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From: Eric E. <eri...@us...> - 2006-10-06 12:08:23
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24968/Addins/Calc Modified Files: .cvsignore Makefile.am Log Message: linux catching up Index: .cvsignore =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/.cvsignore,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** .cvsignore 28 Aug 2006 12:42:19 -0000 1.3 --- .cvsignore 6 Oct 2006 12:08:13 -0000 1.4 *************** *** 1,9 **** - *.flag* - *.lo - *.rdb - *.urd - *.user - .deps - .libs AddinCalc.plg autogen.hpp --- 1,2 ---- *************** *** 17,31 **** --- 10,34 ---- date.*pp daycounter.*pp + Debug\ CRTDLL + .deps dll + *.dll exercise.*pp + *.flag* forwardrateagreement.*pp funcdef.cpp + *.ilk index.*pp instruments.*pp interpolation.*pp libQuantLibAddinCalc.la + .libs + *.lo Makefile Makefile.in + marketmodels.cpp + marketmodels.hpp mathf.*pp + ohfunctions.*pp optimization.*pp options.*pp *************** *** 34,43 **** pricingengines.*pp processes.*pp - QuantLibAddinCalc.idl qla_all.hpp QuantLibAddin*.exp QuantLibAddin*.lib randomsequencegenerator.*pp ratehelpers.*pp schedule.*pp shortratemodels.*pp --- 37,47 ---- pricingengines.*pp processes.*pp qla_all.hpp + QuantLibAddinCalc.idl QuantLibAddin*.exp QuantLibAddin*.lib randomsequencegenerator.*pp ratehelpers.*pp + *.rdb schedule.*pp shortratemodels.*pp *************** *** 46,56 **** swaptionvolstructure.*pp termstructures.*pp utilities.*pp vanillaswap.*pp volatilities.*pp xibor.*pp - *.dll - *.ilk - Debug\ CRTDLL - marketmodels.hpp - marketmodels.cpp \ No newline at end of file --- 50,57 ---- swaptionvolstructure.*pp termstructures.*pp + *.urd + *.user utilities.*pp vanillaswap.*pp volatilities.*pp xibor.*pp Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/Calc/Makefile.am,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** Makefile.am 28 Aug 2006 10:05:22 -0000 1.2 --- Makefile.am 6 Oct 2006 12:08:13 -0000 1.3 *************** *** 61,81 **** if BUILD_CALC noinst_HEADERS = \ - bonds.hpp \ calcutils.hpp \ - calendar.hpp \ - capfloor.hpp \ - capletvolstructure.hpp \ conversions.hpp \ - couponvectors.hpp \ - date.hpp \ exercise.hpp \ - forwardrateagreement.hpp \ instruments.hpp \ ! interpolation.hpp \ ! mathf.hpp \ ! optimization.hpp \ options.hpp \ payoffs.hpp \ - prices.hpp \ pricingengines.hpp \ processes.hpp \ --- 61,71 ---- if BUILD_CALC noinst_HEADERS = \ calcutils.hpp \ conversions.hpp \ exercise.hpp \ instruments.hpp \ ! ohfunctions.hpp \ options.hpp \ payoffs.hpp \ pricingengines.hpp \ processes.hpp \ *************** *** 83,132 **** qladdin.hpp \ qldefs.hpp \ - randomsequencegenerator.hpp \ - ratehelpers.hpp \ - schedule.hpp \ - shortratemodels.hpp \ - swap.hpp \ - swaption.hpp \ - swaptionvolstructure.hpp \ - termstructures.hpp \ - utilities.hpp \ - vanillaswap.hpp \ volatilities.hpp endif libQuantLibAddinCalc_la_SOURCES = \ - bonds.cpp \ calcutils.cpp \ - calendar.cpp \ - capfloor.cpp \ - capletvolstructure.cpp \ conversions.cpp \ - couponvectors.cpp \ - date.cpp \ exercise.cpp \ - forwardrateagreement.cpp \ funcdef.cpp \ instruments.cpp \ ! interpolation.cpp \ ! mathf.cpp \ ! optimization.cpp \ options.cpp \ payoffs.cpp \ - prices.cpp \ pricingengines.cpp \ processes.cpp \ qladdin.cpp \ - randomsequencegenerator.cpp \ - ratehelpers.cpp \ - schedule.cpp \ session.cpp \ - shortratemodels.cpp \ - swap.cpp \ - swaption.cpp \ - swaptionvolstructure.cpp \ - termstructures.cpp \ - utilities.cpp \ - vanillaswap.cpp \ volatilities.cpp --- 73,92 ---- qladdin.hpp \ qldefs.hpp \ volatilities.hpp endif libQuantLibAddinCalc_la_SOURCES = \ calcutils.cpp \ conversions.cpp \ exercise.cpp \ funcdef.cpp \ instruments.cpp \ ! ohfunctions.cpp \ options.cpp \ payoffs.cpp \ pricingengines.cpp \ processes.cpp \ qladdin.cpp \ session.cpp \ volatilities.cpp |
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24968/gensrc/metadata Modified Files: bonds.xml calendar.xml capfloor.xml capletvolstructure.xml exercise.xml forwardrateagreement.xml instruments.xml interpolation.xml marketmodels.xml mathf.xml ohfunctions.xml optimization.xml options.xml payoffs.xml prices.xml pricingengines.xml processes.xml randomsequencegenerator.xml ratehelpers.xml schedule.xml swap.xml swaption.xml swaptionvolstructure.xml termstructures.xml utilities.xml vanillaswap.xml volatilities.xml Log Message: linux catching up Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.25 retrieving revision 1.26 diff -C2 -d -r1.25 -r1.26 *** vanillaswap.xml 5 Oct 2006 20:17:10 -0000 1.25 --- vanillaswap.xml 6 Oct 2006 12:08:14 -0000 1.26 *************** *** 18,22 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 18,21 ---- *************** *** 81,85 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 80,83 ---- *************** *** 97,101 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 95,98 ---- *************** *** 113,117 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 110,113 ---- *************** *** 130,134 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 126,129 ---- *************** *** 146,150 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 141,144 ---- *************** *** 162,166 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 156,159 ---- Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.26 retrieving revision 1.27 diff -C2 -d -r1.26 -r1.27 *** ratehelpers.xml 5 Oct 2006 20:17:10 -0000 1.26 --- ratehelpers.xml 6 Oct 2006 12:08:14 -0000 1.27 *************** *** 20,24 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 20,23 ---- *************** *** 36,40 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 35,38 ---- *************** *** 52,56 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 50,53 ---- *************** *** 68,72 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 65,68 ---- *************** *** 89,93 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 85,88 ---- *************** *** 131,135 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 126,129 ---- *************** *** 184,188 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 178,181 ---- *************** *** 200,204 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 193,196 ---- *************** *** 221,225 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 213,216 ---- *************** *** 268,272 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 259,262 ---- Index: payoffs.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/payoffs.xml,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** payoffs.xml 5 Oct 2006 20:17:10 -0000 1.6 --- payoffs.xml 6 Oct 2006 12:08:14 -0000 1.7 *************** *** 13,18 **** <SupportedPlatforms> <Excel/> - <Calc/> <C/> <Guile/> </SupportedPlatforms> --- 13,18 ---- <SupportedPlatforms> <Excel/> <C/> + <Calc/> <Guile/> </SupportedPlatforms> *************** *** 42,46 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 42,45 ---- Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.34 retrieving revision 1.35 diff -C2 -d -r1.34 -r1.35 *** bonds.xml 5 Oct 2006 20:17:09 -0000 1.34 --- bonds.xml 6 Oct 2006 12:08:13 -0000 1.35 *************** *** 25,29 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 25,28 ---- *************** *** 41,45 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 40,43 ---- *************** *** 162,166 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 160,163 ---- *************** *** 178,182 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 175,178 ---- *************** *** 194,198 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 190,193 ---- *************** *** 309,313 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 304,307 ---- *************** *** 330,334 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 324,327 ---- *************** *** 387,391 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 380,383 ---- *************** *** 475,479 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 467,470 ---- Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.30 retrieving revision 1.31 diff -C2 -d -r1.30 -r1.31 *** swap.xml 5 Oct 2006 20:17:10 -0000 1.30 --- swap.xml 6 Oct 2006 12:08:14 -0000 1.31 *************** *** 20,24 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 20,23 ---- *************** *** 47,51 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 46,49 ---- *************** *** 75,79 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 73,76 ---- *************** *** 97,101 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 94,97 ---- *************** *** 119,123 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 115,118 ---- *************** *** 141,145 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 136,139 ---- *************** *** 157,161 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 151,154 ---- Index: volatilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/volatilities.xml,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** volatilities.xml 5 Oct 2006 20:17:10 -0000 1.13 --- volatilities.xml 6 Oct 2006 12:08:14 -0000 1.14 *************** *** 17,21 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 17,20 ---- *************** *** 68,73 **** <SupportedPlatforms> <Excel/> - <Calc/> <C/> <Guile/> </SupportedPlatforms> --- 67,72 ---- <SupportedPlatforms> <Excel/> <C/> + <Calc/> <Guile/> </SupportedPlatforms> *************** *** 97,101 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 96,99 ---- Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.45 retrieving revision 1.46 diff -C2 -d -r1.45 -r1.46 *** marketmodels.xml 5 Oct 2006 20:17:09 -0000 1.45 --- marketmodels.xml 6 Oct 2006 12:08:13 -0000 1.46 *************** *** 23,27 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 23,26 ---- *************** *** 40,44 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 39,42 ---- *************** *** 57,61 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 55,58 ---- *************** *** 75,79 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 72,75 ---- *************** *** 142,146 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 138,141 ---- *************** *** 158,162 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 153,156 ---- *************** *** 174,178 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 168,171 ---- *************** *** 190,194 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 183,186 ---- *************** *** 206,210 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 198,201 ---- *************** *** 224,228 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 215,218 ---- *************** *** 240,244 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 230,233 ---- *************** *** 256,260 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 245,248 ---- *************** *** 278,282 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 266,269 ---- *************** *** 300,304 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 287,290 ---- *************** *** 327,331 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 313,316 ---- *************** *** 354,358 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 339,342 ---- *************** *** 381,385 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 365,368 ---- *************** *** 412,416 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 395,398 ---- *************** *** 437,441 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 419,422 ---- *************** *** 453,457 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 434,437 ---- *************** *** 469,473 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 449,452 ---- *************** *** 485,489 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 464,467 ---- *************** *** 501,505 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 479,482 ---- *************** *** 517,521 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 494,497 ---- *************** *** 539,543 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 515,518 ---- *************** *** 561,565 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 536,539 ---- *************** *** 584,588 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 558,561 ---- *************** *** 1089,1093 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1062,1065 ---- *************** *** 1160,1164 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1132,1135 ---- *************** *** 1183,1187 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1154,1157 ---- *************** *** 1199,1203 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1169,1172 ---- *************** *** 1221,1225 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1190,1193 ---- *************** *** 1243,1247 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1211,1214 ---- *************** *** 1265,1269 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1232,1235 ---- *************** *** 1281,1285 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1247,1250 ---- *************** *** 1297,1301 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1262,1265 ---- *************** *** 1313,1317 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1277,1280 ---- *************** *** 1335,1339 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1298,1301 ---- *************** *** 1362,1366 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1324,1327 ---- *************** *** 1383,1387 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1344,1347 ---- *************** *** 1403,1407 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1363,1366 ---- *************** *** 1425,1429 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1384,1387 ---- *************** *** 1446,1450 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1404,1407 ---- *************** *** 1486,1490 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1443,1446 ---- *************** *** 1507,1511 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1463,1466 ---- *************** *** 1524,1528 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1479,1482 ---- *************** *** 1541,1545 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1495,1498 ---- *************** *** 1559,1563 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1512,1515 ---- *************** *** 1587,1591 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1539,1542 ---- *************** *** 1617,1621 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 1568,1571 ---- Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.57 retrieving revision 1.58 diff -C2 -d -r1.57 -r1.58 *** swaptionvolstructure.xml 5 Oct 2006 20:17:10 -0000 1.57 --- swaptionvolstructure.xml 6 Oct 2006 12:08:14 -0000 1.58 *************** *** 97,101 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 97,100 ---- *************** *** 128,132 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 127,130 ---- *************** *** 144,148 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 142,145 ---- *************** *** 161,165 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 158,161 ---- *************** *** 179,183 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 175,178 ---- *************** *** 202,206 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 197,200 ---- *************** *** 229,233 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 223,226 ---- Index: forwardrateagreement.