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From: Ferdinando A. <na...@us...> - 2006-10-31 18:47:28
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13737/gensrc/metadata Modified Files: calendar.xml Log Message: Index: calendar.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v retrieving revision 1.31 retrieving revision 1.32 diff -C2 -d -r1.31 -r1.32 *** calendar.xml 31 Oct 2006 10:05:54 -0000 1.31 --- calendar.xml 31 Oct 2006 18:47:25 -0000 1.32 *************** *** 255,259 **** <EnumerationMember name='qlCalendarBusinessDaysBetween' enumeration='QuantLib::Calendar'> ! <description>advances a date according to a given calendar</description> <libraryFunction>businessDaysBetween</libraryFunction> <SupportedPlatforms> --- 255,259 ---- <EnumerationMember name='qlCalendarBusinessDaysBetween' enumeration='QuantLib::Calendar'> ! <description>Returns athe number of business days between two dates</description> <libraryFunction>businessDaysBetween</libraryFunction> <SupportedPlatforms> |
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From: Ferdinando A. <na...@us...> - 2006-10-31 18:15:32
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv32253/gensrc/metadata Modified Files: daycounter.xml Log Message: bug fix Index: daycounter.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/daycounter.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** daycounter.xml 26 Oct 2006 08:49:27 -0000 1.10 --- daycounter.xml 31 Oct 2006 18:15:25 -0000 1.11 *************** *** 68,77 **** <description>end date</description> </Parameter> ! <Parameter name='refPeriodStart' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> <description>start date for reference period</description> </Parameter> ! <Parameter name='refPeriodEnd' libraryType='QuantLib::Date'> <type>long</type> <tensorRank>scalar</tensorRank> --- 68,77 ---- <description>end date</description> </Parameter> ! <Parameter name='refPeriodStart' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> <tensorRank>scalar</tensorRank> <description>start date for reference period</description> </Parameter> ! <Parameter name='refPeriodEnd' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> <tensorRank>scalar</tensorRank> |
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From: Ferdinando A. <na...@us...> - 2006-10-31 18:13:58
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31483/gensrc/metadata Modified Files: schedule.xml Log Message: Index: schedule.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/schedule.xml,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** schedule.xml 31 Oct 2006 10:05:54 -0000 1.17 --- schedule.xml 31 Oct 2006 18:13:47 -0000 1.18 *************** *** 8,62 **** <Functions> - <!--<Constructor name='qlSchedule'> - <libraryFunction>Schedule</libraryFunction> - <SupportedPlatforms> - <Excel/> - </SupportedPlatforms> - <ParameterList> - <Parameters> - <Parameter name='calendar' enumeration='QuantLib::Calendar'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>holiday calendar (e.g. TARGET)</description> - </Parameter> - <Parameter name='startDate' libraryType='QuantLib::Date'> - <type>long</type> - <tensorRank>scalar</tensorRank> - <description>start date</description> - </Parameter> - <Parameter name='endDate' libraryType='QuantLib::Date'> - <type>long</type> - <tensorRank>scalar</tensorRank> - <description>end date</description> - </Parameter> - <Parameter name='frequency' enumeration='QuantLib::Frequency'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> - </Parameter> - <Parameter name='convention' enumeration='QuantLib::BusinessDayConvention'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>business day convention</description> - </Parameter> - <Parameter name='stubDate' libraryType='QuantLib::Date' default='QuantLib::Date()'> - <type>long</type> - <tensorRank>scalar</tensorRank> - <description>stub date</description> - </Parameter> - <Parameter name='startFromEnd' default='0'> - <type>bool</type> - <tensorRank>scalar</tensorRank> - <description>start from end</description> - </Parameter> - <Parameter name='longFinal' default='0'> - <type>bool</type> - <tensorRank>scalar</tensorRank> - <description>long final</description> - </Parameter> - </Parameters> - </ParameterList> - </Constructor>--> - <Constructor name='qlSchedule'> <libraryFunction>Schedule</libraryFunction> --- 8,11 ---- |
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From: Eric E. <eri...@us...> - 2006-10-31 16:23:48
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17797/gensrc/metadata Modified Files: termstructures.xml Log Message: handleToLib for qlDiscount() Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.44 retrieving revision 1.45 diff -C2 -d -r1.44 -r1.45 *** termstructures.xml 31 Oct 2006 14:16:19 -0000 1.44 --- termstructures.xml 31 Oct 2006 16:23:36 -0000 1.45 *************** *** 71,75 **** </Member> ! <Member name='qlDiscount' libraryClass='YieldTermStructure' loopParameter='DfDates'> <description>Returns a vector of discount factors corresponding to a vector of dates for a given yield term structure</description> <libraryFunction>discount</libraryFunction> --- 71,75 ---- </Member> ! <Member name='qlDiscount' handleToLib='YieldTermStructure' loopParameter='DfDates'> <description>Returns a vector of discount factors corresponding to a vector of dates for a given yield term structure</description> <libraryFunction>discount</libraryFunction> |
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From: Giorgio F. <gi...@us...> - 2006-10-31 14:24:22
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29450/qlo Modified Files: cmsmarket.cpp Log Message: Index: cmsmarket.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.cpp,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** cmsmarket.cpp 30 Oct 2006 16:59:20 -0000 1.8 --- cmsmarket.cpp 31 Oct 2006 14:24:13 -0000 1.9 *************** *** 54,58 **** std::vector<std::vector<boost::any> > browseCmsMarket(QuantLib::Matrix & cmsMarket){ std::vector<std::vector<boost::any> > result; ! QuantLib::Size numberOfColumn = 14; std::vector<boost::any> headings(numberOfColumn); --- 54,58 ---- std::vector<std::vector<boost::any> > browseCmsMarket(QuantLib::Matrix & cmsMarket){ std::vector<std::vector<boost::any> > result; ! QuantLib::Size numberOfColumn = 15; std::vector<boost::any> headings(numberOfColumn); *************** *** 72,75 **** --- 72,76 ---- headings[12]=std::string("Ask Price"); headings[13]=std::string("Mid Price"); + headings[14]=std::string("ForwardCms Mid Price"); result.push_back(headings); |
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From: Eric E. <eri...@us...> - 2006-10-31 14:16:25
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25846/gensrc/metadata Modified Files: capletvolstructure.xml swaptionvolstructure.xml termstructures.xml Log Message: remove null default values in Addin functions which wrap Handle constructors Index: capletvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v retrieving revision 1.26 retrieving revision 1.27 diff -C2 -d -r1.26 -r1.27 *** capletvolstructure.xml 30 Oct 2006 10:30:57 -0000 1.26 --- capletvolstructure.xml 31 Oct 2006 14:16:19 -0000 1.27 *************** *** 224,228 **** <ParameterList> <Parameters> ! <Parameter name='capletVolID' libraryClass='CapletVolatilityStructure' default='""'> <type>string</type> <tensorRank>scalar</tensorRank> --- 224,228 ---- <ParameterList> <Parameters> ! <Parameter name='capletVolID' libraryClass='CapletVolatilityStructure'> <type>string</type> <tensorRank>scalar</tensorRank> Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.71 retrieving revision 1.72 diff -C2 -d -r1.71 -r1.72 *** swaptionvolstructure.xml 31 Oct 2006 11:04:42 -0000 1.71 --- swaptionvolstructure.xml 31 Oct 2006 14:16:19 -0000 1.72 *************** *** 159,163 **** <ParameterList> <Parameters> ! <Parameter name='swaptionVolID' libraryClass='SwaptionVolatilityStructure' default='""'> <type>string</type> <tensorRank>scalar</tensorRank> --- 159,163 ---- <ParameterList> <Parameters> ! <Parameter name='swaptionVolID' libraryClass='SwaptionVolatilityStructure'> <type>string</type> <tensorRank>scalar</tensorRank> Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.43 retrieving revision 1.44 diff -C2 -d -r1.43 -r1.44 *** termstructures.xml 26 Oct 2006 08:49:29 -0000 1.43 --- termstructures.xml 31 Oct 2006 14:16:19 -0000 1.44 *************** *** 258,262 **** <ParameterList> <Parameters> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure' default='""'> <type>string</type> <tensorRank>scalar</tensorRank> --- 258,262 ---- <ParameterList> <Parameters> ! <Parameter name='termStructureID' libraryClass='YieldTermStructure'> <type>string</type> <tensorRank>scalar</tensorRank> |
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From: Ferdinando A. <na...@us...> - 2006-10-31 11:54:21
