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

[QuantLibAddin-cvs] QuantLibAddin/qlo couponvectors.cpp, 1.27, 1.28 couponvectors.hpp, 1.20, 1.21 swaptionvolstructure.cpp, 1.17, 1.18 swaptionvolstructure.hpp, 1.15, 1.16

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21122/qlo

Modified Files:
	couponvectors.cpp couponvectors.hpp swaptionvolstructure.cpp 
	swaptionvolstructure.hpp 
Log Message:
work in progress ...

Index: couponvectors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** couponvectors.hpp	28 Aug 2006 15:56:17 -0000	1.20
--- couponvectors.hpp	5 Sep 2006 07:49:04 -0000	1.21
***************
*** 2,5 ****
--- 2,6 ----
  /*
   Copyright (C) 2006 Ferdinando Ametrano
+  Copyright (C) 2006 Giorgio Facchinetti
   Copyright (C) 2005 Aurelien Chanudet
  

Index: couponvectors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v
retrieving revision 1.27
retrieving revision 1.28
diff -C2 -d -r1.27 -r1.28
*** couponvectors.cpp	28 Aug 2006 15:56:17 -0000	1.27
--- couponvectors.cpp	5 Sep 2006 07:49:04 -0000	1.28
***************
*** 3,6 ****
--- 3,7 ----
   Copyright (C) 2006 Ferdinando Ametrano
   Copyright (C) 2006 Eric Ehlers
+  Copyright (C) 2006 Giorgio Facchinetti
   Copyright (C) 2005 Aurelien Chanudet
  

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.17
retrieving revision 1.18
diff -C2 -d -r1.17 -r1.18
*** swaptionvolstructure.cpp	5 Sep 2006 07:25:38 -0000	1.17
--- swaptionvolstructure.cpp	5 Sep 2006 07:49:04 -0000	1.18
***************
*** 4,7 ****
--- 4,8 ----
   Copyright (C) 2006 Silvia Frasson
   Copyright (C) 2006 Mario Pucci
+  Copyright (C) 2006 Giorgio Facchinetti
  
   This file is part of QuantLib, a free-software/open-source library
***************
*** 25,29 ****
  #include <ql/Volatilities/swaptionconstantvol.hpp>
  #include <ql/Volatilities/swaptionvolcube.hpp>
! #include <ql/Volatilities/swaptionvolcubebysabr.hpp>
  
  namespace QuantLibAddin {
--- 26,30 ----
  #include <ql/Volatilities/swaptionconstantvol.hpp>
  #include <ql/Volatilities/swaptionvolcube.hpp>
! 
  
  namespace QuantLibAddin {
***************
*** 146,152 ****
          //beta = QuantLib::Null<double>();
          //maxError = 1E-4;
! 
!         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
!             new QuantLib::SwaptionVolatilityCubeBySabr(atmVol,
                                                   expiries,
                                                   lengths,
--- 147,152 ----
          //beta = QuantLib::Null<double>();
          //maxError = 1E-4;
!             libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
!            new QuantLib::SwaptionVolatilityCubeBySabr(atmVol,
                                                   expiries,
                                                   lengths,
***************
*** 167,170 ****
--- 167,207 ----
                                                   true,
                                                   maxTolerance));
+          const boost::shared_ptr<QuantLib::SwaptionVolatilityCubeBySabr> 
+              volCube = boost::dynamic_pointer_cast<QuantLib::SwaptionVolatilityCubeBySabr>(libraryObject_);
+          sparseSabrParameters_=volCube->sparseSabrParameters();
+          denseSabrParameters_=volCube->denseSabrParameters();
+     }
+ 
+         
+     std::vector<std::vector<boost::any> > getSabrParameters(QuantLib::Matrix & sabrParameters)
+     {
+         std::vector<std::vector<boost::any> > sparseSabrParameters;
+         QuantLib::Size numberOfColumn = 9;
+ 
+         std::vector<boost::any> headings(numberOfColumn);
+         headings[0]=std::string("Swap Lenght");
+         headings[1]=std::string("Expiriy");
+ 
+         headings[2]=std::string("Alpha");
+         headings[3]=std::string("Beta");
+         headings[4]=std::string("Nu");
+         headings[5]=std::string("Rho");
+         headings[6]=std::string("Forward");
+         headings[7]=std::string("Error");
+         headings[8]=std::string("Max Error");
+ 
+ 
+         sparseSabrParameters.push_back(headings);
+ 
+         for(QuantLib::Size i=0; i<sabrParameters.rows(); i++)
+         {
+             std::vector<boost::any> par(numberOfColumn, std::string("N/A"));
+             for(QuantLib::Size j=0; j<sabrParameters.columns(); j++)
+             {
+                par[j] = sabrParameters[i][j];
+             }
+             sparseSabrParameters.push_back(par);
+         }
+         return sparseSabrParameters;
      }
  

Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** swaptionvolstructure.hpp	5 Sep 2006 07:26:45 -0000	1.15
--- swaptionvolstructure.hpp	5 Sep 2006 07:49:04 -0000	1.16
***************
*** 4,7 ****
--- 4,8 ----
   Copyright (C) 2006 Silvia Frasson
   Copyright (C) 2006 Mario Pucci
+  Copyright (C) 2006 Giorgio Facchinetti
  
   This file is part of QuantLib, a free-software/open-source library
***************
*** 23,26 ****
--- 24,28 ----
  #include <oh/objhandler.hpp>
  #include <ql/swaptionvolstructure.hpp>
+ #include <ql/Volatilities/swaptionvolcubebysabr.hpp>
  #include <qlo/termstructures.hpp>
  #include <ql/Volatilities/swaptionvolmatrix.hpp>
***************
*** 76,80 ****
              const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor);
      };
! 
      class SwaptionVolatilityCubeBySabr : public SwaptionVolatilityStructure {
  	public:
--- 78,84 ----
              const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor);
      };
!     
!     std::vector<std::vector<boost::any> > getSabrParameters(QuantLib::Matrix & sabrParameters);
!     
      class SwaptionVolatilityCubeBySabr : public SwaptionVolatilityStructure {
  	public:
***************
*** 95,99 ****
--- 99,119 ----
              double beta = QuantLib::Null<double>(),
              double maxTolerance = 1E-4);
+         
+         const std::vector<std::vector<boost::any> > getSparseSabrParameters()
+         {
+             return getSabrParameters(sparseSabrParameters_);
+         }
+         const std::vector<std::vector<boost::any> > getDenseSabrParameters()
+         {
+             return getSabrParameters(denseSabrParameters_);
+         }
+         protected:
+         QuantLib::Matrix sparseSabrParameters_;
+         QuantLib::Matrix denseSabrParameters_;
+ 
      };
+ 
+     
+     
  }
  

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaptionvolstructure.xml, 1.42, 1.43

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21122/gensrc/metadata

Modified Files:
	swaptionvolstructure.xml 
Log Message:
work in progress ...

Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.42
retrieving revision 1.43
diff -C2 -d -r1.42 -r1.43
*** swaptionvolstructure.xml	4 Sep 2006 19:21:04 -0000	1.42
--- swaptionvolstructure.xml	5 Sep 2006 07:49:04 -0000	1.43
***************
*** 5,8 ****
--- 5,9 ----
    <includes>
      <include>ql/Volatilities/swaptionvolcube.hpp</include>
+     <include>ql/Volatilities/swaptionvolcubebysabr.hpp</include>
      <include>qlo/swaptionvolstructure.hpp</include>
      <include>qlo/vo_swaptionvolstructure.hpp</include>
***************
*** 12,15 ****
--- 13,17 ----
      Copyright (C) 2006 Silvia Frasson
      Copyright (C) 2006 Mario Pucci
+     Copyright (C) 2006 Giorgio Facchinetti
    </copyright>
    <Functions>
***************
*** 603,607 ****
        </ReturnValue>
      </Member>
! 
    </Functions>
  
