quantlibaddin-cvs — High-traffic list for automated CVS check-in messages.

[QuantLibAddin-cvs] QuantLibAddin todo.csv,1.56,1.57

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26816

Modified Files:
	todo.csv 
Log Message:
new function qlFunctionCount() to return the number of functions in the Addin

Index: todo.csv
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v
retrieving revision 1.56
retrieving revision 1.57
diff -C2 -d -r1.56 -r1.57
*** todo.csv	25 Sep 2006 15:23:53 -0000	1.56
--- todo.csv	26 Sep 2006 19:05:13 -0000	1.57
***************
*** 1,53 ****
! project,subproject,task,status,priority,comp date,comment
! QLA,Enumerations,EuriborSwapFixA / Eur Libor - fix design problems,,0,,
! all,General Support,NSIS installers - uninstall old app before installing new,,1,,
! OH,Design,ohLastErrorMessage() - analyze a better approach for error handling and diagnostics,?,1,,is it OK now?
! QLA,?,allow for default optimization Method (see as example qlAbcdCapletCalibration in marrketmodels.xml),,1,,
! QLA,VBA framework,network launcher/updater for VBA framework - to point to different environments / configuration files,,1,,
! gensrc,Design,remove platform-specific configuration/code from core gensrc app,,2,,
! gensrc,Design,subdivide file qlxl\qladdin.cpp (1MB!) by category,,2,,
! QLA,Design,Joint Calendar as other Calendar (with special string),,2,,
! QLA,Design,right-click enumerations: implement proper design using hidden sheet,,2,,
! QLA,Design,enumeration aliases - map multiple strings to single enum value,,2,,
! QLA,Design,#include fewer headers to speed compilation,,2,,"re-enable optimization, investigate precompiled headers, /Zm flag"
! QLA,Design,export and use Quote (or Handle<Quote>) instead of double to solve the problem of reconstructing objects with default value,,2,,unable to recreate problem (reuters required?)
! QLA,General Support,performance profile of workbook YieldCurveMonitor.xls,,2,,
! ?,?,return std::pair (see locate in swaptionvolmatrix),,3,,
! all,General Support,migrate gensrc/OH/QLA/QLXL SourceForge projects back into QL,,3,,need to resolve name conflict for QLXL module
! OH,Design,update design doc,,3,,
! QLA,gensrc,Provide schema for XML,,3,,
! OH,Design,"ohDummyObject(parameter1, parameter2) to create an empty object for demo purposes",,4,,
! OH,Design,Object to hold reference to CallingRange so we can support Object->isOrphaned() etc.,,4,,
! QLA,Design,"add support to take a QL object, wrap it in a QLA object, and store it in the OH repository",,4,,
! QLA,Design,use Excel SmartTags to allow interrogation of objects,,4,,
! QLA,Docs,"include more info in autogenerated docs: default value, platform, loop",,4,,
! QLA,Documentation,segregate documentation for QLA / QLXL / OH,,4,,
! QLA,Enumerations,enums as function inputs: optional description suffixed with generic description taken from enum metadata,,4,,
! QLA,Functions,port old QLXL functionality into new QLXL,,4,,
! QLA,General Support,"C++ examples - add VOs, NPV calculations",,4,,
! QLA,gensrc,replace Serializer class with Reader class – since we will never DeSerialize anything,,4,,
! QLA,VBA framework,interrogate object repository (GUI browser),,4,,Plamen?
! ?,?,"automatic conversion of QuantLib::Rate, Volatility, Discount, Spread, Time, etc",,5,,
! OH,Design,"""reflection"" - support member functions dynamically",,5,,
! OH,Design,allow objects to be grouped,,5,,
! OH,Design,refactor OH / OHXL implementation,,5,,
! QLA,Design,"Sessions: instead of using workbook as session, allow user to specify session number",,5,,
! QLA,Enumerations,"add support for description e.g. Nullcalendar, DayCounter::NoFrequency, DayCounter::Simple",?,5,,
! QLA,General Support,bring the C Addin and QuantLibXLDynamic up to date,,5,,
! QLA,General Support,count the number of functions available in the addin,,5,,
! QLA,General Support,calculate memory usage of repository,,5,,
! QLA,ValueObjects,"dynamic properties e.g. ohMember(""instanceName"", ""NPV"", ...) replaces qlNPV(""instanceName"")",,5,,
! QLA,VBA framework,access logfile (GUI browser),,5,,
! 
! 
! QLA,Enumerations,port ET/EC registry from QuantLibXL to ObjectHandler,on hold,5,,requires redesign to allow multiple XLLs to share global Registry
! QLA,VBA framework,design for real-time live feed,on hold,3,,
! QLA,Enumerations,"enumeration as return value (string) – should be same as the input value – Period, DayCounter",on hold,3,,already done by Ferdinando?
! ?,?,move stub.enum.types out of GenSrc into QLA,,4,,this is part of larger task 'remove QL code from core gensrc app'
! QLA,VBA framework,menu options to load/unload XLL/XLA – implement as toggle,cancelled,4,,
! QLA,Design,loop functions: 1) template 2) Procedures 3) error per iteration,done,2,,
! gensrc,Design,Increase max # params for Excel functions,done,5
! QLA,Design,right-click error messages - allow user to click anywhere in the range,done,2
! QLA,gensrc,extend rule.py to support conversion of Guile datatypes,done,5
! gensrc,Design,consolidate Rule/RuleGroup classes,done,2
! gensrc,Design,consolidate functions serializeObjectDict/serializeObjectDict2,done,2
--- 1,53 ----
! "project","subproject","task","status","priority","comp date","comment"
! "QLA","Enumerations","EuriborSwapFixA / Eur Libor - fix design problems",,0,,
! "all","General Support","NSIS installers - uninstall old app before installing new",,1,,
! "OH","Design","ohLastErrorMessage() - analyze a better approach for error handling and diagnostics","?",1,,"is it OK now?"
! "QLA","?","allow for default optimization Method (see as example qlAbcdCapletCalibration in marrketmodels.xml)",,1,,
! "QLA","VBA framework","network launcher/updater for VBA framework - to point to different environments / configuration files",,1,,
! "gensrc","Design","remove platform-specific configuration/code from core gensrc app",,2,,
! "gensrc","Design","subdivide file qlxl\qladdin.cpp (1MB!) by category",,2,,
! "QLA","Design","Joint Calendar as other Calendar (with special string)",,2,,
! "QLA","Design","right-click enumerations: implement proper design using hidden sheet",,2,,
! "QLA","Design","enumeration aliases - map multiple strings to single enum value",,2,,
! "QLA","Design","#include fewer headers to speed compilation",,2,,"re-enable optimization, investigate precompiled headers, /Zm flag"
! "QLA","Design","export and use Quote (or Handle<Quote>) instead of double to solve the problem of reconstructing objects with default value",,2,,"unable to recreate problem (reuters required?)"
! "QLA","General Support","performance profile of workbook YieldCurveMonitor.xls",,2,,
! "?","?","return std::pair (see locate in swaptionvolmatrix)",,3,,
! "all","General Support","migrate gensrc/OH/QLA/QLXL SourceForge projects back into QL",,3,,"need to resolve name conflict for QLXL module"
! "OH","Design","update design doc",,3,,
! "QLA","gensrc","Provide schema for XML",,3,,
! "OH","Design","ohDummyObject(parameter1, parameter2) to create an empty object for demo purposes",,4,,
! "OH","Design","Object to hold reference to CallingRange so we can support Object->isOrphaned() etc.",,4,,
! "QLA","Design","add support to take a QL object, wrap it in a QLA object, and store it in the OH repository",,4,,
! "QLA","Design","use Excel SmartTags to allow interrogation of objects",,4,,
! "QLA","Docs","include more info in autogenerated docs: default value, platform, loop",,4,,
! "QLA","Documentation","segregate documentation for QLA / QLXL / OH",,4,,
! "QLA","Enumerations","enums as function inputs: optional description suffixed with generic description taken from enum metadata",,4,,
! "QLA","Functions","port old QLXL functionality into new QLXL",,4,,
! "QLA","General Support","C++ examples - add VOs, NPV calculations",,4,,
! "QLA","gensrc","replace Serializer class with Reader class – since we will never DeSerialize anything",,4,,
! "QLA","VBA framework","interrogate object repository (GUI browser)",,4,,"Plamen?"
! "?","?","automatic conversion of QuantLib::Rate, Volatility, Discount, Spread, Time, etc",,5,,
! "OH","Design","""reflection"" - support member functions dynamically",,5,,
! "OH","Design","allow objects to be grouped",,5,,
! "OH","Design","refactor OH / OHXL implementation",,5,,
! "QLA","Design","Sessions: instead of using workbook as session, allow user to specify session number",,5,,
! "QLA","Enumerations","add support for description e.g. Nullcalendar, DayCounter::NoFrequency, DayCounter::Simple","?",5,,
! "QLA","General Support","bring the C Addin and QuantLibXLDynamic up to date",,5,,
! "QLA","General Support","calculate memory usage of repository",,5,,
! "QLA","ValueObjects","dynamic properties e.g. ohMember(""instanceName"", ""NPV"", ...) replaces qlNPV(""instanceName"")",,5,,
! "QLA","VBA framework","access logfile (GUI browser)",,5,,
! ,,,,,,
! ,,,,,,
! "QLA","Enumerations","port ET/EC registry from QuantLibXL to ObjectHandler","on hold",5,,"requires redesign to allow multiple XLLs to share global Registry"
! "QLA","VBA framework","design for real-time live feed","on hold",3,,
! "QLA","Enumerations","enumeration as return value (string) – should be same as the input value – Period, DayCounter","on hold",3,,"already done by Ferdinando?"
! "?","?","move stub.enum.types out of GenSrc into QLA",,4,,"this is part of larger task 'remove QL code from core gensrc app'"
! "QLA","VBA framework","menu options to load/unload XLL/XLA – implement as toggle","cancelled",4,,
! "QLA","Design","loop functions: 1) template 2) Procedures 3) error per iteration","done",2,,
! "gensrc","Design","Increase max # params for Excel functions","done",5,,
! "QLA","Design","right-click error messages - allow user to click anywhere in the range","done",2,,
! "QLA","gensrc","extend rule.py to support conversion of Guile datatypes","done",5,,
! "gensrc","Design","consolidate Rule/RuleGroup classes","done",2,,
! "gensrc","Design","consolidate functions serializeObjectDict/serializeObjectDict2","done",2,,
! "QLA","General Support","count the number of functions available in the addin","done",5,,

[QuantLibAddin-cvs] QuantLibAddin/gensrc/config excel.xml,1.4,1.5

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26816/gensrc/config

Modified Files:
	excel.xml 
Log Message:
new function qlFunctionCount() to return the number of functions in the Addin

Index: excel.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config/excel.xml,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** excel.xml	11 Jul 2006 13:30:52 -0000	1.4
--- excel.xml	26 Sep 2006 19:05:13 -0000	1.5
***************
*** 17,20 ****
--- 17,22 ----
    </implicitConversions>
  
+   <functionCount>true</functionCount>
+ 
  </root>
  

[QuantLibAddin-cvs] QuantLibAddin/qlo marketmodels.cpp, 1.19, 1.20 marketmodels.hpp, 1.18, 1.19

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5035/qlo

Modified Files:
	marketmodels.cpp marketmodels.hpp 
Log Message:
in synch with C++

Index: marketmodels.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** marketmodels.hpp	18 Sep 2006 07:07:26 -0000	1.18
--- marketmodels.hpp	25 Sep 2006 17:16:40 -0000	1.19
***************
*** 37,42 ****
          EvolutionDescription(
              const std::vector<QuantLib::Time>& rateTimes,
!             const std::vector<QuantLib::Time>& evolutionTimes,
!             const std::vector<QuantLib::Size>& numeraires);
      };
  
--- 37,41 ----
          EvolutionDescription(
              const std::vector<QuantLib::Time>& rateTimes,
!             const std::vector<QuantLib::Time>& evolutionTimes);
      };
  
***************
*** 141,149 ****
      };
  
!     class ForwardRateEvolver : public MarketModelEvolver {
      public:
!         ForwardRateEvolver(const boost::shared_ptr<QuantLib::MarketModel>&,
!                            const QuantLib::EvolutionDescription&,
!                            const QuantLib::BrownianGeneratorFactory&);
      };
  
--- 140,148 ----
      };
  
!     class ForwardRatePcEvolver : public MarketModelEvolver {
      public:
!         ForwardRatePcEvolver(const boost::shared_ptr<QuantLib::MarketModel>&,
!                              const QuantLib::BrownianGeneratorFactory&,
!                              const std::vector<QuantLib::Size>& numeraires);
      };
  
***************
*** 151,156 ****
      public:
          ForwardRateIpcEvolver(const boost::shared_ptr<QuantLib::MarketModel>&,
!                               const QuantLib::EvolutionDescription&,
!                               const QuantLib::BrownianGeneratorFactory&);
      };
  
--- 150,155 ----
      public:
          ForwardRateIpcEvolver(const boost::shared_ptr<QuantLib::MarketModel>&,
!                               const QuantLib::BrownianGeneratorFactory&,
!                               const std::vector<QuantLib::Size>& numeraires);
      };
  
***************
*** 162,166 ****
              const boost::shared_ptr<QuantLib::MarketModelEvolver>& evolver,
              const boost::shared_ptr<QuantLib::MarketModelMultiProduct>& product,
-             const QuantLib::EvolutionDescription& evolution,
              double initialNumeraireValue);
      };
--- 161,164 ----

Index: marketmodels.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** marketmodels.cpp	18 Sep 2006 07:07:26 -0000	1.19
--- marketmodels.cpp	25 Sep 2006 17:16:40 -0000	1.20
***************
*** 83,93 ****
      EvolutionDescription::EvolutionDescription(
              const std::vector<QuantLib::Time>& rateTimes,
!             const std::vector<QuantLib::Time>& evolutionTimes,
!             const std::vector<QuantLib::Size>& numeraires = std::vector<QuantLib::Size>())
      {
          libraryObject_ = boost::shared_ptr<QuantLib::EvolutionDescription>(
!             new QuantLib::EvolutionDescription(rateTimes,
!                                                evolutionTimes,
!                                                numeraires));
      }
  
--- 83,90 ----
      EvolutionDescription::EvolutionDescription(
              const std::vector<QuantLib::Time>& rateTimes,
!             const std::vector<QuantLib::Time>& evolutionTimes)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::EvolutionDescription>(
!             new QuantLib::EvolutionDescription(rateTimes, evolutionTimes));
      }
  
***************
*** 164,187 ****
      }
  
!     ForwardRateEvolver::ForwardRateEvolver(
          const boost::shared_ptr<QuantLib::MarketModel>& pseudoRoot,
!         const QuantLib::EvolutionDescription& evolutionDescription,
!         const QuantLib::BrownianGeneratorFactory& generatorFactory)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::MarketModelEvolver>(
              new QuantLib::ForwardRatePcEvolver(pseudoRoot,
!                                                evolutionDescription,
!                                                generatorFactory));
      }
  