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27553/qlo Modified Files: index.cpp index.hpp Log Message: tenor-based SwapIndex constructor Index: index.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.cpp,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** index.cpp 16 Oct 2006 13:12:41 -0000 1.15 --- index.cpp 31 Oct 2006 11:54:17 -0000 1.16 *************** *** 39,52 **** const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) { ! libraryObject_ = boost::shared_ptr<QuantLib::Index>( ! new QuantLib::Xibor(indexName, ! p, ! fixingDays, crr, calendar, ! fltBDC, endOfMonth, fltDayCounter, ! hYTS)); } SwapIndex::SwapIndex(const std::string& familyName, ! long years, long fixingDays, QuantLib::Currency& crr, --- 39,52 ---- const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) { ! libraryObject_ = boost::shared_ptr<QuantLib::Index>(new ! QuantLib::Xibor(indexName, ! p, ! fixingDays, crr, calendar, ! fltBDC, endOfMonth, fltDayCounter, ! hYTS)); } SwapIndex::SwapIndex(const std::string& familyName, ! const QuantLib::Period& p, long fixingDays, QuantLib::Currency& crr, *************** *** 57,65 **** const boost::shared_ptr<QuantLib::Xibor>& index) { ! libraryObject_ = boost::shared_ptr<QuantLib::Index>( ! new QuantLib::SwapIndex(familyName, years, ! fixingDays, crr, calendar, ! fixedLegFreq, fixedLegBDC, ! fixedLegDayCounter, index)); } --- 57,65 ---- const boost::shared_ptr<QuantLib::Xibor>& index) { ! libraryObject_ = boost::shared_ptr<QuantLib::Index>(new ! QuantLib::SwapIndex(familyName, p, ! fixingDays, crr, calendar, ! fixedLegFreq, fixedLegBDC, ! fixedLegDayCounter, index)); } Index: index.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.hpp,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** index.hpp 16 Oct 2006 13:12:41 -0000 1.13 --- index.hpp 31 Oct 2006 11:54:17 -0000 1.14 *************** *** 49,53 **** public: SwapIndex(const std::string& familyName, ! long years, long fixingDays, QuantLib::Currency& crr, --- 49,53 ---- public: SwapIndex(const std::string& familyName, ! const QuantLib::Period& p, long fixingDays, QuantLib::Currency& crr, *************** *** 62,64 **** #endif - --- 62,63 ---- |
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From: Ferdinando A. <na...@us...> - 2006-10-31 11:54:20
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27553/gensrc/metadata Modified Files: index.xml Log Message: tenor-based SwapIndex constructor Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.45 retrieving revision 1.46 diff -C2 -d -r1.45 -r1.46 *** index.xml 30 Oct 2006 10:30:57 -0000 1.45 --- index.xml 31 Oct 2006 11:54:17 -0000 1.46 *************** *** 466,473 **** <description>index name</description> </Parameter> ! <Parameter name='tenor'> ! <type>long</type> <tensorRank>scalar</tensorRank> ! <description>swap tenor in years</description> </Parameter> <Parameter name='fixingDays'> --- 466,473 ---- <description>index name</description> </Parameter> ! <Parameter name='tenor' libraryType='QuantLib::Period'> ! <type>string</type> <tensorRank>scalar</tensorRank> ! <description>index tenor (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description> </Parameter> <Parameter name='fixingDays'> |
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From: Marco B. <mar...@us...> - 2006-10-31 11:08:32
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7815/gensrc/metadata Modified Files: marketmodels.xml Log Message: changed name from qlDriftCalculatorCompute to qlDriftCalculatorComputePlain Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.51 retrieving revision 1.52 diff -C2 -d -r1.51 -r1.52 *** marketmodels.xml 31 Oct 2006 08:25:29 -0000 1.51 --- marketmodels.xml 31 Oct 2006 11:08:29 -0000 1.52 *************** *** 11,14 **** --- 11,16 ---- <copyright> Copyright (C) 2006 Ferdinando Ametrano + Copyright (C) 2006 Marco Bianchetti + Copyright (C) 2006 Cristina Duminuco </copyright> <Functions> *************** *** 1150,1153 **** --- 1152,1205 ---- </Constructor> + <!-- SwapForwardConversionMatrix class interface and constructor --> + + <!--Member name='qlswapCovarianceMatrix' objectClass='SwapCovarianceApproximator'> + <description>Compute the swap covariance matrix from the forward covariance matrix using the SwapCovarianceApproximator object</description> + <libraryFunction>swapCovarianceMatrix</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ReturnValue libraryType='QuantLib::Matrix'> + <type>double</type> + <tensorRank>matrix</tensorRank> + </ReturnValue> + </Member--> + + <!--Constructor name='qlSwapCovarianceApproximator'> + <libraryFunction>SwapCovarianceApproximator</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters> + <Parameter name='initial_curve_state' libraryType='QuantLib::CurveState'> + <type>double</type> + <tensorRank>matrix</tensorRank> + <description>Curve state</description> + </Parameter> + <Parameter name='expiry' libraryType='QuantLib::Size'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>Expiry date index</description> + </Parameter> + <Parameter name='maturity' libraryType='QuantLib::Size'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>Maturity date index</description> + </Parameter> + <Parameter name='displacements' libraryType='QuantLib::Spread'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>displacements</description> + </Parameter> + <Parameter name='forward_covariance_matrix' libraryType='QuantLib::Matrix'> + <type>long</type> + <tensorRank>matrix</tensorRank> + <description>Forward covariance matrix</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor--> + <!-- CurveState class interface and costructor --> *************** *** 1384,1389 **** <!-- DriftCalculator class interface and constructor --> ! <Member name='qlDriftCalculatorCompute' objectClass='DriftCalculator'> ! <description>compute the drifts using the DriftCalculator object</description> <libraryFunction>compute</libraryFunction> <SupportedPlatforms> --- 1436,1441 ---- <!-- DriftCalculator class interface and constructor --> ! <Member name='qlDriftCalculatorComputePlain' objectClass='DriftCalculator'> ! <description>Full factor drift computation using the DriftCalculator object</description> <libraryFunction>compute</libraryFunction> <SupportedPlatforms> *************** *** 1406,1410 **** <Member name='qlDriftCalculatorComputeReduced' objectClass='DriftCalculator'> ! <description>Joshi's algorithm compute the drifts using the DriftCalculator object</description> <libraryFunction>computeReduced</libraryFunction> <SupportedPlatforms> --- 1458,1462 ---- <Member name='qlDriftCalculatorComputeReduced' objectClass='DriftCalculator'> ! <description>Reduced factor (Joshi algorithm) drift computation using the DriftCalculator object</description> <libraryFunction>computeReduced</libraryFunction> <SupportedPlatforms> |
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From: Ferdinando A. <na...@us...> - 2006-10-31 11:04:49
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6056/qlo Modified Files: swaptionvolstructure.cpp swaptionvolstructure.hpp Log Message: changed swaptioVoleCub signature Index: swaptionvolstructure.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v retrieving revision 1.38 retrieving revision 1.39 diff -C2 -d -r1.38 -r1.39 *** swaptionvolstructure.cpp 30 Oct 2006 13:26:26 -0000 1.38 --- swaptionvolstructure.cpp 31 Oct 2006 11:04:43 -0000 1.39 *************** *** 78,88 **** const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads, const QuantLib::Calendar& calendar, ! long swapSettlementDays, ! const QuantLib::Frequency& fixedLegFrequency, ! const QuantLib::BusinessDayConvention& fixedLegConvention, ! const QuantLib::DayCounter& fixedLegDayCounter, ! const boost::shared_ptr<QuantLib::Xibor>& iborIndex, ! QuantLib::Time shortTenor, ! const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor) { QL_REQUIRE(!atmVol.empty(), "atm vol handle not linked to anything"); --- 78,82 ---- const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads, const QuantLib::Calendar& calendar, ! const boost::shared_ptr<QuantLib::SwapIndex>& swapIndexBase) { QL_REQUIRE(!atmVol.empty(), "atm vol handle not linked to anything"); *************** *** 94,104 **** volSpreads, calendar, ! swapSettlementDays, ! fixedLegFrequency, ! fixedLegConvention, ! fixedLegDayCounter, ! iborIndex, ! shortTenor, ! iborIndexShortTenor)); } --- 88,92 ---- volSpreads, calendar, ! swapIndexBase)); } *************** *** 110,120 **** const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads, const QuantLib::Calendar& calendar, ! long swapSettlementDays, ! const QuantLib::Frequency& fixedLegFrequency, ! const QuantLib::BusinessDayConvention& fixedLegConvention, ! const QuantLib::DayCounter& fixedLegDayCounter, ! const boost::shared_ptr<QuantLib::Xibor>& iborIndex, ! QuantLib::Time shortTenor, ! const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor, const QuantLib::Matrix& parametersGuess, std::vector<bool> isParameterFixed, --- 98,102 ---- const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads, const QuantLib::Calendar& calendar, ! const boost::shared_ptr<QuantLib::SwapIndex>& swapIndexBase, const QuantLib::Matrix& parametersGuess, std::vector<bool> isParameterFixed, *************** *** 130,140 **** volSpreads, calendar, ! swapSettlementDays, ! fixedLegFrequency, ! fixedLegConvention, ! fixedLegDayCounter, ! iborIndex, ! shortTenor, ! iborIndexShortTenor, parametersGuess, isParameterFixed, --- 112,116 ---- volSpreads, calendar, ! swapIndexBase, parametersGuess, isParameterFixed, Index: swaptionvolstructure.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v retrieving revision 1.33 retrieving revision 1.34 diff -C2 -d -r1.33 -r1.34 *** swaptionvolstructure.hpp 30 Oct 2006 13:26:26 -0000 1.33 --- swaptionvolstructure.hpp 31 Oct 2006 11:04:43 -0000 1.34 *************** *** 65,75 **** const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads, const QuantLib::Calendar& calendar, ! long swapSettlementDays, ! const QuantLib::Frequency& fixedLegFrequency, ! const QuantLib::BusinessDayConvention& fixedLegConvention, ! const QuantLib::DayCounter& fixedLegDayCounter, ! const boost::shared_ptr<QuantLib::Xibor>& iborIndex, ! QuantLib::Time shortTenor, ! const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor); }; --- 65,69 ---- const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads, const QuantLib::Calendar& calendar, ! const boost::shared_ptr<QuantLib::SwapIndex>& swapIndexBase); }; *************** *** 86,96 **** const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads, const QuantLib::Calendar& calendar, ! long swapSettlementDays, ! const QuantLib::Frequency& fixedLegFrequency, ! const QuantLib::BusinessDayConvention& fixedLegConvention, ! const QuantLib::DayCounter& fixedLegDayCounter, ! const boost::shared_ptr<QuantLib::Xibor>& iborIndex, ! QuantLib::Time shortTenor, ! const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor, const QuantLib::Matrix& parametersGuess, std::vector<bool> isParameterFixed, --- 80,84 ---- const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads, const QuantLib::Calendar& calendar, ! const boost::shared_ptr<QuantLib::SwapIndex>& swapIndexBase, const QuantLib::Matrix& parametersGuess, std::vector<bool> isParameterFixed, |
