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

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata volatilities.xml, 1.10, 1.11

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7555/gensrc/metadata

Modified Files:
	volatilities.xml 
Log Message:
introduced stand-alone SabrVolatility function

Index: volatilities.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/volatilities.xml,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** volatilities.xml	4 Sep 2006 19:21:04 -0000	1.10
--- volatilities.xml	18 Sep 2006 07:10:28 -0000	1.11
***************
*** 1,82 ****
  <Category name='volatilities'>
!   <description>functions to construct and use volatility objects</description>
!   <displayName>Volatilities</displayName>
!   <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
!   <includes>
!     <include>qlo/volatilities.hpp</include>
!     <include>qlo/vo_volatilities.hpp</include>
!   </includes>
!   <copyright>
!  Copyright (C) 2005, 2006 Eric Ehlers
! </copyright>
!   <Functions>
  
!     <Constructor name='qlBlackConstantVol'>
!       <libraryFunction>BlackConstantVol</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!         <supportedPlatform>calc</supportedPlatform>
!         <supportedPlatform>c</supportedPlatform>
!         <supportedPlatform>guile</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='settlementDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>settlement date</description>
!           </Parameter>
!           <Parameter name='volatility'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>volatility</description>
!           </Parameter>
!           <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>day counter (e.g. Actual/360)</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!     <Constructor name='qlBlackVarianceSurface'>
!       <libraryFunction>BlackVarianceSurface</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!         <supportedPlatform>calc</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='settlementDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>settlement date</description>
!           </Parameter>
!           <Parameter name='dates' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>vector</tensorRank>
!             <description>dates</description>
!           </Parameter>
!           <Parameter name='strikes'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>strikes</description>
!           </Parameter>
!           <Parameter name='volatilities' libraryType='QuantLib::Matrix'>
!             <type>double</type>
!             <tensorRank>matrix</tensorRank>
!             <description>volatilities</description>
!           </Parameter>
!           <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>day counter (e.g. Actual/360)</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
  
!   </Functions>
! </Category>
  
--- 1,134 ----
  <Category name='volatilities'>
!     <description>functions to construct and use volatility objects</description>
!     <displayName>Volatilities</displayName>
!     <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
!     <includes>
!         <include>qlo/volatilities.hpp</include>
!         <include>qlo/vo_volatilities.hpp</include>
!         <include>ql/Math/sabrinterpolation.hpp</include>
!     </includes>
!     <copyright>
!         Copyright (C) 2005, 2006 Eric Ehlers
!     </copyright>
!     <Functions>
  
!         <Procedure name='qlSabrVolatility'>
!             <description>Sabr formula for smile volatility</description>
!             <alias>QuantLib::sabrVolatility</alias>
!             <supportedPlatforms>
!                 <supportedPlatform>excel</supportedPlatform>
!                 <supportedPlatform>calc</supportedPlatform>
!             </supportedPlatforms>
!             <ParameterList>
!                 <Parameters>
!                     <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='expTime'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>expiry time (in years)</description>
!                     </Parameter>
!                     <Parameter name='alpha'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>alpha</description>
!                     </Parameter>
!                     <Parameter name='beta'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>beta</description>
!                     </Parameter>
!                     <Parameter name='nu'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>nu</description>
!                     </Parameter>
!                     <Parameter name='rho'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>rho</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!             <ReturnValue>
!                 <type>double</type>
!                 <tensorRank>scalar</tensorRank>
!             </ReturnValue>
!         </Procedure>
  
!         <Constructor name='qlBlackConstantVol'>
!             <libraryFunction>BlackConstantVol</libraryFunction>
!             <supportedPlatforms>
!                 <supportedPlatform>excel</supportedPlatform>
!                 <supportedPlatform>calc</supportedPlatform>
!                 <supportedPlatform>c</supportedPlatform>
!                 <supportedPlatform>guile</supportedPlatform>
!             </supportedPlatforms>
!             <ParameterList>
!                 <Parameters>
!                     <Parameter name='settlementDate' libraryType='QuantLib::Date'>
!                         <type>long</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>settlement date</description>
!                     </Parameter>
!                     <Parameter name='volatility'>
!                         <type>double</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>volatility</description>
!                     </Parameter>
!                     <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>day counter (e.g. Actual/360)</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!         </Constructor>
  
!         <Constructor name='qlBlackVarianceSurface'>
!             <libraryFunction>BlackVarianceSurface</libraryFunction>
!             <supportedPlatforms>
!                 <supportedPlatform>excel</supportedPlatform>
!                 <supportedPlatform>calc</supportedPlatform>
!             </supportedPlatforms>
!             <ParameterList>
!                 <Parameters>
!                     <Parameter name='settlementDate' libraryType='QuantLib::Date'>
!                         <type>long</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>settlement date</description>
!                     </Parameter>
!                     <Parameter name='dates' libraryType='QuantLib::Date'>
!                         <type>long</type>
!                         <tensorRank>vector</tensorRank>
!                         <description>dates</description>
!                     </Parameter>
!                     <Parameter name='strikes'>
!                         <type>double</type>
!                         <tensorRank>vector</tensorRank>
!                         <description>strikes</description>
!                     </Parameter>
!                     <Parameter name='volatilities' libraryType='QuantLib::Matrix'>
!                         <type>double</type>
!                         <tensorRank>matrix</tensorRank>
!                         <description>volatilities</description>
!                     </Parameter>
!                     <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!                         <type>string</type>
!                         <tensorRank>scalar</tensorRank>
!                         <description>day counter (e.g. Actual/360)</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!         </Constructor>
  
+     </Functions>
+ </Category>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.33, 1.34

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6229/gensrc/metadata

Modified Files:
	marketmodels.xml 
Log Message:
pertial code refactoring

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.33
retrieving revision 1.34
diff -C2 -d -r1.33 -r1.34
*** marketmodels.xml	15 Sep 2006 10:07:35 -0000	1.33
--- marketmodels.xml	18 Sep 2006 07:07:26 -0000	1.34
***************
*** 14,21 ****
  
  
!     <!-- MarketModelProduct base class interface  -->
  
!     <Member name='qlMarketModelProductPossibleCashFlowTimes' libraryClass='MarketModelProduct'>
!       <description>possible cash flow times for the MarketModelProduct object</description>
        <libraryFunction>possibleCashFlowTimes</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
--- 14,21 ----
  
  
!     <!-- MarketModelMultiProduct base class interface  -->
  
!     <Member name='qlMarketModelMultiProductPossibleCashFlowTimes' libraryClass='MarketModelMultiProduct'>
!       <description>possible cash flow times for the MarketModelMultiProduct object</description>
        <libraryFunction>possibleCashFlowTimes</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
***************
*** 33,38 ****
      </Member>
  
!     <Member name='qlMarketModelProductNumberOfProducts' libraryClass='MarketModelProduct'>
!       <description>number of products in the MarketModelProduct object</description>
        <libraryFunction>numberOfProducts</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
--- 33,38 ----
      </Member>
  
!     <Member name='qlMarketModelMultiProductNumberOfProducts' libraryClass='MarketModelMultiProduct'>
!       <description>number of products in the MarketModelMultiProduct object</description>
        <libraryFunction>numberOfProducts</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
***************
*** 50,55 ****
      </Member>
  
!     <Member name='qlMarketModelProductMaxNumberOfCashFlowsPerProductPerStep' libraryClass='MarketModelProduct'>
!       <description>Max number of cashflows per product per step for the MarketModelProduct object</description>
        <libraryFunction>maxNumberOfCashFlowsPerProductPerStep</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
--- 50,55 ----
      </Member>
  
!     <Member name='qlMarketModelMultiProductMaxNumberOfCashFlowsPerProductPerStep' libraryClass='MarketModelMultiProduct'>
!       <description>Max number of cashflows per product per step for the MarketModelMultiProduct object</description>
        <libraryFunction>maxNumberOfCashFlowsPerProductPerStep</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
***************
*** 67,74 ****
      </Member>
  
!     <!-- MarketModelProduct derived classes' constructors  -->
  
!     <Constructor name='qlMarketModelForwards'>
!       <libraryFunction>MarketModelForwards</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <supportedPlatforms>
--- 67,74 ----
      </Member>
  
!     <!-- MarketModelMultiProduct derived classes' constructors  -->
  
!     <Constructor name='qlMarketModelOneStepForwards'>
!       <libraryFunction>OneStepForwards</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <supportedPlatforms>
***************
*** 102,107 ****
      </Constructor>
  
!     <Constructor name='qlMarketModelCaplets'>
!       <libraryFunction>MarketModelCaplets</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <supportedPlatforms>
--- 102,107 ----
      </Constructor>
  
!     <Constructor name='qlMarketModelOneStepCaplets'>
!       <libraryFunction>OneStepCaplets</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <supportedPlatforms>
***************
*** 289,293 ****
  
      <Member name='qlEvolutionDescriptionSetTerminalMeasure' libraryClass='EvolutionDescription'>
!       <description>Set the terminal measure to the EvolutionDescription object</description>
        <libraryFunction>setTerminalMeasure</libraryFunction>
        <supportedPlatforms>
--- 289,293 ----
  
      <Member name='qlEvolutionDescriptionSetTerminalMeasure' libraryClass='EvolutionDescription'>
!       <description>Set the Terminal measure to the EvolutionDescription object</description>
        <libraryFunction>setTerminalMeasure</libraryFunction>
        <supportedPlatforms>
***************
*** 305,309 ****
  
      <Member name='qlEvolutionDescriptionSetMoneyMarketMeasure' libraryClass='EvolutionDescription'>
!       <description>Set the money market measure to the EvolutionDescription object</description>
        <libraryFunction>setMoneyMarketMeasure</libraryFunction>
        <supportedPlatforms>
--- 305,309 ----
  
      <Member name='qlEvolutionDescriptionSetMoneyMarketMeasure' libraryClass='EvolutionDescription'>
!       <description>Set the MoneyMarket measure to the EvolutionDescription object</description>
        <libraryFunction>setMoneyMarketMeasure</libraryFunction>
        <supportedPlatforms>
***************
*** 320,326 ****
      </Member>
  