      ForwardRateIpcEvolver::ForwardRateIpcEvolver(
          const boost::shared_ptr<QuantLib::MarketModel>& pseudoRoot,
!         const QuantLib::EvolutionDescription& evolutionDescription,
!         const QuantLib::BrownianGeneratorFactory& generatorFactory)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::MarketModelEvolver>(
              new QuantLib::ForwardRateIpcEvolver(pseudoRoot,
!                                                 evolutionDescription,
!                                                 generatorFactory));
      }
  
--- 161,184 ----
      }
  
!     ForwardRatePcEvolver::ForwardRatePcEvolver(
          const boost::shared_ptr<QuantLib::MarketModel>& pseudoRoot,
!         const QuantLib::BrownianGeneratorFactory& generatorFactory,
!         const std::vector<QuantLib::Size>& numeraires)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::MarketModelEvolver>(
              new QuantLib::ForwardRatePcEvolver(pseudoRoot,
!                                                generatorFactory,
!                                                numeraires));
      }
  
      ForwardRateIpcEvolver::ForwardRateIpcEvolver(
          const boost::shared_ptr<QuantLib::MarketModel>& pseudoRoot,
!         const QuantLib::BrownianGeneratorFactory& generatorFactory,
!         const std::vector<QuantLib::Size>& numeraires)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::MarketModelEvolver>(
              new QuantLib::ForwardRateIpcEvolver(pseudoRoot,
!                                                 generatorFactory,
!                                                 numeraires));
      }
  
***************
*** 189,193 ****
          const boost::shared_ptr<QuantLib::MarketModelEvolver>& evolver,
          const boost::shared_ptr<QuantLib::MarketModelMultiProduct>& product,
-         const QuantLib::EvolutionDescription& evolution,
          double initialNumeraireValue)
      {
--- 186,189 ----
***************
*** 195,199 ****
              new QuantLib::AccountingEngine(evolver,
                                             product,
-                                            evolution,
                                             initialNumeraireValue));
      }
--- 191,194 ----

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.38, 1.39

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5035/gensrc/metadata

Modified Files:
	marketmodels.xml 
Log Message:
in synch with C++

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.38
retrieving revision 1.39
diff -C2 -d -r1.38 -r1.39
*** marketmodels.xml	23 Sep 2006 11:00:44 -0000	1.38
--- marketmodels.xml	25 Sep 2006 17:16:40 -0000	1.39
***************
*** 217,236 ****
      </Member>
  
-     <Member name='qlEvolutionDescriptionNumeraires' libraryClass='EvolutionDescription'>
-       <description>numeraires for the EvolutionDescription object</description>
-       <libraryFunction>numeraires</libraryFunction>
-       <supportedPlatforms>
-         <supportedPlatform>excel</supportedPlatform>
-         <supportedPlatform>calc</supportedPlatform>
-       </supportedPlatforms>
-       <ParameterList>
-         <Parameters/>
-       </ParameterList>
-       <ReturnValue libraryType='QuantLib::Size'>
-         <type>long</type>
-         <tensorRank>vector</tensorRank>
-       </ReturnValue>
-     </Member>
- 
      <!--Member name='qlEvolutionDescriptionRelevanceRates' libraryClass='EvolutionDescription'-->
  
--- 217,220 ----
***************
*** 267,273 ****
      </Member>
  
!     <Member name='qlEvolutionDescriptionSetNumeraires' libraryClass='EvolutionDescription'>
!       <description>Set the numeraires to the EvolutionDescription object</description>
!       <libraryFunction>setNumeraires</libraryFunction>
        <supportedPlatforms>
          <supportedPlatform>excel</supportedPlatform>
--- 251,257 ----
      </Member>
  
!     <!--<Procedure name='qlTerminalMeasure'>
!       <description>Returns the terminal measure for the given EvolutionDescription object</description>
!       <alias>QuantLib::terminalMeasure</alias>
        <supportedPlatforms>
          <supportedPlatform>excel</supportedPlatform>
***************
*** 276,295 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='numeraires' libraryType='QuantLib::Size'>
!             <type>long</type>
!             <tensorRank>vector</tensorRank>
!             <description>numeraires used in the simulation</description>
            </Parameter>
          </Parameters>
        </ParameterList>
        <ReturnValue>
!         <type>void</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
!     </Member>
  
!     <Member name='qlEvolutionDescriptionSetTerminalMeasure' libraryClass='EvolutionDescription'>
!       <description>Set the Terminal measure to the EvolutionDescription object</description>
!       <libraryFunction>setTerminalMeasure</libraryFunction>
        <supportedPlatforms>
          <supportedPlatform>excel</supportedPlatform>
--- 260,279 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='EvolutionDescription' underlyingClass='EvolutionDescription'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>ID of EvolutionDescription object</description>
            </Parameter>
          </Parameters>
        </ParameterList>
        <ReturnValue>
!         <type>long</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
!     </Procedure>
  
!     <Procedure name='qlMoneyMarketMeasure'>
!       <description>Returns the discretely compounded money market measure for the given EvolutionDescription object</description>
!       <alias>QuantLib::moneyMarketMeasure</alias>
        <supportedPlatforms>
          <supportedPlatform>excel</supportedPlatform>
***************
*** 297,311 ****
        </supportedPlatforms>
        <ParameterList>
!         <Parameters/>
        </ParameterList>
        <ReturnValue>
!         <type>void</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
!     </Member>
  
!     <Member name='qlEvolutionDescriptionSetMoneyMarketMeasure' libraryClass='EvolutionDescription'>
!       <description>Set the MoneyMarket measure to the EvolutionDescription object</description>
!       <libraryFunction>setMoneyMarketMeasure</libraryFunction>
        <supportedPlatforms>
          <supportedPlatform>excel</supportedPlatform>
--- 281,301 ----
        </supportedPlatforms>
        <ParameterList>
!         <Parameters>
!           <Parameter name='EvolutionDescription' underlyingClass='EvolutionDescription'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>ID of EvolutionDescription object</description>
!           </Parameter>
!         </Parameters>
        </ParameterList>
        <ReturnValue>
!         <type>long</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
!     </Procedure>
  
!     <Procedure name='qlMoneyMarketPlusMeasure'>
!       <description>Returns the discretely compounded money market measure for the given EvolutionDescription object</description>
!       <alias>QuantLib::moneyMarketPlusMeasure</alias>
        <supportedPlatforms>
          <supportedPlatform>excel</supportedPlatform>
***************
*** 313,332 ****
        </supportedPlatforms>
        <ParameterList>
-         <Parameters/>
-       </ParameterList>
-       <ReturnValue>
-         <type>void</type>
-         <tensorRank>scalar</tensorRank>
-       </ReturnValue>
-     </Member>
- 
-     <Member name='qlEvolutionDescriptionSetMoneyMarketPlusMeasure' libraryClass='EvolutionDescription'>
-       <description>Set the MoneyMarketPlus measure (MoneyMarket+offset) to the EvolutionDescription object</description>
-       <libraryFunction>setMoneyMarketPlusMeasure</libraryFunction>
-       <supportedPlatforms>
-         <supportedPlatform>excel</supportedPlatform>
-       </supportedPlatforms>
-       <ParameterList>
          <Parameters>
            <Parameter name='offset' libraryType='QuantLib::Size' default='1'>
              <type>long</type>
--- 303,312 ----
        </supportedPlatforms>
        <ParameterList>
          <Parameters>
+           <Parameter name='EvolutionDescription' underlyingClass='EvolutionDescription'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>ID of EvolutionDescription object</description>
+           </Parameter>
            <Parameter name='offset' libraryType='QuantLib::Size' default='1'>
              <type>long</type>
***************
*** 337,348 ****
        </ParameterList>
        <ReturnValue>
!         <type>void</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
!     </Member>
  
!     <Member name='qlEvolutionDescriptionIsInTerminalMeasure' libraryClass='EvolutionDescription'>
!       <description>Returns TRUE if the EvolutionDescription object is using Terminal measure</description>
!       <libraryFunction>isInTerminalMeasure</libraryFunction>
        <supportedPlatforms>
          <supportedPlatform>excel</supportedPlatform>
--- 317,328 ----
        </ParameterList>
        <ReturnValue>
!         <type>long</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
!     </Procedure>
  
!     <Procedure name='qlIsInTerminalMeasure'>
!       <description>Returns TRUE if the numeraire vector is Terminal measure for the given EvolutionDescription object</description>
!       <alias>QuantLib::isInTerminalMeasure</alias>
        <supportedPlatforms>
          <supportedPlatform>excel</supportedPlatform>
***************
*** 350,364 ****
        </supportedPlatforms>
        <ParameterList>
!         <Parameters/>
        </ParameterList>
        <ReturnValue>
!         <type>bool</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
!     </Member>
  
!     <Member name='qlEvolutionDescriptionIsInMoneyMarketMeasure' libraryClass='EvolutionDescription'>
!       <description>Returns TRUE if the EvolutionDescription object is using MoneyMarket measure</description>
!       <libraryFunction>isInMoneyMarketMeasure</libraryFunction>
        <supportedPlatforms>
          <supportedPlatform>excel</supportedPlatform>
--- 330,355 ----
        </supportedPlatforms>
        <ParameterList>
!         <Parameters>
!           <Parameter name='EvolutionDescription' underlyingClass='EvolutionDescription'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>ID of EvolutionDescription object</description>
!           </Parameter>
!           <Parameter name='numeraires'>
!             <type>long</type>
!             <tensorRank>vector</tensorRank>
!             <description>vector of numeraires</description>
!           </Parameter>
!         </Parameters>
        </ParameterList>
        <ReturnValue>
!         <type>long</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
!     </Procedure>
  
!     <Procedure name='qlIsInMoneyMarketMeasure'>
!       <description>Returns TRUE if the numeraire vector is money market measure for the given EvolutionDescription object</description>
!       <alias>QuantLib::isInMoneyMarketMeasure</alias>
        <supportedPlatforms>
          <supportedPlatform>excel</supportedPlatform>
***************
*** 366,380 ****
        </supportedPlatforms>
        <ParameterList>
!         <Parameters/>
        </ParameterList>
        <ReturnValue>
!         <type>bool</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
!     </Member>
  
!     <Member name='qlEvolutionDescriptionIsInMoneyMarketPlusMeasure' libraryClass='EvolutionDescription'>
!       <description>Returns TRUE if the EvolutionDescription object is using MoneyMarketPlus (MoneyMarket+offset) measure</description>
!       <libraryFunction>isInMoneyMarketPlusMeasure</libraryFunction>
        <supportedPlatforms>
          <supportedPlatform>excel</supportedPlatform>
--- 357,382 ----
        </supportedPlatforms>
        <ParameterList>
!         <Parameters>
!           <Parameter name='EvolutionDescription' underlyingClass='EvolutionDescription'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>ID of EvolutionDescription object</description>
!           </Parameter>
!           <Parameter name='numeraires'>
!             <type>long</type>
!             <tensorRank>vector</tensorRank>
!             <description>vector of numeraires</description>
!           </Parameter>
!         </Parameters>
        </ParameterList>
        <ReturnValue>
!         <type>long</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
!     </Procedure>
  
!     <Procedure name='qlIsInMoneyMarketPlusMeasure'>
!       <description>Returns TRUE if the numeraire vector is money market measure plus for the given EvolutionDescription object</description>
!       <alias>QuantLib::isInMoneyMarketPlusMeasure</alias>
        <supportedPlatforms>
          <supportedPlatform>excel</supportedPlatform>
***************
*** 383,387 ****
        <ParameterList>
          <Parameters>
!           <!--Parameter name='offset' libraryType='QuantLib::Size' default='1'-->
            <Parameter name='offset' default='1'>
              <type>long</type>
--- 385,398 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='EvolutionDescription' underlyingClass='EvolutionDescription'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>ID of EvolutionDescription object</description>
!           </Parameter>
!           <Parameter name='numeraires'>
!             <type>long</type>
!             <tensorRank>vector</tensorRank>
!             <description>vector of numeraires</description>
!           </Parameter>
            <Parameter name='offset' default='1'>
              <type>long</type>
***************
*** 392,399 ****
        </ParameterList>
        <ReturnValue>
!         <type>bool</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
!     </Member>
  
      <Constructor name='qlEvolutionDescription'>
--- 403,410 ----
        </ParameterList>
        <ReturnValue>
!         <type>long</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
!     </Procedure>-->
  
      <Constructor name='qlEvolutionDescription'>
***************
*** 415,423 ****
              <description>evolution times in the simulation</description>
            </Parameter>
-           <Parameter name='numeraires' libraryType='QuantLib::Size'>
-             <type>long</type>
-             <tensorRank>vector</tensorRank>
-             <description>numeraires used in the simulation</description>
-           </Parameter>
          </Parameters>
        </ParameterList>
--- 426,429 ----
***************
*** 490,493 ****
--- 496,515 ----
      </Member>
  
+     <Member name='qlMarketModelNumberOfSteps' libraryClass='MarketModel'>
+       <description>number of steps for the MarketModel object</description>
+       <libraryFunction>numberOfSteps</libraryFunction>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+         <supportedPlatform>calc</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue>
+         <type>long</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
      <Member name='qlMarketModelPseudoRoot' libraryClass='MarketModel'>
        <description>Returns the pseudo root for the i-th step.</description>
***************
*** 1538,1543 ****
      <!-- MarketModelEvolver derived classes' constructors  -->
  
!     <Constructor name='qlForwardRateEvolver'>
!       <libraryFunction>ForwardRateEvolver</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <supportedPlatforms>
--- 1560,1565 ----
      <!-- MarketModelEvolver derived classes' constructors  -->
  
!     <!--<Constructor name='qlForwardRatePcEvolver'>
!       <libraryFunction>ForwardRatePcEvolver</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <supportedPlatforms>
***************
*** 1552,1560 ****
              <description>MarketModel object</description>
            </Parameter>
-           <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'>
-             <type>string</type>
-             <tensorRank>scalar</tensorRank>
-             <description>EvolutionDescription object</description>
-           </Parameter>
            <Parameter name='brownianGeneratorFactory' underlyingClass='BrownianGeneratorFactory'>
              <type>string</type>
--- 1574,1577 ----
***************
*** 1562,1565 ****
--- 1579,1587 ----
              <description>Brownian generator factory</description>
            </Parameter>
+           <Parameter name='numeraires'>
+             <type>long</type>
+             <tensorRank>vector</tensorRank>
+             <description>numeraire vector</description>
+           </Parameter>
          </Parameters>
        </ParameterList>
***************
*** 1580,1588 ****
              <description>MarketModel object</description>
            </Parameter>
-           <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'>
-             <type>string</type>
-             <tensorRank>scalar</tensorRank>
-             <description>EvolutionDescription object</description>
-           </Parameter>
            <Parameter name='brownianGeneratorFactory' underlyingClass='BrownianGeneratorFactory'>
              <type>string</type>
--- 1602,1605 ----
***************
*** 1590,1596 ****
              <description>Brownian generator factory</description>
            </Parameter>
          </Parameters>
        </ParameterList>
!     </Constructor>
  
      <!-- AccountingEngine class interface and constructor -->
--- 1607,1618 ----
              <description>Brownian generator factory</description>
            </Parameter>
+           <Parameter name='numeraires'>
+             <type>long</type>
+             <tensorRank>vector</tensorRank>
+             <description>numeraire vector</description>
+           </Parameter>
          </Parameters>
        </ParameterList>
!     </Constructor>-->
  
