revision 1.41 diff -C2 -d -r1.40 -r1.41 *** swap.xml 11 Dec 2006 09:40:04 -0000 1.40 --- swap.xml 10 Jan 2007 17:39:49 -0000 1.41 *************** *** 20,24 **** <libraryFunction>Swap</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 20,24 ---- <libraryFunction>Swap</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 46,50 **** <libraryFunction>Swap</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 46,50 ---- <libraryFunction>Swap</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 89,93 **** <libraryFunction>legBPS</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 89,93 ---- <libraryFunction>legBPS</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 110,114 **** <libraryFunction>legNPV</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 110,114 ---- <libraryFunction>legNPV</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 131,135 **** <libraryFunction>legAnalysis</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 131,135 ---- <libraryFunction>legAnalysis</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 152,156 **** <libraryFunction>startDate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 152,156 ---- <libraryFunction>startDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 167,171 **** <libraryFunction>maturity</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 167,171 ---- <libraryFunction>maturity</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> Index: volatilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/volatilities.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** volatilities.xml 24 Oct 2006 10:46:21 -0000 1.15 --- volatilities.xml 10 Jan 2007 17:39:49 -0000 1.16 *************** *** 16,20 **** <alias>QuantLib::sabrVolatility</alias> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 16,20 ---- <alias>QuantLib::sabrVolatility</alias> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 66,70 **** <libraryFunction>BlackConstantVol</libraryFunction> <SupportedPlatforms> ! <Excel/> <C/> <Calc/> --- 66,70 ---- <libraryFunction>BlackConstantVol</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> <C/> <Calc/> *************** *** 95,99 **** <libraryFunction>BlackVarianceSurface</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 95,99 ---- <libraryFunction>BlackVarianceSurface</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> Index: simplecashflow.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/simplecashflow.xml,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** simplecashflow.xml 26 Oct 2006 08:49:29 -0000 1.2 --- simplecashflow.xml 10 Jan 2007 17:39:48 -0000 1.3 *************** *** 15,19 **** <libraryFunction>SimpleCashFlow</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 15,19 ---- <libraryFunction>SimpleCashFlow</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 36,40 **** <libraryFunction>SimpleCashFlowVector</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 36,40 ---- <libraryFunction>SimpleCashFlowVector</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.55 retrieving revision 1.56 diff -C2 -d -r1.55 -r1.56 *** termstructures.xml 13 Dec 2006 20:16:02 -0000 1.55 --- termstructures.xml 10 Jan 2007 17:39:49 -0000 1.56 *************** *** 19,23 **** <libraryFunction>referenceDate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 19,23 ---- <libraryFunction>referenceDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 34,38 **** <libraryFunction>calendar</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 34,38 ---- <libraryFunction>calendar</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 49,53 **** <libraryFunction>maxDate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 49,53 ---- <libraryFunction>maxDate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 64,68 **** <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 64,68 ---- <libraryFunction>dayCounter</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 80,84 **** <libraryFunction>discount</libraryFunction> <SupportedPlatforms> ! <Excel/> <Calc/> </SupportedPlatforms> --- 80,84 ---- <libraryFunction>discount</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> <Calc/> </SupportedPlatforms> *************** *** 107,111 **** <libraryFunction>forwardRate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 107,111 ---- <libraryFunction>forwardRate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 153,157 **** <libraryFunction>forwardRate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 153,157 ---- <libraryFunction>forwardRate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 199,203 **** <libraryFunction>zeroRate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 199,203 ---- <libraryFunction>zeroRate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 240,244 **** <libraryFunction>parRate</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 240,244 ---- <libraryFunction>parRate</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 276,280 **** <libraryFunction>Handle<QuantLib::YieldTermStructure></libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 276,280 ---- <libraryFunction>Handle<QuantLib::YieldTermStructure></libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 293,297 **** <description>relink handle</description> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 293,297 ---- <description>relink handle</description> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 314,318 **** <libraryFunction>PiecewiseYieldCurve</libraryFunction> <SupportedPlatforms> ! <Excel/> <Calc/> </SupportedPlatforms> --- 314,318 ---- <libraryFunction>PiecewiseYieldCurve</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> <Calc/> </SupportedPlatforms> *************** *** 356,360 **** <libraryFunction>DiscountCurve</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 356,360 ---- <libraryFunction>DiscountCurve</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 382,386 **** <libraryFunction>ZeroCurve</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 382,386 ---- <libraryFunction>ZeroCurve</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 408,412 **** <libraryFunction>ForwardCurve</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 408,412 ---- <libraryFunction>ForwardCurve</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 434,438 **** <libraryFunction>FlatForward</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 434,438 ---- <libraryFunction>FlatForward</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 475,479 **** <libraryFunction>ForwardSpreadedTermStructure</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 475,479 ---- <libraryFunction>ForwardSpreadedTermStructure</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 496,500 **** <libraryFunction>ImpliedTermStructure</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 496,500 ---- <libraryFunction>ImpliedTermStructure</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.90 retrieving revision 1.91 diff -C2 -d -r1.90 -r1.91 *** swaptionvolstructure.xml 