!     <Member name='qlEvolutionDescriptionSetMoneyMarketMeasurePlus' libraryClass='EvolutionDescription'>
!       <description>Set the money market measure plus offest to the EvolutionDescription object</description>
!       <libraryFunction>setMoneyMarketMeasurePlus</libraryFunction>
        <supportedPlatforms>
          <supportedPlatform>excel</supportedPlatform>
--- 320,326 ----
      </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>
***************
*** 331,335 ****
              <type>long</type>
              <tensorRank>scalar</tensorRank>
!             <description>offset to apply to the Money Market Measure (default = 1)</description>
            </Parameter>
          </Parameters>
--- 331,335 ----
              <type>long</type>
              <tensorRank>scalar</tensorRank>
!             <description>offset applied to the MoneyMarket measure (default = 1)</description>
            </Parameter>
          </Parameters>
***************
*** 342,346 ****
  
      <Member name='qlEvolutionDescriptionIsInTerminalMeasure' libraryClass='EvolutionDescription'>
!       <description>Returns TRUE if the EvolutionDescription object is using terminal measure</description>
        <libraryFunction>isInTerminalMeasure</libraryFunction>
        <supportedPlatforms>
--- 342,346 ----
  
      <Member name='qlEvolutionDescriptionIsInTerminalMeasure' libraryClass='EvolutionDescription'>
!       <description>Returns TRUE if the EvolutionDescription object is using Terminal measure</description>
        <libraryFunction>isInTerminalMeasure</libraryFunction>
        <supportedPlatforms>
***************
*** 358,362 ****
  
      <Member name='qlEvolutionDescriptionIsInMoneyMarketMeasure' libraryClass='EvolutionDescription'>
!       <description>Returns TRUE if the EvolutionDescription object is using money market measure</description>
        <libraryFunction>isInMoneyMarketMeasure</libraryFunction>
        <supportedPlatforms>
--- 358,362 ----
  
      <Member name='qlEvolutionDescriptionIsInMoneyMarketMeasure' libraryClass='EvolutionDescription'>
!       <description>Returns TRUE if the EvolutionDescription object is using MoneyMarket measure</description>
        <libraryFunction>isInMoneyMarketMeasure</libraryFunction>
        <supportedPlatforms>
***************
*** 373,376 ****
--- 373,399 ----
      </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>
+         <supportedPlatform>calc</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters>
+           <!--Parameter name='offset' libraryType='QuantLib::Size' default='1'-->
+           <Parameter name='offset' default='1'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>offset applied to the MoneyMarket measure (default = 1)</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+       <ReturnValue>
+         <type>bool</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
      <Constructor name='qlEvolutionDescription'>
        <libraryFunction>EvolutionDescription</libraryFunction>
***************
*** 1562,1569 ****
              <description>MarketModelEvolver object</description>
            </Parameter>
!           <Parameter name='product' libraryClass='MarketModelProduct'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>MarketModelProduct object</description>
            </Parameter>
            <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'>
--- 1585,1592 ----
              <description>MarketModelEvolver object</description>
            </Parameter>
!           <Parameter name='product' libraryClass='MarketModelMultiProduct'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>MarketModelMultiProduct object</description>
            </Parameter>
            <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'>

[QuantLibAddin-cvs] QuantLibAddin/qlo marketmodels.cpp, 1.18, 1.19 marketmodels.hpp, 1.17, 1.18

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6229/qlo

Modified Files:
	marketmodels.cpp marketmodels.hpp 
Log Message:
pertial code refactoring

Index: marketmodels.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v
retrieving revision 1.17
retrieving revision 1.18
diff -C2 -d -r1.17 -r1.18
*** marketmodels.hpp	1 Sep 2006 20:12:32 -0000	1.17
--- marketmodels.hpp	18 Sep 2006 07:07:26 -0000	1.18
***************
*** 27,32 ****
  #include <ql/MarketModels/browniangenerator.hpp>
  #include <ql/MarketModels/marketmodelevolver.hpp>
! #include <ql/MarketModels/Products/marketmodelforwards.hpp>
! #include <ql/MarketModels/Products/marketmodelcaplets.hpp>
  #include <ql/MarketModels/Models/expcorrabcdvol.hpp>
  
--- 27,32 ----
  #include <ql/MarketModels/browniangenerator.hpp>
  #include <ql/MarketModels/marketmodelevolver.hpp>
! #include <ql/MarketModels/Products/OneStep/onestepforwards.hpp>
! #include <ql/MarketModels/Products/OneStep/onestepcaplets.hpp>
  #include <ql/MarketModels/Models/expcorrabcdvol.hpp>
  
***************
*** 106,118 ****
      };
  
!     class MarketModelProduct : public ObjHandler::LibraryObject<
!         QuantLib::MarketModelProduct> {
      //public:
      //    virtual EvolutionDescription suggestedEvolution() const=0;
      };
  
!     class MarketModelForwards : public MarketModelProduct {
      public:
!         MarketModelForwards(const std::vector<QuantLib::Time>& rateTimes,
                              const std::vector<QuantLib::Real>& accruals,
                              const std::vector<QuantLib::Time>& paymentTimes,
--- 106,118 ----
      };
  
!     class MarketModelMultiProduct : public ObjHandler::LibraryObject<
!         QuantLib::MarketModelMultiProduct> {
      //public:
      //    virtual EvolutionDescription suggestedEvolution() const=0;
      };
  
!     class OneStepForwards : public MarketModelMultiProduct {
      public:
!         OneStepForwards(const std::vector<QuantLib::Time>& rateTimes,
                              const std::vector<QuantLib::Real>& accruals,
                              const std::vector<QuantLib::Time>& paymentTimes,
***************
*** 120,126 ****
          //EvolutionDescription suggestedEvolution() const;
      };
!     class MarketModelCaplets : public MarketModelProduct {
      public:
!         MarketModelCaplets(const std::vector<QuantLib::Time>& rateTimes,
                             const std::vector<QuantLib::Real>& accruals,
                             const std::vector<QuantLib::Time>& paymentTimes,
--- 120,126 ----
          //EvolutionDescription suggestedEvolution() const;
      };
!     class OneStepCaplets : public MarketModelMultiProduct {
      public:
!         OneStepCaplets(const std::vector<QuantLib::Time>& rateTimes,
                             const std::vector<QuantLib::Real>& accruals,
                             const std::vector<QuantLib::Time>& paymentTimes,
***************
*** 161,165 ****
          AccountingEngine(
              const boost::shared_ptr<QuantLib::MarketModelEvolver>& evolver,
!             const boost::shared_ptr<QuantLib::MarketModelProduct>& product,
              const QuantLib::EvolutionDescription& evolution,
              double initialNumeraireValue);
--- 161,165 ----
          AccountingEngine(
              const boost::shared_ptr<QuantLib::MarketModelEvolver>& evolver,
!             const boost::shared_ptr<QuantLib::MarketModelMultiProduct>& product,
              const QuantLib::EvolutionDescription& evolution,
              double initialNumeraireValue);

Index: marketmodels.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** marketmodels.cpp	1 Sep 2006 20:12:32 -0000	1.18
--- marketmodels.cpp	18 Sep 2006 07:07:26 -0000	1.19
***************
*** 128,132 ****
  
  
!     MarketModelForwards::MarketModelForwards(
          const std::vector<QuantLib::Time>& rateTimes,
          const std::vector<QuantLib::Real>& accruals,
--- 128,132 ----
  
  
!     OneStepForwards::OneStepForwards(
          const std::vector<QuantLib::Time>& rateTimes,
          const std::vector<QuantLib::Real>& accruals,
***************
*** 134,139 ****
          const std::vector<QuantLib::Rate>& strikes)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::MarketModelProduct>(
!             new QuantLib::MarketModelForwards(rateTimes, accruals,
                                                paymentTimes, strikes));
      }
--- 134,139 ----
          const std::vector<QuantLib::Rate>& strikes)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::MarketModelMultiProduct>(
!             new QuantLib::OneStepForwards(rateTimes, accruals,
                                                paymentTimes, strikes));
      }
***************
*** 147,157 ****
      //}
  
!     MarketModelCaplets::MarketModelCaplets(const std::vector<QuantLib::Time>& rateTimes,
                         const std::vector<QuantLib::Real>& accruals,
                         const std::vector<QuantLib::Time>& paymentTimes,
                         const std::vector<QuantLib::Rate>& strikes)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::MarketModelProduct>(
!             new QuantLib::MarketModelCaplets(rateTimes, accruals,
                                                paymentTimes, strikes));
      }
--- 147,157 ----
      //}
  
!     OneStepCaplets::OneStepCaplets(const std::vector<QuantLib::Time>& rateTimes,
                         const std::vector<QuantLib::Real>& accruals,
                         const std::vector<QuantLib::Time>& paymentTimes,
                         const std::vector<QuantLib::Rate>& strikes)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::MarketModelMultiProduct>(
!             new QuantLib::OneStepCaplets(rateTimes, accruals,
                                                paymentTimes, strikes));
      }
***************
*** 188,192 ****
      AccountingEngine::AccountingEngine(
          const boost::shared_ptr<QuantLib::MarketModelEvolver>& evolver,
!         const boost::shared_ptr<QuantLib::MarketModelProduct>& product,
          const QuantLib::EvolutionDescription& evolution,
          double initialNumeraireValue)
--- 188,192 ----
      AccountingEngine::AccountingEngine(
          const boost::shared_ptr<QuantLib::MarketModelEvolver>& evolver,
!         const boost::shared_ptr<QuantLib::MarketModelMultiProduct>& product,
          const QuantLib::EvolutionDescription& evolution,
          double initialNumeraireValue)

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata interpolation.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-serv6165/gensrc/metadata

Modified Files:
	interpolation.xml 
Log Message:
introduced stand-alone SabrVolatility function