      <!-- AccountingEngine class interface and constructor -->
***************
*** 1615,1623 ****
              <description>MarketModelMultiProduct object</description>
            </Parameter>
-           <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'>
-             <type>string</type>
-             <tensorRank>scalar</tensorRank>
-             <description>EvolutionDescription object</description>
-           </Parameter>
            <Parameter name='initialNumeraireValue'>
              <type>double</type>
--- 1637,1640 ----

[QuantLibAddin-cvs] QuantLibAddin todo.csv,1.55,1.56

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23464

Modified Files:
	todo.csv 
Log Message:
formalize test code serializeObjectDict/serializeObjectDict2 into production code serializeObjectDict/serializeObjectContainer

Index: todo.csv
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v
retrieving revision 1.55
retrieving revision 1.56
diff -C2 -d -r1.55 -r1.56
*** todo.csv	25 Sep 2006 13:59:24 -0000	1.55
--- todo.csv	25 Sep 2006 15:23:53 -0000	1.56
***************
*** 7,11 ****
  gensrc,Design,remove platform-specific configuration/code from core gensrc app,,2,,
  gensrc,Design,subdivide file qlxl\qladdin.cpp (1MB!) by category,,2,,
- gensrc,Design,consolidate functions serializeObjectDict/serializeObjectDict2,,2,,
  QLA,Design,Joint Calendar as other Calendar (with special string),,2,,
  QLA,Design,right-click enumerations: implement proper design using hidden sheet,,2,,
--- 7,10 ----
***************
*** 47,53 ****
  ?,?,move stub.enum.types out of GenSrc into QLA,,4,,this is part of larger task 'remove QL code from core gensrc app'
  QLA,VBA framework,menu options to load/unload XLL/XLA – implement as toggle,cancelled,4,,
! QLA,Design,loop functions: 1) template 2) Procedures 3) error per iteration,done,2
  gensrc,Design,Increase max # params for Excel functions,done,5
  QLA,Design,right-click error messages - allow user to click anywhere in the range,done,2
  QLA,gensrc,extend rule.py to support conversion of Guile datatypes,done,5
  gensrc,Design,consolidate Rule/RuleGroup classes,done,2
--- 46,53 ----
  ?,?,move stub.enum.types out of GenSrc into QLA,,4,,this is part of larger task 'remove QL code from core gensrc app'
  QLA,VBA framework,menu options to load/unload XLL/XLA – implement as toggle,cancelled,4,,
! QLA,Design,loop functions: 1) template 2) Procedures 3) error per iteration,done,2,,
  gensrc,Design,Increase max # params for Excel functions,done,5
  QLA,Design,right-click error messages - allow user to click anywhere in the range,done,2
  QLA,gensrc,extend rule.py to support conversion of Guile datatypes,done,5
  gensrc,Design,consolidate Rule/RuleGroup classes,done,2
+ gensrc,Design,consolidate functions serializeObjectDict/serializeObjectDict2,done,2

[QuantLibAddin-cvs] QuantLibAddin todo.csv,1.54,1.55

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21802

Modified Files:
	todo.csv 
Log Message:


Index: todo.csv
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v
retrieving revision 1.54
retrieving revision 1.55
diff -C2 -d -r1.54 -r1.55
*** todo.csv	25 Sep 2006 09:11:54 -0000	1.54
--- todo.csv	25 Sep 2006 13:59:24 -0000	1.55
***************
*** 7,11 ****
  gensrc,Design,remove platform-specific configuration/code from core gensrc app,,2,,
  gensrc,Design,subdivide file qlxl\qladdin.cpp (1MB!) by category,,2,,
- gensrc,Design,consolidate Rule/RuleGroup classes,,2,,
  gensrc,Design,consolidate functions serializeObjectDict/serializeObjectDict2,,2,,
  QLA,Design,Joint Calendar as other Calendar (with special string),,2,,
--- 7,10 ----
***************
*** 47,53 ****
  QLA,Enumerations,"enumeration as return value (string) – should be same as the input value – Period, DayCounter",on hold,3,,already done by Ferdinando?
  ?,?,move stub.enum.types out of GenSrc into QLA,,4,,this is part of larger task 'remove QL code from core gensrc app'
! QLA,VBA framework,menu options to load/unload XLL/XLA – implement as toggle,cancelled,4
  QLA,Design,loop functions: 1) template 2) Procedures 3) error per iteration,done,2
  gensrc,Design,Increase max # params for Excel functions,done,5
  QLA,Design,right-click error messages - allow user to click anywhere in the range,done,2
  QLA,gensrc,extend rule.py to support conversion of Guile datatypes,done,5
--- 46,53 ----
  QLA,Enumerations,"enumeration as return value (string) – should be same as the input value – Period, DayCounter",on hold,3,,already done by Ferdinando?
  ?,?,move stub.enum.types out of GenSrc into QLA,,4,,this is part of larger task 'remove QL code from core gensrc app'
! QLA,VBA framework,menu options to load/unload XLL/XLA – implement as toggle,cancelled,4,,
  QLA,Design,loop functions: 1) template 2) Procedures 3) error per iteration,done,2
  gensrc,Design,Increase max # params for Excel functions,done,5
  QLA,Design,right-click error messages - allow user to click anywhere in the range,done,2
  QLA,gensrc,extend rule.py to support conversion of Guile datatypes,done,5
+ gensrc,Design,consolidate Rule/RuleGroup classes,done,2

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata pricingengines.xml, 1.19, 1.20

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25306/gensrc/metadata

Modified Files:
	pricingengines.xml 
Log Message:
1) added approximations for implied Black vol
2) improved implementation of Black formula and related functions

Index: pricingengines.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** pricingengines.xml	23 Sep 2006 11:00:44 -0000	1.19
--- pricingengines.xml	25 Sep 2006 10:13:19 -0000	1.20
***************
*** 52,57 ****
          </Procedure>
  
          <Procedure name='qlBlackImpliedStdDev'>
!             <description>Black formula standard deviation implied in the undiscounted option price</description>
  			<alias>QuantLib::blackImpliedStdDev</alias>
              <supportedPlatforms>
--- 52,94 ----
          </Procedure>
  
+         <Procedure name='qlBlackImpliedStdDevApproximation'>
+             <description>Approximation for the standard deviation implied in the undiscounted option price by the Black formula</description>
+ 			<alias>QuantLib::blackImpliedStdDevApproximation</alias>
+             <supportedPlatforms>
+                 <supportedPlatform>excel</supportedPlatform>
+                 <supportedPlatform>calc</supportedPlatform>
+             </supportedPlatforms>
+             <ParameterList>
+                 <Parameters>
+                     <Parameter name='optionType' enumeration='QuantLib::Option::Type'>
+                         <type>string</type>
+                         <tensorRank>scalar</tensorRank>
+                         <description>option type (i.e. Call or Put)</description>
+                     </Parameter>
+                     <Parameter name='strike'>
+                         <type>double</type>
+                         <tensorRank>scalar</tensorRank>
+                         <description>option strike</description>
+                     </Parameter>
+                     <Parameter name='forward'>
+                         <type>double</type>
+                         <tensorRank>scalar</tensorRank>
+                         <description>underlying forward value</description>
+                     </Parameter>
+                     <Parameter name='undiscountedPrice'>
+                         <type>double</type>
+                         <tensorRank>scalar</tensorRank>
+                         <description>undiscounted option price</description>
+                     </Parameter>
+                 </Parameters>
+             </ParameterList>
+             <ReturnValue>
+                 <type>double</type>
+                 <tensorRank>scalar</tensorRank>
+             </ReturnValue>
+         </Procedure>
+ 
          <Procedure name='qlBlackImpliedStdDev'>
!             <description>Standard deviation implied in the undiscounted option price by the Black formula</description>
  			<alias>QuantLib::blackImpliedStdDev</alias>
              <supportedPlatforms>
***************
*** 86,89 ****
--- 123,131 ----
                          <description>standard deviation guess</description>
                      </Parameter>
+                     <Parameter name='accuracy' default='1.0e-6'>
+                         <type>double</type>
+                         <tensorRank>scalar</tensorRank>
+                         <description>standard deviation accuracy</description>
+                     </Parameter>
                  </Parameters>
              </ParameterList>

[QuantLibAddin-cvs] QuantLibAddin todo.csv,1.53,1.54

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv32458

Modified Files:
	todo.csv 
Log Message:


Index: todo.csv
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v
retrieving revision 1.53
retrieving revision 1.54
diff -C2 -d -r1.53 -r1.54
*** todo.csv	25 Sep 2006 08:25:12 -0000	1.53
--- todo.csv	25 Sep 2006 09:11:54 -0000	1.54
***************
*** 6,9 ****
--- 6,12 ----
  QLA,VBA framework,network launcher/updater for VBA framework - to point to different environments / configuration files,,1,,
  gensrc,Design,remove platform-specific configuration/code from core gensrc app,,2,,
+ gensrc,Design,subdivide file qlxl\qladdin.cpp (1MB!) by category,,2,,
+ gensrc,Design,consolidate Rule/RuleGroup classes,,2,,
+ gensrc,Design,consolidate functions serializeObjectDict/serializeObjectDict2,,2,,
  QLA,Design,Joint Calendar as other Calendar (with special string),,2,,
  QLA,Design,right-click enumerations: implement proper design using hidden sheet,,2,,
***************
*** 44,50 ****
  QLA,Enumerations,"enumeration as return value (string) – should be same as the input value – Period, DayCounter",on hold,3,,already done by Ferdinando?
  ?,?,move stub.enum.types out of GenSrc into QLA,,4,,this is part of larger task 'remove QL code from core gensrc app'
! QLA,VBA framework,menu options to load/unload XLL/XLA – implement as toggle,cancelled,4,,
! QLA,Design,loop functions: 1) template 2) Procedures 3) error per iteration,done,2,,
! gensrc,Design,Increase max # params for Excel functions,done,5,,
  QLA,Design,right-click error messages - allow user to click anywhere in the range,done,2
  QLA,gensrc,extend rule.py to support conversion of Guile datatypes,done,5
--- 47,53 ----
  QLA,Enumerations,"enumeration as return value (string) – should be same as the input value – Period, DayCounter",on hold,3,,already done by Ferdinando?
  ?,?,move stub.enum.types out of GenSrc into QLA,,4,,this is part of larger task 'remove QL code from core gensrc app'
! QLA,VBA framework,menu options to load/unload XLL/XLA – implement as toggle,cancelled,4
! QLA,Design,loop functions: 1) template 2) Procedures 3) error per iteration,done,2
! gensrc,Design,Increase max # params for Excel functions,done,5
  QLA,Design,right-click error messages - allow user to click anywhere in the range,done,2
  QLA,gensrc,extend rule.py to support conversion of Guile datatypes,done,5

[QuantLibAddin-cvs] QuantLibAddin todo.csv,1.52,1.53

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13339

Modified Files:
	todo.csv 
Log Message:


Index: todo.csv
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v
retrieving revision 1.52
retrieving revision 1.53
diff -C2 -d -r1.52 -r1.53
*** todo.csv	12 Sep 2006 17:31:32 -0000	1.52
--- todo.csv	25 Sep 2006 08:25:12 -0000	1.53
***************
*** 2,26 ****
  QLA,Enumerations,EuriborSwapFixA / Eur Libor - fix design problems,,0,,
  all,General Support,NSIS installers - uninstall old app before installing new,,1,,
! OH,Design,ohLastErrorMessage() - analyze a better approach for error handling and diagnostics,?,1,,
! QLA,Design,Joint Calendar as other Calendar (with special string),,2,,
  QLA,VBA framework,network launcher/updater for VBA framework - to point to different environments / configuration files,,1,,
  gensrc,Design,remove platform-specific configuration/code from core gensrc app,,2,,
! QLA,Design,right-click error messages - allow user to click anywhere in the range,,2,,
! QLA,Design,loop functions: 1) template 2) Procedures 3) error per iteration,,2,,
  QLA,Design,right-click enumerations: implement proper design using hidden sheet,,2,,
  QLA,Design,enumeration aliases - map multiple strings to single enum value,,2,,
  QLA,Design,#include fewer headers to speed compilation,,2,,"re-enable optimization, investigate precompiled headers, /Zm flag"
  QLA,Design,export and use Quote (or Handle<Quote>) instead of double to solve the problem of reconstructing objects with default value,,2,,unable to recreate problem (reuters required?)
! QLA,General Support,performance profile of workbook YieldCurveMonitor.xls,on hold,2,,
! all,General Support,migrate gensrc/OH/QLA/QLXL sourceforge projects back into QL,,3,,need to resolve name conflict for QLXL module
  OH,Design,update design doc,,3,,
- QLA,Enumerations,"enumeration as return value (string) – should be same as the input value – Period, DayCounter",on hold,3,,
  QLA,gensrc,Provide schema for XML,,3,,
- QLA,VBA framework,design for real-time live feed,on hold,3,,
  OH,Design,"ohDummyObject(parameter1, parameter2) to create an empty object for demo purposes",,4,,
  OH,Design,Object to hold reference to CallingRange so we can support Object->isOrphaned() etc.,,4,,
  QLA,Design,"add support to take a QL object, wrap it in a QLA object, and store it in the OH repository",,4,,
  QLA,Design,use Excel SmartTags to allow interrogation of objects,,4,,
! QLA,Docs,"autogenerate documentation for datatype, default value, platform, loop",,4,,organize docs appropriately for OH/QLA/QLXL
  QLA,Documentation,segregate documentation for QLA / QLXL / OH,,4,,
  QLA,Enumerations,enums as function inputs: optional description suffixed with generic description taken from enum metadata,,4,,
--- 2,24 ----
  QLA,Enumerations,EuriborSwapFixA / Eur Libor - fix design problems,,0,,
  all,General Support,NSIS installers - uninstall old app before installing new,,1,,
! OH,Design,ohLastErrorMessage() - analyze a better approach for error handling and diagnostics,?,1,,is it OK now?
! QLA,?,allow for default optimization Method (see as example qlAbcdCapletCalibration in marrketmodels.xml),,1,,
  QLA,VBA framework,network launcher/updater for VBA framework - to point to different environments / configuration files,,1,,
  gensrc,Design,remove platform-specific configuration/code from core gensrc app,,2,,
! QLA,Design,Joint Calendar as other Calendar (with special string),,2,,
  QLA,Design,right-click enumerations: implement proper design using hidden sheet,,2,,
  QLA,Design,enumeration aliases - map multiple strings to single enum value,,2,,
  QLA,Design,#include fewer headers to speed compilation,,2,,"re-enable optimization, investigate precompiled headers, /Zm flag"
  QLA,Design,export and use Quote (or Handle<Quote>) instead of double to solve the problem of reconstructing objects with default value,,2,,unable to recreate problem (reuters required?)
! QLA,General Support,performance profile of workbook YieldCurveMonitor.xls,,2,,
! ?,?,return std::pair (see locate in swaptionvolmatrix),,3,,
! all,General Support,migrate gensrc/OH/QLA/QLXL SourceForge projects back into QL,,3,,need to resolve name conflict for QLXL module
  OH,Design,update design doc,,3,,
  QLA,gensrc,Provide schema for XML,,3,,
  OH,Design,"ohDummyObject(parameter1, parameter2) to create an empty object for demo purposes",,4,,
  OH,Design,Object to hold reference to CallingRange so we can support Object->isOrphaned() etc.,,4,,
  QLA,Design,"add support to take a QL object, wrap it in a QLA object, and store it in the OH repository",,4,,
  QLA,Design,use Excel SmartTags to allow interrogation of objects,,4,,
! QLA,Docs,"include more info in autogenerated docs: default value, platform, loop",,4,,
  QLA,Documentation,segregate documentation for QLA / QLXL / OH,,4,,
  QLA,Enumerations,enums as function inputs: optional description suffixed with generic description taken from enum metadata,,4,,
***************
*** 28,48 ****
  QLA,General Support,"C++ examples - add VOs, NPV calculations",,4,,
  QLA,gensrc,replace Serializer class with Reader class – since we will never DeSerialize anything,,4,,
- QLA,VBA framework,menu options to load/unload XLL/XLA – implement as toggle,cancelled,4,,
  QLA,VBA framework,interrogate object repository (GUI browser),,4,,Plamen?
! gensrc,Design,Increase max # params for Excel functions,done,5,,
  OH,Design,"""reflection"" - support member functions dynamically",,5,,
  OH,Design,allow objects to be grouped,,5,,
  QLA,Design,"Sessions: instead of using workbook as session, allow user to specify session number",,5,,
  QLA,Enumerations,"add support for description e.g. Nullcalendar, DayCounter::NoFrequency, DayCounter::Simple",?,5,,
- QLA,Enumerations,port ET/EC registry from QuantLibXL to ObjectHandler,on hold,5,,requires redesign to allow multiple XLLs to share global Registry
  QLA,General Support,bring the C Addin and QuantLibXLDynamic up to date,,5,,
  QLA,General Support,count the number of functions available in the addin,,5,,
  QLA,General Support,calculate memory usage of repository,,5,,
- QLA,gensrc,extend rule.py to support conversion of Guile datatypes,,5,,
  QLA,ValueObjects,"dynamic properties e.g. ohMember(""instanceName"", ""NPV"", ...) replaces qlNPV(""instanceName"")",,5,,
  QLA,VBA framework,access logfile (GUI browser),,5,,
! ,,move stub.enum.types out of GenSrc into QLA,,4,,
! OH,Design,refactor OH / OHXL implementation,,5,,
! QLA,,allow for default optimization Method (see as example qlAbcdCapletCalibration in marrketmodels.xml),,1,,
! ,,return std::pair (see locate in swaptionvolmatrix),,3,,
! ,,"automatic conversion of QuantLib::Rate, Volatility, Discount, Spread, Time, etc",,5,,
--- 26,50 ----
  QLA,General Support,"C++ examples - add VOs, NPV calculations",,4,,
  QLA,gensrc,replace Serializer class with Reader class – since we will never DeSerialize anything,,4,,
  QLA,VBA framework,interrogate object repository (GUI browser),,4,,Plamen?
! ?,?,"automatic conversion of QuantLib::Rate, Volatility, Discount, Spread, Time, etc",,5,,
  OH,Design,"""reflection"" - support member functions dynamically",,5,,
  OH,Design,allow objects to be grouped,,5,,
+ OH,Design,refactor OH / OHXL implementation,,5,,
  QLA,Design,"Sessions: instead of using workbook as session, allow user to specify session number",,5,,
  QLA,Enumerations,"add support for description e.g. Nullcalendar, DayCounter::NoFrequency, DayCounter::Simple",?,5,,
  QLA,General Support,bring the C Addin and QuantLibXLDynamic up to date,,5,,
  QLA,General Support,count the number of functions available in the addin,,5,,
  QLA,General Support,calculate memory usage of repository,,5,,
  QLA,ValueObjects,"dynamic properties e.g. ohMember(""instanceName"", ""NPV"", ...) replaces qlNPV(""instanceName"")",,5,,
  QLA,VBA framework,access logfile (GUI browser),,5,,
! 
! 
! QLA,Enumerations,port ET/EC registry from QuantLibXL to ObjectHandler,on hold,5,,requires redesign to allow multiple XLLs to share global Registry
! QLA,VBA framework,design for real-time live feed,on hold,3,,
! QLA,Enumerations,"enumeration as return value (string) – should be same as the input value – Period, DayCounter",on hold,3,,already done by Ferdinando?
! ?,?,move stub.enum.types out of GenSrc into QLA,,4,,this is part of larger task 'remove QL code from core gensrc app'
! QLA,VBA framework,menu options to load/unload XLL/XLA – implement as toggle,cancelled,4,,
! QLA,Design,loop functions: 1) template 2) Procedures 3) error per iteration,done,2,,
! gensrc,Design,Increase max # params for Excel functions,done,5,,
! QLA,Design,right-click error messages - allow user to click anywhere in the range,done,2
! QLA,gensrc,extend rule.py to support conversion of Guile datatypes,done,5

[QuantLibAddin-cvs] QuantLibAddin QuantLibObjects.vcproj, 1.36, 1.37 QuantLibObjects_vc8.vcproj, 1.44, 1.45

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17943

Modified Files:
	QuantLibObjects.vcproj QuantLibObjects_vc8.vcproj 
Log Message:
implement loop behavior for Procedures

Index: QuantLibObjects_vc8.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v
retrieving revision 1.44
retrieving revision 1.45
diff -C2 -d -r1.44 -r1.45
*** QuantLibObjects_vc8.vcproj	23 Sep 2006 11:00:42 -0000	1.44
--- QuantLibObjects_vc8.vcproj	24 Sep 2006 21:20:21 -0000	1.45
***************
*** 934,937 ****
--- 934,941 ----
  			</File>
  			<File
+ 				RelativePath="qlo\Loop\loop_date.hpp"
+ 				>
+ 			</File>
+ 			<File
  				RelativePath="qlo\Loop\loop_index.hpp"
  				>

Index: QuantLibObjects.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects.vcproj,v
retrieving revision 1.36
retrieving revision 1.37
diff -C2 -d -r1.36 -r1.37
*** QuantLibObjects.vcproj	23 Sep 2006 11:00:42 -0000	1.36
--- QuantLibObjects.vcproj	24 Sep 2006 21:20:21 -0000	1.37
***************
*** 793,796 ****
--- 793,799 ----
  			</File>
  			<File
+ 				RelativePath="qlo\Loop\loop_date.hpp">
+ 			</File>
+ 			<File
  				RelativePath="qlo\Loop\loop_index.hpp">
  			</File>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata date.xml, 1.12, 1.13

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17943/gensrc/metadata

Modified Files:
	date.xml 
Log Message:
implement loop behavior for Procedures

Index: date.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/date.xml,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** date.xml	4 Sep 2006 16:06:38 -0000	1.12
--- date.xml	24 Sep 2006 21:20:22 -0000	1.13
***************
*** 11,15 ****
    <Functions>
  
!     <Procedure name='qlPeriodFromFrequency' >
        <description>returns a Period from a given Frequency (e.g. 6M from SemiAnnual).</description>
        <alias>QuantLibAddin::periodFromFrequency</alias>
--- 11,15 ----
    <Functions>
  
!     <Procedure name='qlPeriodFromFrequency'>
        <description>returns a Period from a given Frequency (e.g. 6M from SemiAnnual).</description>
        <alias>QuantLibAddin::periodFromFrequency</alias>
***************
*** 32,36 ****
      </Procedure>
  
!     <Procedure name='qlFrequencyFromPeriod' >
        <description>returns a Frequency from a given Period (e.g. SemiAnnual from 6M).</description>
        <alias>QuantLibAddin::frequencyFromPeriod</alias>
--- 32,36 ----
      </Procedure>
  
!     <Procedure name='qlFrequencyFromPeriod' loopParameter='period'>
        <description>returns a Frequency from a given Period (e.g. SemiAnnual from 6M).</description>
        <alias>QuantLibAddin::frequencyFromPeriod</alias>
***************
*** 42,46 ****
            <Parameter name='period' libraryType='QuantLib::Period'>
              <type>string</type>
!             <tensorRank>scalar</tensorRank>
              <description>period(s) to advance (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description>
            </Parameter>
--- 42,46 ----
            <Parameter name='period' libraryType='QuantLib::Period'>
              <type>string</type>
!             <tensorRank>vector</tensorRank>
              <description>period(s) to advance (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description>
            </Parameter>
***************
*** 49,57 ****
        <ReturnValue enumeration='QuantLib::Frequency'>
          <type>string</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Procedure>
  
!     <Procedure name='qlIsIMMdate' >
        <description>returns whether or not the given date is an IMM date.</description>
        <alias>QuantLib::Date::isIMMdate</alias>
--- 49,57 ----
        <ReturnValue enumeration='QuantLib::Frequency'>
          <type>string</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Procedure>
  
!     <Procedure name='qlIsIMMdate'>
        <description>returns whether or not the given date is an IMM date.</description>
        <alias>QuantLib::Date::isIMMdate</alias>
***************
*** 74,78 ****
      </Procedure>
  
!     <Procedure name='qlNextIMMdate' >
        <description>returns the 1st delivery date for next contract listed in the International Money Market section of the Chicago Mercantile Exchange.</description>
        <alias>QuantLib::Date::nextIMMdate</alias>
--- 74,78 ----
      </Procedure>
  
!     <Procedure name='qlNextIMMdate'>
        <description>returns the 1st delivery date for next contract listed in the International Money Market section of the Chicago Mercantile Exchange.</description>
        <alias>QuantLib::Date::nextIMMdate</alias>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata assetswap.xml, 1.8, 1.9 bonds.xml, 1.31, 1.32 capfloor.xml, 1.18, 1.19 capletvolstructure.xml, 1.15, 1.16 cmsmarket.xml, 1.3, 1.4 couponvectors.xml, 1.30, 1.31 index.xml, 1.37, 1.38 interpolation.xml, 1.35, 1.36 marketmodels.xml, 1.37, 1.38 mathf.xml, 1.21, 1.22 optimization.xml, 1.13, 1.14 options.xml, 1.20, 1.21 pricingengines.xml, 1.18, 1.19 ratehelpers.xml, 1.23, 1.24 sequencestatistics.xml, 1.5, 1.6 statistics.xml, 1.5, 1.6 swap.xml, 1.25, 1.26 swaption.xml, 1.19, 1.20 swaptionvolstructure.xml, 1.54, 1.55 vanillaswap.xml, 1.23, 1.24 volatilities.xml, 1.11, 1.12

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2943/gensrc/metadata

Modified Files:
	assetswap.xml bonds.xml capfloor.xml capletvolstructure.xml 
	cmsmarket.xml couponvectors.xml index.xml interpolation.xml 
	marketmodels.xml mathf.xml optimization.xml options.xml 
	pricingengines.xml ratehelpers.xml sequencestatistics.xml 
	statistics.xml swap.xml swaption.xml swaptionvolstructure.xml 
	vanillaswap.xml volatilities.xml 
Log Message:
always generate VO/Loop #include directives automatically rather than manually

Index: index.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v
retrieving revision 1.37
retrieving revision 1.38
diff -C2 -d -r1.37 -r1.38
*** index.xml	22 Sep 2006 15:21:16 -0000	1.37
--- index.xml	23 Sep 2006 11:00:44 -0000	1.38
***************
*** 5,9 ****
    <includes>
      <include>qlo/index.hpp</include>
-     <include>qlo/vo_index.hpp</include>
      <include>qlo/termstructures.hpp</include>
    </includes>
--- 5,8 ----

Index: vanillaswap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v
retrieving revision 1.23
retrieving revision 1.24
diff -C2 -d -r1.23 -r1.24
*** vanillaswap.xml	4 Sep 2006 19:21:04 -0000	1.23
--- vanillaswap.xml	23 Sep 2006 11:00:44 -0000	1.24
***************
*** 5,9 ****
    <includes>
      <include>qlo/vanillaswap.hpp</include>
-     <include>qlo/vo_vanillaswap.hpp</include>
      <include>qlo/termstructures.hpp</include>
    </includes>
--- 5,8 ----

Index: swap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v
retrieving revision 1.25
retrieving revision 1.26
diff -C2 -d -r1.25 -r1.26
*** swap.xml	22 Sep 2006 15:21:16 -0000	1.25
--- swap.xml	23 Sep 2006 11:00:44 -0000	1.26
***************
*** 5,9 ****
    <includes>
      <include>qlo/swap.hpp</include>
-     <include>qlo/vo_swap.hpp</include>
      <include>qlo/termstructures.hpp</include>
    </includes>
--- 5,8 ----

Index: interpolation.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v
retrieving revision 1.35
retrieving revision 1.36
diff -C2 -d -r1.35 -r1.36
*** interpolation.xml	18 Sep 2006 07:07:11 -0000	1.35
--- interpolation.xml	23 Sep 2006 11:00:44 -0000	1.36
***************
*** 6,10 ****
          <include>qlo/interpolation.hpp</include>
          <include>qlo/interpolation2D.hpp</include>
-         <include>qlo/vo_interpolation.hpp</include>
          <include>qlo/optimization.hpp</include>
          <include>ql/Optimization/method.hpp</include>
--- 6,9 ----

Index: ratehelpers.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v
retrieving revision 1.23
retrieving revision 1.24
diff -C2 -d -r1.23 -r1.24
*** ratehelpers.xml	22 Sep 2006 15:21:16 -0000	1.23
--- ratehelpers.xml	23 Sep 2006 11:00:44 -0000	1.24
***************
*** 5,9 ****
    <includes>
      <include>qlo/ratehelpers.hpp</include>
-     <include>qlo/vo_ratehelpers.hpp</include>
      <include>qlo/index.hpp</include>
    </includes>
--- 5,8 ----

Index: options.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** options.xml	1 Sep 2006 14:09:34 -0000	1.20
--- options.xml	23 Sep 2006 11:00:44 -0000	1.21
***************
*** 5,9 ****
    <includes>
      <include>qlo/options.hpp</include>
-     <include>qlo/vo_options.hpp</include>
      <include>qlo/pricingengines.hpp</include>
      <include>qlo/payoffs.hpp</include>
--- 5,8 ----

Index: mathf.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/mathf.xml,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** mathf.xml	4 Sep 2006 19:21:04 -0000	1.21
--- mathf.xml	23 Sep 2006 11:00:44 -0000	1.22
***************
*** 10,14 ****
      <include>qlo/getcovariance.hpp</include>
      <include>qlo/mathf.hpp</include>
-     <include>qlo/vo_mathf.hpp</include>
    </includes>
    <copyright>
--- 10,13 ----

Index: swaption.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** swaption.xml	4 Sep 2006 19:21:04 -0000	1.19
--- swaption.xml	23 Sep 2006 11:00:44 -0000	1.20
***************
*** 5,9 ****
    <includes>
      <include>qlo/swaption.hpp</include>
-     <include>qlo/vo_swaption.hpp</include>
      <include>qlo/vanillaswap.hpp</include>
      <include>qlo/termstructures.hpp</include>
--- 5,8 ----