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From: Ferdinando A. <na...@us...> - 2006-10-31 11:04:48
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6056/gensrc/metadata Modified Files: swaptionvolstructure.xml Log Message: changed swaptioVoleCub signature Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.70 retrieving revision 1.71 diff -C2 -d -r1.70 -r1.71 *** swaptionvolstructure.xml 31 Oct 2006 09:36:12 -0000 1.70 --- swaptionvolstructure.xml 31 Oct 2006 11:04:42 -0000 1.71 *************** *** 411,448 **** <description>holiday calendar (e.g. TARGET)</description> </Parameter> ! <Parameter name='swapSettlementDays'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>underlying swap settlement days (e.g. 2)</description> ! </Parameter> ! <Parameter name='fixedLegFrequency' enumeration='QuantLib::Frequency'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>swap's fixed leg frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> ! </Parameter> ! <Parameter name='fixedLegConvention' enumeration='QuantLib::BusinessDayConvention'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>swap's fixed leg business day convention</description> ! </Parameter> ! <Parameter name='fixedLegDayCounter' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>swap's fixed leg day counter (e.g. Actual/360)</description> ! </Parameter> ! <Parameter name='iborIndexID' libraryClass='Xibor'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>floating leg Index</description> ! </Parameter> ! <Parameter name='shortTenor' libraryType='QuantLib::Time'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>time indicating the short tenor</description> ! </Parameter> ! <Parameter name='iborIndexShortTenorID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>floating leg short tenor Index</description> </Parameter> </Parameters> --- 411,418 ---- <description>holiday calendar (e.g. TARGET)</description> </Parameter> ! <Parameter name='swapIndexBaseID' libraryClass='SwapIndex'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>swap Index Base</description> </Parameter> </Parameters> *************** *** 476,576 **** </ReturnValue> </Member> - <!-- SwaptionVolatilityCubeBySabr constructors --> - <!--<Constructor name='qlSwaptionVolatilityCubeBySabr'> - <libraryFunction>SwaptionVolatilityCubeBySabr</libraryFunction> - <functionCategory>QuantLib</functionCategory> - <SupportedPlatforms> - <Excel/> - </SupportedPlatforms> - <ParameterList> - <Parameters> - <Parameter name='atmVolStructure' libToHandle='SwaptionVolatilityStructure'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>At-the-money volatility structure</description> - </Parameter> - <Parameter name='expiries' libraryType='QuantLib::Period'> - <type>string</type> - <tensorRank>vector</tensorRank> - <description>smile cube's expiries as periods</description> - </Parameter> - <Parameter name='swapLengths' libraryType='QuantLib::Period'> - <type>string</type> - <tensorRank>vector</tensorRank> - <description>smile cube's underlying swap lengths</description> - </Parameter> - <Parameter name='strikeSpreads' libraryType='QuantLib::Spread'> - <type>double</type> - <tensorRank>vector</tensorRank> - <description>smile cube's strike spreads over the ATM strike rate.</description> - </Parameter> - <Parameter name='vols' libToHandle='QuantLib::Quote'> - <type>double</type> - <tensorRank>matrix</tensorRank> - <description>smile cube's volatility spreads over the ATM vols.</description> - </Parameter> - <Parameter name='calendar' enumeration='QuantLib::Calendar'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>holiday calendar (e.g. TARGET)</description> - </Parameter> - <Parameter name='swapSettlDays'> - <type>long</type> - <tensorRank>scalar</tensorRank> - <description>underlying swap settlement days (e.g. 2)</description> - </Parameter> - <Parameter name='fxdLegFreq' enumeration='QuantLib::Frequency'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>swap's fixed leg frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> - </Parameter> - <Parameter name='fxdLegBDC' enumeration='QuantLib::BusinessDayConvention'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>swap's fixed leg business day convention</description> - </Parameter> - <Parameter name='fxdLegDC' enumeration='QuantLib::DayCounter'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>swap's fixed leg day counter (e.g. Actual/360)</description> - </Parameter> - <Parameter name='iborIndexID' libraryClass='Xibor'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>floating leg Index</description> - </Parameter> - <Parameter name='shortTenor' libraryType='QuantLib::Time'> - <type>double</type> - <tensorRank>scalar</tensorRank> - <description>time indicating the short tenor</description> - </Parameter> - <Parameter name='iborIndexShortTenorID' libraryClass='Xibor'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>floating leg short tenor Index</description> - </Parameter> - <Parameter name='parGuess' libraryType='QuantLib::Matrix'> - <type>double</type> - <tensorRank>matrix</tensorRank> - <description>matrix of parameters guess.</description> - </Parameter> - <Parameter name='isParFixed'> - <type>bool</type> - <tensorRank>vector</tensorRank> - <description>if TRUE parameter guess is not calibrated.</description> - </Parameter> - <Parameter name='isVegaWeighted'> - <type>bool</type> - <tensorRank>scalar</tensorRank> - <description>if TRUE the calibration is weighted using options Vega.</description> - </Parameter> - <Parameter name='isAtmCalibrated'> - <type>bool</type> - <tensorRank>scalar</tensorRank> - <description>if TRUE the cube is calibrated to atm matrix .</description> - </Parameter> - </Parameters> - </ParameterList> - </Constructor>--> <!-- SwaptionVolatilityCubeBySabr constructors --> --- 446,449 ---- *************** *** 613,650 **** <description>holiday calendar (e.g. TARGET)</description> </Parameter> ! <Parameter name='swapSettlDays'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>underlying swap settlement days (e.g. 2)</description> ! </Parameter> ! <Parameter name='fxdLegFreq' enumeration='QuantLib::Frequency'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>swap's fixed leg frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> ! </Parameter> ! <Parameter name='fxdLegBDC' enumeration='QuantLib::BusinessDayConvention'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>swap's fixed leg business day convention</description> ! </Parameter> ! <Parameter name='fxdLegDC' enumeration='QuantLib::DayCounter'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>swap's fixed leg day counter (e.g. Actual/360)</description> ! </Parameter> ! <Parameter name='iborIndexID' libraryClass='Xibor'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>floating leg Index</description> ! </Parameter> ! <Parameter name='shortTenor' libraryType='QuantLib::Time'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>time indicating the short tenor</description> ! </Parameter> ! <Parameter name='iborIndexShortTenorID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>floating leg short tenor Index</description> </Parameter> <Parameter name='guess' libraryType='QuantLib::Matrix'> --- 486,493 ---- <description>holiday calendar (e.g. TARGET)</description> </Parameter> ! <Parameter name='swapIndexBaseID' libraryClass='SwapIndex'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>swap Index Base</description> </Parameter> <Parameter name='guess' libraryType='QuantLib::Matrix'> |
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From: Eric E. <eri...@us...> - 2006-10-31 10:05:57