Index: interpolation.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v
retrieving revision 1.34
retrieving revision 1.35
diff -C2 -d -r1.34 -r1.35
*** interpolation.xml	15 Sep 2006 10:07:35 -0000	1.34
--- interpolation.xml	18 Sep 2006 07:07:11 -0000	1.35
***************
*** 1,702 ****
  <Category name='interpolation'>
!   <description>functions to construct and use Interpolation and Interpolation2D objects</description>
!   <displayName>Interpolation</displayName>
!   <xlFunctionWizardCategory>QuantLib - Math</xlFunctionWizardCategory>
!   <includes>
!     <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>
[...1374 lines suppressed...]
!                         <tensorRank>vector</tensorRank>
!                         <description>x array</description>
!                     </Parameter>
!                     <Parameter name='yArray'>
!                         <type>double</type>
!                         <tensorRank>vector</tensorRank>
!                         <description>y array</description>
!                     </Parameter>
!                     <Parameter name='zMatrix' libraryType='QuantLib::Matrix'>
!                         <type>double</type>
!                         <tensorRank>matrix</tensorRank>
!                         <description>z-matrix values</description>
!                     </Parameter>
!                 </Parameters>
!             </ParameterList>
!         </Constructor>
  
!     </Functions>
  
+ </Category>

[QuantLibAddin-cvs] QuantLibAddin/Docs/pages build.tutorial.docs, 1.4, 1.5

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26326

Modified Files:
	build.tutorial.docs 
Log Message:
fix typos

Index: build.tutorial.docs
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/build.tutorial.docs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** build.tutorial.docs	5 Sep 2006 07:48:59 -0000	1.4
--- build.tutorial.docs	17 Sep 2006 17:20:31 -0000	1.5
***************
*** 143,147 ****
  
  This is because the QuantLibAddin project contains references to the QuantLibXL
! project in the format <tt>..\QuantLibXL</tt>.
  
  The other packages may be installed anywhere.  The location of each package
--- 143,147 ----
  
  This is because the QuantLibAddin project contains references to the QuantLibXL
! project in the format <tt>..\\QuantLibXL</tt>.
  
  The other packages may be installed anywhere.  The location of each package
***************
*** 153,157 ****
  \li QUANTLIBADDIN_DIR (set by the installer)
  
! For purposes of this tutorial we assume all packages are installed to C:\\projects e.g.:
  \verbatim
  C:\projects\QuantLib-0.3.13
--- 153,157 ----
  \li QUANTLIBADDIN_DIR (set by the installer)
  
! For purposes of this tutorial we assume all packages are installed to <tt>C:\\projects</tt> e.g.:
  \verbatim
  C:\projects\QuantLib-0.3.13
***************
*** 169,173 ****
  \section sec_build_quantlib Install and Build QuantLib
  
! Uncompress the QuantLibAddin zip file to your hard drive. Included in the
  download is the QuantLib VC8 workspace file <tt>QuantLib_vc8.sln</tt>.  This
  file resides in the top level QuantLib directory.
--- 169,173 ----
  \section sec_build_quantlib Install and Build QuantLib
  
! Uncompress the QuantLib zip file to your hard drive. Included in the
  download is the QuantLib VC8 workspace file <tt>QuantLib_vc8.sln</tt>.  This
  file resides in the top level QuantLib directory.

[QuantLibAddin-cvs] QuantLibAddin/Docs/pages build.tutorial.docs, 1.1.2.5, 1.1.2.6

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26225

Modified Files:
      Tag: R000313f0-branch
	build.tutorial.docs 
Log Message:
fix typos

Index: build.tutorial.docs
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/build.tutorial.docs,v
retrieving revision 1.1.2.5
retrieving revision 1.1.2.6
diff -C2 -d -r1.1.2.5 -r1.1.2.6
*** build.tutorial.docs	5 Sep 2006 07:48:31 -0000	1.1.2.5
--- build.tutorial.docs	17 Sep 2006 17:20:11 -0000	1.1.2.6
***************
*** 146,150 ****
  
  This is because the QuantLibAddin project contains references to the QuantLibXL
! project in the format <tt>..\QuantLibXL</tt>.
  
  The other packages may be installed anywhere.  The location of each package
--- 146,150 ----
  
  This is because the QuantLibAddin project contains references to the QuantLibXL
! project in the format <tt>..\\QuantLibXL</tt>.
  
  The other packages may be installed anywhere.  The location of each package
***************
*** 156,160 ****
  \li QUANTLIBADDIN_DIR (set by the installer)
  
! For purposes of this tutorial we assume all packages are installed to C:\\projects e.g.:
  \verbatim
  C:\projects\QuantLib-0.3.13
--- 156,160 ----
  \li QUANTLIBADDIN_DIR (set by the installer)
  
! For purposes of this tutorial we assume all packages are installed to <tt>C:\\projects</tt> e.g.:
  \verbatim
  C:\projects\QuantLib-0.3.13
***************
*** 172,176 ****
  \section sec_build_quantlib Install and Build QuantLib
  
! Uncompress the QuantLibAddin zip file to your hard drive. Included in the
  download is the QuantLib VC8 workspace file <tt>QuantLib_vc8.sln</tt>.  This
  file resides in the top level QuantLib directory.
--- 172,176 ----
  \section sec_build_quantlib Install and Build QuantLib
  
! Uncompress the QuantLib zip file to your hard drive. Included in the
  download is the QuantLib VC8 workspace file <tt>QuantLib_vc8.sln</tt>.  This
  file resides in the top level QuantLib directory.

[QuantLibAddin-cvs] QuantLibAddin/Docs/pages evaluationdate.docs, 1.3, 1.4

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13489

Modified Files:
	evaluationdate.docs 
Log Message:
revise documentation of evaluation date to reflect changes in 0.3.13

Index: evaluationdate.docs
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/evaluationdate.docs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** evaluationdate.docs	28 Aug 2006 10:05:24 -0000	1.3
--- evaluationdate.docs	16 Sep 2006 10:40:21 -0000	1.4
***************
*** 30,34 ****
  Alternatively QuantLib offers support for Sessions which allow the client application to implement multiple instances of the evaluation date.  When this functionality is enabled, %QuantLibAddin defines a session as an Excel workbook, so that a group of related objects which require a common instance of the evaluation date can be isolated in a single workbook.
  
! Function <a href="auto/date.html#qlEvaluationDate">qlEvaluationDate</a> can be called to query the value of the Evaluation Date in a given context.
  \section eval_quantlib QuantLib
  
--- 30,35 ----
  Alternatively QuantLib offers support for Sessions which allow the client application to implement multiple instances of the evaluation date.  When this functionality is enabled, %QuantLibAddin defines a session as an Excel workbook, so that a group of related objects which require a common instance of the evaluation date can be isolated in a single workbook.
  
! Within any given context, the value of the evaluation date can be set with QuantLibAddin function <a href="auto/date.html#qlSetEvaluationDate">qlSetEvaluationDate</a> and queried with function <a href="auto/date.html#qlEvaluationDate">qlEvaluationDate</a>.
! 
  \section eval_quantlib QuantLib
  
***************
*** 45,58 ****
  The %QuantLibAddin default build doesn't implement QuantLib's session functionality.
  
! At present the only means for specifying the evaluation date that is exposed by the %QuantLibAddin interface is function qlPiecewiseFlatForward.  Before any call to qlPiecewiseFlatForward, the evaluation date defaults to the current date on the system clock; any call to qlPiecewiseFlatForward explicitly specifies the evaluation date.
  
! Consider a single Excel session in which multiple cells invoke qlPiecewiseFlatForward, specifying  different values for the evaluation date.  Each call overwrites the global value.  The sequence in which the calls are executed is dictated by Excel's dependency calculation tree.  Other cells in the Excel session which depend on the evaluation date will see a different value depending on when they are refreshed.
  
  \section eval_workbook Workbook as Session
  
! %QuantLibAddin can be configured to support QuantLib sessions.  %QuantLibAddin implements a session as a workbook.  Whenever the value of the evaluation date is set - either through an explicit call to qlPiecewiseFlatForward, or by being left to default to the current system date - that value prevails for all sheets and cells in the given workbook.  This has the following implications:
  
  \li If multiple distinct values are required for evaluation date, this can be effected by using multiple workbooks.  Each workbook contains 1) a single cell which sets the evaluation date and 2) any objects which may depend on that value
! \li Within a single workbook there is still the potential problem that multiple calls to qlPiecewiseFlatForward overwrite the workbook-wide value of evaluation date.  Multiple objects requiring different instances of the evaluation date must not reside in a single workbook.
  
  \section eval_implementation Implementation
--- 46,59 ----
  The %QuantLibAddin default build doesn't implement QuantLib's session functionality.
  
! At present the only means for specifying the evaluation date that is exposed by the %QuantLibAddin interface is function qlSetEvaluationDate.  Before any call to qlSetEvaluationDate, the evaluation date defaults to the current date on the system clock; any call to qlSetEvaluationDate explicitly specifies the evaluation date.
  
! Consider a single Excel session in which multiple cells invoke qlSetEvaluationDate, specifying  different values for the evaluation date.  Each call overwrites the global value.  The sequence in which the calls are executed is dictated by Excel's dependency calculation tree.  Other cells in the Excel session which depend on the evaluation date will see a different value depending on when they are refreshed.
  
  \section eval_workbook Workbook as Session
  
! %QuantLibAddin can be configured to support QuantLib sessions.  %QuantLibAddin implements a session as a workbook.  Whenever the value of the evaluation date is set - either through an explicit call to qlSetEvaluationDate, or by being left to default to the current system date - that value prevails for all sheets and cells in the given workbook.  This has the following implications:
  
  \li If multiple distinct values are required for evaluation date, this can be effected by using multiple workbooks.  Each workbook contains 1) a single cell which sets the evaluation date and 2) any objects which may depend on that value
! \li Within a single workbook there is still the potential problem that multiple calls to qlSetEvaluationDate overwrite the workbook-wide value of evaluation date.  Multiple objects requiring different instances of the evaluation date must not reside in a single workbook.
  