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** forwardrateagreement.xml 5 Oct 2006 20:17:09 -0000 1.16 --- forwardrateagreement.xml 6 Oct 2006 12:08:13 -0000 1.17 *************** *** 14,18 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 14,17 ---- *************** *** 62,66 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 61,64 ---- *************** *** 78,82 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 76,79 ---- *************** *** 94,98 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 91,94 ---- Index: capfloor.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v retrieving revision 1.21 retrieving revision 1.22 diff -C2 -d -r1.21 -r1.22 *** capfloor.xml 5 Oct 2006 20:17:09 -0000 1.21 --- capfloor.xml 6 Oct 2006 12:08:13 -0000 1.22 *************** *** 34,38 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 34,37 ---- *************** *** 50,54 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 49,52 ---- *************** *** 66,70 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 64,67 ---- *************** *** 87,91 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 84,87 ---- *************** *** 130,134 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 126,129 ---- Index: exercise.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/exercise.xml,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** exercise.xml 5 Oct 2006 20:17:09 -0000 1.11 --- exercise.xml 6 Oct 2006 12:08:13 -0000 1.12 *************** *** 15,19 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 15,18 ---- *************** *** 31,35 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 30,33 ---- *************** *** 46,50 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 44,47 ---- *************** *** 73,78 **** <SupportedPlatforms> <Excel/> - <Calc/> <C/> <Guile/> </SupportedPlatforms> --- 70,75 ---- <SupportedPlatforms> <Excel/> <C/> + <Calc/> <Guile/> </SupportedPlatforms> *************** *** 92,96 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 89,92 ---- Index: utilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/utilities.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** utilities.xml 5 Oct 2006 20:17:10 -0000 1.12 --- utilities.xml 6 Oct 2006 12:08:14 -0000 1.13 *************** *** 13,17 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 13,16 ---- *************** *** 29,33 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 28,31 ---- *************** *** 45,49 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 43,46 ---- *************** *** 67,71 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 64,67 ---- *************** *** 83,87 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 79,82 ---- Index: randomsequencegenerator.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/randomsequencegenerator.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** randomsequencegenerator.xml 5 Oct 2006 20:17:10 -0000 1.15 --- randomsequencegenerator.xml 6 Oct 2006 12:08:14 -0000 1.16 *************** *** 15,19 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 15,18 ---- *************** *** 31,35 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 30,33 ---- *************** *** 53,57 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 51,54 ---- *************** *** 74,78 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 71,74 ---- *************** *** 96,100 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 92,95 ---- *************** *** 113,117 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 108,111 ---- *************** *** 135,139 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 129,132 ---- Index: pricingengines.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v retrieving revision 1.21 retrieving revision 1.22 diff -C2 -d -r1.21 -r1.22 *** pricingengines.xml 5 Oct 2006 20:17:10 -0000 1.21 --- pricingengines.xml 6 Oct 2006 12:08:14 -0000 1.22 *************** *** 20,24 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 20,23 ---- *************** *** 57,61 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 56,59 ---- *************** *** 94,98 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 92,95 ---- *************** *** 140,145 **** <SupportedPlatforms> <Excel/> - <Calc/> <C/> <Guile/> </SupportedPlatforms> --- 137,142 ---- <SupportedPlatforms> <Excel/> <C/> + <Calc/> <Guile/> </SupportedPlatforms> *************** *** 159,163 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 156,159 ---- *************** *** 181,185 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 177,180 ---- *************** *** 198,202 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 193,196 ---- *************** *** 215,219 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 209,212 ---- *************** *** 232,236 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 225,228 ---- Index: swaption.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v retrieving revision 1.21 retrieving revision 1.22 diff -C2 -d -r1.21 -r1.22 *** swaption.xml 5 Oct 2006 20:17:10 -0000 1.21 --- swaption.xml 6 Oct 2006 12:08:14 -0000 1.22 *************** *** 21,25 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 21,24 ---- *************** *** 59,63 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 58,61 ---- *************** *** 75,79 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 73,76 ---- Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.40 retrieving revision 1.41 diff -C2 -d -r1.40 -r1.41 *** termstructures.xml 5 Oct 2006 20:17:10 -0000 1.40 --- termstructures.xml 6 Oct 2006 12:08:14 -0000 1.41 *************** *** 254,258 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 254,257 ---- *************** *** 272,276 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 271,274 ---- *************** *** 293,297 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 291,294 ---- *************** *** 335,339 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 332,335 ---- *************** *** 362,366 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 358,361 ---- *************** *** 389,393 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 384,387 ---- *************** *** 457,461 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 451,454 ---- *************** *** 479,483 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 472,475 ---- Index: mathf.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/mathf.xml,v retrieving revision 1.23 retrieving revision 1.24 diff -C2 -d -r1.23 -r1.24 *** mathf.xml 5 Oct 2006 20:17:09 -0000 1.23 --- mathf.xml 6 Oct 2006 12:08:13 -0000 1.24 *************** *** 23,27 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 23,26 ---- *************** *** 45,49 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 44,47 ---- *************** *** 82,86 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 80,83 ---- *************** *** 104,108 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 101,104 ---- *************** *** 136,140 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 132,135 ---- *************** *** 160,164 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 155,158 ---- *************** *** 176,180 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 170,173 ---- *************** *** 193,197 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 186,189 ---- *************** *** 213,217 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 205,208 ---- *************** *** 240,244 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 231,234 ---- *************** *** 267,271 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 257,260 ---- *************** *** 338,342 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 327,330 ---- *************** *** 354,358 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 342,345 ---- *************** *** 370,374 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 357,360 ---- *************** *** 387,391 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 373,376 ---- Index: capletvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** capletvolstructure.xml 5 Oct 2006 20:17:09 -0000 1.17 --- capletvolstructure.xml 6 Oct 2006 12:08:13 -0000 1.18 *************** *** 81,85 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 81,84 ---- *************** *** 97,101 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 96,99 ---- *************** *** 114,118 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 112,115 ---- *************** *** 132,136 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 129,132 ---- *************** *** 156,160 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 152,155 ---- Index: calendar.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v retrieving revision 1.27 retrieving revision 1.28 diff -C2 -d -r1.27 -r1.28 *** calendar.xml 5 Oct 2006 20:17:09 -0000 1.27 --- calendar.xml 6 Oct 2006 12:08:13 -0000 1.28 *************** *** 156,160 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 156,159 ---- Index: schedule.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/schedule.xml,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** schedule.xml 5 Oct 2006 20:17:10 -0000 1.14 --- schedule.xml 6 Oct 2006 12:08:14 -0000 1.15 *************** *** 12,16 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 12,15 ---- *************** *** 64,68 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 63,66 ---- *************** *** 127,131 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 125,128 ---- Index: ohfunctions.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ohfunctions.xml,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** ohfunctions.xml 5 Oct 2006 20:17:09 -0000 1.6 --- ohfunctions.xml 6 Oct 2006 12:08:13 -0000 1.7 *************** *** 181,184 **** --- 181,185 ---- <SupportedPlatforms> <Excel implementation='documentationOnly'/> + <Calc/> </SupportedPlatforms> <ParameterList> *************** *** 197,200 **** --- 198,202 ---- <Excel implementation='documentationOnly'/> <C/> + <Calc/> <Guile/> </SupportedPlatforms> *************** *** 225,228 **** --- 227,231 ---- <Excel implementation='documentationOnly'/> <C/> + <Calc/> <Guile/> </SupportedPlatforms> *************** *** 361,364 **** --- 364,368 ---- <Excel implementation='documentationOnly'/> <C/> + <Calc/> <Guile/> </SupportedPlatforms> *************** *** 388,391 **** --- 392,396 ---- <SupportedPlatforms> <Excel implementation='documentationOnly'/> + <Calc/> </SupportedPlatforms> <ParameterList> *************** *** 410,413 **** --- 415,419 ---- <SupportedPlatforms> <Excel implementation='documentationOnly'/> + <Calc/> </SupportedPlatforms> <ParameterList> *************** *** 449,450 **** --- 455,457 ---- </Functions> </Category> + Index: instruments.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/instruments.xml,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** instruments.xml 5 Oct 2006 20:17:09 -0000 1.20 --- instruments.xml 6 Oct 2006 12:08:13 -0000 1.21 *************** *** 36,40 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 36,39 ---- *************** *** 52,56 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 51,54 ---- *************** *** 68,72 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 66,69 ---- Index: prices.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/prices.xml,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** prices.xml 5 Oct 2006 20:17:10 -0000 1.10 --- prices.xml 6 Oct 2006 12:08:14 -0000 1.11 *************** *** 16,20 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 16,19 ---- *************** *** 53,57 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 52,55 ---- Index: options.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v retrieving revision 1.22 retrieving revision 1.23 diff -C2 -d -r1.22 -r1.23 *** options.xml 5 Oct 2006 20:17:09 -0000 1.22 --- options.xml 6 Oct 2006 12:08:13 -0000 1.23 *************** *** 17,21 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 17,20 ---- *************** *** 64,68 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 63,66 ---- *************** *** 134,138 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 132,135 ---- *************** *** 186,190 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 183,186 ---- *************** *** 228,232 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 224,227 ---- *************** *** 270,275 **** <SupportedPlatforms> <Excel/> - <Calc/> <C/> <Guile/> </SupportedPlatforms> --- 265,270 ---- <SupportedPlatforms> <Excel/> <C/> + <Calc/> <Guile/> </SupportedPlatforms> *************** *** 304,308 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 299,302 ---- *************** *** 336,340 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 330,333 ---- *************** *** 383,387 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 376,379 ---- *************** *** 441,445 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 433,436 ---- *************** *** 457,461 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 448,451 ---- *************** *** 473,477 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 463,466 ---- *************** *** 489,493 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 478,481 ---- *************** *** 505,509 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 493,496 ---- *************** *** 521,525 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 508,511 ---- *************** *** 537,541 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 523,526 ---- *************** *** 553,557 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 538,541 ---- *************** *** 569,573 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 553,556 ---- *************** *** 585,589 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 568,571 ---- Index: interpolation.