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13498/gensrc/metadata Modified Files: bonds.xml calendar.xml schedule.xml Log Message: revised processing for QuantLib::Date: - datatype of default value changed from long to QuantLib::Date - input omitted: use default from XML e.g. QuantLib::Date() (null date) - input provided: call QuantLib::Date() ctor - invalid input (e.g. 0) raises exception Index: schedule.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/schedule.xml,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** schedule.xml 26 Oct 2006 08:49:28 -0000 1.16 --- schedule.xml 31 Oct 2006 10:05:54 -0000 1.17 *************** *** 40,44 **** <description>business day convention</description> </Parameter> ! <Parameter name='stubDate' libraryType='QuantLib::Date' default='0'> <type>long</type> <tensorRank>scalar</tensorRank> --- 40,44 ---- <description>business day convention</description> </Parameter> ! <Parameter name='stubDate' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> <tensorRank>scalar</tensorRank> *************** *** 106,115 **** <description>end of month convention. By default, FALSE.</description> </Parameter> ! <Parameter name='firstDate' libraryType='QuantLib::Date' default='0'> <type>long</type> <tensorRank>scalar</tensorRank> <description>stub date, if there is an up front stub period</description> </Parameter> ! <Parameter name='nextToLastDate' libraryType='QuantLib::Date' default='0'> <type>long</type> <tensorRank>scalar</tensorRank> --- 106,115 ---- <description>end of month convention. By default, FALSE.</description> </Parameter> ! <Parameter name='firstDate' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> <tensorRank>scalar</tensorRank> <description>stub date, if there is an up front stub period</description> </Parameter> ! <Parameter name='nextToLastDate' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> <tensorRank>scalar</tensorRank> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.39 retrieving revision 1.40 diff -C2 -d -r1.39 -r1.40 *** bonds.xml 30 Oct 2006 10:30:57 -0000 1.39 --- bonds.xml 31 Oct 2006 10:05:54 -0000 1.40 *************** *** 224,228 **** <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='settlementDate' libraryType='QuantLib::Date' default='0' const='False'> <type>long</type> <tensorRank>scalar</tensorRank> --- 224,228 ---- <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='settlementDate' libraryType='QuantLib::Date' default='QuantLib::Date()' const='False'> <type>long</type> <tensorRank>scalar</tensorRank> *************** *** 255,259 **** <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='settlementDate' libraryType='QuantLib::Date' default='0' const='False'> <type>long</type> <tensorRank>scalar</tensorRank> --- 255,259 ---- <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='settlementDate' libraryType='QuantLib::Date' default='QuantLib::Date()' const='False'> <type>long</type> <tensorRank>scalar</tensorRank> *************** *** 286,290 **** <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='settlementDate' libraryType='QuantLib::Date' default='0'> <type>long</type> <tensorRank>scalar</tensorRank> --- 286,290 ---- <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> </Parameter> ! <Parameter name='settlementDate' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> <tensorRank>scalar</tensorRank> *************** *** 307,311 **** <ParameterList> <Parameters> ! <Parameter name='settlementDate' libraryType='QuantLib::Date' default='0'> <type>long</type> <tensorRank>scalar</tensorRank> --- 307,311 ---- <ParameterList> <Parameters> ! <Parameter name='settlementDate' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> <tensorRank>scalar</tensorRank> *************** *** 549,553 **** <description>discounting term structure</description> </Parameter> ! <Parameter name='stubDate' libraryType='QuantLib::Date' default='0'> <type>long</type> <tensorRank>scalar</tensorRank> --- 549,553 ---- <description>discounting term structure</description> </Parameter> ! <Parameter name='stubDate' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> <tensorRank>scalar</tensorRank> Index: calendar.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v retrieving revision 1.30 retrieving revision 1.31 diff -C2 -d -r1.30 -r1.31 *** calendar.xml 26 Oct 2006 08:49:27 -0000 1.30 --- calendar.xml 31 Oct 2006 10:05:54 -0000 1.31 *************** *** 205,209 **** <description>rolling convention</description> </Parameter> ! <Parameter name='origin' libraryType='QuantLib::Date' default='0'> <type>long</type> <tensorRank>scalar</tensorRank> --- 205,209 ---- <description>rolling convention</description> </Parameter> ! <Parameter name='origin' libraryType='QuantLib::Date' default='QuantLib::Date()'> <type>long</type> <tensorRank>scalar</tensorRank> |
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From: Katiuscia M. <kma...@us...> - 2006-10-31 09:36:15
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1028/gensrc/metadata Modified Files: swaptionvolstructure.xml Log Message: activated new vol cube constructor using matrix of handles to quotes Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.69 retrieving revision 1.70 diff -C2 -d -r1.69 -r1.70 *** swaptionvolstructure.xml 30 Oct 2006 13:26:26 -0000 1.69 --- swaptionvolstructure.xml 31 Oct 2006 09:36:12 -0000 1.70 *************** *** 477,481 **** </Member> <!-- SwaptionVolatilityCubeBySabr constructors --> ! <Constructor name='qlSwaptionVolatilityCubeBySabr'> <libraryFunction>SwaptionVolatilityCubeBySabr</libraryFunction> <functionCategory>QuantLib</functionCategory> --- 477,481 ---- </Member> <!-- SwaptionVolatilityCubeBySabr constructors --> ! <!--<Constructor name='qlSwaptionVolatilityCubeBySabr'> <libraryFunction>SwaptionVolatilityCubeBySabr</libraryFunction> <functionCategory>QuantLib</functionCategory> *************** *** 572,579 **** </Parameters> </ParameterList> ! </Constructor> <!-- SwaptionVolatilityCubeBySabr constructors --> ! <Constructor name='qlSwaptionVolatilityCubeBySabr2'> <libraryFunction>SwaptionVolatilityCubeBySabr</libraryFunction> <functionCategory>QuantLib</functionCategory> --- 572,579 ---- </Parameters> </ParameterList> ! </Constructor>--> <!-- SwaptionVolatilityCubeBySabr constructors --> ! <Constructor name='qlSwaptionVolatilityCubeBySabr'> <libraryFunction>SwaptionVolatilityCubeBySabr</libraryFunction> <functionCategory>QuantLib</functionCategory> |
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From: Giorgio F. <gi...@us...> - 2006-10-31 08:25:32
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3165/gensrc/metadata Modified Files: marketmodels.xml Log Message: Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.50 retrieving revision 1.51 diff -C2 -d -r1.50 -r1.51 *** marketmodels.xml 26 Oct 2006 08:42:55 -0000 1.50 --- marketmodels.xml 31 Oct 2006 08:25:29 -0000 1.51 *************** *** 1152,1156 **** <!-- CurveState class interface and costructor --> ! <Procedure name='qlSwapForwardJacobian'> <description>return the Jacobian between swap and forward rates</description> <alias>swapForwardJacobian</alias> --- 1152,1156 ---- <!-- CurveState class interface and costructor --> ! <!--Procedure name='qlSwapForwardJacobian'> <description>return the Jacobian between swap and forward rates</description> <alias>swapForwardJacobian</alias> *************** *** 1172,1176 **** <tensorRank>matrix</tensorRank> </ReturnValue> ! </Procedure> <Member name='qlCurveStateRateTimes' libraryClass='CurveState'> --- 1172,1176 ---- <tensorRank>matrix</tensorRank> </ReturnValue> ! </Procedure--> <Member name='qlCurveStateRateTimes' libraryClass='CurveState'> |
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From: Eric E. <eri...@us...> - 2006-10-30 18:39:38
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv12659/gensrc/metadata Modified Files: ohfunctions.xml Log Message: ohDependsOn() - validate only that inputs are valid range references Index: ohfunctions.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ohfunctions.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** ohfunctions.xml 29 Oct 2006 13:04:45 -0000 1.12 --- ohfunctions.xml 30 Oct 2006 18:39:32 -0000 1.13 *************** *** 76,80 **** </Procedure> ! <Procedure name='ohDependsOn'> <description>forces a dependency between two functions and returns the update counter</description> <alias>ObjHandler::dependsOn</alias> --- 76,80 ---- </Procedure> ! <Procedure name='ohDependsOn' dependencyTrigger='false'> <description>forces a dependency between two functions and returns the update counter</description> <alias>ObjHandler::dependsOn</alias> *************** *** 86,137 **** <Parameters> <Parameter name='dummy0' ignore='true'> ! <type>any</type> <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> </Parameter> <Parameter name='dummy1' ignore='true'> ! <type>any</type> <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> </Parameter> <Parameter name='dummy2' ignore='true'> ! <type>any</type> <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> </Parameter> <Parameter name='dummy3' ignore='true'> ! <type>any</type> <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> </Parameter> <Parameter name='dummy4' ignore='true'> ! <type>any</type> <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> </Parameter> <Parameter name='dummy5' ignore='true'> ! <type>any</type> <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> </Parameter> <Parameter name='dummy6' ignore='true'> ! <type>any</type> <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> </Parameter> <Parameter name='dummy7' ignore='true'> ! <type>any</type> <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> </Parameter> <Parameter name='dummy8' ignore='true'> ! <type>any</type> <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> </Parameter> <Parameter name='dummy9' ignore='true'> ! <type>any</type> <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> </Parameter> </Parameters> --- 86,137 ---- <Parameters> <Parameter name='dummy0' ignore='true'> ! <type>reference</type> <tensorRank>scalar</tensorRank> ! <description>dummy range reference (ignored)</description> </Parameter> <Parameter name='dummy1' ignore='true'> ! <type>reference</type> <tensorRank>scalar</tensorRank> ! <description>dummy range reference (ignored)</description> </Parameter> <Parameter name='dummy2' ignore='true'> ! <type>reference</type> <tensorRank>scalar</tensorRank> ! <description>dummy range reference (ignored)</description> </Parameter> <Parameter name='dummy3' ignore='true'> ! <type>reference</type> <tensorRank>scalar</tensorRank> ! <description>dummy range reference (ignored)</description> </Parameter> <Parameter name='dummy4' ignore='true'> ! <type>reference</type> <tensorRank>scalar</tensorRank> ! <description>dummy range reference (ignored)</description> </Parameter> <Parameter name='dummy5' ignore='true'> ! <type>reference</type> <tensorRank>scalar</tensorRank> ! <description>dummy range reference (ignored)</description> </Parameter> <Parameter name='dummy6' ignore='true'> ! <type>reference</type> <tensorRank>scalar</tensorRank> ! <description>dummy range reference (ignored)</description> </Parameter> <Parameter name='dummy7' ignore='true'> ! <type>reference</type> <tensorRank>scalar</tensorRank> ! <description>dummy range reference (ignored)</description> </Parameter> <Parameter name='dummy8' ignore='true'> ! <type>reference</type> <tensorRank>scalar</tensorRank> ! <description>dummy range reference (ignored)</description> </Parameter> <Parameter name='dummy9' ignore='true'> ! <type>reference</type> <tensorRank>scalar</tensorRank> ! <description>dummy range reference (ignored)</description> </Parameter> </Parameters> *************** *** 371,375 **** <type>reference</type> <tensorRank>scalar</tensorRank> ! <description>range to query (omit to query active range)</description> </Parameter> </Parameters> --- 371,375 ---- <type>reference</type> <tensorRank>scalar</tensorRank> ! <description>range to query</description> </Parameter> </Parameters> |