  \section eval_implementation Implementation

[QuantLibAddin-cvs] QuantLibAddin/Docs/pages evaluationdate.docs, 1.2.2.1, 1.2.2.2

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv12265

Modified Files:
      Tag: R000313f0-branch
	evaluationdate.docs 
Log Message:
revise documentation of evaluation date to reflect changes in 0.3.13

Index: evaluationdate.docs
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/evaluationdate.docs,v
retrieving revision 1.2.2.1
retrieving revision 1.2.2.2
diff -C2 -d -r1.2.2.1 -r1.2.2.2
*** evaluationdate.docs	8 Aug 2006 07:39:42 -0000	1.2.2.1
--- evaluationdate.docs	16 Sep 2006 10:37:31 -0000	1.2.2.2
***************
*** 30,34 ****
  Alternatively QuantLib offers support for Sessions which allow the client application to implement multiple instances of the evaluation date.  When this functionality is enabled, %QuantLibAddin defines a session as an Excel workbook, so that a group of related objects which require a common instance of the evaluation date can be isolated in a single workbook.
  
! Function <a href="auto/date.html#qlEvaluationDate">qlEvaluationDate</a> can be called to query the value of the Evaluation Date in a given context.
  \section eval_quantlib QuantLib
  
--- 30,35 ----
  Alternatively QuantLib offers support for Sessions which allow the client application to implement multiple instances of the evaluation date.  When this functionality is enabled, %QuantLibAddin defines a session as an Excel workbook, so that a group of related objects which require a common instance of the evaluation date can be isolated in a single workbook.
  
! Within any given context, the value of the evaluation date can be set with QuantLibAddin function <a href="auto/date.html#qlSetEvaluationDate">qlSetEvaluationDate</a> and queried with function <a href="auto/date.html#qlEvaluationDate">qlEvaluationDate</a>.
! 
  \section eval_quantlib QuantLib
  
***************
*** 45,58 ****
  The %QuantLibAddin default build doesn't implement QuantLib's session functionality.
  
! At present the only means for specifying the evaluation date that is exposed by the %QuantLibAddin interface is function qlPiecewiseFlatForward.  Before any call to qlPiecewiseFlatForward, the evaluation date defaults to the current date on the system clock; any call to qlPiecewiseFlatForward explicitly specifies the evaluation date.
  
! Consider a single Excel session in which multiple cells invoke qlPiecewiseFlatForward, specifying  different values for the evaluation date.  Each call overwrites the global value.  The sequence in which the calls are executed is dictated by Excel's dependency calculation tree.  Other cells in the Excel session which depend on the evaluation date will see a different value depending on when they are refreshed.
  
  \section eval_workbook Workbook as Session
  
! %QuantLibAddin can be configured to support QuantLib sessions.  %QuantLibAddin implements a session as a workbook.  Whenever the value of the evaluation date is set - either through an explicit call to qlPiecewiseFlatForward, or by being left to default to the current system date - that value prevails for all sheets and cells in the given workbook.  This has the following implications:
  
  \li If multiple distinct values are required for evaluation date, this can be effected by using multiple workbooks.  Each workbook contains 1) a single cell which sets the evaluation date and 2) any objects which may depend on that value
! \li Within a single workbook there is still the potential problem that multiple calls to qlPiecewiseFlatForward overwrite the workbook-wide value of evaluation date.  Multiple objects requiring different instances of the evaluation date must not reside in a single workbook.
  
  \section eval_implementation Implementation
--- 46,59 ----
  The %QuantLibAddin default build doesn't implement QuantLib's session functionality.
  
! At present the only means for specifying the evaluation date that is exposed by the %QuantLibAddin interface is function qlSetEvaluationDate.  Before any call to qlSetEvaluationDate, the evaluation date defaults to the current date on the system clock; any call to qlSetEvaluationDate explicitly specifies the evaluation date.
  
! Consider a single Excel session in which multiple cells invoke qlSetEvaluationDate, specifying  different values for the evaluation date.  Each call overwrites the global value.  The sequence in which the calls are executed is dictated by Excel's dependency calculation tree.  Other cells in the Excel session which depend on the evaluation date will see a different value depending on when they are refreshed.
  
  \section eval_workbook Workbook as Session
  
! %QuantLibAddin can be configured to support QuantLib sessions.  %QuantLibAddin implements a session as a workbook.  Whenever the value of the evaluation date is set - either through an explicit call to qlSetEvaluationDate, or by being left to default to the current system date - that value prevails for all sheets and cells in the given workbook.  This has the following implications:
  
  \li If multiple distinct values are required for evaluation date, this can be effected by using multiple workbooks.  Each workbook contains 1) a single cell which sets the evaluation date and 2) any objects which may depend on that value
! \li Within a single workbook there is still the potential problem that multiple calls to qlSetEvaluationDate overwrite the workbook-wide value of evaluation date.  Multiple objects requiring different instances of the evaluation date must not reside in a single workbook.
  
  \section eval_implementation Implementation

[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.30, 1.31

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17430/qlo

Modified Files:
	swaptionvolstructure.cpp 
Log Message:
prevent crash

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.30
retrieving revision 1.31
diff -C2 -d -r1.30 -r1.31
*** swaptionvolstructure.cpp	15 Sep 2006 15:14:12 -0000	1.30
--- swaptionvolstructure.cpp	15 Sep 2006 18:46:06 -0000	1.31
***************
*** 84,87 ****
--- 84,88 ----
          const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor)
      {
+         QL_REQUIRE(!atmVol.empty(), "atm vol handle not linked to anything");
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
              new QuantLib::SwaptionVolatilityCubeByLinear(atmVol,

[QuantLibAddin-cvs] QuantLibAddin/qlo enumclassctors.cpp, 1.25, 1.26

[Katiuscia M. <kma...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31916/qlo

Modified Files:
	enumclassctors.cpp 
Log Message:
QuantLib::Eurlibor set back to QuantLib::EURLibor

Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.25
retrieving revision 1.26
diff -C2 -d -r1.25 -r1.26
*** enumclassctors.cpp	13 Sep 2006 08:04:07 -0000	1.25
--- enumclassctors.cpp	15 Sep 2006 15:19:27 -0000	1.26
***************
*** 515,584 ****
      boost::shared_ptr<QuantLib::Index> EURLIBOR_SW() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::EurliborSW(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_2W() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::Eurlibor2W(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_1M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::Eurlibor1M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_2M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::Eurlibor2M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_3M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::Eurlibor3M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_4M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::Eurlibor4M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_5M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::Eurlibor5M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_6M() {
          return  boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::Eurlibor6M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_7M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::Eurlibor7M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_8M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::Eurlibor8M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_9M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::Eurlibor9M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_10M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::Eurlibor10M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_11M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::Eurlibor11M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_1Y() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::Eurlibor1Y(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
--- 515,584 ----
      boost::shared_ptr<QuantLib::Index> EURLIBOR_SW() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::EURLiborSW(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_2W() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::EURLibor2W(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_1M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::EURLibor1M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_2M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::EURLibor2M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_3M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::EURLibor3M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_4M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::EURLibor4M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_5M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::EURLibor5M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_6M() {
          return  boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::EURLibor6M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_7M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::EURLibor7M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_8M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::EURLibor8M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_9M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::EURLibor9M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_10M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::EURLibor10M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_11M() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::EURLibor11M(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
      boost::shared_ptr<QuantLib::Index> EURLIBOR_1Y() {
          return boost::shared_ptr<QuantLib::Index>(
!             new QuantLib::EURLibor1Y(
                  EuriborHandle::instance().handleYieldTermStructure()));
      }

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumclasses.xml, 1.22, 1.23

[Katiuscia M. <kma...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31916/gensrc/metadata

Modified Files:
	enumclasses.xml 
Log Message:
QuantLib::Eurlibor set back to QuantLib::EURLibor

Index: enumclasses.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumclasses.xml,v
retrieving revision 1.22
retrieving revision 1.23
diff -C2 -d -r1.22 -r1.23
*** enumclasses.xml	15 Sep 2006 10:05:28 -0000	1.22
--- enumclasses.xml	15 Sep 2006 15:19:27 -0000	1.23
***************
*** 533,672 ****
              <string>EurliborSW</string>
              <value>EURLIBOR_SW</value>
!             <libraryClass>QuantLib::EurliborSW</libraryClass>
            </EnumerationDefinition>
          <EnumerationDefinition>
            <string>Eurlibor1W</string>
            <value>EURLIBOR_SW</value>
!           <libraryClass>QuantLib::EurliborSW</libraryClass>
          </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 1W</string>
                <value>EURLIBOR_SW</value>
!               <libraryClass>QuantLib::EurliborSW</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor2W</string>
                <value>EURLIBOR_2W</value>
!               <libraryClass>QuantLib::Eurlibor2W</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor1M</string>
                <value>EURLIBOR_1M</value>
!               <libraryClass>QuantLib::Eurlibor1M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 1M</string>
                <value>EURLIBOR_1M</value>
!               <libraryClass>QuantLib::Eurlibor1M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor2M</string>
                <value>EURLIBOR_2M</value>
!               <libraryClass>QuantLib::Eurlibor2M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 2M</string>
                <value>EURLIBOR_2M</value>
!               <libraryClass>QuantLib::Eurlibor2M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor3M</string>
                <value>EURLIBOR_3M</value>
!               <libraryClass>QuantLib::Eurlibor3M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 3M</string>
                <value>EURLIBOR_3M</value>
!               <libraryClass>QuantLib::Eurlibor3M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor4M</string>
                <value>EURLIBOR_4M</value>
!               <libraryClass>QuantLib::Eurlibor4M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 4M</string>
                <value>EURLIBOR_4M</value>
!               <libraryClass>QuantLib::Eurlibor4M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor5M</string>
                <value>EURLIBOR_5M</value>
!               <libraryClass>QuantLib::Eurlibor5M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 5M</string>
                <value>EURLIBOR_5M</value>
!               <libraryClass>QuantLib::Eurlibor5M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor6M</string>
                <value>EURLIBOR_6M</value>
!               <libraryClass>QuantLib::Eurlibor6M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 6M</string>
                <value>EURLIBOR_6M</value>
!               <libraryClass>QuantLib::Eurlibor6M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor7M</string>
                <value>EURLIBOR_7M</value>
!               <libraryClass>QuantLib::Eurlibor7M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 7M</string>
                <value>EURLIBOR_7M</value>
!               <libraryClass>QuantLib::Eurlibor7M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor8M</string>
                <value>EURLIBOR_8M</value>
!               <libraryClass>QuantLib::Eurlibor8M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 8M</string>
                <value>EURLIBOR_8M</value>
!               <libraryClass>QuantLib::Eurlibor8M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor9M</string>
                <value>EURLIBOR_9M</value>
!               <libraryClass>QuantLib::Eurlibor9M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 9M</string>
                <value>EURLIBOR_9M</value>
!               <libraryClass>QuantLib::Eurlibor9M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor10M</string>
                <value>EURLIBOR_10M</value>
!               <libraryClass>QuantLib::Eurlibor10M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 10M</string>
                <value>EURLIBOR_10M</value>
!               <libraryClass>QuantLib::Eurlibor10M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor11M</string>
                <value>EURLIBOR_11M</value>
!               <libraryClass>QuantLib::Eurlibor11M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 11M</string>
                <value>EURLIBOR_11M</value>
!               <libraryClass>QuantLib::Eurlibor11M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor1Y</string>
                <value>EURLIBOR_1Y</value>
!               <libraryClass>QuantLib::Eurlibor1Y</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 1Y</string>
                <value>EURLIBOR_1Y</value>
!               <libraryClass>QuantLib::Eurlibor1Y</libraryClass>
            </EnumerationDefinition>
            