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v retrieving revision 1.37 retrieving revision 1.38 diff -C2 -d -r1.37 -r1.38 *** interpolation.xml 5 Oct 2006 20:17:09 -0000 1.37 --- interpolation.xml 6 Oct 2006 12:08:13 -0000 1.38 *************** *** 24,28 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 24,27 ---- *************** *** 161,165 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 160,163 ---- *************** *** 177,181 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 175,178 ---- *************** *** 215,219 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 212,215 ---- *************** *** 242,246 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 238,241 ---- *************** *** 289,293 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 284,287 ---- *************** *** 350,354 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 344,347 ---- *************** *** 366,370 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 359,362 ---- *************** *** 382,386 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 374,377 ---- *************** *** 398,402 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 389,392 ---- *************** *** 414,418 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 404,407 ---- *************** *** 430,434 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 419,422 ---- *************** *** 446,450 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 434,437 ---- *************** *** 462,466 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 449,452 ---- *************** *** 479,483 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 465,468 ---- *************** *** 498,502 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 483,486 ---- *************** *** 514,518 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 498,501 ---- *************** *** 530,534 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 513,516 ---- *************** *** 546,550 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 528,531 ---- *************** *** 562,566 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 543,546 ---- *************** *** 578,582 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 558,561 ---- *************** *** 594,598 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 573,576 ---- *************** *** 668,672 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 646,649 ---- Index: optimization.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/optimization.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** optimization.xml 5 Oct 2006 20:17:09 -0000 1.15 --- optimization.xml 6 Oct 2006 12:08:13 -0000 1.16 *************** *** 18,22 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 18,21 ---- *************** *** 41,45 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 40,43 ---- *************** *** 80,84 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 78,81 ---- *************** *** 124,128 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 121,124 ---- *************** *** 151,155 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 147,150 ---- *************** *** 162,166 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 157,160 ---- *************** *** 184,188 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 178,181 ---- *************** *** 197,201 **** <SupportedPlatforms> <Excel/> - <Calc/> </SupportedPlatforms> <ParameterList> --- 190,193 ---- Index: processes.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/processes.xml,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** processes.xml 5 Oct 2006 20:17:10 -0000 1.13 --- processes.xml 6 Oct 2006 12:08:14 -0000 1.14 *************** *** 12,17 **** <SupportedPlatforms> <Excel/> - <Calc/> <C/> <Guile/> </SupportedPlatforms> --- 12,17 ---- <SupportedPlatforms> <Excel/> <C/> + <Calc/> <Guile/> </SupportedPlatforms> |
|
From: Eric E. <eri...@us...> - 2006-10-06 11:24:51
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/Clients/C In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7783 Modified Files: qlademo.c Log Message: linux catching up Index: qlademo.c =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C/qlademo.c,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** qlademo.c 4 Oct 2006 14:25:57 -0000 1.4 --- qlademo.c 6 Oct 2006 11:24:48 -0000 1.5 *************** *** 47,51 **** volatility, "Actual/365 (Fixed)", ! dummy, dummy, returnString) != SUCCESS) { --- 47,51 ---- volatility, "Actual/365 (Fixed)", ! FALSE, dummy, returnString) != SUCCESS) { *************** *** 62,66 **** riskFreeRate, dividendYield, ! dummy, dummy, returnString) != SUCCESS) { --- 62,66 ---- riskFreeRate, dividendYield, ! FALSE, dummy, returnString) != SUCCESS) { *************** *** 72,76 **** "my_exercise", exerciseDate, ! dummy, dummy, returnString) != SUCCESS) { --- 72,76 ---- "my_exercise", exerciseDate, ! FALSE, dummy, returnString) != SUCCESS) { *************** *** 84,88 **** "put", strike, ! dummy, dummy, returnString) != SUCCESS) { --- 84,88 ---- "put", strike, ! FALSE, dummy, returnString) != SUCCESS) { *************** *** 94,98 **** "my_engine", "AE", // analytic european ! dummy, dummy, returnString) != SUCCESS) { --- 94,98 ---- "my_engine", "AE", // analytic european ! FALSE, dummy, returnString) != SUCCESS) { *************** *** 107,111 **** "my_exercise", // exercise object ID "my_engine", // engine object ID ! dummy, // time steps dummy, returnString) != SUCCESS) { --- 107,111 ---- "my_exercise", // exercise object ID "my_engine", // engine object ID ! FALSE, // time steps dummy, returnString) != SUCCESS) { |
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19318/gensrc/metadata Modified Files: assetswap.xml bonds.xml calendar.xml capfloor.xml capletvolstructure.xml cmsmarket.xml couponvectors.xml date.xml daycounter.xml exercise.xml forwardrateagreement.xml index.xml instruments.xml interpolation.xml marketmodels.xml mathf.xml ohfunctions.xml optimization.xml options.xml payoffs.xml prices.xml pricingengines.xml processes.xml randomsequencegenerator.xml ratehelpers.xml schedule.xml sequencestatistics.xml settings.xml shortratemodels.xml statistics.xml swap.xml swaption.xml swaptionvolstructure.xml termstructures.xml utilities.xml vanillaswap.xml volatilities.xml Log Message: finer granularity for specifying function support per platform Index: vanillaswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** vanillaswap.xml 23 Sep 2006 11:00:44 -0000 1.24 --- vanillaswap.xml 5 Oct 2006 20:17:10 -0000 1.25 *************** *** 16,23 **** <Constructor name='qlVanillaSwap'> <libraryFunction>VanillaSwap</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 16,23 ---- <Constructor name='qlVanillaSwap'> <libraryFunction>VanillaSwap</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 79,86 **** <description>the fair rate of a swap</description> <libraryFunction>fairRate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 79,86 ---- <description>the fair rate of a swap</description> <libraryFunction>fairRate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 95,102 **** <description>the fair rate of a swap</description> <libraryFunction>fairSpread</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 95,102 ---- <description>the fair rate of a swap</description> <libraryFunction>fairSpread</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 111,118 **** <description>The fixed leg cash flow analysis</description> <libraryFunction>fixedLeg</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 111,118 ---- <description>The fixed leg cash flow analysis</description> <libraryFunction>fixedLeg</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 128,135 **** <description>the BPS of the fixed leg</description> <libraryFunction>fixedLegBPS</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 128,135 ---- <description>the BPS of the fixed leg</description> <libraryFunction>fixedLegBPS</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 144,151 **** <description>The floating leg cash flow analysis</description> <libraryFunction>floatingLeg</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 144,151 ---- <description>The floating leg cash flow analysis</description> <libraryFunction>floatingLeg</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 160,167 **** <description>the BPS of the floating leg</description> <libraryFunction>floatingLegBPS</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 160,167 ---- <description>the BPS of the floating leg</description> <libraryFunction>floatingLegBPS</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.25 retrieving revision 1.26 diff -C2 -d -r1.25 -r1.26 *** ratehelpers.xml 27 Sep 2006 08:20:27 -0000 1.25 --- ratehelpers.xml 5 Oct 2006 20:17:10 -0000 1.26 *************** *** 18,25 **** <description>retrieve a RateHelper's earliest date</description> <libraryFunction>earliestDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 18,25 ---- <description>retrieve a RateHelper's earliest date</description> <libraryFunction>earliestDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 34,41 **** <description>retrieve a RateHelper's latest date</description> <libraryFunction>latestDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 34,41 ---- <description>retrieve a RateHelper's latest date</description> <libraryFunction>latestDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 50,57 **** <description>retrieve a RateHelper's reference quote</description> <libraryFunction>referenceQuote</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 50,57 ---- <description>retrieve a RateHelper's reference quote</description> <libraryFunction>referenceQuote</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 66,73 **** <description>update quote of existing Rate Helper object</description> <libraryFunction>setQuote</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 66,73 ---- <description>update quote of existing Rate Helper object</description> <libraryFunction>setQuote</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 87,94 **** <Constructor name='qlDepositRateHelper'> <libraryFunction>DepositRateHelper</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 87,94 ---- <Constructor name='qlDepositRateHelper'> <libraryFunction>DepositRateHelper</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 129,136 **** <Constructor name='qlSwapRateHelper'> <libraryFunction>SwapRateHelper</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 129,136 ---- <Constructor name='qlSwapRateHelper'> <libraryFunction>SwapRateHelper</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 182,189 **** <description>get convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>convexityAdjustment</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 182,189 ---- <description>get convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>convexityAdjustment</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 198,205 **** <description>update convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>setConvexityAdjustment</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 198,205 ---- <description>update convexity adjustment of existing FuturesRateHelper object</description> <libraryFunction>setConvexityAdjustment</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 219,226 **** <Constructor name='qlFuturesRateHelper'> <libraryFunction>FuturesRateHelper</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 219,226 ---- <Constructor name='qlFuturesRateHelper'> <libraryFunction>FuturesRateHelper</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 266,273 **** <Procedure name='qlRateHelperSelection'> <description>select rate helpers for bootstrapping</description> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 266,273 ---- <Procedure name='qlRateHelperSelection'> <description>select rate helpers for bootstrapping</description> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> Index: shortratemodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** shortratemodels.xml 4 Sep 2006 19:21:04 -0000 1.12 --- shortratemodels.xml 5 Oct 2006 20:17:10 -0000 1.13 *************** *** 13,19 **** <Constructor name='qlHullWhite'> <libraryFunction>HullWhite</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 13,19 ---- <Constructor name='qlHullWhite'> <libraryFunction>HullWhite</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 39,45 **** <Constructor name='qlVasicek'> <libraryFunction>Vasicek</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 39,45 ---- <Constructor name='qlVasicek'> <libraryFunction>Vasicek</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 71,77 **** <description>Returns Futures convexity bias (ForwardRate = FuturesImpliedRate - ConvexityBias) calculated as in G. Kirikos, D. Novak, 'Convexity Conundrums', Risk Magazine, March 1997</description> <alias>QuantLib::convexityBias</alias> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 71,77 ---- <description>Returns Futures convexity bias (ForwardRate = FuturesImpliedRate - ConvexityBias) calculated as in G. Kirikos, D. Novak, 'Convexity Conundrums', Risk Magazine, March 1997</description> <alias>QuantLib::convexityBias</alias> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> Index: assetswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/assetswap.xml,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** assetswap.xml 27 Sep 2006 13:39:45 -0000 1.11 --- assetswap.xml 5 Oct 2006 20:17:09 -0000 1.12 *************** *** 16,22 **** <Constructor name='qlAssetSwap'> <libraryFunction>AssetSwap</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 16,22 ---- <Constructor name='qlAssetSwap'> <libraryFunction>AssetSwap</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 68,74 **** <description>the fair rate of the asset swap, i.e. the asset swap spread</description> <libraryFunction>fairSpread</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 68,74 ---- <description>the fair rate of the asset swap, i.e. the asset swap spread</description> <libraryFunction>fairSpread</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 83,89 **** <description>The bond leg cash flow analysis</description> <libraryFunction>bondLeg</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 83,89 ---- <description>The bond leg cash flow analysis</description> <libraryFunction>bondLeg</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 99,105 **** <description>The floating leg cash flow analysis</description> <libraryFunction>floatingLeg</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 99,105 ---- <description>The floating leg cash flow analysis</description> <libraryFunction>floatingLeg</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 114,120 **** <description>the BPS of the floating leg</description> <libraryFunction>floatingLegBPS</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 114,120 ---- <description>the BPS of the floating leg</description> <libraryFunction>floatingLegBPS</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 129,135 **** <description>the fair price of the bond</description> <libraryFunction>fairPrice</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 129,135 ---- <description>the fair price of the bond</description> <libraryFunction>fairPrice</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> Index: forwardrateagreement.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** forwardrateagreement.xml 4 Sep 2006 19:21:04 -0000 1.15 --- forwardrateagreement.xml 5 Oct 2006 20:17:09 -0000 1.16 *************** *** 12,19 **** <Constructor name='qlFRA'> <libraryFunction>ForwardRateAgreement</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 12,19 ---- <Constructor name='qlFRA'> <libraryFunction>ForwardRateAgreement</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 60,67 **** <description>Returns the relevant forward rate associated with the FRA term.</description> <libraryFunction>forwardRate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 60,67 ---- <description>Returns the relevant forward rate associated with the FRA term.</description> <libraryFunction>forwardRate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 76,83 **** <description>Returns the forward value of the FRA.</description> <libraryFunction>forwardValue</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 76,83 ---- <description>Returns the forward value of the FRA.