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From: Giorgio F. <gi...@us...> - 2006-10-30 16:59:24
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3846/qlo Modified Files: cmsmarket.cpp cmsmarket.hpp Log Message: Added cms calibration on forward price Index: cmsmarket.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.hpp,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** cmsmarket.hpp 27 Oct 2006 10:11:31 -0000 1.6 --- cmsmarket.hpp 30 Oct 2006 16:59:20 -0000 1.7 *************** *** 58,62 **** boost::shared_ptr<QuantLib::CmsMarket>& cmsMarket, const QuantLib::Matrix& weights, ! bool isSpreadCalibrated); }; --- 58,62 ---- boost::shared_ptr<QuantLib::CmsMarket>& cmsMarket, const QuantLib::Matrix& weights, ! QuantLib::SmileAndCmsCalibrationBySabr::CalibrationType calibrationType); }; Index: cmsmarket.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.cpp,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** cmsmarket.cpp 27 Oct 2006 10:11:30 -0000 1.7 --- cmsmarket.cpp 30 Oct 2006 16:59:20 -0000 1.8 *************** *** 92,96 **** boost::shared_ptr<QuantLib::CmsMarket>& cmsMarket, const QuantLib::Matrix& weights, ! bool isSpreadCalibrated){ libraryObject_ = boost::shared_ptr<QuantLib::SmileAndCmsCalibrationBySabr>( --- 92,96 ---- boost::shared_ptr<QuantLib::CmsMarket>& cmsMarket, const QuantLib::Matrix& weights, ! QuantLib::SmileAndCmsCalibrationBySabr::CalibrationType calibrationType){ libraryObject_ = boost::shared_ptr<QuantLib::SmileAndCmsCalibrationBySabr>( *************** *** 99,103 **** cmsMarket, weights, ! isSpreadCalibrated)); } } --- 99,103 ---- cmsMarket, weights, ! calibrationType)); } } |
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From: Giorgio F. <gi...@us...> - 2006-10-30 16:59:24
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3846/gensrc/metadata Modified Files: cmsmarket.xml enumtypes.xml Log Message: Added cms calibration on forward price Index: enumtypes.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumtypes.xml,v retrieving revision 1.26 retrieving revision 1.27 diff -C2 -d -r1.26 -r1.27 *** enumtypes.xml 19 Oct 2006 09:11:12 -0000 1.26 --- enumtypes.xml 30 Oct 2006 16:59:20 -0000 1.27 *************** *** 1165,1168 **** --- 1165,1186 ---- </EnumerationDefinitions> </Enumeration> + + <Enumeration type='QuantLib::SmileAndCmsCalibrationBySabr::CalibrationType'> + <constructor>true</constructor> + <EnumerationDefinitions> + <EnumerationDefinition> + <string>OnSpread</string> + <value>QuantLib::SmileAndCmsCalibrationBySabr::OnSpread</value> + </EnumerationDefinition> + <EnumerationDefinition> + <string>OnPrice</string> + <value>QuantLib::SmileAndCmsCalibrationBySabr::OnPrice</value> + </EnumerationDefinition> + <EnumerationDefinition> + <string>OnForwardPrice</string> + <value>QuantLib::SmileAndCmsCalibrationBySabr::OnForwardCmsPrice</value> + </EnumerationDefinition> + </EnumerationDefinitions> + </Enumeration> </Enumerations> Index: cmsmarket.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/cmsmarket.xml,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** cmsmarket.xml 27 Oct 2006 10:11:30 -0000 1.9 --- cmsmarket.xml 30 Oct 2006 16:59:20 -0000 1.10 *************** *** 107,114 **** <description>weights for cms market calibration.</description> </Parameter> ! <Parameter name='isSpreadCalibrated'> ! <type>bool</type> <tensorRank>scalar</tensorRank> ! <description>if TRUE the beta parameter is calibrated to merket spread .</description> </Parameter> </Parameters> --- 107,114 ---- <description>weights for cms market calibration.</description> </Parameter> ! <Parameter name='calibrationType' enumeration='QuantLib::SmileAndCmsCalibrationBySabr::CalibrationType'> ! <type>string</type> <tensorRank>scalar</tensorRank> ! <description>calibration type (e.g. OnSpread, OnPrice, OnForwardPrice)</description> </Parameter> </Parameters> |
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From: Giorgio F. <gi...@us...> - 2006-10-30 13:28:05
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5975/gensrc/metadata Modified Files: swaptionvolstructure.xml Log Message: added isVegaWeighted choice Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.68 retrieving revision 1.69 diff -C2 -d -r1.68 -r1.69 *** swaptionvolstructure.xml 30 Oct 2006 10:30:57 -0000 1.68 --- swaptionvolstructure.xml 30 Oct 2006 13:26:26 -0000 1.69 *************** *** 550,563 **** <description>floating leg short tenor Index</description> </Parameter> ! <Parameter name='parametersGuess' libraryType='QuantLib::Matrix'> <type>double</type> <tensorRank>matrix</tensorRank> <description>matrix of parameters guess.</description> </Parameter> ! <Parameter name='isParamFixed'> <type>bool</type> <tensorRank>vector</tensorRank> <description>if TRUE parameter guess is not calibrated.</description> </Parameter> <Parameter name='isAtmCalibrated'> <type>bool</type> --- 550,568 ---- <description>floating leg short tenor Index</description> </Parameter> ! <Parameter name='parGuess' libraryType='QuantLib::Matrix'> <type>double</type> <tensorRank>matrix</tensorRank> <description>matrix of parameters guess.</description> </Parameter> ! <Parameter name='isParFixed'> <type>bool</type> <tensorRank>vector</tensorRank> <description>if TRUE parameter guess is not calibrated.</description> </Parameter> + <Parameter name='isVegaWeighted'> + <type>bool</type> + <tensorRank>scalar</tensorRank> + <description>if TRUE the calibration is weighted using options Vega.</description> + </Parameter> <Parameter name='isAtmCalibrated'> <type>bool</type> *************** *** 643,656 **** <description>floating leg short tenor Index</description> </Parameter> ! <Parameter name='parametersGuess' libraryType='QuantLib::Matrix'> <type>double</type> <tensorRank>matrix</tensorRank> <description>matrix of parameters guess.</description> </Parameter> ! <Parameter name='isParamFixed'> <type>bool</type> <tensorRank>vector</tensorRank> <description>if TRUE parameter guess is not calibrated.</description> </Parameter> <Parameter name='isAtmCalibrated'> <type>bool</type> --- 648,666 ---- <description>floating leg short tenor Index</description> </Parameter> ! <Parameter name='guess' libraryType='QuantLib::Matrix'> <type>double</type> <tensorRank>matrix</tensorRank> <description>matrix of parameters guess.</description> </Parameter> ! <Parameter name='isFixed'> <type>bool</type> <tensorRank>vector</tensorRank> <description>if TRUE parameter guess is not calibrated.</description> </Parameter> + <Parameter name='isVegaWeighted'> + <type>bool</type> + <tensorRank>scalar</tensorRank> + <description>if TRUE the calibration is weighted using options Vega.</description> + </Parameter> <Parameter name='isAtmCalibrated'> <type>bool</type> |
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From: Giorgio F. <gi...@us...> - 2006-10-30 13:26:34
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5975/qlo Modified Files: swaptionvolstructure.cpp swaptionvolstructure.hpp Log Message: added isVegaWeighted choice Index: swaptionvolstructure.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v retrieving revision 1.37 retrieving revision 1.38 diff -C2 -d -r1.37 -r1.38 *** swaptionvolstructure.cpp 24 Oct 2006 10:46:22 -0000 1.37 --- swaptionvolstructure.cpp 30 Oct 2006 13:26:26 -0000 1.38 *************** *** 119,122 **** --- 119,123 ---- const QuantLib::Matrix& parametersGuess, std::vector<bool> isParameterFixed, + bool isVegaWeighted, bool isAtmCalibrated ) { *************** *** 138,141 **** --- 139,143 ---- parametersGuess, isParameterFixed, + isVegaWeighted, isAtmCalibrated )); Index: swaptionvolstructure.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v retrieving revision 1.32 retrieving revision 1.33 diff -C2 -d -r1.32 -r1.33 *** swaptionvolstructure.hpp 24 Oct 2006 10:46:22 -0000 1.32 --- swaptionvolstructure.hpp 30 Oct 2006 13:26:26 -0000 1.33 *************** *** 95,98 **** --- 95,99 ---- const QuantLib::Matrix& parametersGuess, std::vector<bool> isParameterFixed, + bool isVegaWeighted, bool isAtmCalibrated ); |
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From: Eric E. <eri...@us...> - 2006-10-30 12:32:30
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15598/gensrc/config Modified Files: excel.xml Log Message: ohFunctionCount()/qlFunctionCount() - include hand-written functions Index: excel.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config/excel.xml,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** excel.xml 2 Oct 2006 12:31:30 -0000 1.7 --- excel.xml 30 Oct 2006 12:32:24 -0000 1.8 *************** *** 1,5 **** <root> ! <functionCount>true</functionCount> </root> --- 1,5 ---- <root> ! <exportSymbols>false</exportSymbols> </root> |