Index: pricingengines.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** pricingengines.xml	18 Sep 2006 07:22:35 -0000	1.18
--- pricingengines.xml	23 Sep 2006 11:00:44 -0000	1.19
***************
*** 5,9 ****
      <includes>
          <include>qlo/pricingengines.hpp</include>
-         <include>qlo/vo_pricingengines.hpp</include>
          <include>qlo/termstructures.hpp</include>
          <include>qlo/swaptionvolstructure.hpp</include>
--- 5,8 ----

Index: bonds.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v
retrieving revision 1.31
retrieving revision 1.32
diff -C2 -d -r1.31 -r1.32
*** bonds.xml	22 Sep 2006 15:21:15 -0000	1.31
--- bonds.xml	23 Sep 2006 11:00:44 -0000	1.32
***************
*** 7,11 ****
      <include>ql/Instruments/zerocouponbond.hpp</include>
      <include>ql/Instruments/floatingratebond.hpp</include>
-     <include>qlo/vo_bonds.hpp</include>
      <include>qlo/bonds.hpp</include>
      <include>qlo/termstructures.hpp</include>
--- 7,10 ----

Index: assetswap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/assetswap.xml,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** assetswap.xml	4 Sep 2006 19:21:04 -0000	1.8
--- assetswap.xml	23 Sep 2006 11:00:44 -0000	1.9
***************
*** 6,10 ****
      <include>ql/Instruments/assetswap.hpp</include>
      <include>qlo/assetswap.hpp</include>
-     <include>qlo/vo_assetswap.hpp</include>
      <include>qlo/termstructures.hpp</include>
      <include>qlo/bonds.hpp</include>
--- 6,9 ----

Index: volatilities.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/volatilities.xml,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** volatilities.xml	18 Sep 2006 07:10:28 -0000	1.11
--- volatilities.xml	23 Sep 2006 11:00:44 -0000	1.12
***************
*** 5,9 ****
      <includes>
          <include>qlo/volatilities.hpp</include>
-         <include>qlo/vo_volatilities.hpp</include>
          <include>ql/Math/sabrinterpolation.hpp</include>
      </includes>
--- 5,8 ----

Index: sequencestatistics.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/sequencestatistics.xml,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** sequencestatistics.xml	4 Sep 2006 19:21:04 -0000	1.5
--- sequencestatistics.xml	23 Sep 2006 11:00:44 -0000	1.6
***************
*** 6,10 ****
      <include>ql/Math/riskstatistics.hpp</include>
      <include>qlo/sequencestatistics.hpp</include>
-     <include>qlo/vo_sequencestatistics.hpp</include>
    </includes>
    <copyright>
--- 6,9 ----

Index: capletvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** capletvolstructure.xml	15 Sep 2006 10:07:35 -0000	1.15
--- capletvolstructure.xml	23 Sep 2006 11:00:44 -0000	1.16
***************
*** 5,9 ****
    <includes>
      <include>qlo/capletvolstructure.hpp</include>
-     <include>qlo/vo_capletvolstructure.hpp</include>
      <include>ql/Volatilities/capletconstantvol.hpp</include>
    </includes>
--- 5,8 ----

Index: optimization.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/optimization.xml,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** optimization.xml	4 Sep 2006 19:21:04 -0000	1.13
--- optimization.xml	23 Sep 2006 11:00:44 -0000	1.14
***************
*** 5,9 ****
    <includes>
      <include>qlo/optimization.hpp</include>
-     <include>qlo/vo_optimization.hpp</include>
    </includes>
    <copyright>
--- 5,8 ----

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.37
retrieving revision 1.38
diff -C2 -d -r1.37 -r1.38
*** marketmodels.xml	22 Sep 2006 15:21:16 -0000	1.37
--- marketmodels.xml	23 Sep 2006 11:00:44 -0000	1.38
***************
*** 8,12 ****
      <include>qlo/optimization.hpp</include>
      <include>qlo/marketmodels.hpp</include>
-     <include>qlo/vo_marketmodels.hpp</include>
    </includes>
    <copyright>
--- 8,11 ----

Index: couponvectors.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v
retrieving revision 1.30
retrieving revision 1.31
diff -C2 -d -r1.30 -r1.31
*** couponvectors.xml	22 Sep 2006 15:21:15 -0000	1.30
--- couponvectors.xml	23 Sep 2006 11:00:44 -0000	1.31
***************
*** 5,9 ****
    <includes>
      <include>qlo/couponvectors.hpp</include>
-     <include>qlo/vo_couponvectors.hpp</include>
      <include>qlo/termstructures.hpp</include>
      <include>qlo/swaptionvolstructure.hpp</include>
--- 5,8 ----

Index: capfloor.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** capfloor.xml	4 Sep 2006 19:21:04 -0000	1.18
--- capfloor.xml	23 Sep 2006 11:00:44 -0000	1.19
***************
*** 5,9 ****
    <includes>
      <include>qlo/capfloor.hpp</include>
-     <include>qlo/vo_capfloor.hpp</include>
      <include>qlo/termstructures.hpp</include>
      <include>qlo/pricingengines.hpp</include>
--- 5,8 ----

Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.54
retrieving revision 1.55
diff -C2 -d -r1.54 -r1.55
*** swaptionvolstructure.xml	22 Sep 2006 15:21:16 -0000	1.54
--- swaptionvolstructure.xml	23 Sep 2006 11:00:44 -0000	1.55
***************
*** 7,11 ****
      <include>ql/Volatilities/swaptionvolcubebysabr.hpp</include>
      <include>qlo/swaptionvolstructure.hpp</include>
-     <include>qlo/vo_swaptionvolstructure.hpp</include>
    </includes>
    <copyright>
--- 7,10 ----

Index: statistics.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/statistics.xml,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** statistics.xml	4 Sep 2006 19:21:04 -0000	1.5
--- statistics.xml	23 Sep 2006 11:00:44 -0000	1.6
***************
*** 3,10 ****
    <displayName>Statistics</displayName>
    <xlFunctionWizardCategory>QuantLib - Math</xlFunctionWizardCategory>
-   <includes>
-     <include>qlo/statistics.hpp</include>
-     <include>qlo/vo_statistics.hpp</include>
-   </includes>
    <copyright>
      Copyright (C) 2006 Ferdinando Ametrano
--- 3,6 ----

Index: cmsmarket.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/cmsmarket.xml,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** cmsmarket.xml	12 Sep 2006 16:14:29 -0000	1.3
--- cmsmarket.xml	23 Sep 2006 11:00:44 -0000	1.4
***************
*** 6,10 ****
      <include>ql/Volatilities/cmsmarket.hpp</include>
      <include>qlo/cmsmarket.hpp</include>
-     <include>qlo/vo_cmsmarket.hpp</include>
      <include>qlo/swaptionvolstructure.hpp</include>
    </includes>
--- 6,9 ----

[QuantLibAddin-cvs] QuantLibAddin/gensrc/stubs stub.excel.includes, 1.5, 1.6

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/stubs
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2943/gensrc/stubs

Modified Files:
	stub.excel.includes 
Log Message:
always generate VO/Loop #include directives automatically rather than manually

Index: stub.excel.includes
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/stubs/stub.excel.includes,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** stub.excel.includes	15 Sep 2006 10:07:35 -0000	1.5
--- stub.excel.includes	23 Sep 2006 11:00:44 -0000	1.6
***************
*** 7,11 ****
  #include <qlxl/session.hpp>
  #include <qlxl/conversions.hpp>
- %(loopIncludes)s
  
  #define XLL_DEC DLLEXPORT
--- 7,10 ----

[QuantLibAddin-cvs] QuantLibAddin QuantLibObjects.vcproj, 1.35, 1.36 QuantLibObjects_vc8.vcproj, 1.43, 1.44

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2943

Modified Files:
	QuantLibObjects.vcproj QuantLibObjects_vc8.vcproj 
Log Message:
always generate VO/Loop #include directives automatically rather than manually

Index: QuantLibObjects_vc8.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v
retrieving revision 1.43
retrieving revision 1.44
diff -C2 -d -r1.43 -r1.44
*** QuantLibObjects_vc8.vcproj	15 Sep 2006 10:07:34 -0000	1.43
--- QuantLibObjects_vc8.vcproj	23 Sep 2006 11:00:42 -0000	1.44
***************
*** 926,973 ****
  			>
  			<File
- 				RelativePath="qlo\Loop\loop_bonds.hpp"
- 				>
- 			</File>
- 			<File
  				RelativePath="qlo\Loop\loop_calendar.hpp"
  				>
  			</File>
  			<File
- 				RelativePath="qlo\Loop\loop_capfloor.hpp"
- 				>
- 			</File>
- 			<File
  				RelativePath="qlo\Loop\loop_capletvolstructure.hpp"
  				>
  			</File>
  			<File
- 				RelativePath="qlo\Loop\loop_daycounter.hpp"
- 				>
- 			</File>
- 			<File
  				RelativePath="qlo\Loop\loop_index.hpp"
  				>
  			</File>
  			<File
- 				RelativePath="qlo\Loop\loop_interpolation.hpp"
- 				>
- 			</File>
- 			<File
  				RelativePath="qlo\Loop\loop_marketmodels.hpp"
  				>
  			</File>
  			<File
- 				RelativePath="qlo\Loop\loop_statistics.hpp"
- 				>
- 			</File>
- 			<File
- 				RelativePath="qlo\Loop\loop_swaption.hpp"
- 				>
- 			</File>
- 			<File
- 				RelativePath="qlo\Loop\loop_swaptionvolstructure.hpp"
- 				>
- 			</File>
- 			<File
  				RelativePath="qlo\Loop\loop_termstructures.hpp"
  				>
--- 926,945 ----

Index: QuantLibObjects.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects.vcproj,v
retrieving revision 1.35
retrieving revision 1.36
diff -C2 -d -r1.35 -r1.36
*** QuantLibObjects.vcproj	15 Sep 2006 10:07:34 -0000	1.35
--- QuantLibObjects.vcproj	23 Sep 2006 11:00:42 -0000	1.36
***************
*** 787,823 ****
  			Filter="">
  			<File
- 				RelativePath="qlo\Loop\loop_bonds.hpp">
- 			</File>
- 			<File
  				RelativePath="qlo\Loop\loop_calendar.hpp">
  			</File>
  			<File
- 				RelativePath="qlo\Loop\loop_capfloor.hpp">
- 			</File>
- 			<File
  				RelativePath="qlo\Loop\loop_capletvolstructure.hpp">
  			</File>
  			<File
- 				RelativePath="qlo\Loop\loop_daycounter.hpp">
- 			</File>
- 			<File
  				RelativePath="qlo\Loop\loop_index.hpp">
  			</File>
  			<File
- 				RelativePath="qlo\Loop\loop_interpolation.hpp">
- 			</File>
- 			<File
  				RelativePath="qlo\Loop\loop_marketmodels.hpp">
  			</File>
  			<File
- 				RelativePath="qlo\Loop\loop_statistics.hpp">
- 			</File>
- 			<File
- 				RelativePath="qlo\Loop\loop_swaption.hpp">
- 			</File>
- 			<File
- 				RelativePath="qlo\Loop\loop_swaptionvolstructure.hpp">
- 			</File>
- 			<File
  				RelativePath="qlo\Loop\loop_termstructures.hpp">
  			</File>
--- 787,802 ----

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata bonds.xml, 1.30, 1.31 calendar.xml, 1.25, 1.26 couponvectors.xml, 1.29, 1.30 index.xml, 1.36, 1.37 marketmodels.xml, 1.36, 1.37 processes.xml, 1.11, 1.12 randomsequencegenerator.xml, 1.13, 1.14 ratehelpers.xml, 1.22, 1.23 swap.xml, 1.24, 1.25 swaptionvolstructure.xml, 1.53, 1.54 termstructures.xml, 1.34, 1.35

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14269/gensrc/metadata

Modified Files:
	bonds.xml calendar.xml couponvectors.xml index.xml 
	marketmodels.xml processes.xml randomsequencegenerator.xml 
	ratehelpers.xml swap.xml swaptionvolstructure.xml 
	termstructures.xml 
Log Message:
implement separate gensrc class to generate source code for loop functions

Index: index.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v
retrieving revision 1.36
retrieving revision 1.37
diff -C2 -d -r1.36 -r1.37
*** index.xml	15 Sep 2006 10:07:35 -0000	1.36
--- index.xml	22 Sep 2006 15:21:16 -0000	1.37
***************
*** 43,47 ****
            <Parameter name='fixingDate' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>scalar</tensorRank>
              <description>fixing date(s)</description>
            </Parameter>
--- 43,47 ----
            <Parameter name='fixingDate' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>vector</tensorRank>
              <description>fixing date(s)</description>
            </Parameter>
***************
*** 55,59 ****
        <ReturnValue libraryType='QuantLib::Rate'>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
--- 55,59 ----
        <ReturnValue libraryType='QuantLib::Rate'>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 187,191 ****
            <Parameter name='fixingDate' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>scalar</tensorRank>
              <description>fixing date(s)</description>
            </Parameter>
--- 187,191 ----
            <Parameter name='fixingDate' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>vector</tensorRank>
              <description>fixing date(s)</description>
            </Parameter>
***************
*** 194,198 ****
        <ReturnValue libraryType='QuantLib::Rate'>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
--- 194,198 ----
        <ReturnValue libraryType='QuantLib::Rate'>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.36
retrieving revision 1.37
diff -C2 -d -r1.36 -r1.37
*** marketmodels.xml	21 Sep 2006 12:03:30 -0000	1.36
--- marketmodels.xml	22 Sep 2006 15:21:16 -0000	1.37
***************
*** 727,731 ****
            <Parameter name='tMax' const='False'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
--- 727,731 ----
            <Parameter name='tMax' const='False'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
***************
*** 744,748 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
--- 744,748 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 763,767 ****
            <Parameter name='tMax' const='False'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
--- 763,767 ----
            <Parameter name='tMax' const='False'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
***************
*** 775,779 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
--- 775,779 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 794,798 ****
            <Parameter name='tMax' const='False'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
--- 794,798 ----
            <Parameter name='tMax' const='False'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
***************
*** 806,810 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
--- 806,810 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 1288,1292 ****
      </Member>
  
!     <Member name='qlCurveStateForwardRate' libraryClass='CurveState' loopParameter='None'>
        <description>set the CurveState object on given vector of forward rates</description>
        <libraryFunction>forwardRate</libraryFunction>
--- 1288,1292 ----
      </Member>
  
!     <Member name='qlCurveStateForwardRate' libraryClass='CurveState'>
        <description>set the CurveState object on given vector of forward rates</description>
        <libraryFunction>forwardRate</libraryFunction>
***************
*** 1310,1314 ****
      </Member>
  
!     <Member name='qlCurveStateDiscountRatio' libraryClass='CurveState' loopParameter='None'>
        <description>set the CurveState object on given vector of discount ratios</description>
        <libraryFunction>discountRatio</libraryFunction>
--- 1310,1314 ----
      </Member>
  
!     <Member name='qlCurveStateDiscountRatio' libraryClass='CurveState'>
        <description>set the CurveState object on given vector of discount ratios</description>
        <libraryFunction>discountRatio</libraryFunction>
***************
*** 1337,1341 ****
      </Member>
  