--- 533,672 ----
              <string>EurliborSW</string>
              <value>EURLIBOR_SW</value>
!             <libraryClass>QuantLib::EURLiborSW</libraryClass>
            </EnumerationDefinition>
          <EnumerationDefinition>
            <string>Eurlibor1W</string>
            <value>EURLIBOR_SW</value>
!           <libraryClass>QuantLib::EURLiborSW</libraryClass>
          </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 1W</string>
                <value>EURLIBOR_SW</value>
!               <libraryClass>QuantLib::EURLiborSW</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor2W</string>
                <value>EURLIBOR_2W</value>
!               <libraryClass>QuantLib::EURLibor2W</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor1M</string>
                <value>EURLIBOR_1M</value>
!               <libraryClass>QuantLib::EURLibor1M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 1M</string>
                <value>EURLIBOR_1M</value>
!               <libraryClass>QuantLib::EURLibor1M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor2M</string>
                <value>EURLIBOR_2M</value>
!               <libraryClass>QuantLib::EURLibor2M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 2M</string>
                <value>EURLIBOR_2M</value>
!               <libraryClass>QuantLib::EURLibor2M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor3M</string>
                <value>EURLIBOR_3M</value>
!               <libraryClass>QuantLib::EURLibor3M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 3M</string>
                <value>EURLIBOR_3M</value>
!               <libraryClass>QuantLib::EURLibor3M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor4M</string>
                <value>EURLIBOR_4M</value>
!               <libraryClass>QuantLib::EURLibor4M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 4M</string>
                <value>EURLIBOR_4M</value>
!               <libraryClass>QuantLib::EURLibor4M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor5M</string>
                <value>EURLIBOR_5M</value>
!               <libraryClass>QuantLib::EURLibor5M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 5M</string>
                <value>EURLIBOR_5M</value>
!               <libraryClass>QuantLib::EURLibor5M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor6M</string>
                <value>EURLIBOR_6M</value>
!               <libraryClass>QuantLib::EURLibor6M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 6M</string>
                <value>EURLIBOR_6M</value>
!               <libraryClass>QuantLib::EURLibor6M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor7M</string>
                <value>EURLIBOR_7M</value>
!               <libraryClass>QuantLib::EURLibor7M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 7M</string>
                <value>EURLIBOR_7M</value>
!               <libraryClass>QuantLib::EURLibor7M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor8M</string>
                <value>EURLIBOR_8M</value>
!               <libraryClass>QuantLib::EURLibor8M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 8M</string>
                <value>EURLIBOR_8M</value>
!               <libraryClass>QuantLib::EURLibor8M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor9M</string>
                <value>EURLIBOR_9M</value>
!               <libraryClass>QuantLib::EURLibor9M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 9M</string>
                <value>EURLIBOR_9M</value>
!               <libraryClass>QuantLib::EURLibor9M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor10M</string>
                <value>EURLIBOR_10M</value>
!               <libraryClass>QuantLib::EURLibor10M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 10M</string>
                <value>EURLIBOR_10M</value>
!               <libraryClass>QuantLib::EURLibor10M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor11M</string>
                <value>EURLIBOR_11M</value>
!               <libraryClass>QuantLib::EURLibor11M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 11M</string>
                <value>EURLIBOR_11M</value>
!               <libraryClass>QuantLib::EURLibor11M</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>Eurlibor1Y</string>
                <value>EURLIBOR_1Y</value>
!               <libraryClass>QuantLib::EURLibor1Y</libraryClass>
            </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 1Y</string>
                <value>EURLIBOR_1Y</value>
!               <libraryClass>QuantLib::EURLibor1Y</libraryClass>
            </EnumerationDefinition>
            

[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.29, 1.30 swaptionvolstructure.hpp, 1.25, 1.26

[Katiuscia M. <kma...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29850/qlo

Modified Files:
	swaptionvolstructure.cpp swaptionvolstructure.hpp 
Log Message:
removed all SwaptionATMvols constructors but the one tenor- and handle- based.

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.29
retrieving revision 1.30
diff -C2 -d -r1.29 -r1.30
*** swaptionvolstructure.cpp	12 Sep 2006 17:49:21 -0000	1.29
--- swaptionvolstructure.cpp	15 Sep 2006 15:14:12 -0000	1.30
***************
*** 42,67 ****
  	}
  
!     SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(
!         const std::vector<QuantLib::Date>& exerciseDates,
!         const std::vector<QuantLib::Period>& lengths,
!         const QuantLib::Matrix& volatilities,
!         const QuantLib::DayCounter& dayCounter)
!     {
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
!             new QuantLib::SwaptionVolatilityMatrix(exerciseDates,
!                                                    lengths,
!                                                    volatilities,
!                                                    dayCounter));
! 	}
! 
! 
!     SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(
!         const std::vector<QuantLib::Period>& expiries,
!         const QuantLib::Calendar& calendar,
!         const QuantLib::BusinessDayConvention bdc,
!         const std::vector<QuantLib::Period>& tenors,
!         const QuantLib::Matrix& volatilities,
!         const QuantLib::DayCounter& dayCounter)
!     {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
              new QuantLib::SwaptionVolatilityMatrix(expiries,
--- 42,51 ----
  	}
  
!     SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(const std::vector<QuantLib::Period>& expiries,
!                              const QuantLib::Calendar& calendar,
!                              const QuantLib::BusinessDayConvention bdc,
!                              const std::vector<QuantLib::Period>& tenors,
!                              const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& vols,
!                              const QuantLib::DayCounter& dayCounter) {
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
              new QuantLib::SwaptionVolatilityMatrix(expiries,
***************
*** 69,85 ****
                                                     bdc,
                                                     tenors,
-                                                    volatilities,
-                                                    dayCounter));
- 	}
- 
-     SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(const QuantLib::Date& referenceDate,
-                              const std::vector<QuantLib::Date>& exerciseDates,
-                              const std::vector<QuantLib::Period>& lengths,
-                              const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& vols,
-                              const QuantLib::DayCounter& dayCounter) {
-         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
-             new QuantLib::SwaptionVolatilityMatrix(referenceDate,
-                                                    exerciseDates,
-                                                    lengths,
                                                     vols,
                                                     dayCounter));
--- 53,56 ----

Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.25
retrieving revision 1.26
diff -C2 -d -r1.25 -r1.26
*** swaptionvolstructure.hpp	12 Sep 2006 17:49:21 -0000	1.25
--- swaptionvolstructure.hpp	15 Sep 2006 15:14:12 -0000	1.26
***************
*** 42,58 ****
  	class SwaptionVolatilityMatrix : public SwaptionVolatilityStructure {
  	public:
- 		SwaptionVolatilityMatrix(const std::vector<QuantLib::Date>& exerciseDates,
-                                  const std::vector<QuantLib::Period>& tenors,
- 								 const QuantLib::Matrix& volatilities,
-                                  const QuantLib::DayCounter& dayCounter);
          SwaptionVolatilityMatrix(const std::vector<QuantLib::Period>& expiries,
                                   const QuantLib::Calendar& calendar,
                                   const QuantLib::BusinessDayConvention bdc,
                                   const std::vector<QuantLib::Period>& tenors,
-                                  const QuantLib::Matrix& volatilities,
-                                  const QuantLib::DayCounter& dayCounter);
-         SwaptionVolatilityMatrix(const QuantLib::Date& referenceDate,
-                                  const std::vector<QuantLib::Date>& exerciseDates,
-                                  const std::vector<QuantLib::Period>& lengths,
                                   const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote> > >& vols,
                                   const QuantLib::DayCounter& dayCounter);
--- 42,49 ----

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaptionvolstructure.xml, 1.52, 1.53

[Katiuscia M. <kma...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29850/gensrc/metadata

Modified Files:
	swaptionvolstructure.xml 
Log Message:
removed all SwaptionATMvols constructors but the one tenor- and handle- based.

Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.52
retrieving revision 1.53
diff -C2 -d -r1.52 -r1.53
*** swaptionvolstructure.xml	15 Sep 2006 10:07:35 -0000	1.52
--- swaptionvolstructure.xml	15 Sep 2006 15:14:11 -0000	1.53
***************
*** 226,230 ****
      </Constructor>
  
!     <!--<Constructor name='qlSwaptionVTSMatrix'>
        <libraryFunction>SwaptionVolatilityMatrix</libraryFunction>
        <supportedPlatforms>
--- 226,230 ----
      </Constructor>
  
!     <Constructor name='qlSwaptionVTSMatrix'>
        <libraryFunction>SwaptionVolatilityMatrix</libraryFunction>
        <supportedPlatforms>
***************
*** 249,322 ****
              <description>Business day convention used for calculating the exercise dates from the expiries</description>
            </Parameter>
!           <Parameter name='swapLengths' libraryType='QuantLib::Period'>
!             <type>string</type>
!             <tensorRank>vector</tensorRank>
!             <description>underlying swap lengths</description>
!           </Parameter>
!           <Parameter name='volatilities' libraryType='QuantLib::Matrix'>
!             <type>double</type>
!             <tensorRank>matrix</tensorRank>
!             <description>swaption volatilities</description>
!           </Parameter>
!           <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>day counter (e.g. Actual/360)</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>
! 
!     <Constructor name='qlSwaptionVTSMatrix2'>
!       <libraryFunction>SwaptionVolatilityMatrix</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!         <supportedPlatform>calc</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='exerciseDates' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>vector</tensorRank>
!             <description>swaption exercise dates</description>
!           </Parameter>
!           <Parameter name='swapLengths' libraryType='QuantLib::Period'>
!             <type>string</type>
!             <tensorRank>vector</tensorRank>
!             <description>underlying swap lengths</description>
!           </Parameter>
!           <Parameter name='volatilities' libraryType='QuantLib::Matrix'>
!             <type>double</type>
!             <tensorRank>matrix</tensorRank>
!             <description>swaption volatilities</description>
!           </Parameter>
!           <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>day counter (e.g. Actual/360)</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!     </Constructor>-->
! 
!     <Constructor name='qlSwaptionVTSMatrix3'>
!       <libraryFunction>SwaptionVolatilityMatrix</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!         <supportedPlatform>calc</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='referenceDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>swaption exercise dates</description>
!           </Parameter>
!           <Parameter name='exerciseDates' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>vector</tensorRank>
!             <description>swaption exercise dates</description>
!           </Parameter>
!           <Parameter name='swapLengths' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>vector</tensorRank>
--- 249,253 ----
              <description>Business day convention used for calculating the exercise dates from the expiries</description>
            </Parameter>
!           <Parameter name='swapTenors' libraryType='QuantLib::Period'>
              <type>string</type>
              <tensorRank>vector</tensorRank>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumtypes.xml, 1.20, 1.21

[Marco B. <mar...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18102/gensrc/metadata

Modified Files:
	enumtypes.xml 
Log Message:
Added calendars for Murex compliance

Index: enumtypes.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumtypes.xml,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** enumtypes.xml	12 Sep 2006 16:04:15 -0000	1.20
--- enumtypes.xml	15 Sep 2006 14:45:44 -0000	1.21
***************
*** 316,319 ****
--- 316,323 ----
            <value>QuantLib::TARGET()</value>
          </EnumerationDefinition>
+ 			<EnumerationDefinition>				<!-- clone of TARGET -->
+ 			<string>EUR</string>
+ 			<value>QuantLib::TARGET()</value>
+ 			</EnumerationDefinition>
          <EnumerationDefinition>
            <string>Turkey</string>
***************
*** 328,331 ****
--- 332,343 ----
            <value>QuantLib::UnitedKingdom(QuantLib::UnitedKingdom::Exchange)</value>
          </EnumerationDefinition>
+ 			<EnumerationDefinition>
+ 			<string>LONDON</string>			<!-- Clone for UnitedKingdom::Exchange -->
+ 			<value>QuantLib::UnitedKingdom(QuantLib::UnitedKingdom::Exchange)</value>
+ 			</EnumerationDefinition>
+ 			<EnumerationDefinition>
+ 			<string>GBP</string>			<!-- Clone for UnitedKingdom::Exchange -->
+ 			<value>QuantLib::UnitedKingdom(QuantLib::UnitedKingdom::Exchange)</value>
+ 			</EnumerationDefinition>
          <EnumerationDefinition>
            <string>UnitedKingdom::Metals</string>

[QuantLibAddin-cvs] QuantLibAddin/qlo cmsmarket.cpp,1.4,1.5

[Giorgio F. <gi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29826/qlo

Modified Files:
	cmsmarket.cpp 
Log Message:


Index: cmsmarket.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.cpp,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** cmsmarket.cpp	13 Sep 2006 13:59:33 -0000	1.4
--- cmsmarket.cpp	15 Sep 2006 13:54:40 -0000	1.5
***************
*** 54,58 ****
      std::vector<std::vector<boost::any> > browseCmsMarket(QuantLib::Matrix & cmsMarket){
          std::vector<std::vector<boost::any> > result;
!         QuantLib::Size numberOfColumn = 8;
  
          std::vector<boost::any> headings(numberOfColumn);
--- 54,58 ----
      std::vector<std::vector<boost::any> > browseCmsMarket(QuantLib::Matrix & cmsMarket){
          std::vector<std::vector<boost::any> > result;
!         QuantLib::Size numberOfColumn = 9;
  
          std::vector<boost::any> headings(numberOfColumn);
***************
*** 65,69 ****
          headings[5]=std::string("Implied (bps)");
          headings[6]=std::string("Error (bps)");
!         headings[7]=std::string("Price");
  
          result.push_back(headings);
--- 65,70 ----
          headings[5]=std::string("Implied (bps)");
          headings[6]=std::string("Error (bps)");
!         headings[7]=std::string("Overreach bid/ask");
!         headings[8]=std::string("Price");  
  
          result.push_back(headings);

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata bonds.xml, 1.29, 1.30 calendar.xml, 1.24, 1.25 capletvolstructure.xml, 1.14, 1.15 index.xml, 1.35, 1.36 interpolation.xml, 1.33, 1.34 marketmodels.xml, 1.32, 1.33 ratehelpers.xml, 1.21, 1.22 swaptionvolstructure.xml, 1.51, 1.52 termstructures.xml, 1.33, 1.34

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4419/gensrc/metadata

Modified Files:
	bonds.xml calendar.xml capletvolstructure.xml index.xml 
	interpolation.xml marketmodels.xml ratehelpers.xml 
	swaptionvolstructure.xml termstructures.xml 
Log Message:
implement template for functions which loop on input parameter

Index: index.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v
retrieving revision 1.35
retrieving revision 1.36
diff -C2 -d -r1.35 -r1.36
*** index.xml	6 Sep 2006 09:49:49 -0000	1.35
--- index.xml	15 Sep 2006 10:07:35 -0000	1.36
***************
*** 46,50 ****
              <description>fixing date(s)</description>
            </Parameter>
!           <Parameter name='forecastTodaysFixing' default='0'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
--- 46,50 ----
              <description>fixing date(s)</description>
            </Parameter>
!           <Parameter name='forecastTodaysFixing' default='0' const='False'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>

Index: bonds.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v
retrieving revision 1.29
retrieving revision 1.30
diff -C2 -d -r1.29 -r1.30
*** bonds.xml	4 Sep 2006 19:21:04 -0000	1.29
--- bonds.xml	15 Sep 2006 10:07:35 -0000	1.30
***************
*** 219,233 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='yield'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>bond yield(s)</description>
            </Parameter>
!           <Parameter name='compounding' enumeration='QuantLib::Compounding'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
            </Parameter>
!           <Parameter name='settlementDate' libraryType='QuantLib::Date' default='0'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
--- 219,233 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='yield' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>bond yield(s)</description>
            </Parameter>
!           <Parameter name='compounding' enumeration='QuantLib::Compounding' const='False'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
            </Parameter>
!           <Parameter name='settlementDate' libraryType='QuantLib::Date' default='0' const='False'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
***************
*** 250,264 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='yield'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>bond yield(s)</description>
            </Parameter>
!           <Parameter name='compounding' enumeration='QuantLib::Compounding'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
            </Parameter>
!           <Parameter name='settlementDate' libraryType='QuantLib::Date' default='0'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
--- 250,264 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='yield' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>bond yield(s)</description>
            </Parameter>
!           <Parameter name='compounding' enumeration='QuantLib::Compounding' const='False'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
            </Parameter>
!           <Parameter name='settlementDate' libraryType='QuantLib::Date' default='0' const='False'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
***************
*** 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>
--- 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>

Index: ratehelpers.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** ratehelpers.xml	4 Sep 2006 19:21:04 -0000	1.21
--- ratehelpers.xml	15 Sep 2006 10:07:35 -0000	1.22
***************
*** 64,68 ****
      </Member>
  
!     <Member name='qlSetQuote' objectClass='RateHelper'>
        <description>update quote of existing Rate Helper object</description>
        <libraryFunction>setQuote</libraryFunction>
--- 64,69 ----
      </Member>
  
!     <!--Member name='qlSetQuote' objectClass='RateHelper'-->
!     <Member name='qlSetQuote' objectClass='RateHelper' loopParameter='None'>
        <description>update quote of existing Rate Helper object</description>
        <libraryFunction>setQuote</libraryFunction>
***************
*** 196,200 ****
      </Member>
  
!     <Member name='qlSetConvexityAdjustment' objectClass='FuturesRateHelper'>
        <description>update convexity adjustment of existing FuturesRateHelper object</description>
        <libraryFunction>setConvexityAdjustment</libraryFunction>
--- 197,201 ----
      </Member>
  
!     <Member name='qlSetConvexityAdjustment' objectClass='FuturesRateHelper' loopParameter='None'>
        <description>update convexity adjustment of existing FuturesRateHelper object</description>
        <libraryFunction>setConvexityAdjustment</libraryFunction>

Index: interpolation.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v
retrieving revision 1.33
retrieving revision 1.34
diff -C2 -d -r1.33 -r1.34
*** interpolation.xml	8 Sep 2006 10:05:06 -0000	1.33
--- interpolation.xml	15 Sep 2006 10:07:35 -0000	1.34
***************
*** 61,70 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='xValues'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
!           <Parameter name='allowExtrapolation' default='0'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
--- 61,70 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='xValues' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
!           <Parameter name='allowExtrapolation' default='0' const='False'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
***************
*** 87,96 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='xValues'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
!           <Parameter name='allowExtrapolation' default='0'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
--- 87,96 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='xValues' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
!           <Parameter name='allowExtrapolation' default='0' const='False'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
***************
*** 113,122 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='xValues'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
!           <Parameter name='allowExtrapolation' default='0'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
--- 113,122 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='xValues' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
!           <Parameter name='allowExtrapolation' default='0' const='False'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
***************
*** 139,148 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='xValues'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
!           <Parameter name='allowExtrapolation' default='0'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
--- 139,148 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='xValues' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
!           <Parameter name='allowExtrapolation' default='0' const='False'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
***************
*** 197,201 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='xValues'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 197,201 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='xValues' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
***************
*** 614,623 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='xValues'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
!           <Parameter name='yValue'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 614,623 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='xValues' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
!           <Parameter name='yValue' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
***************
*** 640,654 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='xValues'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>x values: must match the number of columns in the data matrix</description>
            </Parameter>
!           <Parameter name='yValue'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>y value: must match the number of rows in the data matrix</description>
            </Parameter>
!           <Parameter name='allowExtrapolation' default='0'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
--- 640,654 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='xValues' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>x values: must match the number of columns in the data matrix</description>
            </Parameter>
!           <Parameter name='yValue' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>y value: must match the number of rows in the data matrix</description>
            </Parameter>
!           <Parameter name='allowExtrapolation' default='0' const='False'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>