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From: Eric E. <eri...@us...> - 2006-10-30 10:31:03
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27675/gensrc/metadata Modified Files: assetswap.xml bonds.xml capletvolstructure.xml couponvectors.xml forwardrateagreement.xml index.xml ratehelpers.xml swaptionvolstructure.xml Log Message: disable functionality to allow null index references Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.44 retrieving revision 1.45 diff -C2 -d -r1.44 -r1.45 *** index.xml 26 Oct 2006 08:49:27 -0000 1.44 --- index.xml 30 Oct 2006 10:30:57 -0000 1.45 *************** *** 501,505 **** <description>day counter of the underlying swap's fixed leg (e.g. 30/360::BondBasis)</description> </Parameter> ! <Parameter name='indexID' libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> --- 501,505 ---- <description>day counter of the underlying swap's fixed leg (e.g. 30/360::BondBasis)</description> </Parameter> ! <Parameter name='indexID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.38 retrieving revision 1.39 diff -C2 -d -r1.38 -r1.39 *** bonds.xml 26 Oct 2006 08:49:27 -0000 1.38 --- bonds.xml 30 Oct 2006 10:30:57 -0000 1.39 *************** *** 494,498 **** <description>settlement days</description> </Parameter> ! <Parameter name='indexID' libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> --- 494,498 ---- <description>settlement days</description> </Parameter> ! <Parameter name='indexID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.33 retrieving revision 1.34 diff -C2 -d -r1.33 -r1.34 *** ratehelpers.xml 27 Oct 2006 21:12:57 -0000 1.33 --- ratehelpers.xml 30 Oct 2006 10:30:57 -0000 1.34 *************** *** 145,149 **** <description>day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name="indexID" libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> --- 145,149 ---- <description>day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name="indexID" libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> Index: forwardrateagreement.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** forwardrateagreement.xml 26 Oct 2006 08:49:27 -0000 1.20 --- forwardrateagreement.xml 30 Oct 2006 10:30:57 -0000 1.21 *************** *** 42,46 **** <description>Notional Amount</description> </Parameter> ! <Parameter name="indexID" libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> --- 42,46 ---- <description>Notional Amount</description> </Parameter> ! <Parameter name="indexID" libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> Index: assetswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/assetswap.xml,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** assetswap.xml 19 Oct 2006 11:16:28 -0000 1.13 --- assetswap.xml 30 Oct 2006 10:30:57 -0000 1.14 *************** *** 41,45 **** <description>floating leg schedule</description> </Parameter> ! <Parameter name='indexID' libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> --- 41,45 ---- <description>floating leg schedule</description> </Parameter> ! <Parameter name='indexID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> Index: capletvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v retrieving revision 1.25 retrieving revision 1.26 diff -C2 -d -r1.25 -r1.26 *** capletvolstructure.xml 19 Oct 2006 15:05:40 -0000 1.25 --- capletvolstructure.xml 30 Oct 2006 10:30:57 -0000 1.26 *************** *** 202,206 **** <description>day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name="indexID" libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> --- 202,206 ---- <description>day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name="indexID" libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.39 retrieving revision 1.40 diff -C2 -d -r1.39 -r1.40 *** couponvectors.xml 26 Oct 2006 08:49:27 -0000 1.39 --- couponvectors.xml 30 Oct 2006 10:30:57 -0000 1.40 *************** *** 109,113 **** <description>coupon nominals</description> </Parameter> ! <Parameter name='indexID' libraryClass='SwapIndex' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> --- 109,113 ---- <description>coupon nominals</description> </Parameter> ! <Parameter name='indexID' libraryClass='SwapIndex'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 190,194 **** <description>coupon nominals</description> </Parameter> ! <Parameter name='indexID' libraryClass='SwapIndex' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> --- 190,194 ---- <description>coupon nominals</description> </Parameter> ! <Parameter name='indexID' libraryClass='SwapIndex'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 271,275 **** <description>coupon nominals</description> </Parameter> ! <Parameter name='indexID' libraryClass='SwapIndex' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> --- 271,275 ---- <description>coupon nominals</description> </Parameter> ! <Parameter name='indexID' libraryClass='SwapIndex'> <type>string</type> <tensorRank>scalar</tensorRank> Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.67 retrieving revision 1.68 diff -C2 -d -r1.67 -r1.68 *** swaptionvolstructure.xml 26 Oct 2006 08:49:29 -0000 1.67 --- swaptionvolstructure.xml 30 Oct 2006 10:30:57 -0000 1.68 *************** *** 431,435 **** <description>swap's fixed leg day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='iborIndexID' libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> --- 431,435 ---- <description>swap's fixed leg day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='iborIndexID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 441,445 **** <description>time indicating the short tenor</description> </Parameter> ! <Parameter name='iborIndexShortTenorID' libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> --- 441,445 ---- <description>time indicating the short tenor</description> </Parameter> ! <Parameter name='iborIndexShortTenorID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 535,539 **** <description>swap's fixed leg day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='iborIndexID' libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> --- 535,539 ---- <description>swap's fixed leg day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='iborIndexID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 545,549 **** <description>time indicating the short tenor</description> </Parameter> ! <Parameter name='iborIndexShortTenorID' libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> --- 545,549 ---- <description>time indicating the short tenor</description> </Parameter> ! <Parameter name='iborIndexShortTenorID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 628,632 **** <description>swap's fixed leg day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='iborIndexID' libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> --- 628,632 ---- <description>swap's fixed leg day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='iborIndexID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 638,642 **** <description>time indicating the short tenor</description> </Parameter> ! <Parameter name='iborIndexShortTenorID' libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> --- 638,642 ---- <description>time indicating the short tenor</description> </Parameter> ! <Parameter name='iborIndexShortTenorID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> |
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From: Eric E. <eri...@us...> - 2006-10-30 10:31:02
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27675/qlo Modified Files: conversions.hpp Log Message: disable functionality to allow null index references Index: conversions.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/conversions.hpp,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** conversions.hpp 19 Oct 2006 11:16:34 -0000 1.17 --- conversions.hpp 30 Oct 2006 10:30:57 -0000 1.18 *************** *** 110,120 **** template <class enumClass, class qlClass, class qloClass> inline boost::shared_ptr<qlClass> enumOrObject( ! const std::string &id, ! bool failIfEmpty = true) { if (id.empty()) { ! if (failIfEmpty) QL_FAIL("attempt to retrieve object with null string as ID"); ! else ! return boost::shared_ptr<qlClass>(); } if (QuantLibAddin::Create<boost::shared_ptr<enumClass> >().checkType(id)) { --- 110,120 ---- template <class enumClass, class qlClass, class qloClass> inline boost::shared_ptr<qlClass> enumOrObject( ! const std::string &id /*, ! bool failIfEmpty = true*/) { if (id.empty()) { ! //if (failIfEmpty) QL_FAIL("attempt to retrieve object with null string as ID"); ! //else ! // return boost::shared_ptr<qlClass>(); } if (QuantLibAddin::Create<boost::shared_ptr<enumClass> >().checkType(id)) { |
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From: Eric E. <eri...@us...> - 2006-10-29 16:13:59
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Update of /cvsroot/quantlibaddin/QuantLibAddin In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27260 Modified Files: todo.eric.csv Log Message: case-preserving logic for object IDs Index: todo.eric.csv =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.eric.csv,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** todo.eric.csv 26 Oct 2006 10:14:53 -0000 1.2 --- todo.eric.csv 29 Oct 2006 16:13:54 -0000 1.3 *************** *** 13,17 **** "OH","Design","update design doc",,3,2,, "QLA","gensrc","Provide schema for XML",,3,2,, - "OH","Design","implement case-preserving behavior for objectIDs",,4,,, "OH","Design","ohDemoObject(parameter1, parameter2) to create an empty object for demo purposes",,4,,, "OH","Design","Object to hold reference to CallingRange so we can support Object->isOrphaned() etc.",,4,,, --- 13,16 ---- *************** *** 56,57 **** --- 55,57 ---- "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,,, |