</description> <libraryFunction>forwardValue</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 92,99 **** <description>Returns the spot value of the FRA.</description> <libraryFunction>spotValue</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 92,99 ---- <description>Returns the spot value of the FRA.</description> <libraryFunction>spotValue</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> Index: payoffs.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/payoffs.xml,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** payoffs.xml 28 Aug 2006 10:05:24 -0000 1.5 --- payoffs.xml 5 Oct 2006 20:17:10 -0000 1.6 *************** *** 11,20 **** <Constructor name='qlStrikedTypePayoff'> <libraryFunction>StrikedTypePayoff</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! <supportedPlatform>c</supportedPlatform> ! <supportedPlatform>guile</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 11,20 ---- <Constructor name='qlStrikedTypePayoff'> <libraryFunction>StrikedTypePayoff</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! <C/> ! <Guile/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 40,47 **** <Constructor name='qlStrikedTypePayoff2'> <libraryFunction>StrikedTypePayoff</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 40,47 ---- <Constructor name='qlStrikedTypePayoff2'> <libraryFunction>StrikedTypePayoff</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.38 retrieving revision 1.39 diff -C2 -d -r1.38 -r1.39 *** index.xml 23 Sep 2006 11:00:44 -0000 1.38 --- index.xml 5 Oct 2006 20:17:09 -0000 1.39 *************** *** 20,26 **** <description>retrive the name for the given Index object</description> <libraryFunction>name</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 20,26 ---- <description>retrive the name for the given Index object</description> <libraryFunction>name</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 35,41 **** <description>retrive the fixing for the given Index object</description> <libraryFunction>fixing</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 35,41 ---- <description>retrive the fixing for the given Index object</description> <libraryFunction>fixing</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 61,67 **** <description>add fixings for the given Index object</description> <libraryFunction>addFixings</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 61,67 ---- <description>add fixings for the given Index object</description> <libraryFunction>addFixings</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 89,95 **** <description>retrieve the family name for the given Index (e.g. EURIBOR)</description> <libraryFunction>familyName</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 89,95 ---- <description>retrieve the family name for the given Index (e.g. EURIBOR)</description> <libraryFunction>familyName</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 104,110 **** <description>retrieve the tenor for the given Index (e.g. 6m)</description> <libraryFunction>tenor</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 104,110 ---- <description>retrieve the tenor for the given Index (e.g. 6m)</description> <libraryFunction>tenor</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 119,125 **** <description>retrieve the settlement days for the given Index (e.g. 2)</description> <libraryFunction>settlementDays</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 119,125 ---- <description>retrieve the settlement days for the given Index (e.g. 2)</description> <libraryFunction>settlementDays</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 134,140 **** <description>retrieve the currency for the given Index (e.g. EUR)</description> <libraryFunction>currency</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 134,140 ---- <description>retrieve the currency for the given Index (e.g. EUR)</description> <libraryFunction>currency</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 149,155 **** <description>retrieve the calendar for the given Index (e.g. TARGET)</description> <libraryFunction>calendar</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 149,155 ---- <description>retrieve the calendar for the given Index (e.g. TARGET)</description> <libraryFunction>calendar</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 164,170 **** <description>retrieve the day count fraction for the given Index (e.g. Actual/360)</description> <libraryFunction>dayCounter</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 164,170 ---- <description>retrieve the day count fraction for the given Index (e.g. Actual/360)</description> <libraryFunction>dayCounter</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 179,185 **** <description>retrive the fixing for the given Index object</description> <libraryFunction>fixing</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 179,185 ---- <description>retrive the fixing for the given Index object</description> <libraryFunction>fixing</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 200,206 **** <description>retrieve the value date for Index object</description> <libraryFunction>valueDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 200,206 ---- <description>retrieve the value date for Index object</description> <libraryFunction>valueDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 221,227 **** <description>retrieve the maturity date for Index object</description> <libraryFunction>maturityDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 221,227 ---- <description>retrieve the maturity date for Index object</description> <libraryFunction>maturityDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 244,250 **** <description>returns TRUE if business day convention is of type adjusted and FALSE otherwise.</description> <libraryFunction>isAdjusted</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 244,250 ---- <description>returns TRUE if business day convention is of type adjusted and FALSE otherwise.</description> <libraryFunction>isAdjusted</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 259,265 **** <description>retrieve the business day convention for the given Index (e.g. Modified Following)</description> <libraryFunction>businessDayConvention</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 259,265 ---- <description>retrieve the business day convention for the given Index (e.g. Modified Following)</description> <libraryFunction>businessDayConvention</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 274,280 **** <description>retrieve the term structure for the given Index (e.g. EURYC)</description> <libraryFunction>termStructure</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 274,280 ---- <description>retrieve the term structure for the given Index (e.g. EURYC)</description> <libraryFunction>termStructure</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 290,296 **** <Constructor name='qlXibor'> <libraryFunction>Xibor</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 290,296 ---- <Constructor name='qlXibor'> <libraryFunction>Xibor</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 342,348 **** <description>set the yield term structure which is linked to by the handle shared by all enumerated Euribor objects</description> <alias>QuantLibAddin::EuriborHandle::instance().linkEuriborHandle</alias> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 342,348 ---- <description>set the yield term structure which is linked to by the handle shared by all enumerated Euribor objects</description> <alias>QuantLibAddin::EuriborHandle::instance().linkEuriborHandle</alias> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 365,371 **** <description>retrieve the frequency for the underlying swap's fixed leg (e.g. annual)</description> <libraryFunction>fixedLegFrequency</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 365,371 ---- <description>retrieve the frequency for the underlying swap's fixed leg (e.g. annual)</description> <libraryFunction>fixedLegFrequency</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 380,386 **** <description>retrieve the business day convention for the underlying swap's fixed leg (e.g. Modified Following)</description> <libraryFunction>fixedLegConvention</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 380,386 ---- <description>retrieve the business day convention for the underlying swap's fixed leg (e.g. Modified Following)</description> <libraryFunction>fixedLegConvention</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 395,401 **** <description>retrieve the swap's underlying index (e.g. EURIBOR6m)</description> <libraryFunction>iborIndex</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 395,401 ---- <description>retrieve the swap's underlying index (e.g. EURIBOR6m)</description> <libraryFunction>iborIndex</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 415,421 **** <Constructor name='qlSwapIndex'> <libraryFunction>SwapIndex</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 415,421 ---- <Constructor name='qlSwapIndex'> <libraryFunction>SwapIndex</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.33 retrieving revision 1.34 diff -C2 -d -r1.33 -r1.34 *** bonds.xml 28 Sep 2006 15:47:13 -0000 1.33 --- bonds.xml 5 Oct 2006 20:17:09 -0000 1.34 *************** *** 23,30 **** <description>Cash flow analysis.</description> <libraryFunction>flowAnalysis</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 23,30 ---- <description>Cash flow analysis.</description> <libraryFunction>flowAnalysis</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 39,46 **** <description>Returns the settlement date of the bond.</description> <libraryFunction>settlementDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 39,46 ---- <description>Returns the settlement date of the bond.</description> <libraryFunction>settlementDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 55,61 **** <description>Retrieves the first coupon date of the bond.</description> <libraryFunction>firstCouponDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 55,61 ---- <description>Retrieves the first coupon date of the bond.</description> <libraryFunction>firstCouponDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 70,76 **** <description>Retrieves the maturity date of the bond.</description> <libraryFunction>maturityDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 70,76 ---- <description>Retrieves the maturity date of the bond.</description> <libraryFunction>maturityDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 85,91 **** <description>Returns the calendar of the bond, e.g. TARGET.</description> <libraryFunction>calendar</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 85,91 ---- <description>Returns the calendar of the bond, e.g. TARGET.</description> <libraryFunction>calendar</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 100,106 **** <description>Retrieves the accrual business day convention for the given Bond, e.g. Unadjusted.</description> <libraryFunction>accrualConvention</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 100,106 ---- <description>Retrieves the accrual business day convention for the given Bond, e.g. Unadjusted.</description> <libraryFunction>accrualConvention</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 115,121 **** <description>Retrieves the accrual business day convention for the given Bond, e.g. Unadjusted.</description> <libraryFunction>paymentConvention</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 115,121 ---- <description>Retrieves the accrual business day convention for the given Bond, e.g. Unadjusted.</description> <libraryFunction>paymentConvention</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 130,136 **** <description>Retrieves the day count fraction for the given Bond, e.g. Act/Act.</description> <libraryFunction>dayCounter</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 130,136 ---- <description>Retrieves the day count fraction for the given Bond, e.g. Act/Act.</description> <libraryFunction>dayCounter</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 145,151 **** <description>Retrieves the frequency for the given Bond, e.g. Annual.</description> <libraryFunction>frequency</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 145,151 ---- <description>Retrieves the frequency for the given Bond, e.g. Annual.</description> <libraryFunction>frequency</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 160,167 **** <description>Theoretical clean price: The default bond settlement is used for calculation.</description> <libraryFunction>cleanPrice</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 160,167 ---- <description>Theoretical clean price: The default bond settlement is used for calculation.</description> <libraryFunction>cleanPrice</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 176,183 **** <description>Theoretical dirty price. The default bond settlement is used for calculation.</description> <libraryFunction>dirtyPrice</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 176,183 ---- <description>Theoretical dirty price. The default bond settlement is used for calculation.</description> <libraryFunction>dirtyPrice</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 192,199 **** <description>Theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description> <libraryFunction>yield</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 192,199 ---- <description>Theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description> <libraryFunction>yield</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 214,220 **** <description>Clean price given a yield and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>cleanPrice</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 214,220 ---- <description>Clean price given a yield and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>cleanPrice</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 245,251 **** <description>Dirty price(s) given yield(s) and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>dirtyPrice</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 245,251 ---- <description>Dirty price(s) given yield(s) and settlement date. The default bond settlement is used if no date is given.</description> <libraryFunction>dirtyPrice</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 276,282 **** <description>Yield(s) given clean price(s) and settlement date. The default bond settlement is used if no date is given</description> <libraryFunction>yield</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 276,282 ---- <description>Yield(s) given clean price(s) and settlement date. The default bond settlement is used if no date is given</description> <libraryFunction>yield</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 307,314 **** <description>Accrued amount at a given date. The default bond settlement is used if no date is given.</description> <libraryFunction>accruedAmount</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 307,314 ---- <description>Accrued amount at a given date. The default bond settlement is used if no date is given.