!     <Member name='qlCurveStateCoterminalSwapRate' libraryClass='CurveState' loopParameter='None'>
        <description>set the CurveState object on given vector of coterminal swaps</description>
        <libraryFunction>coterminalSwapRate</libraryFunction>
--- 1337,1341 ----
      </Member>
  
!     <Member name='qlCurveStateCoterminalSwapRate' libraryClass='CurveState'>
        <description>set the CurveState object on given vector of coterminal swaps</description>
        <libraryFunction>coterminalSwapRate</libraryFunction>

Index: bonds.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v
retrieving revision 1.30
retrieving revision 1.31
diff -C2 -d -r1.30 -r1.31
*** bonds.xml	15 Sep 2006 10:07:35 -0000	1.30
--- bonds.xml	22 Sep 2006 15:21:15 -0000	1.31
***************
*** 189,193 ****
      </Member>
  
!     <Member name='qlBondThYield' libraryClass='FixedCouponBond' loopParameter='None'>
        <description>Theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description>
        <libraryFunction>yield</libraryFunction>
--- 189,193 ----
      </Member>
  
!     <Member name='qlBondThYield' libraryClass='FixedCouponBond'>
        <description>Theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description>
        <libraryFunction>yield</libraryFunction>
***************
*** 273,277 ****
      </Member>
  
!     <Member name='qlBondYield' libraryClass='Bond' loopParameter='None'>
        <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>
--- 273,277 ----
      </Member>
  
!     <Member name='qlBondYield' libraryClass='Bond'>
        <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>

Index: calendar.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v
retrieving revision 1.25
retrieving revision 1.26
diff -C2 -d -r1.25 -r1.26
*** calendar.xml	15 Sep 2006 10:07:35 -0000	1.25
--- calendar.xml	22 Sep 2006 15:21:15 -0000	1.26
***************
*** 234,238 ****
            <Parameter name='period' libraryType='QuantLib::Period'>
              <type>string</type>
!             <tensorRank>scalar</tensorRank>
              <description>period(s) to advance (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description>
            </Parameter>
--- 234,238 ----
            <Parameter name='period' libraryType='QuantLib::Period'>
              <type>string</type>
!             <tensorRank>vector</tensorRank>
              <description>period(s) to advance (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description>
            </Parameter>
***************
*** 251,255 ****
        <ReturnValue libraryType='QuantLib::Date'>
          <type>long</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </EnumerationMember>
--- 251,255 ----
        <ReturnValue libraryType='QuantLib::Date'>
          <type>long</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </EnumerationMember>

Index: swap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v
retrieving revision 1.24
retrieving revision 1.25
diff -C2 -d -r1.24 -r1.25
*** swap.xml	4 Sep 2006 19:21:04 -0000	1.24
--- swap.xml	22 Sep 2006 15:21:16 -0000	1.25
***************
*** 44,48 ****
      </Constructor>
  
!     <Member name='qlSwapLegAnalysis' objectClass='Swap' loopParameter='None'>
        <description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description>
        <libraryFunction>legAnalysis</libraryFunction>
--- 44,48 ----
      </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>
        <libraryFunction>legAnalysis</libraryFunction>
***************
*** 66,70 ****
      </Member>
  
!     <Member name='qlSwapLegBPS' libraryClass='Swap' loopParameter='None'>
        <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description>
        <libraryFunction>legBPS</libraryFunction>
--- 66,70 ----
      </Member>
  
!     <Member name='qlSwapLegBPS' libraryClass='Swap'>
        <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description>
        <libraryFunction>legBPS</libraryFunction>

Index: ratehelpers.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v
retrieving revision 1.22
retrieving revision 1.23
diff -C2 -d -r1.22 -r1.23
*** ratehelpers.xml	15 Sep 2006 10:07:35 -0000	1.22
--- ratehelpers.xml	22 Sep 2006 15:21:16 -0000	1.23
***************
*** 65,69 ****
  
      <!--Member name='qlSetQuote' objectClass='RateHelper'-->
!     <Member name='qlSetQuote' objectClass='RateHelper' loopParameter='None'>
        <description>update quote of existing Rate Helper object</description>
        <libraryFunction>setQuote</libraryFunction>
--- 65,69 ----
  
      <!--Member name='qlSetQuote' objectClass='RateHelper'-->
!     <Member name='qlSetQuote' objectClass='RateHelper'>
        <description>update quote of existing Rate Helper object</description>
        <libraryFunction>setQuote</libraryFunction>
***************
*** 197,201 ****
      </Member>
  
!     <Member name='qlSetConvexityAdjustment' objectClass='FuturesRateHelper' loopParameter='None'>
        <description>update convexity adjustment of existing FuturesRateHelper object</description>
        <libraryFunction>setConvexityAdjustment</libraryFunction>
--- 197,201 ----
      </Member>
  
!     <Member name='qlSetConvexityAdjustment' objectClass='FuturesRateHelper'>
        <description>update convexity adjustment of existing FuturesRateHelper object</description>
        <libraryFunction>setConvexityAdjustment</libraryFunction>

Index: randomsequencegenerator.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/randomsequencegenerator.xml,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** randomsequencegenerator.xml	1 Sep 2006 14:09:34 -0000	1.13
--- randomsequencegenerator.xml	22 Sep 2006 15:21:16 -0000	1.14
***************
*** 3,10 ****
    <displayName>Random Sequence Generator</displayName>
    <xlFunctionWizardCategory>QuantLib - Math</xlFunctionWizardCategory>
-   <includes>
-     <include>qlo/randomsequencegenerator.hpp</include>
-     <include>qlo/vo_randomsequencegenerator.hpp</include>
-   </includes>
    <copyright>
   Copyright (C) 2006 Ferdinando Ametrano
--- 3,6 ----

Index: termstructures.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v
retrieving revision 1.34
retrieving revision 1.35
diff -C2 -d -r1.34 -r1.35
*** termstructures.xml	15 Sep 2006 10:07:35 -0000	1.34
--- termstructures.xml	22 Sep 2006 15:21:16 -0000	1.35
***************
*** 71,75 ****
      </Member>
  
!     <Member name='qlDiscount' libraryClass='YieldTermStructure'>
        <description>Returns a vector of discount factors corresponding to a vector of dates for a given yield term structure</description>
        <libraryFunction>discount</libraryFunction>
--- 71,75 ----
      </Member>
  
!     <Member name='qlDiscount' libraryClass='YieldTermStructure' loopParameter='DfDates'>
        <description>Returns a vector of discount factors corresponding to a vector of dates for a given yield term structure</description>
        <libraryFunction>discount</libraryFunction>
***************
*** 81,85 ****
            <Parameter name='DfDates' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>scalar</tensorRank>
              <description>vector of dates</description>
            </Parameter>
--- 81,85 ----
            <Parameter name='DfDates' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>vector</tensorRank>
              <description>vector of dates</description>
            </Parameter>
***************
*** 93,97 ****
        <ReturnValue libraryType='QuantLib::DiscountFactor'>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
--- 93,97 ----
        <ReturnValue libraryType='QuantLib::DiscountFactor'>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 112,116 ****
            <Parameter name='d2' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>scalar</tensorRank>
              <description>date 2</description>
            </Parameter>
--- 112,116 ----
            <Parameter name='d2' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>vector</tensorRank>
              <description>date 2</description>
            </Parameter>
***************
*** 139,143 ****
        <ReturnValue libraryType='QuantLib::InterestRate'>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
--- 139,143 ----
        <ReturnValue libraryType='QuantLib::InterestRate'>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 267,271 ****
      </Constructor>
  
!     <Member name='qlHandleYieldTermStructureLinkTo' objectClass='Handle&lt;QuantLib::YieldTermStructure&gt;' loopParameter='None'>
        <libraryFunction>linkTo</libraryFunction>
        <description>relink handle</description>
--- 267,271 ----
      </Constructor>
  
!     <Member name='qlHandleYieldTermStructureLinkTo' objectClass='Handle&lt;QuantLib::YieldTermStructure&gt;'>
        <libraryFunction>linkTo</libraryFunction>
        <description>relink handle</description>

Index: processes.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/processes.xml,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** processes.xml	4 Sep 2006 19:21:04 -0000	1.11
--- processes.xml	22 Sep 2006 15:21:16 -0000	1.12
***************
*** 3,10 ****
    <displayName>Processes</displayName>
    <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
-   <includes>
-     <include>qlo/processes.hpp</include>
-     <include>qlo/vo_processes.hpp</include>
-   </includes>
    <copyright>
   Copyright (C) 2004, 2005 Eric Ehlers
--- 3,6 ----

Index: couponvectors.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v
retrieving revision 1.29
retrieving revision 1.30
diff -C2 -d -r1.29 -r1.30
*** couponvectors.xml	4 Sep 2006 19:21:04 -0000	1.29
--- couponvectors.xml	22 Sep 2006 15:21:15 -0000	1.30
***************
*** 183,187 ****
      </Member>
  
!     <Member name='qlGetBPS' objectClass='CouponVector' loopParameter='None'>
        <description>basis point sensitivity</description>
        <libraryFunction>getBPS</libraryFunction>
--- 183,187 ----
      </Member>
  
!     <Member name='qlGetBPS' objectClass='CouponVector'>
        <description>basis point sensitivity</description>
        <libraryFunction>getBPS</libraryFunction>

Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.53
retrieving revision 1.54
diff -C2 -d -r1.53 -r1.54
*** swaptionvolstructure.xml	15 Sep 2006 15:14:11 -0000	1.53
--- swaptionvolstructure.xml	22 Sep 2006 15:21:16 -0000	1.54
***************
*** 20,24 ****
  
      <!--Member name='qlSwaptionVTSVolatility' handleToLib='SwaptionVolatilityStructure' loopParameter='strike'-->
!     <Member name='qlSwaptionVTSVolatility' handleToLib='SwaptionVolatilityStructure' loopParameter='None'>
        <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date and underlying swap length.</description>
        <libraryFunction>volatility</libraryFunction>
--- 20,24 ----
  
      <!--Member name='qlSwaptionVTSVolatility' handleToLib='SwaptionVolatilityStructure' loopParameter='strike'-->
!     <Member name='qlSwaptionVTSVolatility' handleToLib='SwaptionVolatilityStructure'>
        <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date and underlying swap length.</description>
        <libraryFunction>volatility</libraryFunction>
***************
*** 57,61 ****
  
      <!--Member name='qlSwaptionVTSBlackVariance' libraryClass='SwaptionVolatilityStructure' loopParameter='strike'-->
!     <Member name='qlSwaptionVTSBlackVariance' libraryClass='SwaptionVolatilityStructure' loopParameter='None'>
        <description>Returns a vector of black volatilities corresponding to a vector of strikes for a given exercise date.</description>
        <libraryFunction>blackVariance</libraryFunction>
--- 57,61 ----
  
      <!--Member name='qlSwaptionVTSBlackVariance' libraryClass='SwaptionVolatilityStructure' loopParameter='strike'-->
!     <Member name='qlSwaptionVTSBlackVariance' libraryClass='SwaptionVolatilityStructure'>
        <description>Returns a vector of black volatilities corresponding to a vector of strikes for a given exercise date.</description>
        <libraryFunction>blackVariance</libraryFunction>
***************
*** 315,319 ****
      </Member>
  
!     <Member name='qlSwaptionVTSMatrixLocate' objectClass='SwaptionVolatilityMatrix' loopParameter='None'>
        <description>Returns the lower indexes of sourrounding volatility matrix corners.</description>
        <libraryFunction>locate</libraryFunction>
--- 315,319 ----
      </Member>
  
!     <Member name='qlSwaptionVTSMatrixLocate' objectClass='SwaptionVolatilityMatrix'>
        <description>Returns the lower indexes of sourrounding volatility matrix corners.</description>
        <libraryFunction>locate</libraryFunction>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.35, 1.36

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv561/gensrc/metadata

Modified Files:
	marketmodels.xml 
Log Message:
qlSwapForwardJacobian - use libraryClass not libraryType

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.35
retrieving revision 1.36
diff -C2 -d -r1.35 -r1.36
*** marketmodels.xml	20 Sep 2006 10:36:13 -0000	1.35
--- marketmodels.xml	21 Sep 2006 12:03:30 -0000	1.36
***************
*** 5,8 ****
--- 5,9 ----
    <includes>
      <include>ql/MarketModels/swapforwardconversionmatrix.hpp</include>
+     <include>ql/MarketModels/curvestate.hpp</include>
      <include>qlo/optimization.hpp</include>
      <include>qlo/marketmodels.hpp</include>
***************
*** 1132,1136 ****
      <!-- CurveState class interface and costructor -->
  
!     <!--<Procedure name='qlSwapForwardJacobian'>
        <description>return the Jacobian between swap and forward rates</description>
        <alias>swapForwardJacobian</alias>
--- 1133,1137 ----
      <!-- CurveState class interface and costructor -->
  
!     <!--Procedure name='qlSwapForwardJacobian'>
        <description>return the Jacobian between swap and forward rates</description>
        <alias>swapForwardJacobian</alias>
***************
*** 1142,1146 ****
        <ParameterList>
          <Parameters>
!         <Parameter name='curveState' libraryType='QuantLib::CurveState'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
--- 1143,1147 ----
        <ParameterList>
          <Parameters>
!         <Parameter name='curveState' libraryClass='CurveState'>
            <type>string</type>
            <tensorRank>scalar</tensorRank>
***************
*** 1153,1157 ****
          <tensorRank>matrix</tensorRank>
        </ReturnValue>
!     </Procedure>-->
  
  
--- 1154,1158 ----
          <tensorRank>matrix</tensorRank>
        </ReturnValue>
!     </Procedure-->
  
  

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumclasses.xml, 1.25, 1.26

[Chiara F. <chi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31634/gensrc/metadata

Modified Files:
	enumclasses.xml 
Log Message:
esposed to excel the following indexes:
EURIBORSSWAPFIX 2yrs, 5yrs, 10yrs and 30yrs published by IFR Markets.
Murex strings used for these indexes are: EURIBOR SW 2Y, EURIBOR SW 5Y, EURIBOR SW 10Y
 and EURIBOR SW 30Y. These strings are no more attached to Euribor Swap Isda Fix A.