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From: Eric E. <eri...@us...> - 2006-10-29 13:04:56
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10318/gensrc/metadata Modified Files: ohfunctions.xml Log Message: ohRetrieveError() - query user-specified range rather than active range Index: ohfunctions.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ohfunctions.xml,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** ohfunctions.xml 26 Oct 2006 08:49:27 -0000 1.11 --- ohfunctions.xml 29 Oct 2006 13:04:45 -0000 1.12 *************** *** 1,473 **** <Category name='ohfunctions'> ! <description>ObjectHandler functions</description> ! <displayName>ObjectHandler</displayName> ! <includes> ! <include>oh/objecthandler.hpp</include> ! </includes> ! <copyright> ! Copyright (C) 2006 Eric Ehlers ! </copyright> ! <Functions> ! <Procedure name='ohCollectGarbage'> ! <description>delete orphaned objects from repository</description> ! <alias>ObjHandler::ObjectHandlerXL::instance().collectGarbage</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='deletePermanent' default='false'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>also delete permanent objects</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohDeleteAllObjects'> ! <description>delete all objects from repository</description> ! <alias>ObjHandler::ObjectHandler::instance().deleteAllObjects</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='deletePermanent' default='false'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>also delete permanent objects</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohDeleteObject'> ! <description>delete object from repository</description> ! <alias>ObjHandler::ObjectHandler::instance().deleteObject</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='ObjectID'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>ID of object to be deleted</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohDependsOn'> ! <description>forces a dependency between two functions and returns the update counter</description> ! <alias>ObjHandler::dependsOn</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc implementation='manual'/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='dummy0' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! <Parameter name='dummy1' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! <Parameter name='dummy2' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! <Parameter name='dummy3' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! <Parameter name='dummy4' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! <Parameter name='dummy5' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! <Parameter name='dummy6' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! <Parameter name='dummy7' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! <Parameter name='dummy8' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! <Parameter name='dummy9' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohFunctionCount'> ! <description>returns the number of functions in this addin</description> ! <alias>ObjHandler::version</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohListObjectIDs'> ! <description>list the IDs of objects in repository matching regex</description> ! <alias>ObjHandler::ObjectHandler::instance().listObjectIDs</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='regex'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>optional matching pattern in UNIX format (wildcard is .*)</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>vector</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohLogAllObjects'> ! <description>write all object descriptions to log file</description> ! <alias>ObjHandler::logAllObjects</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohLogMessage'> ! <description>log a message</description> ! <alias>ObjHandler::logMessage</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! <C/> ! <Guile/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='logMessage'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>message to be logged</description> ! </Parameter> ! <Parameter name='logLevel' default='4'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>threshold for log messages</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohLogObject'> ! <description>write object description to log file</description> ! <alias>ObjHandler::logObject</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! <C/> ! <Guile/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='objectID'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>ID of object to be logged</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohObjectCount'> ! <description>#/objects in repository</description> ! <alias>ObjHandler::ObjectHandler::instance().objectCount</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohPack'> ! <description>trim error values from bottom/right of matrix/vector</description> ! <alias>ObjHandler::ObjectHandlerXL::instance().packMatrix</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='inputRange'> ! <type>any</type> ! <tensorRank>matrix</tensorRank> ! <description>scalar/vector/matrix of values to be packed</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>any</type> ! <tensorRank>matrix</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohParseField' dependencyTrigger='False'> ! <description>Extract the ith number from a whitespace-delimited list of fields</description> ! <alias>ObjHandler::parseField</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='line'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>text to be parsed</description> ! </Parameter> ! <Parameter name='index'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>index (1-based) of desired field</description> ! </Parameter> ! <Parameter name='dataType' default='"NUMBER"'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>expected datatype - NUMBER or STRING (default = NUMBER)</description> ! </Parameter> ! <Parameter name='delim' default='"[:space:]"'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>delimiter (default = whitespace)</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Member name='ohPropertyNames' objectClass='Object'> ! <description>retrieve the property names of a given object</description> ! <libraryFunction>propertyNames</libraryFunction> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc implementation='manual'/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>vector</tensorRank> ! </ReturnValue> ! </Member> ! <Member name='ohPropertyValue' objectClass='Object' dependencyTrigger='true'> ! <description>retrieve the value of a named property</description> ! <libraryFunction>propertyValue</libraryFunction> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc implementation='manual'/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='fieldName'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>name of property</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! <Procedure name='ohRetrieveError'> ! <description>retrieve error message associated with a given cell</description> ! <alias>ObjHandler::ObjectHandlerXL::instance().retrieveError</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohSetLogFile'> ! <description>begin logging to named file</description> ! <alias>ObjHandler::setLogFile</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! <C/> ! <Guile/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='logFileName'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>path and name of log file</description> ! </Parameter> ! <Parameter name='logLevel' default='4'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>threshold for log messages</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohSetLogLevel'> ! <description>set threshold for log messages</description> ! <alias>ObjHandler::setLogLevel</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='logLevel'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>threshold for log messages</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! <description>returns new logging threshold</description> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohVersion'> ! <description>returns the version number of ObjectHandler</description> ! <alias>ObjHandler::version</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohSetConsole'> ! <description>fork output to stdout</description> ! <alias>ObjHandler::setConsole</alias> ! <SupportedPlatforms> ! <C/> ! <Guile/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='console'> ! <type>int</type> ! <tensorRank>scalar</tensorRank> ! <description>1 (enable) / 0 (disable)</description> ! </Parameter> ! <Parameter name='logLevel' default='4'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>threshold for log messages</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! </Functions> </Category> --- 1,479 ---- <Category name='ohfunctions'> ! <description>ObjectHandler functions</description> ! <displayName>ObjectHandler</displayName> ! <includes> ! <include>oh/objecthandler.hpp</include> ! </includes> ! <copyright> ! Copyright (C) 2006 Eric Ehlers ! </copyright> ! <Functions> ! <Procedure name='ohCollectGarbage'> ! <description>delete orphaned objects from repository</description> ! <alias>ObjHandler::ObjectHandlerXL::instance().collectGarbage</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='deletePermanent' default='false'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>also delete permanent objects</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohDeleteAllObjects'> ! <description>delete all