</description> <libraryFunction>accruedAmount</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 328,335 **** <Constructor name='qlZeroCouponBond'> <libraryFunction>ZeroCouponBond</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 328,335 ---- <Constructor name='qlZeroCouponBond'> <libraryFunction>ZeroCouponBond</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 385,392 **** <Constructor name='qlFixedCouponBond'> <libraryFunction>FixedCouponBond</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 385,392 ---- <Constructor name='qlFixedCouponBond'> <libraryFunction>FixedCouponBond</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 473,480 **** <Constructor name='qlFloatingCouponBond'> <libraryFunction>FloatingCouponBond</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 473,480 ---- <Constructor name='qlFloatingCouponBond'> <libraryFunction>FloatingCouponBond</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.29 retrieving revision 1.30 diff -C2 -d -r1.29 -r1.30 *** swap.xml 5 Oct 2006 17:02:45 -0000 1.29 --- swap.xml 5 Oct 2006 20:17:10 -0000 1.30 *************** *** 18,25 **** <Constructor name='qlSwap'> <libraryFunction>Swap</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 18,25 ---- <Constructor name='qlSwap'> <libraryFunction>Swap</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 45,52 **** <Constructor name='qlSwap2'> <libraryFunction>Swap</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 45,52 ---- <Constructor name='qlSwap2'> <libraryFunction>Swap</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 73,80 **** <description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legAnalysis</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 73,80 ---- <description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legAnalysis</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 95,102 **** <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legBPS</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 95,102 ---- <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legBPS</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 117,124 **** <description>the NPV of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legNPV</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 117,124 ---- <description>the NPV of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> <libraryFunction>legNPV</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 139,146 **** <description>the start date of the swap</description> <libraryFunction>startDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 139,146 ---- <description>the start date of the swap</description> <libraryFunction>startDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 155,162 **** <description>the maturity date of the swap</description> <libraryFunction>maturity</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 155,162 ---- <description>the maturity date of the swap</description> <libraryFunction>maturity</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters/> Index: volatilities.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/volatilities.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** volatilities.xml 23 Sep 2006 11:00:44 -0000 1.12 --- volatilities.xml 5 Oct 2006 20:17:10 -0000 1.13 *************** *** 15,22 **** <description>Sabr formula for smile volatility</description> <alias>QuantLib::sabrVolatility</alias> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 15,22 ---- <description>Sabr formula for smile volatility</description> <alias>QuantLib::sabrVolatility</alias> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 66,75 **** <Constructor name='qlBlackConstantVol'> <libraryFunction>BlackConstantVol</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! <supportedPlatform>c</supportedPlatform> ! <supportedPlatform>guile</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 66,75 ---- <Constructor name='qlBlackConstantVol'> <libraryFunction>BlackConstantVol</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! <C/> ! <Guile/> ! </SupportedPlatforms> <ParameterList> <Parameters> *************** *** 95,102 **** <Constructor name='qlBlackVarianceSurface'> <libraryFunction>BlackVarianceSurface</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! <supportedPlatform>calc</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters> --- 95,102 ---- <Constructor name='qlBlackVarianceSurface'> <libraryFunction>BlackVarianceSurface</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! <Calc/> ! </SupportedPlatforms> <ParameterList> <Parameters> Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.39 retrieving revision 1.40 diff -C2 -d -r1.39 -r1.40 *** termstructures.xml 4 Oct 2006 14:41:32 -0000 1.39 --- termstructures.xml 5 Oct 2006 20:17:10 -0000 1.40 *************** *** 14,20 **** <description>Returns the reference date for the given TermStructure object</description> <libraryFunction>referenceDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 14,20 ---- <description>Returns the reference date for the given TermStructure object</description> <libraryFunction>referenceDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 29,35 **** <description>Returns the calendar used by the given TermStructure object</description> <libraryFunction>calendar</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 29,35 ---- <description>Returns the calendar used by the given TermStructure object</description> <libraryFunction>calendar</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 44,50 **** <description>Returns the max date for the given TermStructure object</description> <libraryFunction>maxDate</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 44,50 ---- <description>Returns the max date for the given TermStructure object</description> <libraryFunction>maxDate</libraryFunction> ! <SupportedPlatforms> ! <Excel/> ! </SupportedPlatforms> <ParameterList> <Parameters/> *************** *** 59,65 **** <description>Returns the DayCounter used by the given TermStructure object</description> <libraryFunction>dayCounter</libraryFunction> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </supportedPlatforms> <ParameterList> <Parameters/> --- 59,65 ---- <description>Returns th... [truncated message content] |
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From: Eric E. <eri...@us...> - 2006-10-05 17:02:50
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1851/gensrc/metadata Modified Files: swap.xml Log Message: add support for retrieving a vector of objects from a vector of objectIDs Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.28 retrieving revision 1.29 diff -C2 -d -r1.28 -r1.29 *** swap.xml 5 Oct 2006 14:42:51 -0000 1.28 --- swap.xml 5 Oct 2006 17:02:45 -0000 1.29 *************** *** 43,47 **** </Constructor> ! <!--<Constructor name='qlSwap2'> <libraryFunction>Swap</libraryFunction> <supportedPlatforms> --- 43,47 ---- </Constructor> ! <Constructor name='qlSwap2'> <libraryFunction>Swap</libraryFunction> <supportedPlatforms> *************** *** 69,72 **** --- 69,73 ---- </ParameterList> </Constructor> + <Member name='qlSwapLegAnalysis' objectClass='Swap'> <description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> *************** *** 89,93 **** <tensorRank>matrix</tensorRank> </ReturnValue> ! </Member>--> <Member name='qlSwapLegBPS' libraryClass='Swap'> --- 90,94 ---- <tensorRank>matrix</tensorRank> </ReturnValue> ! </Member> <Member name='qlSwapLegBPS' libraryClass='Swap'> |
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From: Eric E. <eri...@us...> - 2006-10-05 16:29:29
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20058 Modified Files: qladdin.root.doxy Log Message: consolidate redundant QLA/QLXL docs Index: qladdin.root.doxy =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qladdin.root.doxy,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** qladdin.root.doxy 28 Aug 2006 10:05:24 -0000 1.2 --- qladdin.root.doxy 5 Oct 2006 16:29:20 -0000 1.3 *************** *** 79,83 **** #--------------------------------------------------------------------------- ! INPUT = ./pages FILE_PATTERNS = *.docs RECURSIVE = --- 79,84 ---- #--------------------------------------------------------------------------- ! INPUT = ./pages \ ! ../../QuantLibXL/Docs/pages/evaluationdate.docs FILE_PATTERNS = *.docs RECURSIVE = |
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From: Eric E. <eri...@us...> - 2006-10-05 16:29:29
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20058/pages Removed Files: evaluationdate.docs Log Message: consolidate redundant QLA/QLXL docs --- evaluationdate.docs DELETED --- |
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From: Ferdinando A. <na...@us...> - 2006-10-05 14:42:57
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6488/gensrc/metadata Modified Files: capfloor.xml couponvectors.xml swap.xml Log Message: toward multi-leg swap Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.33 retrieving revision 1.34 diff -C2 -d -r1.33 -r1.34 *** couponvectors.xml 29 Sep 2006 10:07:27 -0000 1.33 --- couponvectors.xml 5 Oct 2006 14:42:51 -0000 1.34 *************** *** 329,333 **** </Constructor> ! <Member name='qlGetLeg' objectClass='CouponVector'> <description>return coupon details</description> <libraryFunction>getLeg</libraryFunction> --- 329,333 ---- </Constructor> ! <Member name='qlGetLeg' objectClass='LegWrapper'> <description>return coupon details</description> <libraryFunction>getLeg</libraryFunction> *************** *** 344,348 **** </Member> ! <Member name='qlGetBPS' objectClass='CouponVector'> <description>basis point sensitivity</description> <libraryFunction>getBPS</libraryFunction> --- 344,348 ---- </Member> ! <Member name='qlGetBPS' objectClass='LegWrapper'> <description>basis point sensitivity</description> <libraryFunction>getBPS</libraryFunction> Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.27 retrieving revision 1.28 diff -C2 -d -r1.27 -r1.28 *** swap.xml 2 Oct 2006 14:05:05 -0000 1.27 --- swap.xml 5 Oct 2006 14:42:51 -0000 1.28 *************** *** 24,33 **** <ParameterList> <Parameters> ! <Parameter name='paidLegID' objectClass='CouponVector'> <type>string</type> <tensorRank>scalar</tensorRank> <description>paid leg</description> </Parameter> ! <Parameter name='recvLegID' objectClass='CouponVector'> <type>string</type> <tensorRank>scalar</tensorRank> --- 24,33 ---- <ParameterList> <Parameters> ! <Parameter name='paidLegID' objectClass='LegWrapper'> <type>string</type> <tensorRank>scalar</tensorRank> <description>paid leg</description> </Parameter> ! <Parameter name='recvLegID' objectClass='LegWrapper'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 43,46 **** --- 43,72 ---- </Constructor> + <!--<Constructor name='qlSwap2'> + <libraryFunction>Swap</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> + </supportedPlatforms> + <ParameterList> + <Parameters> + <Parameter name='legIDs' objectClass='LegWrapper'> + <type>string</type> + <tensorRank>vector</tensorRank> + <description>leg IDs</description> + </Parameter> + <Parameter name='payer'> + <type>bool</type> + <tensorRank>vector</tensorRank> + <description>TRUE for payed leg</description> + </Parameter> + <Parameter name='termStructureID' libToHandle='YieldTermStructure'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>discounting term structure</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> <Member name='qlSwapLegAnalysis' objectClass='Swap'> <description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> *************** *** 63,67 **** <tensorRank>matrix</tensorRank> </ReturnValue> ! </Member> <Member name='qlSwapLegBPS' libraryClass='Swap'> --- 89,93 ---- <tensorRank>matrix</tensorRank> </ReturnValue> ! </Member>--> <Member name='qlSwapLegBPS' libraryClass='Swap'> Index: capfloor.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v retrieving revision 1.19 retrieving revision 1.20 diff -C2 -d -r1.19 -r1.20 *** capfloor.xml 23 Sep 2006 11:00:44 -0000 1.19 --- capfloor.xml 5 Oct 2006 14:42:51 -0000 1.20 *************** *** 96,100 **** <description>option type (cap, floor or collar)</description> </Parameter> ! <Parameter name='couponVectorID' objectClass='CouponVector'> <type>string</type> <tensorRank>scalar</tensorRank> --- 96,100 ---- <description>option type (cap, floor or collar)</description> </Parameter> ! <Parameter name='legID' objectClass='LegWrapper'> <type>string</type> <tensorRank>scalar</tensorRank> |
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From: Ferdinando A. <na...@us...> - 2006-10-05 14:42:55
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6488/qlo Modified Files: capfloor.cpp capfloor.hpp couponvectors.cpp couponvectors.hpp swap.cpp swap.hpp Log Message: toward multi-leg swap Index: couponvectors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v retrieving revision 1.23 retrieving revision 1.24 diff -C2 -d -r1.23 -r1.24 *** couponvectors.hpp 29 Sep 2006 10:07:27 -0000 1.23 --- couponvectors.hpp 5 Oct 2006 14:42:51 -0000 1.24 *************** *** 31,43 **** namespace QuantLibAddin { ! typedef std::vector<boost::shared_ptr<QuantLib::CashFlow> > CashFlowVector; ! std::vector<std::vector<boost::any> > flowAnalysis(CashFlowVector); ! class CouponVector : public ObjHandler::Object { public: double getBPS( const QuantLib::Handle<QuantLib::YieldTermStructure>& h) const; ! const CashFlowVector& getVector(); const std::vector<std::vector<boost::any> > getLeg() { --- 31,43 ---- namespace QuantLibAddin { ! typedef std::vector<boost::shared_ptr<QuantLib::CashFlow> > Leg; ! std::vector<std::vector<boost::any> > flowAnalysis(Leg); ! class LegWrapper : public ObjHandler::Object { public: double getBPS( const QuantLib::Handle<QuantLib::YieldTermStructure>& h) const; ! const Leg& getVector(); const std::vector<std::vector<boost::any> > getLeg() { *************** *** 45,52 **** } protected: ! CashFlowVector cashFlowVector_; }; ! class FixedRateCouponVector : public CouponVector { public: FixedRateCouponVector( --- 45,52 ---- } protected: ! Leg cashFlowVector_; }; ! class FixedRateCouponVector : public LegWrapper { public: FixedRateCouponVector( *************** *** 58,62 **** }; ! class FloatingRateCouponVector : public CouponVector { public: FloatingRateCouponVector( --- 58,62 ---- }; ! class FloatingRateCouponVector : public LegWrapper { public: FloatingRateCouponVector( *************** *** 83,87 **** }; ! class CMSCouponVector : public CouponVector { public: CMSCouponVector( --- 83,87 ---- }; ! class CMSCouponVector : public LegWrapper { public: CMSCouponVector( *************** *** 102,106 **** }; ! class CMSZeroCouponVector : public CouponVector { public: CMSZeroCouponVector( --- 102,106 ---- }; ! class CMSZeroCouponVector : public LegWrapper { public: CMSZeroCouponVector( *************** *** 121,125 **** }; ! class CMSInArrearsCouponVector : public CouponVector { public: CMSInArrearsCouponVector( --- 121,125 ---- }; ! class CMSInArrearsCouponVector : public LegWrapper { public: CMSInArrearsCouponVector( Index: couponvectors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v retrieving revision 1.33 retrieving revision 1.34 diff -C2 -d -r1.33 -r1.34 *** couponvectors.cpp 29 Sep 2006 10:07:27 -0000 1.33 --- couponvectors.cpp 5 Oct 2006 14:42:51 -0000 1.34 *************** *** 34,38 **** namespace QuantLibAddin { ! std::vector<std::vector<boost::any> > flowAnalysis(CashFlowVector cashflows) { std::vector<std::vector<boost::any> > flowAnalysis_; --- 34,38 ---- namespace QuantLibAddin { ! std::vector<std::vector<boost::any> > flowAnalysis(Leg cashflows) { std::vector<std::vector<boost::any> > flowAnalysis_; *************** *** 140,144 **** } ! double CouponVector::getBPS(const QuantLib::Handle< QuantLib::YieldTermStructure>& hYTS) const { --- 140,144 ---- } ! double LegWrapper::getBPS(const QuantLib::Handle< QuantLib::YieldTermStructure>& hYTS) const { *************** *** 147,151 **** ! const CashFlowVector& CouponVector::getVector() { return cashFlowVector_; --- 147,151 ---- ! const Leg& LegWrapper::getVector() { return cashFlowVector_; Index: capfloor.