Index: enumclasses.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumclasses.xml,v
retrieving revision 1.25
retrieving revision 1.26
diff -C2 -d -r1.25 -r1.26
*** enumclasses.xml	20 Sep 2006 14:38:21 -0000	1.25
--- enumclasses.xml	20 Sep 2006 16:14:35 -0000	1.26
***************
*** 754,767 ****
            </EnumerationDefinition>
            <EnumerationDefinition>
-               <string>EURIBOR SW 2Y</string>
-               <value>EURIBORSWAPFIXA_2Y</value>
-               <libraryClass>QuantLib::EuriborSwapFixA2Y</libraryClass>
-           </EnumerationDefinition>
-           <EnumerationDefinition>
-               <string>EURIBOR SW 5Y</string>
-               <value>EURIBORSWAPFIXA_5Y</value>
-               <libraryClass>QuantLib::EuriborSwapFixA5Y</libraryClass>
-           </EnumerationDefinition>
-           <EnumerationDefinition>
                <string>EURBSW5Y ISFX2</string>
                <value>EURIBORSWAPFIXA_5Y</value>
--- 754,757 ----
***************
*** 774,782 ****
            </EnumerationDefinition>
            <EnumerationDefinition>
-               <string>EURIBOR SW 10Y</string>
-               <value>EURIBORSWAPFIXA_10Y</value>
-               <libraryClass>QuantLib::EuriborSwapFixA10Y</libraryClass>
-           </EnumerationDefinition>
-           <EnumerationDefinition>
                <string>EURBSW15Y ISFX2</string>
                <value>EURIBORSWAPFIXA_15Y</value>
--- 764,767 ----
***************
*** 789,797 ****
            </EnumerationDefinition>
            <EnumerationDefinition>
-               <string>EURIBOR SW 30Y</string>
-               <value>EURIBORSWAPFIXA_30Y</value>
-               <libraryClass>QuantLib::EuriborSwapFixA30Y</libraryClass>
-           </EnumerationDefinition>
-           <EnumerationDefinition>
                <string>EURBSW30Y ISFX2</string>
                <value>EURIBORSWAPFIXA_30Y</value>
--- 774,777 ----
***************
*** 961,965 ****
                <libraryClass>QuantLib::EurliborSwapFixB10Y</libraryClass>
            </EnumerationDefinition>
!           <!-- QuantLib::EurliborSwapFixIFR only 10 and 30 years tenors are enumerated strings only to receive Murex Input-->
            <EnumerationDefinition>
                <string>EurliborSwapFixIFR10Y</string>
--- 941,945 ----
                <libraryClass>QuantLib::EurliborSwapFixB10Y</libraryClass>
            </EnumerationDefinition>
!           <!-- QuantLib::EurliborSwapFixIFR only 10 and 30 years tenors are enumerated-->
            <EnumerationDefinition>
                <string>EurliborSwapFixIFR10Y</string>
***************
*** 972,976 ****
                <libraryClass>QuantLib::EurliborSwapFixIFR30Y</libraryClass>
            </EnumerationDefinition>
!           <!-- QuantLib::EurliborSwapFixIFR only 10 and 30 years tenors are enumerated -->
            <EnumerationDefinition>
                <string>EUR LIBOR SW10Y</string>
--- 952,956 ----
                <libraryClass>QuantLib::EurliborSwapFixIFR30Y</libraryClass>
            </EnumerationDefinition>
!           <!-- QuantLib::EurliborSwapFixIFR only 10 and 30 years tenors are enumerated strings only to receive Murex Input-->
            <EnumerationDefinition>
                <string>EUR LIBOR SW10Y</string>
***************
*** 983,987 ****
                <libraryClass>QuantLib::EurliborSwapFixIFR30Y</libraryClass>
            </EnumerationDefinition>
!           
        </EnumerationDefinitions>
      </Enumeration>
--- 963,1008 ----
                <libraryClass>QuantLib::EurliborSwapFixIFR30Y</libraryClass>
            </EnumerationDefinition>
!           <!-- QuantLib::EuriborSwapFixIFR only 2, 5, 10 and 30 years tenors are enumerated because of missing historical data on other tenors-->
!           <EnumerationDefinition>
!               <string>EuriborSwapFixIFR2Y</string>
!               <value>EURIBORSWAPFIXIFR_2Y</value>
!               <libraryClass>QuantLib::EuriborSwapFixIFR2Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EuriborSwapFixIFR5Y</string>
!               <value>EURIBORSWAPFIXIFR_5Y</value>
!               <libraryClass>QuantLib::EuriborSwapFixIFR5Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EuriborSwapFixIFR10Y</string>
!               <value>EURIBORSWAPFIXIFR_10Y</value>
!               <libraryClass>QuantLib::EuriborSwapFixIFR10Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EuriborSwapFixIFR30Y</string>
!               <value>EURIBORSWAPFIXIFR_30Y</value>
!               <libraryClass>QuantLib::EuriborSwapFixIFR30Y</libraryClass>
!           </EnumerationDefinition>
!                     <!-- QuantLib::EuriborSwapFixIFR only 2, 5, 10 and 30 years tenors are enumerated because of missing historical data on other tenors string only for Murex export-->
!           <EnumerationDefinition>
!               <string>EURIBOR SW 2Y</string>
!               <value>EURIBORSWAPFIXIFR_2Y</value>
!               <libraryClass>QuantLib::EuriborSwapFixIFR2Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EURIBOR SW 5Y</string>
!               <value>EURIBORSWAPFIXIFR_5Y</value>
!               <libraryClass>QuantLib::EuriborSwapFixIFR5Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EURIBOR SW 10Y</string>
!               <value>EURIBORSWAPFIXIFR_10Y</value>
!               <libraryClass>QuantLib::EuriborSwapFixIFR10Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EURIBOR SW 30Y</string>
!               <value>EURIBORSWAPFIXIFR_30Y</value>
!               <libraryClass>QuantLib::EuriborSwapFixIFR30Y</libraryClass>
!           </EnumerationDefinition>
        </EnumerationDefinitions>
      </Enumeration>

[QuantLibAddin-cvs] QuantLibAddin/qlo enumclassctors.cpp, 1.28, 1.29 enumclassctors.hpp, 1.25, 1.26 typefactory.hpp, 1.40, 1.41

[Chiara F. <chi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31634/qlo

Modified Files:
	enumclassctors.cpp enumclassctors.hpp typefactory.hpp 
Log Message:
esposed to excel the following indexes:
EURIBORSSWAPFIX 2yrs, 5yrs, 10yrs and 30yrs published by IFR Markets.
Murex strings used for these indexes are: EURIBOR SW 2Y, EURIBOR SW 5Y, EURIBOR SW 10Y
 and EURIBOR SW 30Y. These strings are no more attached to Euribor Swap Isda Fix A.

Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.28
retrieving revision 1.29
diff -C2 -d -r1.28 -r1.29
*** enumclassctors.cpp	20 Sep 2006 14:38:21 -0000	1.28
--- enumclassctors.cpp	20 Sep 2006 16:14:35 -0000	1.29
***************
*** 822,825 ****
--- 822,846 ----
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
+       /* *** EuriborSwapFixIFR *** */
+     boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXIFR_2Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EuriborSwapFixIFR2Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXIFR_5Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EuriborSwapFixIFR5Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXIFR_10Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EuriborSwapFixIFR10Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXIFR_30Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EuriborSwapFixIFR30Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
  
  }

Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.25
retrieving revision 1.26
diff -C2 -d -r1.25 -r1.26
*** enumclassctors.hpp	20 Sep 2006 14:38:21 -0000	1.25
--- enumclassctors.hpp	20 Sep 2006 16:14:35 -0000	1.26
***************
*** 264,267 ****
--- 264,272 ----
      boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXIFR_10Y();
      boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXIFR_30Y();
+     /* *** EuriborSwapFixIFR *** */
+     boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXIFR_2Y();
+     boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXIFR_5Y();
+     boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXIFR_10Y();
+     boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXIFR_30Y();
  }
  

Index: typefactory.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v
retrieving revision 1.40
retrieving revision 1.41
diff -C2 -d -r1.40 -r1.41
*** typefactory.hpp	20 Sep 2006 14:38:21 -0000	1.40
--- typefactory.hpp	20 Sep 2006 16:14:35 -0000	1.41
***************
*** 31,34 ****
--- 31,35 ----
  #include <ql/Indexes/eurliborswapfixb.hpp>
  #include <ql/Indexes/eurliborswapfixifr.hpp>
+ #include <ql/Indexes/euriborswapfixifr.hpp>
  #include <ql/TermStructures/ratehelpers.hpp>
  #include <ql/CashFlows/cmscoupon.hpp>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumclasses.xml, 1.24, 1.25

[Chiara F. <chi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22318/gensrc/metadata

Modified Files:
	enumclasses.xml 
Log Message:
esposed to excel EurliborSwapFixIFR 10Y and EurliborSwapFixIFR 30Y and Murex strings

Index: enumclasses.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumclasses.xml,v
retrieving revision 1.24
retrieving revision 1.25
diff -C2 -d -r1.24 -r1.25
*** enumclasses.xml	19 Sep 2006 10:52:56 -0000	1.24
--- enumclasses.xml	20 Sep 2006 14:38:21 -0000	1.25
***************
*** 961,964 ****
--- 961,987 ----
                <libraryClass>QuantLib::EurliborSwapFixB10Y</libraryClass>
            </EnumerationDefinition>
+           <!-- QuantLib::EurliborSwapFixIFR only 10 and 30 years tenors are enumerated strings only to receive Murex Input-->
+           <EnumerationDefinition>
+               <string>EurliborSwapFixIFR10Y</string>
+               <value>EURLIBORSWAPFIXIFR_10Y</value>
+               <libraryClass>QuantLib::EurliborSwapFixIFR10Y</libraryClass>
+           </EnumerationDefinition>
+           <EnumerationDefinition>
+               <string>EurliborSwapFixIFR30Y</string>
+               <value>EURLIBORSWAPFIXIFR_30Y</value>
+               <libraryClass>QuantLib::EurliborSwapFixIFR30Y</libraryClass>
+           </EnumerationDefinition>
+           <!-- QuantLib::EurliborSwapFixIFR only 10 and 30 years tenors are enumerated -->
+           <EnumerationDefinition>
+               <string>EUR LIBOR SW10Y</string>
+               <value>EURLIBORSWAPFIXIFR_10Y</value>
+               <libraryClass>QuantLib::EurliborSwapFixIFR10Y</libraryClass>
+           </EnumerationDefinition>
+           <EnumerationDefinition>
+               <string>EUR LIBOR SW30Y</string>
+               <value>EURLIBORSWAPFIXIFR_30Y</value>
+               <libraryClass>QuantLib::EurliborSwapFixIFR30Y</libraryClass>
+           </EnumerationDefinition>
+           
        </EnumerationDefinitions>
      </Enumeration>

[QuantLibAddin-cvs] QuantLibAddin/qlo enumclassctors.cpp, 1.27, 1.28 enumclassctors.hpp, 1.24, 1.25 typefactory.hpp, 1.39, 1.40

[Chiara F. <chi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22318/qlo

Modified Files:
	enumclassctors.cpp enumclassctors.hpp typefactory.hpp 
Log Message:
esposed to excel EurliborSwapFixIFR 10Y and EurliborSwapFixIFR 30Y and Murex strings

Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.27
retrieving revision 1.28
diff -C2 -d -r1.27 -r1.28
*** enumclassctors.cpp	19 Sep 2006 10:52:57 -0000	1.27
--- enumclassctors.cpp	20 Sep 2006 14:38:21 -0000	1.28
***************
*** 811,815 ****
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
! 
  
  }
--- 811,825 ----
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
!        /* *** EurliborSwapFixIFR *** */
!       boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXIFR_10Y() {
!         return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::EurliborSwapFixIFR10Y(
!                 EuriborHandle::instance().handleYieldTermStructure()));
!     }
!       boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXIFR_30Y() {
!         return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::EurliborSwapFixIFR30Y(
!                 EuriborHandle::instance().handleYieldTermStructure()));
!     }
  
  }

Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.24
retrieving revision 1.25
diff -C2 -d -r1.24 -r1.25
*** enumclassctors.hpp	19 Sep 2006 10:52:57 -0000	1.24
--- enumclassctors.hpp	20 Sep 2006 14:38:21 -0000	1.25
***************
*** 261,264 ****
--- 261,267 ----
      boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_25Y();
      boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_30Y();
+        /* *** EurliborSwapFixIFR *** */
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXIFR_10Y();
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXIFR_30Y();
  }
  

Index: typefactory.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v
retrieving revision 1.39
retrieving revision 1.40
diff -C2 -d -r1.39 -r1.40
*** typefactory.hpp	19 Sep 2006 10:52:57 -0000	1.39
--- typefactory.hpp	20 Sep 2006 14:38:21 -0000	1.40
***************
*** 30,33 ****
--- 30,34 ----
  #include <ql/Indexes/eurliborswapfixa.hpp>
  #include <ql/Indexes/eurliborswapfixb.hpp>
+ #include <ql/Indexes/eurliborswapfixifr.hpp>
  #include <ql/TermStructures/ratehelpers.hpp>
  #include <ql/CashFlows/cmscoupon.hpp>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.34, 1.35

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11956/gensrc/metadata

Modified Files:
	marketmodels.xml 
Log Message:
Mark 4th week: session 2

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.34
retrieving revision 1.35
diff -C2 -d -r1.34 -r1.35
*** marketmodels.xml	18 Sep 2006 07:07:26 -0000	1.34
--- marketmodels.xml	20 Sep 2006 10:36:13 -0000	1.35
***************
*** 4,7 ****
--- 4,8 ----
    <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
    <includes>
+     <include>ql/MarketModels/swapforwardconversionmatrix.hpp</include>
      <include>qlo/optimization.hpp</include>
      <include>qlo/marketmodels.hpp</include>
***************
*** 1131,1134 ****
--- 1132,1159 ----
      <!-- CurveState class interface and costructor -->
  
+     <!--<Procedure name='qlSwapForwardJacobian'>
+       <description>return the Jacobian between swap and forward rates</description>
+       <alias>swapForwardJacobian</alias>
+       <functionCategory>QuantLib</functionCategory>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+         <supportedPlatform>calc</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters>
+         <Parameter name='curveState' libraryType='QuantLib::CurveState'>
+           <type>string</type>
+           <tensorRank>scalar</tensorRank>
+           <description>ID of CurveState object</description>
+         </Parameter>
+         </Parameters>
+       </ParameterList>
+       <ReturnValue libraryType='QuantLib::Matrix'>
+         <type>double</type>
+         <tensorRank>matrix</tensorRank>
+       </ReturnValue>
+     </Procedure>-->
+ 
+ 
      <Member name='qlCurveStateRateTimes' libraryClass='CurveState'>
        <description>return the rate times of the CurveState object</description>

[QuantLibAddin-cvs] QuantLibAddin/qlo enumclassctors.cpp, 1.26, 1.27 enumclassctors.hpp, 1.23, 1.24 typefactory.hpp, 1.38, 1.39

[Chiara F. <chi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6036/qlo

Modified Files:
	enumclassctors.cpp enumclassctors.hpp typefactory.hpp 
Log Message:
added new eriliborswapfixb indexes and correposnding strings  to receive murex export

Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.26
retrieving revision 1.27
diff -C2 -d -r1.26 -r1.27
*** enumclassctors.cpp	15 Sep 2006 15:19:27 -0000	1.26
--- enumclassctors.cpp	19 Sep 2006 10:52:57 -0000	1.27
***************
*** 735,738 ****
--- 735,815 ----
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
+         /* *** EurliborSwapFixB *** */
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_1Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixB1Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_2Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixB2Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_3Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixB3Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_4Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixB4Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_5Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixB5Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_6Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixB6Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_7Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixB7Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_8Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixB8Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_9Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixB9Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_10Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixB10Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_12Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixB12Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_15Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixB15Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_20Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixB20Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_25Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixB25Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_30Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixB30Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+ 
  