11 Dec 2006 14:22:15 -0000 1.90 --- swaptionvolstructure.xml 10 Jan 2007 17:39:49 -0000 1.91 *************** *** 23,27 **** <libraryFunction>volatility</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 23,27 ---- <libraryFunction>volatility</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 59,63 **** <libraryFunction>volatility</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 59,63 ---- <libraryFunction>volatility</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 95,99 **** <libraryFunction>blackVariance</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 95,99 ---- <libraryFunction>blackVariance</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 131,135 **** <libraryFunction>blackVariance</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 131,135 ---- <libraryFunction>blackVariance</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 167,171 **** <libraryFunction>maxSwapTenor</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 167,171 ---- <libraryFunction>maxSwapTenor</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 182,186 **** <libraryFunction>minStrike</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 182,186 ---- <libraryFunction>minStrike</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 197,201 **** <libraryFunction>maxStrike</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 197,201 ---- <libraryFunction>maxStrike</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 212,216 **** <libraryFunction>businessDayConvention</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 212,216 ---- <libraryFunction>businessDayConvention</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 228,232 **** <libraryFunction>optionDateFromTenor</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 228,232 ---- <libraryFunction>optionDateFromTenor</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 249,253 **** <libraryFunction>Handle<QuantLib::SwaptionVolatilityStructure></libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 249,253 ---- <libraryFunction>Handle<QuantLib::SwaptionVolatilityStructure></libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 266,270 **** <description>relink handle</description> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 266,270 ---- <description>relink handle</description> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 287,291 **** <libraryFunction>SwaptionConstantVolatility</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 287,291 ---- <libraryFunction>SwaptionConstantVolatility</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 313,317 **** <libraryFunction>SwaptionVolatilityMatrix</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 313,317 ---- <libraryFunction>SwaptionVolatilityMatrix</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 356,360 **** <libraryFunction>optionDates</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 356,360 ---- <libraryFunction>optionDates</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 371,375 **** <libraryFunction>optionTenors</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 371,375 ---- <libraryFunction>optionTenors</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 386,390 **** <libraryFunction>swapTenors</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 386,390 ---- <libraryFunction>swapTenors</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 403,407 **** <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 403,407 ---- <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 431,435 **** <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 431,435 ---- <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 479,483 **** <libraryFunction>atmStrike</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 479,483 ---- <libraryFunction>atmStrike</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 505,509 **** <libraryFunction>atmStrike</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 505,509 ---- <libraryFunction>atmStrike</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 532,536 **** <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 532,536 ---- <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 595,599 **** <libraryFunction>getSparseSabrParameters</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 595,599 ---- <libraryFunction>getSparseSabrParameters</libraryFunction> <SupportedPlatforms> ! <Excel calcInWizard='false' /> </SupportedPlatforms> <ParameterList> *************** *** 610,614 **** <libraryFunction>getDenseSabrParameters</libraryFunction> <SupportedPlatforms> ! <Excel/> </SupportedPlatforms> <ParameterList> --- 610,614 ---- ... [truncated message content] |
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From: Francois du V. <fd...@us...> - 2007-01-10 14:43:28
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2737 Modified Files: todonando.txt Log Message: Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.78 retrieving revision 1.79 diff -C2 -d -r1.78 -r1.79 *** todonando.txt 10 Jan 2007 13:27:19 -0000 1.78 --- todonando.txt 10 Jan 2007 14:43:18 -0000 1.79 *************** *** 62,70 **** François ! - revise Levemberg Marquard ! - consolidate all multisteps in a single test ! - MultiStepSwaption - DONE use MakeCapFloor in Excel test wkb ! - include future options in vol cap stripping Cristina --- 62,79 ---- François ! - DONE revise Levemberg Marquard ! - TO BE REVIEWED consolidate all multisteps in a single test ! - TO BE REVIEWED MultiStepSwaption - DONE use MakeCapFloor in Excel test wkb ! - DONE include future options in vol cap stripping ! - check sabr fit stability/accuracy for smilesections ! - create another CapletVol object instance using future option smile sections only in CapStripper.xls ! - clean cap price discrepancies ! - add atmRate to SmileSection base class ! - add an atmRate to our capVol structure ! - review the class design together ! - refactor abcd vol file, adding more unary_functions for blackVol and covariance ! - expose to Excel all these new abcd-related vol functions ! - implement abcdinterpolation Cristina |
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From: Cristina D. <cdu...@us...> - 2007-01-10 13:27:25
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20808 Modified Files: todonando.txt Log Message: Index: todonando.txt =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v retrieving revision 1.77 retrieving revision 1.78 diff -C2 -d -r1.77 -r1.78 *** todonando.txt 8 Jan 2007 18:41:19 -0000 1.77 --- todonando.txt 10 Jan 2007 13:27:19 -0000 1.78 *************** *** 69,76 **** Cristina ! D dismettere qlSwap in favore di qlSwap2 - test Mx sul 29/9 ! D update schedule wbk ! - capped/floored floating leg coupon and bond - foglio swaption per De Nuccio / Murex --- 69,77 ---- Cristina ! - DONE dismettere qlSwap in favore di qlSwap2 - test Mx sul 29/9 ! - DONE update schedule wbk ! - DONE capped/floored floating leg coupon ! - ... and bond - foglio swaption per De Nuccio / Murex |