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capfloor.cpp,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** capfloor.cpp 31 Jul 2006 18:17:37 -0000 1.8 --- capfloor.cpp 5 Oct 2006 14:42:51 -0000 1.9 *************** *** 28,32 **** CapFloor::CapFloor( QuantLib::CapFloor::Type type, ! const boost::shared_ptr<CouponVector>& floatingLegWrapper, const std::vector<QuantLib::Rate>& capRates, const std::vector<QuantLib::Rate>& floorRates, --- 28,32 ---- CapFloor::CapFloor( QuantLib::CapFloor::Type type, ! const boost::shared_ptr<LegWrapper>& floatingLegWrapper, const std::vector<QuantLib::Rate>& capRates, const std::vector<QuantLib::Rate>& floorRates, *************** *** 34,38 **** const boost::shared_ptr<QuantLib::PricingEngine>& engine) { ! const CashFlowVector& floatingLeg = floatingLegWrapper->getVector(); libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::CapFloor(type, --- 34,38 ---- const boost::shared_ptr<QuantLib::PricingEngine>& engine) { ! const Leg& floatingLeg = floatingLegWrapper->getVector(); libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::CapFloor(type, Index: capfloor.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/capfloor.hpp,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** capfloor.hpp 31 Jul 2006 18:17:37 -0000 1.7 --- capfloor.hpp 5 Oct 2006 14:42:51 -0000 1.8 *************** *** 29,33 **** public: CapFloor(QuantLib::CapFloor::Type type, ! const boost::shared_ptr<CouponVector>& floatingLegWrapper, const std::vector<QuantLib::Rate>& capRates, const std::vector<QuantLib::Rate>& floorRates, --- 29,33 ---- public: CapFloor(QuantLib::CapFloor::Type type, ! const boost::shared_ptr<LegWrapper>& floatingLegWrapper, const std::vector<QuantLib::Rate>& capRates, const std::vector<QuantLib::Rate>& floorRates, Index: swap.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swap.cpp,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** swap.cpp 31 Jul 2006 18:17:37 -0000 1.14 --- swap.cpp 5 Oct 2006 14:42:51 -0000 1.15 *************** *** 29,42 **** namespace QuantLibAddin { ! Swap::Swap(const boost::shared_ptr<CouponVector>& paidLegWrapper, ! const boost::shared_ptr<CouponVector>& recvLegWrapper, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) { ! const CashFlowVector& paidLeg = paidLegWrapper->getVector(); ! const CashFlowVector& recvLeg = recvLegWrapper->getVector(); libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::Swap(hYTS, paidLeg, recvLeg)); } std::vector<std::vector<boost::any> > Swap::legAnalysis(QuantLib::Size i) { --- 29,53 ---- namespace QuantLibAddin { ! Swap::Swap(const boost::shared_ptr<LegWrapper>& paidLegWrapper, ! const boost::shared_ptr<LegWrapper>& recvLegWrapper, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) { ! const Leg& paidLeg = paidLegWrapper->getVector(); ! const Leg& recvLeg = recvLegWrapper->getVector(); libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( new QuantLib::Swap(hYTS, paidLeg, recvLeg)); } + Swap::Swap(const std::vector<boost::shared_ptr<LegWrapper> >& legWrappers, + const std::vector<bool>& payer, + const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) { + + std::vector<Leg> legs(legWrappers.size()); + for (QuantLib::Size i = 0; i<legWrappers.size(); ++i) + legs[i] = legWrappers[i]->getVector(); + libraryObject_ = boost::shared_ptr<QuantLib::Instrument>( + new QuantLib::Swap(hYTS, legs, payer)); + } + std::vector<std::vector<boost::any> > Swap::legAnalysis(QuantLib::Size i) { Index: swap.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swap.hpp,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** swap.hpp 31 Jul 2006 18:17:37 -0000 1.11 --- swap.hpp 5 Oct 2006 14:42:51 -0000 1.12 *************** *** 30,35 **** class Swap : public Instrument { public: ! Swap(const boost::shared_ptr<CouponVector>& paidLegWrapper, ! const boost::shared_ptr<CouponVector>& recvLegWrapper, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); --- 30,38 ---- class Swap : public Instrument { public: ! Swap(const boost::shared_ptr<LegWrapper>& paidLegWrapper, ! const boost::shared_ptr<LegWrapper>& recvLegWrapper, ! const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); ! Swap(const std::vector<boost::shared_ptr<LegWrapper> >& legWrappers, ! const std::vector<bool>& payer, const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS); |
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From: Eric E. <eri...@us...> - 2006-10-05 10:42:58
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1823 Modified Files: ohfunctions.xml Log Message: rename ohCallGC to ohCollectGarbage Index: ohfunctions.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ohfunctions.xml,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** ohfunctions.xml 4 Oct 2006 13:31:32 -0000 1.4 --- ohfunctions.xml 5 Oct 2006 10:42:52 -0000 1.5 *************** *** 11,15 **** <Functions> ! <Procedure name='ohCallGC'> <description>delete orphaned objects from repository</description> <alias>ObjHandler::ObjectHandlerXL::instance().collectGarbage</alias> --- 11,15 ---- <Functions> ! <Procedure name='ohCollectGarbage'> <description>delete orphaned objects from repository</description> <alias>ObjHandler::ObjectHandlerXL::instance().collectGarbage</alias> |
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From: Eric E. <eri...@us...> - 2006-10-04 20:13:49
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13933/qlo Modified Files: calendarfactory.cpp typefactory.hpp Log Message: small fixes for calendar factory Index: calendarfactory.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/calendarfactory.cpp,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** calendarfactory.cpp 4 Oct 2006 13:33:52 -0000 1.7 --- calendarfactory.cpp 4 Oct 2006 20:13:45 -0000 1.8 *************** *** 65,69 **** Parse the joint calendar ID. A JointCalendar ID is in a format such as ! JoinHolidays(UnitedKingdom::Exchange, UnitedStates::Settlement) - the initial string is either "JoinHolidays" or "JoinBusinessDays" - the parentheses contain a comma-delimited list of 2, 3 or 4 calendar IDs --- 65,69 ---- Parse the joint calendar ID. A JointCalendar ID is in a format such as ! JoinHolidays(UnitedStates::Settlement, UnitedKingdom::Exchange) - the initial string is either "JoinHolidays" or "JoinBusinessDays" - the parentheses contain a comma-delimited list of 2, 3 or 4 calendar IDs *************** *** 77,81 **** // parse the ID (the other ~50%). static boost::regex jointCalendarID( ! "JOIN((?:HOLIDAYS)|(?:BUSINESSDAYS))\\((.+?),(.+?)(?:,(.+?))?(?:,(.+))?\\)"); boost::smatch m; QL_REQUIRE(boost::regex_match(idStrip, m, jointCalendarID), --- 77,81 ---- // parse the ID (the other ~50%). static boost::regex jointCalendarID( ! "((?:JOINHOLIDAYS)|(?:JOINBUSINESSDAYS))\\((.+?),(.+?)(?:,(.+?))?(?:,(.+))?\\)"); boost::smatch m; QL_REQUIRE(boost::regex_match(idStrip, m, jointCalendarID), *************** *** 88,97 **** // Given that the regex succeeded, we're guaranteed :-) to have ! // m[1] - "HOLIDAYS"/"BUSINESSDAYS" // m[2] - the ID of the first calendar // m[3] - the ID of the second calendar ! if (m[1] == "HOLIDAYS") jointCalendarRule = QuantLib::JointCalendarRule(QuantLib::JoinHolidays); ! else // "BUSINESSDAYS" jointCalendarRule = QuantLib::JointCalendarRule(QuantLib::JoinBusinessDays); calendarIdSet.insert(m[2]); --- 88,97 ---- // Given that the regex succeeded, we're guaranteed :-) to have ! // m[1] - "JOINHOLIDAYS"/"JOINBUSINESSDAYS" // m[2] - the ID of the first calendar // m[3] - the ID of the second calendar ! if (m[1] == "JOINHOLIDAYS") jointCalendarRule = QuantLib::JointCalendarRule(QuantLib::JoinHolidays); ! else // "JOINBUSINESSDAYS" jointCalendarRule = QuantLib::JointCalendarRule(QuantLib::JoinBusinessDays); calendarIdSet.insert(m[2]); *************** *** 111,119 **** "' is not a valid joint calendar identifier"); ! // set the key "idFull" equal to the list of sorted, delimited IDs ! // and transfer the IDs from the set to a vector std::set<std::string>::const_iterator i = calendarIdSet.begin(); std::ostringstream s; ! s << "JOIN" << m[1] << "(" << *i; calendarIDs.push_back(*i); i++; --- 111,125 ---- "' is not a valid joint calendar identifier"); ! /* ! 1) transfer the IDs from the set to a vector ! 2) in the same loop, format a unique key "idFull" for the object, ! this will be the same as the ID provided by the user e.g. ! JoinHolidays(UnitedStates::Settlement, UnitedKingdom::Exchange) ! -> uppercase, no whitespace, IDs sorted alphabetically e.g. ! JOINHOLIDAYS(UNITEDKINGDOM::EXCHANGE,UNITEDSTATES::SETTLEMENT) ! */ std::set<std::string>::const_iterator i = calendarIdSet.begin(); std::ostringstream s; ! s << m[1] << "(" << *i; calendarIDs.push_back(*i); i++; Index: typefactory.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v retrieving revision 1.45 retrieving revision 1.46 diff -C2 -d -r1.45 -r1.46 *** typefactory.hpp 4 Oct 2006 16:00:52 -0000 1.45 --- typefactory.hpp 4 Oct 2006 20:13:45 -0000 1.46 *************** *** 40,56 **** namespace QuantLibAddin { - inline std::string uppercase(const std::string &s) { - return QuantLib::uppercase(s); - } - - inline KeyPair uppercase(const KeyPair &s) { - return KeyPair(QuantLib::uppercase(s.first), QuantLib::uppercase(s.second)); - } - - inline std::ostream& operator<<(std::ostream& left, const KeyPair &right) { - left << right.first << ":" << right.second; - return left; - } - template<typename T, typename RegistryClass> class RegistryManager { --- 40,43 ---- *************** *** 292,295 **** --- 279,297 ---- }; + // some utilities required by class RegistryManager + + inline std::string uppercase(const std::string &s) { + return QuantLib::uppercase(s); + } + + inline KeyPair uppercase(const KeyPair &s) { + return KeyPair(QuantLib::uppercase(s.first), QuantLib::uppercase(s.second)); + } + + inline std::ostream& operator<<(std::ostream& left, const KeyPair &right) { + left << right.first << ":" << right.second; + return left; + } + } |
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From: Eric E. <eri...@us...> - 2006-10-04 16:00:55
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7968/qlo Modified Files: typefactory.hpp Log Message: bug fix (VC linking error for calendar factory) Index: typefactory.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v retrieving revision 1.44 retrieving revision 1.45 diff -C2 -d -r1.44 -r1.45 *** typefactory.hpp 4 Oct 2006 13:33:52 -0000 1.44 --- typefactory.hpp 4 Oct 2006 16:00:52 -0000 1.45 *************** *** 120,124 **** private RegistryManager<QuantLib::Calendar, EnumTypeRegistry> { public: - Create(); QuantLib::Calendar operator()(const std::string& id); using RegistryManager<QuantLib::Calendar, EnumTypeRegistry>::checkType; --- 120,123 ---- |
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From: Eric E. <eri...@us...> - 2006-10-04 15:36:44
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv30268 Added Files: robots.txt Log Message: add robots.txt --- NEW FILE: robots.txt --- User-agent: * Disallow: /images/ |
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From: Ferdinando A. <na...@us...> - 2006-10-04 14:41:39
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7326/gensrc/metadata Modified Files: termstructures.xml Log Message: renaming/refactoring Quote functions Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.38 retrieving revision 1.39 diff -C2 -d -r1.38 -r1.39 *** termstructures.xml 3 Oct 2006 17:24:58 -0000 1.38 --- termstructures.xml 4 Oct 2006 14:41:32 -0000 1.39 *************** *** 497,500 **** --- 497,515 ---- </Constructor> + <Member name='qlQuoteValue' handleToLib='Quote'> + <description>retrieve the value of a Quote object</description> + <libraryFunction>value</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue> + <type>double</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + <Constructor name='qlSimpleQuote'> <libraryFunction>SimpleQuote</libraryFunction> *************** *** 513,531 **** </Constructor> - <Member name='qlSimpleQuoteValue' handleToLib='SimpleQuote'> - <description>retrieve value of SimpleQuote object</description> - <libraryFunction>value</libraryFunction> - <supportedPlatforms> - <supportedPlatform>excel</supportedPlatform> - </supportedPlatforms> - <ParameterList> - <Parameters/> - </ParameterList> - <ReturnValue> - <type>double</type> - <tensorRank>scalar</tensorRank> - </ReturnValue> - </Member> - <Member name='qlSimpleQuoteSetValue' handleToLib='SimpleQuote'> <description>set value of SimpleQuote object</description> --- 528,531 ---- *************** *** 549,554 **** </Member> ! <Constructor name='qlHandleSimpleQuote'> ! <libraryFunction>Handle<QuantLib::SimpleQuote></libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> --- 549,554 ---- </Member> ! <Constructor name='qlHandleQuote'> ! <libraryFunction>Handle<QuantLib::Quote></libraryFunction> <supportedPlatforms> <supportedPlatform>excel</supportedPlatform> *************** *** 556,563 **** <ParameterList> <Parameters> ! <Parameter name='simpleQuoteID' libraryClass='SimpleQuote'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>ID of a SimpleQuote object</description> </Parameter> </Parameters> --- 556,563 ---- <ParameterList> <Parameters> ! <Parameter name='quoteID' libraryClass='Quote'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>ID of a Quote object</description> </Parameter> </Parameters> *************** *** 565,569 **** </Constructor> ! <Member name='qlHandleSimpleQuoteLinkTo' objectClass='Handle<QuantLib::SimpleQuote>'> <libraryFunction>linkTo</libraryFunction> <description>relink handle</description> --- 565,569 ---- </Constructor> ! <Member name='qlHandleQuoteLinkTo' objectClass='Handle<QuantLib::Quote>'> <libraryFunction>linkTo</libraryFunction> <description>relink handle</description> *************** *** 573,580 **** <ParameterList> <Parameters> ! <Parameter name='simpleQuoteID' libraryClass='SimpleQuote'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>ID of a SimpleQuote object</description> </Parameter> </Parameters> --- 573,580 ---- <ParameterList> <Parameters> ! <Parameter name='quoteID' libraryClass='Quote'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>ID of a Quote object</description> </Parameter> </Parameters> |