  }

Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.23
retrieving revision 1.24
diff -C2 -d -r1.23 -r1.24
*** enumclassctors.hpp	13 Sep 2006 08:04:07 -0000	1.23
--- enumclassctors.hpp	19 Sep 2006 10:52:57 -0000	1.24
***************
*** 245,248 ****
--- 245,264 ----
      boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_25Y();
      boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_30Y();
+        /* *** EurliborSwapFixB *** */
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_1Y();
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_2Y();
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_3Y();
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_4Y();
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_5Y();
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_6Y();
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_7Y();
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_8Y();
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_9Y();
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_10Y();
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_12Y();
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_15Y();
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_20Y();
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_25Y();
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_30Y();
  }
  

Index: typefactory.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v
retrieving revision 1.38
retrieving revision 1.39
diff -C2 -d -r1.38 -r1.39
*** typefactory.hpp	13 Sep 2006 08:04:07 -0000	1.38
--- typefactory.hpp	19 Sep 2006 10:52:57 -0000	1.39
***************
*** 29,32 ****
--- 29,33 ----
  #include <ql/Indexes/eurlibor.hpp>
  #include <ql/Indexes/eurliborswapfixa.hpp>
+ #include <ql/Indexes/eurliborswapfixb.hpp>
  #include <ql/TermStructures/ratehelpers.hpp>
  #include <ql/CashFlows/cmscoupon.hpp>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumclasses.xml, 1.23, 1.24

[Chiara F. <chi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6036/gensrc/metadata

Modified Files:
	enumclasses.xml 
Log Message:
added new eriliborswapfixb indexes and correposnding strings  to receive murex export

Index: enumclasses.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumclasses.xml,v
retrieving revision 1.23
retrieving revision 1.24
diff -C2 -d -r1.23 -r1.24
*** enumclasses.xml	15 Sep 2006 15:19:27 -0000	1.23
--- enumclasses.xml	19 Sep 2006 10:52:56 -0000	1.24
***************
*** 874,887 ****
                <libraryClass>QuantLib::EurliborSwapFixA30Y</libraryClass>
            </EnumerationDefinition>
!           <!-- EurliborSwapFixA strings only to receive Murex Input -->
            <EnumerationDefinition>
                <string>EURLSW1Y ISFX2</string>
!               <value>EURLIBORSWAPFIXA_1Y</value>
!               <libraryClass>QuantLib::EurliborSwapFixA1Y</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EURLSW10Y ISFX2</string>
!               <value>EURLIBORSWAPFIXA_10Y</value>
!               <libraryClass>QuantLib::EurliborSwapFixA10Y</libraryClass>
            </EnumerationDefinition>
        </EnumerationDefinitions>
--- 874,963 ----
                <libraryClass>QuantLib::EurliborSwapFixA30Y</libraryClass>
            </EnumerationDefinition>
!           <!-- QuantLib::EurliborSwapFixB -->
!           <EnumerationDefinition>
!               <string>EurliborSwapFixB1Y</string>
!               <value>EURLIBORSWAPFIXB_1Y</value>
!               <libraryClass>QuantLib::EurliborSwapFixB1Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EurliborSwapFixB2Y</string>
!               <value>EURLIBORSWAPFIXB_2Y</value>
!               <libraryClass>QuantLib::EurliborSwapFixB2Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EurliborSwapFixB3Y</string>
!               <value>EURLIBORSWAPFIXB_3Y</value>
!               <libraryClass>QuantLib::EurliborSwapFixB3Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EurliborSwapFixB4Y</string>
!               <value>EURLIBORSWAPFIXB_4Y</value>
!               <libraryClass>QuantLib::EurliborSwapFixB4Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EurliborSwapFixB5Y</string>
!               <value>EURLIBORSWAPFIXB_5Y</value>
!               <libraryClass>QuantLib::EurliborSwapFixB5Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EurliborSwapFixB6Y</string>
!               <value>EURLIBORSWAPFIXB_6Y</value>
!               <libraryClass>QuantLib::EurliborSwapFixB6Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EurliborSwapFixB7Y</string>
!               <value>EURLIBORSWAPFIXB_7Y</value>
!               <libraryClass>QuantLib::EurliborSwapFixB7Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EurliborSwapFixB8Y</string>
!               <value>EURLIBORSWAPFIXB_8Y</value>
!               <libraryClass>QuantLib::EurliborSwapFixB8Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EurliborSwapFixB9Y</string>
!               <value>EURLIBORSWAPFIXB_9Y</value>
!               <libraryClass>QuantLib::EurliborSwapFixB9Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EurliborSwapFixB10Y</string>
!               <value>EURLIBORSWAPFIXB_10Y</value>
!               <libraryClass>QuantLib::EurliborSwapFixB10Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EurliborSwapFixB12Y</string>
!               <value>EURLIBORSWAPFIXB_12Y</value>
!               <libraryClass>QuantLib::EurliborSwapFixB12Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EurliborSwapFixB15Y</string>
!               <value>EURLIBORSWAPFIXB_15Y</value>
!               <libraryClass>QuantLib::EurliborSwapFixB15Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EurliborSwapFixB20Y</string>
!               <value>EURLIBORSWAPFIXB_20Y</value>
!               <libraryClass>QuantLib::EurliborSwapFixB20Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EurliborSwapFixB25Y</string>
!               <value>EURLIBORSWAPFIXB_25Y</value>
!               <libraryClass>QuantLib::EurliborSwapFixB25Y</libraryClass>
!           </EnumerationDefinition>
!           <EnumerationDefinition>
!               <string>EurliborSwapFixB30Y</string>
!               <value>EURLIBORSWAPFIXB_30Y</value>
!               <libraryClass>QuantLib::EurliborSwapFixB30Y</libraryClass>
!           </EnumerationDefinition>
!           <!-- EurliborSwapFixB strings only to receive Murex Input -->
            <EnumerationDefinition>
                <string>EURLSW1Y ISFX2</string>
!               <value>EURLIBORSWAPFIXB_1Y</value>
!               <libraryClass>QuantLib::EurliborSwapFixB1Y</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EURLSW10Y ISFX2</string>
!               <value>EURLIBORSWAPFIXB_10Y</value>
!               <libraryClass>QuantLib::EurliborSwapFixB10Y</libraryClass>
            </EnumerationDefinition>
        </EnumerationDefinitions>

[QuantLibAddin-cvs] QuantLibAddin/gensrc debug.py,1.2,1.3

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1715/gensrc

Modified Files:
	debug.py 
Log Message:
parameterize hard coded logic

Index: debug.py
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/debug.py,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** debug.py	29 Jul 2006 15:32:31 -0000	1.2
--- debug.py	19 Sep 2006 10:41:22 -0000	1.3
***************
*** 1,2 ****
--- 1,3 ----
+ import config
  import addinexcel
  import addincalc

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata pricingengines.xml, 1.17, 1.18

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv12960/gensrc/metadata

Modified Files:
	pricingengines.xml 
Log Message:
introduced stand-alone BlackFormula and BlackImpliedStdDev

Index: pricingengines.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v
retrieving revision 1.17
retrieving revision 1.18
diff -C2 -d -r1.17 -r1.18
*** pricingengines.xml	4 Sep 2006 19:21:04 -0000	1.17
--- pricingengines.xml	18 Sep 2006 07:22:35 -0000	1.18
***************
*** 1,129 ****
  <Category name='pricingengines'>
!   <description>functions to construct and use PricingEngine objects</description>
!   <displayName>Pricing Engines</displayName>
!   <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
!   <includes>
!     <include>qlo/pricingengines.hpp</include>
!     <include>qlo/vo_pricingengines.hpp</include>
!     <include>qlo/termstructures.hpp</include>
!     <include>qlo/swaptionvolstructure.hpp</include>
!     <include>qlo/capletvolstructure.hpp</include>
!     <include>qlo/shortratemodels.hpp</include>
!   </includes>
!   <copyright>
!  Copyright (C) 2006 Ferdinando Ametrano
!   </copyright>
!   <Functions>
  
!     <Constructor name='qlPricingEngine'>
!       <libraryFunction>PricingEngine</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!         <supportedPlatform>calc</supportedPlatform>
!         <supportedPlatform>c</supportedPlatform>
!         <supportedPlatform>guile</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='engineID'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>engine type</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!     <Constructor name='qlBinomialPricingEngine'>
!       <libraryFunction>PricingEngine</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!         <supportedPlatform>calc</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='engineID'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>engine type</description>
!           </Parameter>
!           <Parameter name='timeSteps'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>#/time steps</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!     <Constructor name='qlBlackSwaptionEngine'>
!       <libraryFunction>BlackSwaptionEngine</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!         <supportedPlatform>calc</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='vol' libToHandle='SwaptionVolatilityStructure'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>SwaptionVolatilityStructure</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!     <Constructor name='qlBlackCapFloorEngine'>
!       <libraryFunction>BlackCapFloorEngine</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!         <supportedPlatform>calc</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='vol' libToHandle='CapletVolatilityStructure'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>CapletVolatilityStructure</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!     <Constructor name='qlBlackCapFloorEngine2'>
!       <libraryFunction>BlackCapFloorEngine</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!         <supportedPlatform>calc</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='vol'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>cap/floor term volatility</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!     <Constructor name='qlAnalyticCapFloorEngine'>
!       <libraryFunction>AnalyticCapFloorEngine</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!         <supportedPlatform>calc</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='handleModel' libraryClass='AffineModel'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>affine model (providing a discount bond option pricing formula)</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!   </Functions>
! </Category>
  
--- 1,207 ----
  <Category name='pricingengines'>
!     <description>functions to construct and use PricingEngine objects</description>
!     <displayName>Pricing Engines</displayName>
!     <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
!     <includes>
!         <include>qlo/pricingengines.hpp</include>
!         <include>qlo/vo_pricingengines.hpp</include>
!         <include>qlo/termstructures.hpp</include>
!         <include>qlo/swaptionvolstructure.hpp</include>
!         <include>qlo/capletvolstructure.hpp</include>
!         <include>qlo/shortratemodels.hpp</include>
!     </includes>
!     <copyright>
!         Copyright (C) 2006 Ferdinando Ametrano
!     </copyright>
!     <Functions>
  
!         <Procedure name='qlBlackFormula'>
!             <description>Undiscounted Black formula for option pricing</description>
! 			<alias>QuantLib::blackFormula</alias>
!             <supportedPlatforms>
!                 <supportedPlatform>excel</supportedPlatform>
!                 <supportedPlatform>calc</supportedPlatform>
!             </supportedPlatforms>
!             <ParameterList>
!                 <Parameters>
!                     <Parameter name='optionType' enumeration='QuantLib::Option::Type'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>option type (i.e. Call or Put)</description>
!                     </Parameter>
!                     <Parameter name='strike'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>option strike</description>
!                     </Parameter>
!                     <Parameter name='forward'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>underlying forward value</description>
!                     </Parameter>
!                     <Parameter name='stdDev'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>standard deviation, i.e. annualized volatility times the square root of time to option expiry</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!             <ReturnValue>
!                 <type>double</type>
!                 <tensorRank>scalar</tensorRank>
!             </ReturnValue>
!         </Procedure>
  
!         <Procedure name='qlBlackImpliedStdDev'>
!             <description>Black formula standard deviation implied in the undiscounted option price</description>
! 			<alias>QuantLib::blackImpliedStdDev</alias>
!             <supportedPlatforms>
!                 <supportedPlatform>excel</supportedPlatform>
!                 <supportedPlatform>calc</supportedPlatform>
!             </supportedPlatforms>
!             <ParameterList>
!                 <Parameters>
!                     <Parameter name='optionType' enumeration='QuantLib::Option::Type'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>option type (i.e. Call or Put)</description>
!                     </Parameter>
!                     <Parameter name='strike'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>option strike</description>
!                     </Parameter>
!                     <Parameter name='forward'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>underlying forward value</description>
!                     </Parameter>
!                     <Parameter name='undiscountedPrice'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>undiscounted option price</description>
!                     </Parameter>
!                     <Parameter name='guess' default='QuantLib::Null&lt;double&gt;()'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>standard deviation guess</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!             <ReturnValue>
!                 <type>double</type>
!                 <tensorRank>scalar</tensorRank>
!             </ReturnValue>
!         </Procedure>
  
!         <Constructor name='qlPricingEngine'>
!             <libraryFunction>PricingEngine</libraryFunction>
!             <supportedPlatforms>
!                 <supportedPlatform>excel</supportedPlatform>
!                 <supportedPlatform>calc</supportedPlatform>
!                 <supportedPlatform>c</supportedPlatform>
!                 <supportedPlatform>guile</supportedPlatform>
!             </supportedPlatforms>
!             <ParameterList>
!                 <Parameters>
!                     <Parameter name='engineID'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>engine type</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!         </Constructor>
  
!         <Constructor name='qlBinomialPricingEngine'>
!             <libraryFunction>PricingEngine</libraryFunction>
!             <supportedPlatforms>
!                 <supportedPlatform>excel</supportedPlatform>
!                 <supportedPlatform>calc</supportedPlatform>
!             </supportedPlatforms>
!             <ParameterList>
!                 <Parameters>
!                     <Parameter name='engineID'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>engine type</description>
!                     </Parameter>
!                     <Parameter name='timeSteps'>
!                         <type>long</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>#/time steps</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!         </Constructor>
  
!         <Constructor name='qlBlackSwaptionEngine'>
!             <libraryFunction>BlackSwaptionEngine</libraryFunction>
!             <supportedPlatforms>
!                 <supportedPlatform>excel</supportedPlatform>
!                 <supportedPlatform>calc</supportedPlatform>
!             </supportedPlatforms>
!             <ParameterList>
!                 <Parameters>
!                     <Parameter name='vol' libToHandle='SwaptionVolatilityStructure'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>SwaptionVolatilityStructure</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!         </Constructor>
  
!         <Constructor name='qlBlackCapFloorEngine'>
!             <libraryFunction>BlackCapFloorEngine</libraryFunction>
!             <supportedPlatforms>
!                 <supportedPlatform>excel</supportedPlatform>
!                 <supportedPlatform>calc</supportedPlatform>
!             </supportedPlatforms>
!             <ParameterList>
!                 <Parameters>
!                     <Parameter name='vol' libToHandle='CapletVolatilityStructure'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>CapletVolatilityStructure</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!         </Constructor>
  
!         <Constructor name='qlBlackCapFloorEngine2'>
!             <libraryFunction>BlackCapFloorEngine</libraryFunction>
!             <supportedPlatforms>
!                 <supportedPlatform>excel</supportedPlatform>
!                 <supportedPlatform>calc</supportedPlatform>
!             </supportedPlatforms>
!             <ParameterList>
!                 <Parameters>
!                     <Parameter name='vol'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>cap/floor term volatility</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!         </Constructor>
  
+         <Constructor name='qlAnalyticCapFloorEngine'>
+             <libraryFunction>AnalyticCapFloorEngine</libraryFunction>
+             <supportedPlatforms>
+                 <supportedPlatform>excel</supportedPlatform>
+                 <supportedPlatform>calc</supportedPlatform>
+             </supportedPlatforms>
+             <ParameterList>
+                 <Parameters>
+                     <Parameter name='handleModel' libraryClass='AffineModel'>
+                         <type>string</type>
+                         <tensorRank>scalar</tensorRank>
+                         <description>affine model (providing a discount bond option pricing formula)</description>
+                     </Parameter>
+                 </Parameters>
+             </ParameterList>
+         </Constructor>
+ 
+     </Functions>
+ </Category>