Index: termstructures.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v
retrieving revision 1.33
retrieving revision 1.34
diff -C2 -d -r1.33 -r1.34
*** termstructures.xml	4 Sep 2006 19:21:04 -0000	1.33
--- termstructures.xml	15 Sep 2006 10:07:35 -0000	1.34
***************
*** 84,88 ****
              <description>vector of dates</description>
            </Parameter>
!           <Parameter name='allowExtrapolation'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
--- 84,88 ----
              <description>vector of dates</description>
            </Parameter>
!           <Parameter name='allowExtrapolation' const='False'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
***************
*** 120,134 ****
              <description>result DayCounter</description>
            </Parameter>
!           <Parameter name='compounding' enumeration='QuantLib::Compounding'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
            </Parameter>
!           <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description>
            </Parameter>
!           <Parameter name='extrapolate' default='false'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
--- 120,134 ----
              <description>result DayCounter</description>
            </Parameter>
!           <Parameter name='compounding' enumeration='QuantLib::Compounding' const='False'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
            </Parameter>
!           <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"' const='False'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description>
            </Parameter>
!           <Parameter name='extrapolate' default='false' const='False'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
***************
*** 161,175 ****
              <description>resultDayCounter</description>
            </Parameter>
!           <Parameter name='compounding' enumeration='QuantLib::Compounding'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
            </Parameter>
!           <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description>
            </Parameter>
!           <Parameter name='extrapolate' default='false'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
--- 161,175 ----
              <description>resultDayCounter</description>
            </Parameter>
!           <Parameter name='compounding' enumeration='QuantLib::Compounding' const='False'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description>
            </Parameter>
!           <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"' const='False'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description>
            </Parameter>
!           <Parameter name='extrapolate' default='false' const='False'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
***************
*** 193,197 ****
          <Parameters>
            <Parameter name='tenor'>
!             <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>tenor in years</description>
--- 193,197 ----
          <Parameters>
            <Parameter name='tenor'>
!             <type>long</type>
              <tensorRank>scalar</tensorRank>
              <description>tenor in years</description>
***************
*** 202,211 ****
              <description>start date</description>
            </Parameter>
!           <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description>
            </Parameter>
!           <Parameter name='extrapolate' default='false'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
--- 202,211 ----
              <description>start date</description>
            </Parameter>
!           <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"' const='False'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description>
            </Parameter>
!           <Parameter name='extrapolate' default='false' const='False'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>

Index: capletvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** capletvolstructure.xml	1 Sep 2006 14:09:34 -0000	1.14
--- capletvolstructure.xml	15 Sep 2006 10:07:35 -0000	1.15
***************
*** 28,37 ****
              <description>cap/floor expiry date</description>
            </Parameter>
!           <Parameter name='strike'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>cap/floor strike vector</description>
            </Parameter>
!           <Parameter name='allowExtrapolation'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
--- 28,37 ----
              <description>cap/floor expiry date</description>
            </Parameter>
!           <Parameter name='strike' const='False'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>cap/floor strike vector</description>
            </Parameter>
!           <Parameter name='allowExtrapolation' const='False'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
***************
*** 59,68 ****
              <description>cap/floor expiry date</description>
            </Parameter>
!           <Parameter name='strike'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>cap/floor strike vector</description>
            </Parameter>
!           <Parameter name='allowExtrapolation'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
--- 59,68 ----
              <description>cap/floor expiry date</description>
            </Parameter>
!           <Parameter name='strike' const='False'>
              <type>double</type>
              <tensorRank>vector</tensorRank>
              <description>cap/floor strike vector</description>
            </Parameter>
!           <Parameter name='allowExtrapolation' const='False'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.32
retrieving revision 1.33
diff -C2 -d -r1.32 -r1.33
*** marketmodels.xml	5 Sep 2006 17:50:19 -0000	1.32
--- marketmodels.xml	15 Sep 2006 10:07:35 -0000	1.33
***************
*** 591,595 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='u'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 591,595 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='u' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
***************
*** 612,626 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='u'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>calendar time(s)</description>
            </Parameter>
!           <Parameter name='T'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>fixing time of first rate</description>
            </Parameter>
!           <Parameter name='S'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 612,626 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='u' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>calendar time(s)</description>
            </Parameter>
!           <Parameter name='T' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>fixing time of first rate</description>
            </Parameter>
!           <Parameter name='S' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
***************
*** 643,652 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='u'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>calendar time(s)</description>
            </Parameter>
!           <Parameter name='T'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 643,652 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='u' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>calendar time(s)</description>
            </Parameter>
!           <Parameter name='T' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
***************
*** 669,678 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='u'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>calendar time(s)</description>
            </Parameter>
!           <Parameter name='T'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 669,678 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='u' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>calendar time(s)</description>
            </Parameter>
!           <Parameter name='T' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
***************
*** 695,714 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='tMin'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>lower bound of the covariance integral</description>
            </Parameter>
!           <Parameter name='tMax'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
!           <Parameter name='T'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>fixing calendar time of first rate</description>
            </Parameter>
!           <Parameter name='S'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 695,714 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='tMin' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>lower bound of the covariance integral</description>
            </Parameter>
!           <Parameter name='tMax' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
!           <Parameter name='T' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>fixing calendar time of first rate</description>
            </Parameter>
!           <Parameter name='S' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
***************
*** 731,745 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='tMin'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>lower bound of the covariance integral</description>
            </Parameter>
!           <Parameter name='tMax'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
!           <Parameter name='T'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 731,745 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='tMin' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>lower bound of the covariance integral</description>
            </Parameter>
!           <Parameter name='tMax' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
!           <Parameter name='T' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
***************
*** 762,776 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='tMin'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>lower bound of the covariance integral</description>
            </Parameter>
!           <Parameter name='tMax'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
!           <Parameter name='T'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 762,776 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='tMin' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>lower bound of the covariance integral</description>
            </Parameter>
!           <Parameter name='tMax' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
!           <Parameter name='T' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>

Index: calendar.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v
retrieving revision 1.24
retrieving revision 1.25
diff -C2 -d -r1.24 -r1.25
*** calendar.xml	7 Sep 2006 21:27:37 -0000	1.24
--- calendar.xml	15 Sep 2006 10:07:35 -0000	1.25
***************
*** 96,100 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='date' libraryType='QuantLib::Date'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
--- 96,100 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='date' libraryType='QuantLib::Date' const='False'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
***************
*** 201,209 ****
              <description>date to be adjusted</description>
            </Parameter>
!           <Parameter name='BusinessDayConvention' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>rolling convention</description>
            </Parameter>
          </Parameters>
        </ParameterList>
--- 201,214 ----
              <description>date to be adjusted</description>
            </Parameter>
!           <Parameter name='BusinessDayConvention' enumeration='QuantLib::BusinessDayConvention' const='False'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>rolling convention</description>
            </Parameter>
+           <Parameter name='origin' libraryType='QuantLib::Date' default='0'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>date to be adjusted</description>
+           </Parameter>
          </Parameters>
        </ParameterList>
***************
*** 232,241 ****
              <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>
!           <Parameter name='BusinessDayConvention' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>rolling convention</description>
            </Parameter>
!           <Parameter name='endOfMonth' default='false'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>
--- 237,246 ----
              <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>
!           <Parameter name='BusinessDayConvention' enumeration='QuantLib::BusinessDayConvention' const='False'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>rolling convention</description>
            </Parameter>
!           <Parameter name='endOfMonth' default='false' const='False'>
              <type>bool</type>
              <tensorRank>scalar</tensorRank>

Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.51
retrieving revision 1.52
diff -C2 -d -r1.51 -r1.52
*** swaptionvolstructure.xml	12 Sep 2006 17:35:38 -0000	1.51
--- swaptionvolstructure.xml	15 Sep 2006 10:07:35 -0000	1.52
***************
*** 19,23 ****
      <!-- SwaptionVolatilityStructure interface-->
  
!     <Member name='qlSwaptionVTSVolatility' handleToLib='SwaptionVolatilityStructure' loopParameter='strike'>
        <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>
--- 19,24 ----
      <!-- SwaptionVolatilityStructure interface-->
  
!     <!--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>
***************
*** 55,59 ****
      </Member>
  
!     <Member name='qlSwaptionVTSBlackVariance' libraryClass='SwaptionVolatilityStructure' loopParameter='strike'>
        <description>Returns a vector of black volatilities corresponding to a vector of strikes for a given exercise date.</description>
        <libraryFunction>blackVariance</libraryFunction>
--- 56,61 ----
      </Member>
  
!     <!--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>
***************
*** 73,77 ****
              <description>underlying swap tenor</description>
            </Parameter>
!           <Parameter name='strike'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
--- 75,79 ----
              <description>underlying swap tenor</description>
            </Parameter>
!           <Parameter name='strike' const='False'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/stubs stub.excel.includes, 1.4, 1.5

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/stubs
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4419/gensrc/stubs

Modified Files:
	stub.excel.includes 
Log Message:
implement template for functions which loop on input parameter