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From: Eric E. <eri...@us...> - 2006-10-04 14:26:02
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Addins/C In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv614/Addins/C Modified Files: AddinC.vcproj AddinC_vc8.vcproj Makefile.am Log Message: C addin catching up Index: AddinC.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/C/AddinC.vcproj,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** AddinC.vcproj 31 Aug 2006 08:22:10 -0000 1.4 --- AddinC.vcproj 4 Oct 2006 14:25:56 -0000 1.5 *************** *** 130,133 **** --- 130,139 ---- </File> <File + RelativePath="instruments.cpp"> + </File> + <File + RelativePath="ohfunctions.cpp"> + </File> + <File RelativePath="options.cpp"> </File> *************** *** 142,148 **** </File> <File - RelativePath="session.cpp"> - </File> - <File RelativePath="varies.cpp"> </File> --- 148,151 ---- *************** *** 164,167 **** --- 167,176 ---- </File> <File + RelativePath="instruments.h"> + </File> + <File + RelativePath="ohfunctions.h"> + </File> + <File RelativePath="options.h"> </File> Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/C/Makefile.am,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** Makefile.am 28 Aug 2006 10:05:22 -0000 1.3 --- Makefile.am 4 Oct 2006 14:25:57 -0000 1.4 *************** *** 20,23 **** --- 20,24 ---- defines.h \ exercise.h \ + instruments.h \ ohfunctions.h \ options.h \ *************** *** 34,37 **** --- 35,39 ---- conversions.cpp \ exercise.cpp \ + instruments.cpp \ ohfunctions.cpp \ options.cpp \ Index: AddinC_vc8.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Addins/C/AddinC_vc8.vcproj,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** AddinC_vc8.vcproj 31 Aug 2006 08:22:10 -0000 1.5 --- AddinC_vc8.vcproj 4 Oct 2006 14:25:57 -0000 1.6 *************** *** 335,339 **** </File> <File ! RelativePath=".\ohfunctions.cpp" > </File> --- 335,343 ---- </File> <File ! RelativePath="instruments.cpp" ! > ! </File> ! <File ! RelativePath="ohfunctions.cpp" > </File> *************** *** 368,372 **** > <File ! RelativePath=".\auto_link.h" > </File> --- 372,376 ---- > <File ! RelativePath="auto_link.h" > </File> *************** *** 384,388 **** </File> <File ! RelativePath=".\ohfunctions.h" > </File> --- 388,396 ---- </File> <File ! RelativePath="instruments.h" ! > ! </File> ! <File ! RelativePath="ohfunctions.h" > </File> |
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From: Eric E. <eri...@us...> - 2006-10-04 14:26:01
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv614/gensrc/metadata Modified Files: instruments.xml Log Message: C addin catching up Index: instruments.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/instruments.xml,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** instruments.xml 4 Sep 2006 19:21:04 -0000 1.18 --- instruments.xml 4 Oct 2006 14:25:57 -0000 1.19 *************** *** 20,23 **** --- 20,24 ---- <supportedPlatform>excel</supportedPlatform> <supportedPlatform>calc</supportedPlatform> + <supportedPlatform>c</supportedPlatform> </supportedPlatforms> <ParameterList> |
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From: Eric E. <eri...@us...> - 2006-10-04 14:26:00
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Clients/C In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv614/Clients/C Modified Files: qlademo.c Log Message: C addin catching up Index: qlademo.c =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Clients/C/qlademo.c,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** qlademo.c 28 Aug 2006 10:05:22 -0000 1.3 --- qlademo.c 4 Oct 2006 14:25:57 -0000 1.4 *************** *** 26,29 **** --- 26,30 ---- double underlying = 36; double strike = 40; + double npv = 0; long exerciseDate = 36297; // (17, May, 1999); long settlementDate = 35932; // (17, May, 1998); *************** *** 31,34 **** --- 32,36 ---- long logLevel = 4; Boolean result; + // dummy value for trigger/permanent parameters which we are ignoring Varies dummy; dummy.type = LONG; *************** *** 36,42 **** initialize(); ! ohSetLogFile("quantlib.log", logLevel, returnString); // specify log file ! ohSetConsole(1, logLevel, &result); // log messages to stdout ! ohLogMessage("begin example program", logLevel, &result); if (qlBlackConstantVol( --- 38,44 ---- initialize(); ! ohSetLogFile("quantlib.log", logLevel, dummy, returnString); // specify log file ! ohSetConsole(1, logLevel, dummy, &result); // log messages to stdout ! ohLogMessage("begin example program", logLevel, dummy, &result); if (qlBlackConstantVol( *************** *** 46,51 **** "Actual/365 (Fixed)", dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlBlackConstantVol", logLevel, &result); goto fail; } --- 48,54 ---- "Actual/365 (Fixed)", dummy, + dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlBlackConstantVol", logLevel, dummy, &result); goto fail; } *************** *** 60,65 **** dividendYield, dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlBlackScholesProcess", logLevel, &result); goto fail; } --- 63,69 ---- dividendYield, dummy, + dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlBlackScholesProcess", logLevel, dummy, &result); goto fail; } *************** *** 69,74 **** exerciseDate, dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlAmericanExercise", logLevel, &result); goto fail; } --- 73,79 ---- exerciseDate, dummy, + dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlAmericanExercise", logLevel, dummy, &result); goto fail; } *************** *** 80,85 **** strike, dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlAmericanExercise", logLevel, &result); goto fail; } --- 85,91 ---- strike, dummy, + dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlAmericanExercise", logLevel, dummy, &result); goto fail; } *************** *** 89,94 **** "AE", // analytic european dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlAmericanExercise", logLevel, &result); goto fail; } --- 95,101 ---- "AE", // analytic european dummy, + dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlAmericanExercise", logLevel, dummy, &result); goto fail; } *************** *** 101,113 **** "my_engine", // engine object ID dummy, // time steps returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlVanillaOption", logLevel, &result); goto fail; } ! ohLogMessage("high-level interrogation - after qlVanillaOption", logLevel, &result); ! ohLogObject("my_option", &result); ! ohLogMessage("end example program", logLevel, &result); return 0; --- 108,133 ---- "my_engine", // engine object ID dummy, // time steps + dummy, returnString) != SUCCESS) { ! ohLogMessage("Error on call to qlVanillaOption", logLevel, dummy, &result); goto fail; } ! if (qlNPV( ! "my_option", ! dummy, ! &npv) != SUCCESS) { ! ohLogMessage("Error on call to qlNPV", logLevel, dummy, &result); ! goto fail; ! } ! // log the NPV ! sprintf(returnString, "the option npv is %f", npv); ! ohLogMessage(returnString, logLevel, dummy, &result); ! ! // dump the object to the log file ! ohLogObject("my_option", dummy, &result); ! ! ohLogMessage("end example program", logLevel, dummy, &result); return 0; |
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From: Eric E. <eri...@us...> - 2006-10-04 13:35:54
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10469 Modified Files: cmsmarket.hpp swaptionvolstructure.hpp Log Message: silence gcc warning Index: cmsmarket.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.hpp,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** cmsmarket.hpp 2 Oct 2006 13:27:57 -0000 1.4 --- cmsmarket.hpp 4 Oct 2006 13:35:46 -0000 1.5 *************** *** 62,64 **** } ! #endif \ No newline at end of file --- 62,65 ---- } ! #endif ! Index: swaptionvolstructure.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v retrieving revision 1.27 retrieving revision 1.28 diff -C2 -d -r1.27 -r1.28 *** swaptionvolstructure.hpp 4 Oct 2006 10:04:35 -0000 1.27 --- swaptionvolstructure.hpp 4 Oct 2006 13:35:46 -0000 1.28 *************** *** 142,144 **** } ! #endif \ No newline at end of file --- 142,145 ---- } ! #endif ! |
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From: Eric E. <eri...@us...> - 2006-10-04 13:33:57
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9648 Modified Files: calendarfactory.cpp typefactory.hpp Log Message: fix the calendar factory for gcc Index: calendarfactory.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/calendarfactory.cpp,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** calendarfactory.cpp 28 Sep 2006 12:51:51 -0000 1.6 --- calendarfactory.cpp 4 Oct 2006 13:33:52 -0000 1.7 *************** *** 28,37 **** */ - Create<QuantLib::Calendar>::Create() { - jcCtorMap[2] = &QuantLibAddin::Create<QuantLib::Calendar>::makeJointCalendar2; - jcCtorMap[3] = &QuantLibAddin::Create<QuantLib::Calendar>::makeJointCalendar3; - jcCtorMap[4] = &QuantLibAddin::Create<QuantLib::Calendar>::makeJointCalendar4; - } - QuantLib::Calendar Create<QuantLib::Calendar>::operator()(const std::string &id) { idOriginal = id; --- 28,31 ---- *************** *** 46,51 **** } else { // It doesn't - create it, add it to the registry, and return it. ! MakeJointCalendar makeJointCalendar = jcCtorMap[calendarIDs.size()]; ! QuantLib::Calendar *jointCalendar = (this->*(makeJointCalendar))(); registerType(idFull, jointCalendar); return *jointCalendar; --- 40,44 ---- } else { // It doesn't - create it, add it to the registry, and return it. ! QuantLib::Calendar *jointCalendar = makeJointCalendar(calendarIDs.size()); registerType(idFull, jointCalendar); return *jointCalendar; *************** *** 135,138 **** --- 128,153 ---- } + /* + Wrappers for the various QuantLib::JointCalendar constructors. + */ + + QuantLib::Calendar *Create<QuantLib::Calendar>::makeJointCalendar( + const unsigned int &numCals) { + switch (numCals) { + case 2: + return makeJointCalendar2(); + case 3: + return makeJointCalendar3(); + case 4: + return makeJointCalendar4(); + // if the end user provided the wrong #/calendars, the error + // would have been detected earlier in parseID(), and the case + // below is just a sanity check. + default: + QL_FAIL("JointCalendar constructor expects 2, 3, or 4 " + "calendars - " << numCals << " were provided"); + } + } + QuantLib::Calendar *Create<QuantLib::Calendar>::makeJointCalendar2() { QuantLib::Calendar *calendar1 = Index: typefactory.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v retrieving revision 1.43 retrieving revision 1.44 diff -C2 -d -r1.43 -r1.44 *** typefactory.hpp 28 Sep 2006 11:27:43 -0000 1.43 --- typefactory.hpp 4 Oct 2006 13:33:52 -0000 1.44 *************** *** 116,121 **** /* *** Calendar *** */ - typedef QuantLib::Calendar* (Create<QuantLib::Calendar>::* MakeJointCalendar)(); - template<> class Create<QuantLib::Calendar> : --- 116,119 ---- *************** *** 131,135 **** bool testID(); void parseID(); ! std::map<int, MakeJointCalendar> jcCtorMap; QuantLib::Calendar *makeJointCalendar2(); QuantLib::Calendar *makeJointCalendar3(); --- 129,133 ---- bool testID(); void parseID(); ! QuantLib::Calendar *makeJointCalendar(const unsigned int&); QuantLib::Calendar *makeJointCalendar2(); QuantLib::Calendar *makeJointCalendar3(); |
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From: Eric E. <eri...@us...> - 2006-10-04 13:33:27
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9578/gensrc Modified Files: Makefile.am Log Message: linux catching up Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/Makefile.am,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** Makefile.am 3 Oct 2006 15:09:24 -0000 1.4 --- Makefile.am 4 Oct 2006 13:33:23 -0000 1.5 *************** *** 57,62 **** $(GENSRC_STUBS) ! # command line arguments ! GENSRC_ARGS = -dqv if BUILD_C GENSRC_ARGS += -c --- 57,74 ---- $(GENSRC_STUBS) ! # Get the command line arguments to be passed to gensrc. ! # In all cases we will specify: ! # q - the core QuantLibAddin code ! # v - Value Objects ! # l - typedefs for Loop functions ! # d - Doxygen documentation files ! # Depending on the arguments that were passed to configure, ! # we may also specify: ! # c - C addin ! # o - OpenOffice.org Calc addin ! # e - Excel addin ! # g - Guile addin ! ! GENSRC_ARGS = -dqvl if BUILD_C GENSRC_ARGS += -c |
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From: Eric E. <eri...@us...> - 2006-10-04 13:31:38
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8715/gensrc/metadata Modified Files: ohfunctions.xml Log Message: excend autogenerated QLA docs to include all OH functions Index: ohfunctions.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ohfunctions.xml,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** ohfunctions.xml 4 Sep 2006 19:21:04 -0000 1.3 --- ohfunctions.xml 4 Oct 2006 13:31:32 -0000 1.4 *************** *** 9,116 **** </copyright> ! <Functions> ! <Procedure name='ohSetLogFile'> ! <description>begin logging to named file</description> ! <alias>ObjHandler::setLogFile</alias> ! <supportedPlatforms> ! <supportedPlatform>c</supportedPlatform> ! <supportedPlatform>guile</supportedPlatform> ! </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='ohLogMessage'> ! <description>log a message</description> ! <alias>ObjHandler::logMessage</alias> ! <supportedPlatforms> ! <supportedPlatform>c</supportedPlatform> ! <supportedPlatform>guile</supportedPlatform> ! </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> ! <supportedPlatform>c</supportedPlatform> ! <supportedPlatform>guile</supportedPlatform> ! </supportedPlatforms> ! <ParameterList> ! <Parameters> ! <Parameter name='handleObject'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>handle of object to be logged</description> ! </Parameter> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>void</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! <Procedure name='ohSetConsole'> ! <description>fork output to stdout</description> ! <alias>ObjHandler::setConsole</alias> ! <supportedPlatforms> ! <supportedPlatform>c</supportedPlatform> ! <supportedPlatform>guile</supportedPlatform> ! </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> --- 9,461 ---- </copyright> ! <Functions> ! <Procedure name='ohCallGC'> ! <description>delete orphaned objects from