objects from repository</description> ! <alias>ObjHandler::ObjectHandler::instance().deleteAllObjects</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='deletePermanent' default='false'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>also delete permanent objects</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohDeleteObject'> ! <description>delete object from repository</description> ! <alias>ObjHandler::ObjectHandler::instance().deleteObject</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='ObjectID'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>ID of object to be deleted</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohDependsOn'> ! <description>forces a dependency between two functions and returns the update counter</description> ! <alias>ObjHandler::dependsOn</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc implementation='manual'/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='dummy0' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! <Parameter name='dummy1' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! <Parameter name='dummy2' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! <Parameter name='dummy3' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! <Parameter name='dummy4' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! <Parameter name='dummy5' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! <Parameter name='dummy6' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! <Parameter name='dummy7' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! <Parameter name='dummy8' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! <Parameter name='dummy9' ignore='true'> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! <description>dummy parameter (ignored)</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohFunctionCount'> ! <description>returns the number of functions in this addin</description> ! <alias>ObjHandler::version</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohListObjectIDs'> ! <description>list the IDs of objects in repository matching regex</description> ! <alias>ObjHandler::ObjectHandler::instance().listObjectIDs</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='regex'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>optional matching pattern in UNIX format (wildcard is .*)</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>vector</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohLogAllObjects'> ! <description>write all object descriptions to log file</description> ! <alias>ObjHandler::logAllObjects</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohLogMessage'> ! <description>log a message</description> ! <alias>ObjHandler::logMessage</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! <C/> ! <Guile/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='logMessage'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>message to be logged</description> ! </Parameter> ! <Parameter name='logLevel' default='4'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>threshold for log messages</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohLogObject'> ! <description>write object description to log file</description> ! <alias>ObjHandler::logObject</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! <C/> ! <Guile/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='objectID'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>ID of object to be logged</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohObjectCount'> ! <description>#/objects in repository</description> ! <alias>ObjHandler::ObjectHandler::instance().objectCount</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohPack'> ! <description>trim error values from bottom/right of matrix/vector</description> ! <alias>ObjHandler::ObjectHandlerXL::instance().packMatrix</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='inputRange'> ! <type>any</type> ! <tensorRank>matrix</tensorRank> ! <description>scalar/vector/matrix of values to be packed</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>any</type> ! <tensorRank>matrix</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohParseField' dependencyTrigger='False'> ! <description>Extract the ith number from a whitespace-delimited list of fields</description> ! <alias>ObjHandler::parseField</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='line'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>text to be parsed</description> ! </Parameter> ! <Parameter name='index'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>index (1-based) of desired field</description> ! </Parameter> ! <Parameter name='dataType' default='"NUMBER"'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>expected datatype - NUMBER or STRING (default = NUMBER)</description> ! </Parameter> ! <Parameter name='delim' default='"[:space:]"'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>delimiter (default = whitespace)</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Member name='ohPropertyNames' objectClass='Object'> ! <description>retrieve the property names of a given object</description> ! <libraryFunction>propertyNames</libraryFunction> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc implementation='manual'/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>vector</tensorRank> ! </ReturnValue> ! </Member> ! <Member name='ohPropertyValue' objectClass='Object' dependencyTrigger='true'> ! <description>retrieve the value of a named property</description> ! <libraryFunction>propertyValue</libraryFunction> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc implementation='manual'/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='fieldName'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>name of property</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>any</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Member> ! <Procedure name='ohRetrieveError'> ! <description>retrieve error message associated with a given range</description> ! <alias>ObjHandler::ObjectHandlerXL::instance().retrieveError</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='range'> ! <type>reference</type> ! <tensorRank>scalar</tensorRank> ! <description>range to query (omit to query active range)</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohSetLogFile'> ! <description>begin logging to named file</description> ! <alias>ObjHandler::setLogFile</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! <C/> ! <Guile/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='logFileName'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>path and name of log file</description> ! </Parameter> ! <Parameter name='logLevel' default='4'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>threshold for log messages</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohSetLogLevel'> ! <description>set threshold for log messages</description> ! <alias>ObjHandler::setLogLevel</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='logLevel'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>threshold for log messages</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! <description>returns new logging threshold</description> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohVersion'> ! <description>returns the version number of ObjectHandler</description> ! <alias>ObjHandler::version</alias> ! <SupportedPlatforms> ! <Excel implementation='documentationOnly'/> ! <Calc/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters/> ! </ParameterList> ! <ReturnValue> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohSetConsole'> ! <description>fork output to stdout</description> ! <alias>ObjHandler::setConsole</alias> ! <SupportedPlatforms> ! <C/> ! <Guile/> ! </SupportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='console'> ! <type>int</type> ! <tensorRank>scalar</tensorRank> ! <description>1 (enable) / 0 (disable)</description> ! </Parameter> ! <Parameter name='logLevel' default='4'> ! <type>long</type> ! <tensorRank>scalar</tensorRank> ! <description>threshold for log messages</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! </Functions> </Category> |
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From: Ferdinando A. <na...@us...> - 2006-10-27 21:13:03
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18758/gensrc/metadata Modified Files: ratehelpers.xml Log Message: improved description Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.32 retrieving revision 1.33 diff -C2 -d -r1.32 -r1.33 *** ratehelpers.xml 26 Oct 2006 08:49:28 -0000 1.32 --- ratehelpers.xml 27 Oct 2006 21:12:57 -0000 1.33 *************** *** 176,183 **** <ParameterList> <Parameters> ! <Parameter name='price' libToHandle='Quote'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>future price</description> </Parameter> <Parameter name='IMM'> --- 176,183 ---- <ParameterList> <Parameters> ! <Parameter name='priceQuote' libToHandle='Quote'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>price quote</description> </Parameter> <Parameter name='IMM'> *************** *** 206,213 **** <description>day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='convexityAdj' libToHandle='Quote'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>convexity adjustment (i.e. Forward rate = Futures rate - convexity adjustment)</description> </Parameter> </Parameters> --- 206,213 ---- <description>day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='convexityAdjQuote' libToHandle='Quote'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>convexity adjustment quote (i.e. Forward rate = Futures rate - convexity adjustment)</description> </Parameter> </Parameters> |