Index: stub.excel.includes
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/stubs/stub.excel.includes,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** stub.excel.includes	15 Jun 2006 19:01:39 -0000	1.4
--- stub.excel.includes	15 Sep 2006 10:07:35 -0000	1.5
***************
*** 3,10 ****
  #include <qlo/conversions.hpp>
  #include <qlo/handle.hpp>
! %(includes)s
  #include <ohxl/objhandlerxl.hpp>
  #include <qlxl/session.hpp>
  #include <qlxl/conversions.hpp>
  
  #define XLL_DEC DLLEXPORT
--- 3,11 ----
  #include <qlo/conversions.hpp>
  #include <qlo/handle.hpp>
! %(categoryIncludes)s
  #include <ohxl/objhandlerxl.hpp>
  #include <qlxl/session.hpp>
  #include <qlxl/conversions.hpp>
+ %(loopIncludes)s
  
  #define XLL_DEC DLLEXPORT

[QuantLibAddin-cvs] QuantLibAddin/gensrc/scripts gensrc.py, 1.4, 1.5

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/scripts
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4419/gensrc/scripts

Modified Files:
	gensrc.py 
Log Message:
implement template for functions which loop on input parameter

Index: gensrc.py
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/scripts/gensrc.py,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** gensrc.py	28 Aug 2006 10:05:24 -0000	1.4
--- gensrc.py	15 Sep 2006 10:07:35 -0000	1.5
***************
*** 27,30 ****
--- 27,31 ----
  import addindoxygen
  import valueobjects
+ import loop
  import utilities
  import config
***************
*** 41,44 ****
--- 42,46 ----
          d - generate doxygen documentation files
          v - generate ValueObjects
+         l - generate loop typedefs
      or
          a - all of the above
***************
*** 50,54 ****
  
  try:
!     opts, args = getopt.getopt(sys.argv[1:], 'qeocgdahv', 'help' )
  except getopt.GetoptError:
      usage()
--- 52,56 ----
  
  try:
!     opts, args = getopt.getopt(sys.argv[1:], 'qeocgdahvl', 'help' )
  except getopt.GetoptError:
      usage()
***************
*** 75,78 ****
--- 77,82 ----
      elif o == '-v':
          addins.append(utilities.serializeObject(valueobjects.ValueObjects))
+     elif o == '-l':
+         addins.append(utilities.serializeObject(loop.Loop))
      elif o == '-a':
          if len(opts) != 1: sys.exit('flag -a cannot be combined with other flags')
***************
*** 84,87 ****
--- 88,92 ----
          addins.append(utilities.serializeObject(addindoxygen.AddinDoxygen))
          addins.append(utilities.serializeObject(valueobjects.ValueObjects))
+         addins.append(utilities.serializeObject(loop.Loop))
      else:
          usage()

[QuantLibAddin-cvs] QuantLibAddin/qlo/Loop .cvsignore,NONE,1.1

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo/Loop
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4419/qlo/Loop

Added Files:
	.cvsignore 
Log Message:
implement template for functions which loop on input parameter

--- NEW FILE: .cvsignore ---
loop_*.hpp

[QuantLibAddin-cvs] QuantLibAddin/gensrc/config config.xml, 1.28, 1.29

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4419/gensrc/config

Modified Files:
	config.xml 
Log Message:
implement template for functions which loop on input parameter

Index: config.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config/config.xml,v
retrieving revision 1.28
retrieving revision 1.29
diff -C2 -d -r1.28 -r1.29
*** config.xml	12 Sep 2006 09:38:25 -0000	1.28
--- config.xml	15 Sep 2006 10:07:34 -0000	1.29
***************
*** 3,11 ****
    <libRootDirectory>qlo</libRootDirectory>
    <voRootDirectory>qlo</voRootDirectory>
    <excelRootDirectory>../QuantLibXL/qlxl</excelRootDirectory>
  
    <usingEnumerations>true</usingEnumerations>
!   <namespace1>QuantLibAddin</namespace1>
!   <namespace2>QuantLib</namespace2>
  
    <categoryNames>
--- 3,12 ----
    <libRootDirectory>qlo</libRootDirectory>
    <voRootDirectory>qlo</voRootDirectory>
+   <loopRootDirectory>qlo/Loop</loopRootDirectory>
    <excelRootDirectory>../QuantLibXL/qlxl</excelRootDirectory>
  
    <usingEnumerations>true</usingEnumerations>
!   <namespaceLibrary>QuantLib</namespaceLibrary>
!   <namespaceObjects>QuantLibAddin</namespaceObjects>
  
    <categoryNames>

[QuantLibAddin-cvs] QuantLibAddin QuantLibObjects.vcproj, 1.34, 1.35 QuantLibObjects_vc8.vcproj, 1.42, 1.43

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

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4419

Modified Files:
	QuantLibObjects.vcproj QuantLibObjects_vc8.vcproj 
Log Message:
implement template for functions which loop on input parameter

Index: QuantLibObjects_vc8.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v
retrieving revision 1.42
retrieving revision 1.43
diff -C2 -d -r1.42 -r1.43
*** QuantLibObjects_vc8.vcproj	12 Sep 2006 12:17:55 -0000	1.42
--- QuantLibObjects_vc8.vcproj	15 Sep 2006 10:07:34 -0000	1.43
***************
*** 922,925 ****
--- 922,977 ----
  			</File>
  		</Filter>
+ 		<Filter
+ 			Name="Loop"
+ 			>
+ 			<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>
+ 		</Filter>
  		<File
  			RelativePath="qlo\auto_link.hpp"

Index: QuantLibObjects.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects.vcproj,v
retrieving revision 1.34
retrieving revision 1.35
diff -C2 -d -r1.34 -r1.35
*** QuantLibObjects.vcproj	12 Sep 2006 09:38:25 -0000	1.34
--- QuantLibObjects.vcproj	15 Sep 2006 10:07:34 -0000	1.35
***************
*** 783,786 ****
--- 783,826 ----
  			</File>
  		</Filter>
+ 		<Filter
+ 			Name="Loop"
+ 			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>
+ 		</Filter>
  		<File
  			RelativePath="qlo\auto_link.hpp">

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumclasses.xml, 1.21, 1.22

[Katiuscia M. <kma...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3608/gensrc/metadata

Modified Files:
	enumclasses.xml 
Log Message:
Euribor, Eurlibor, Euribor365 enum extended to allow for 1W in addition to SW

Index: enumclasses.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumclasses.xml,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** enumclasses.xml	13 Sep 2006 19:16:32 -0000	1.21
--- enumclasses.xml	15 Sep 2006 10:05:28 -0000	1.22
***************
*** 243,247 ****
            <libraryClass>QuantLib::EuriborSW</libraryClass>
          </EnumerationDefinition>
!           <EnumerationDefinition>
            <string>EUR EURIBOR 1W</string>
            <value>EURIBOR_SW</value>
--- 243,252 ----
            <libraryClass>QuantLib::EuriborSW</libraryClass>
          </EnumerationDefinition>
!         <EnumerationDefinition>
!           <string>Euribor1W</string>
!           <value>EURIBOR_SW</value>
!           <libraryClass>QuantLib::EuriborSW</libraryClass>
!         </EnumerationDefinition>
!         <EnumerationDefinition>
            <string>EUR EURIBOR 1W</string>
            <value>EURIBOR_SW</value>
***************
*** 384,387 ****
--- 389,397 ----
                <libraryClass>QuantLib::Euribor365_SW</libraryClass>
            </EnumerationDefinition>
+         <EnumerationDefinition>
+           <string>Euribor3651W</string>
+           <value>EURIBOR365_SW</value>
+           <libraryClass>QuantLib::Euribor365_SW</libraryClass>
+         </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR EURIB365 1W</string>
***************
*** 525,528 ****
--- 535,543 ----
              <libraryClass>QuantLib::EurliborSW</libraryClass>
            </EnumerationDefinition>
+         <EnumerationDefinition>
+           <string>Eurlibor1W</string>
+           <value>EURLIBOR_SW</value>
+           <libraryClass>QuantLib::EurliborSW</libraryClass>
+         </EnumerationDefinition>
            <EnumerationDefinition>
                <string>EUR LIBOR 1W</string>

[QuantLibAddin-cvs] QuantLibAddin/qlo/Loop - New directory

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo/Loop
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1252/Loop

Log Message:
Directory /cvsroot/quantlibaddin/QuantLibAddin/qlo/Loop added to the repository

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumclasses.xml, 1.20, 1.21

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7261/gensrc/metadata

Modified Files:
	enumclasses.xml 
Log Message:
added string for MGX export

Index: enumclasses.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumclasses.xml,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** enumclasses.xml	13 Sep 2006 08:31:49 -0000	1.20
--- enumclasses.xml	13 Sep 2006 19:16:32 -0000	1.21
***************
*** 739,742 ****
--- 739,752 ----
            </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>
***************
*** 749,752 ****
--- 759,767 ----
            </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>
***************
*** 759,762 ****
--- 774,782 ----
            </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>

[QuantLibAddin-cvs] QuantLibAddin/qlo cmsmarket.cpp,1.3,1.4

[Giorgio F. <gi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2154/qlo

Modified Files:
	cmsmarket.cpp 
Log Message:
work in progress ...

Index: cmsmarket.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/cmsmarket.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** cmsmarket.cpp	12 Sep 2006 16:14:29 -0000	1.3
--- cmsmarket.cpp	13 Sep 2006 13:59:33 -0000	1.4
***************
*** 54,58 ****
      std::vector<std::vector<boost::any> > browseCmsMarket(QuantLib::Matrix & cmsMarket){
          std::vector<std::vector<boost::any> > result;
!         QuantLib::Size numberOfColumn = 7;
  
          std::vector<boost::any> headings(numberOfColumn);
--- 54,58 ----
      std::vector<std::vector<boost::any> > browseCmsMarket(QuantLib::Matrix & cmsMarket){
          std::vector<std::vector<boost::any> > result;
!         QuantLib::Size numberOfColumn = 8;
  
          std::vector<boost::any> headings(numberOfColumn);
***************
*** 65,68 ****
--- 65,69 ----
          headings[5]=std::string("Implied (bps)");
          headings[6]=std::string("Error (bps)");
+         headings[7]=std::string("Price");
  
          result.push_back(headings);