repository</description> ! <alias>ObjHandler::ObjectHandlerXL::instance().collectGarbage</alias> ! <documentationOnly>true</documentationOnly> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </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::ObjectHandlerXL::instance().deleteAllObjects</alias> ! <documentationOnly>true</documentationOnly> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </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::ObjectHandlerXL::instance().deleteObject</alias> ! <documentationOnly>true</documentationOnly> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </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> ! <documentationOnly>true</documentationOnly> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </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> ! <documentationOnly>true</documentationOnly> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </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::ObjectHandlerXL::instance().listObjectIDs</alias> ! <documentationOnly>true</documentationOnly> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </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> + <documentationOnly>true</documentationOnly> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </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> ! <supportedPlatform>c</supportedPlatform> ! <supportedPlatform>guile</supportedPlatform> ! </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> ! <supportedPlatform>c</supportedPlatform> ! <supportedPlatform>guile</supportedPlatform> ! </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::ObjectHandlerXL::instance().objectCount</alias> ! <documentationOnly>true</documentationOnly> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </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> ! <documentationOnly>true</documentationOnly> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </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'> ! <description>Extract the ith number from a whitespace-delimited list of fields</description> ! <alias>ObjHandler::parseField</alias> ! <documentationOnly>true</documentationOnly> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </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> ! </Parameters> ! </ParameterList> ! <ReturnValue> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! </ReturnValue> ! </Procedure> ! ! <Member name='ohPropertyNames' objectClass='Object'> ! <description>retrieve the property names of a given object</description> ! <libraryFunction>propertyNames</libraryFunction> ! <documentationOnly>true</documentationOnly> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </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> + <documentationOnly>true</documentationOnly> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </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> ! <documentationOnly>true</documentationOnly> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </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> ! <supportedPlatform>c</supportedPlatform> ! <supportedPlatform>guile</supportedPlatform> ! </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> ! <documentationOnly>true</documentationOnly> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </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> ! <documentationOnly>true</documentationOnly> ! <supportedPlatforms> ! <supportedPlatform>excel</supportedPlatform> ! </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> ! <supportedPlatform>c</supportedPlatform> ! <supportedPlatform>guile</supportedPlatform> ! </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> |
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From: Giorgio F. <gi...@us...> - 2006-10-04 10:05:34
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21649/gensrc/metadata Modified Files: swaptionvolstructure.xml Log Message: repalced const Matrix& volSpreads by const std::vector<std::vector<Handle<Quote> > >& volSpreads in SwaptionVolatilityCubeBySabr constructor Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.55 retrieving revision 1.56 diff -C2 -d -r1.55 -r1.56 *** swaptionvolstructure.xml 23 Sep 2006 11:00:44 -0000 1.55 --- swaptionvolstructure.xml 4 Oct 2006 10:04:35 -0000 1.56 *************** *** 451,455 **** <description>smile cube's strike spreads over the ATM strike rate.</description> </Parameter> ! <Parameter name='vols' libraryType='QuantLib::Matrix'> <type>double</type> <tensorRank>matrix</tensorRank> --- 451,455 ---- <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> *************** *** 606,610 **** <!-- SmileSection constructors --> ! <Constructor name='qlSmileSection'> <libraryFunction>SmileSection</libraryFunction> <functionCategory>QuantLib</functionCategory> --- 606,610 ---- <!-- SmileSection constructors --> ! <Constructor name='qlSmileSectionBySabr'> <libraryFunction>SmileSection</libraryFunction> <functionCategory>QuantLib</functionCategory> *************** *** 612,616 **** <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> ! <ParameterList> <Parameters> <Parameter name='volCubeBySabr' libraryClass='SwaptionVolatilityCubeBySabr'> --- 612,616 ---- <supportedPlatform>excel</supportedPlatform> </supportedPlatforms> ! <ParameterList> <Parameters> <Parameter name='volCubeBySabr' libraryClass='SwaptionVolatilityCubeBySabr'> *************** *** 633,636 **** --- 633,685 ---- </Constructor> + <Constructor name='qlSmileSection'> + <libraryFunction>SmileSection</libraryFunction> + <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> + <ParameterList> + <Parameters> + <Parameter name='expiry'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>expiry</description> + </Parameter> + <Parameter name='strikes'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>strikes</description> + </Parameter> + <Parameter name='volatilities'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>volatilities</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> + + <Constructor name='qlFictitiousSmileSection'> + <libraryFunction>SmileSection</libraryFunction> + <functionCategory>QuantLib</functionCategory> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> + <ParameterList> + <Parameters> + <Parameter name='expiry'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>expiry</description> + </Parameter> + <Parameter name='flatVolatility'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>flat Volatility</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> + <Member name='qlVolatilityFromSmile' libraryClass='SmileSection'> <description>Return the volatility from SmileSection</description> |
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From: Giorgio F. <gi...@us...> - 2006-10-04 10:04:47
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21649/qlo Modified Files: swaptionvolstructure.cpp swaptionvolstructure.hpp Log Message: repalced const Matrix& volSpreads by const std::vector<std::vector<Handle<Quote> > >& volSpreads in SwaptionVolatilityCubeBySabr constructor Index: swaptionvolstructure.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v retrieving revision 1.31 retrieving revision 1.32 diff -C2 -d -r1.31 -r1.32 *** swaptionvolstructure.cpp 15 Sep 2006 18:46:06 -0000 1.31 --- swaptionvolstructure.cpp 4 Oct 2006 10:04:35 -0000 1.32 *************** *** 106,110 **** const std::vector<QuantLib::Period>& lengths, const std::vector<QuantLib::Spread>& strikeSpreads, ! const QuantLib::Matrix& volSpreads, const QuantLib::Calendar& calendar, long swapSettlementDays, --- 106,110 ---- const std::vector<QuantLib::Period>& lengths, const std::vector<QuantLib::Spread>& strikeSpreads, ! const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads, const QuantLib::Calendar& calendar, long swapSettlementDays, *************** *** 220,222 **** --- 220,247 ---- } + SmileSection::SmileSection( + double expiryTime, + const std::vector<double>& strikes, + const std::vector<double>& volatilities){ + libraryObject_ = boost::shared_ptr<QuantLib::SmileSection>( + new QuantLib::SmileSection(expiryTime, + strikes, + volatilities)); + } + + SmileSection::SmileSection( + double expiryTime, + double flatVolatility){ + int n = 5; + std::vector<double> fictitiousStrikes; + for(int i=0; i<n; i++){ + fictitiousStrikes.push_back(.01+.001*i); + } + const std::vector<double> volatilities = std::vector<double>(n, flatVolatility); + libraryObject_ = boost::shared_ptr<QuantLib::SmileSection>( + new QuantLib::SmileSection(expiryTime, + fictitiousStrikes, + volatilities)); + } + } Index: swaptionvolstructure.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v retrieving revision 1.26 retrieving revision 1.27 diff -C2 -d -r1.26 -r1.27 *** swaptionvolstructure.hpp 15 Sep 2006 15:14:12 -0000 1.26 --- swaptionvolstructure.hpp 4 Oct 2006 10:04:35 -0000 1.27 *************** *** 84,88 **** const std::vector<QuantLib::Period>& lengths, const std::vector<QuantLib::Spread>& strikeSpreads, ! const QuantLib::Matrix& volSpreads, const QuantLib::Calendar& calendar, long swapSettlementDays, --- 84,88 ---- const std::vector<QuantLib::Period>& lengths, const std::vector<QuantLib::Spread>& strikeSpreads, ! const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& volSpreads, const QuantLib::Calendar& calendar, long swapSettlementDays, *************** *** 128,131 **** --- 128,140 ---- const double expiry, const double length); + + SmileSection( + double expiryTime, + const std::vector<double>& strikes, + const std::vector<double>& volatilities); + + SmileSection( + double expiryTime, + double flatVolatility); }; |
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From: Eric E. <eri...@us...> - 2006-10-04 07:28:21
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21172/Docs/pages Modified Files: faq.docs history.docs Log Message: linux catching up Index: history.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/history.docs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** history.docs 3 Oct 2006 11:06:38 -0000 1.3 --- history.docs 4 Oct 2006 07:28:15 -0000 1.4 *************** *** 40,44 **** DESIGN - - resolved problem of VC8 build running slowly - implementation of loop functions re-implemented as a template using boost::bind; performance optimized --- 40,43 ---- *************** *** 57,66 **** QuantLib releases 0.3.3 through 0.3.8. That project was discontinued. ! All %QuantLibAddin releases have included an Excel addin. Beginning with ! %QuantLibAddin version 0.3.13, the QuantLibXL name has been resurrected and ! given to the %QuantLibAddin build for the Excel platform. The new QuantLibXL ! project reflects the fact that the majority of interest in %QuantLibAddin ! originates from end business users on the Excel platform. The new QuantLibXL ! project has a separate web page (<a href="http://www.quantlibxl.org">http://www.quantlibxl.org</a>) and provides a Windows installer for the compiled package. --- 56,66 ---- QuantLib releases 0.3.3 through 0.3.8. That project was discontinued. ! QuantLib releases 0.3.10 and later have been accompanied by a release of ! %QuantLibAddin. All %QuantLibAddin releases have included an Excel addin. ! Beginning with QuantLibAddin version 0.3.13, the QuantLibXL name has been ! resurrected and given to the %QuantLibAddin build for the Excel platform. The ! new QuantLibXL project reflects the fact that the majority of interest in ! %QuantLibAddin originates from end business users on the Excel platform. The ! new QuantLibXL project has a separate web page (<a href="http://www.quantlibxl.org">http://www.quantlibxl.org</a>) and provides a Windows installer for the compiled package. *************** *** 81,87 **** %QuantLibAddin versions prior to 0.3.13. gensrc has been separated from %QuantLibAddin 0.3.13 into a standalone project. gensrc has adopted the ! %version numbering scheme from ObjectHandler, hence %QuantLibAddin 0.3.13 ! %relies on gensrc version 0.1.4. gensrc was renamed from srcgen because of a ! %conflict with another SourceForge project. REQUIRED PACKAGES --- 81,87 ---- %QuantLibAddin versions prior to 0.3.13. gensrc has been separated from %QuantLibAddin 0.3.13 into a standalone project. gensrc has adopted the ! version numbering scheme from ObjectHandler, hence %QuantLibAddin 0.3.13 ! relies on gensrc version 0.1.4. gensrc was renamed from srcgen because of a ! conflict with another SourceForge project. REQUIRED PACKAGES Index: faq.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/faq.docs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** faq.docs 3 Oct 2006 11:06:38 -0000 1.5 --- faq.docs 4 Oct 2006 07:28:15 -0000 1.6 *************** *** 163,167 **** \verbatim ! C:\Program Files\QuantLibAddin\Addins\Excel\build\vc6\DebugCRTDLL; SRV*C:\websymbols*http://msdl.microsoft.com/download/symbols \endverbatim --- 163,167 ---- \verbatim ! C:\projects\QuantLibAddin\Addins\Excel\build\vc6\DebugCRTDLL; SRV*C:\websymbols*http://msdl.microsoft.com/download/symbols \endverbatim *************** *** 196,209 **** blackScholesHandle = Application.Run( "qlGeneralizedBlackScholesProcess", "process", ! blackVolHandle, 36, "Actual/365 (Fixed)", 35932, 0.06, 0) exerciseHandle = Application.Run("qlEuropeanExercise", "exercise", 36297) payoffHandle = Application.Run("qlStrikedTypePayoff", "payoff", "Vanilla", "Put", 40) ! engineHandle = Application.Run("qlPricingEngine", "engine", ! "AE") ! optionHandle = Application.Run("qlVanillaOption", "option", ! blackScholesHandle, payoffHandle, exerciseHandle, ! engineHandle) npv = Application.Run("qlNPV", optionHandle) Debug.Print npv --- 196,210 ---- blackScholesHandle = Application.Run( "qlGeneralizedBlackScholesProcess", "process", ! blackVolHandle, 36, "Actual/365 (Fixed)", 35932, ! 0.06, 0) exerciseHandle = Application.Run("qlEuropeanExercise", "exercise", 36297) payoffHandle = Application.Run("qlStrikedTypePayoff", "payoff", "Vanilla", "Put", 40) ! engineHandle = Application.Run("qlPricingEngine", ! "engine", "AE") ! optionHandle = Application.Run("qlVanillaOption", ! "option", blackScholesHandle, payoffHandle, ! exerciseHandle, engineHandle) npv = Application.Run("qlNPV", optionHandle) Debug.Print npv |
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From: Eric E. <eri...@us...> - 2006-10-04 01:49:39
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29823 Modified Files: gensrc.vcproj Log Message: add new files Index: gensrc.vcproj =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/gensrc.vcproj,v retrieving revision 1.22 retrieving revision 1.23 diff -C2 -d -r1.22 -r1.23 *** gensrc.vcproj 3 Oct 2006 12:59:35 -0000 1.22 --- gensrc.vcproj 3 Oct 2006 15:06:50 -0000 1.23 *************** *** 37,41 **** Filter=""> <File ! RelativePath=".\metadata\assetswap.xml"> </File> <File --- 37,41 ---- Filter=""> <File ! RelativePath="metadata\assetswap.xml"> </File> <File *************** *** 52,56 **** </File> <File ! RelativePath=".\metadata\cmsmarket.xml"> </File> <File --- 52,56 ---- </File> <File ! RelativePath="metadata\cmsmarket.xml"> </File> <File *************** *** 124,128 **** </File> <File ! RelativePath=".\metadata\settings.xml"> </File> <File --- 124,131 ---- </File> <File ! RelativePath="metadata\sequencestatistics.xml"> ! </File> ! <File ! RelativePath="metadata\settings.xml"> </File> <File *************** *** 130,134 **** </File> <File ! RelativePath=".\metadata\statistics.xml"> </File> <File --- 133,137 ---- </File> <File ! RelativePath="metadata\statistics.xml"> </File> <File *************** *** 158,165 **** Filter=""> <File ! RelativePath=".\config\config.xml"> </File> <File ! RelativePath=".\config\excel.xml"> </File> </Filter> --- 161,168 ---- Filter=""> <File ! RelativePath="config\config.xml"> </File> <File ! RelativePath="config\excel.xml"> </File> </Filter> *************** *** 168,175 **** Filter=""> <File ! RelativePath=".\stubs\stub.copyright"> </File> <File ! RelativePath=".\stubs\stub.excel.includes"> </File> </Filter> --- 171,178 ---- Filter=""> <File ! RelativePath="stubs\stub.copyright"> </File> <File ! RelativePath="stubs\stub.excel.includes"> </File> </Filter> |