--- 605,638 ----
        </ReturnValue>
      </Member>
!     
!     <Member name='qlSparseSabrParameters' objectClass='SwaptionVolatilityCubeBySabr'>
!       <description>return results of Sabr calibration</description>
!       <libraryFunction>getSparseSabrParameters</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters/>
!       </ParameterList>
!       <ReturnValue>
!         <type>any</type>
!         <tensorRank>matrix</tensorRank>
!       </ReturnValue>
!     </Member>
!     
!     <Member name='qlDenseSabrParameters' objectClass='SwaptionVolatilityCubeBySabr'>
!       <description>return results of Sabr calibration</description>
!       <libraryFunction>getDenseSabrParameters</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters/>
!       </ParameterList>
!       <ReturnValue>
!         <type>any</type>
!         <tensorRank>matrix</tensorRank>
!       </ReturnValue>
!     </Member>
    </Functions>
  

[QuantLibAddin-cvs] QuantLibAddin/Docs/pages build.tutorial.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-serv20908

Modified Files:
	build.tutorial.docs 
Log Message:
upate build tutorial

Index: build.tutorial.docs
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/build.tutorial.docs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** build.tutorial.docs	29 Aug 2006 08:42:41 -0000	1.3
--- build.tutorial.docs	5 Sep 2006 07:48:59 -0000	1.4
***************
*** 24,28 ****
  /*! \page build_tutorial Build Tutorial
  
! <center><small>last updated 29 August 2006</small></center>
  
  This document explains how to build QuantLibXL and its prerequisites from
--- 24,28 ----
  /*! \page build_tutorial Build Tutorial
  
! <center><small>last updated 5 September 2006</small></center>
  
  This document explains how to build QuantLibXL and its prerequisites from
***************
*** 50,53 ****
--- 50,54 ----
  \ref sec_build_quantlibaddin \n
  \ref sec_build_usage \n
+ \ref sec_build_support \n
  \ref sec_build_links \n
  
***************
*** 85,90 ****
  \li run the command:
  \verbatim
! C:\Projects\boost_1_33_1>bjam "-sTOOLS=vc-8_0" 
!   "--with-regex" install
  \endverbatim
  This command will create the Boost include directory <tt>C:\\Boost\\include\\boost-1_33_1</tt> and the Boost library directory <tt>C:\\Boost\\lib</tt>. Relax: it takes a long while.
--- 86,90 ----
  \li run the command:
  \verbatim
! C:\Projects\boost_1_33_1>bjam "-sTOOLS=vc-8_0" install
  \endverbatim
  This command will create the Boost include directory <tt>C:\\Boost\\include\\boost-1_33_1</tt> and the Boost library directory <tt>C:\\Boost\\lib</tt>. Relax: it takes a long while.
***************
*** 143,147 ****
  
  This is because the QuantLibAddin project contains references to the QuantLibXL
! project in the format "..\QuantLibXL".
  
  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
***************
*** 169,176 ****
  \section sec_build_quantlib Install and Build QuantLib
  
! Uncompress the QuantLibAddin zip file to your hard drive, and set environment
! variable QL_DIR. Included in the download is the QuantLib VC8 workspace file
! <tt>QuantLib_vc8.sln</tt>.  This file resides in the top level QuantLib
! directory.
  
  Launch VC8 and load the QuantLib project.  Ensure that runtime library
--- 169,175 ----
  \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.
  
  Launch VC8 and load the QuantLib project.  Ensure that runtime library
***************
*** 269,273 ****
  QuantLibAddin and QuantLibXL must be installed side-by-side in the directory tree.
  
! The installer sets environment variable QUANTLIBADDIN_DIR.  No environment variable is
  required for the QuantLibXL project.
  
--- 268,272 ----
  QuantLibAddin and QuantLibXL must be installed side-by-side in the directory tree.
  
! The installer sets environment variable <tt>QUANTLIBADDIN_DIR</tt>.  No environment variable is
  required for the QuantLibXL project.
  
***************
*** 284,288 ****
  \section sec_build_usage Usage
  
! To launch the QuantLibAddin Excel addin:
  - start Excel
  - load the addin <tt>QuantLibXL\\xll\\QuantLibXL-vc80-mt-s-0_3_13.xll</tt>
--- 283,287 ----
  \section sec_build_usage Usage
  
! To launch QuantLibXL:
  - start Excel
  - load the addin <tt>QuantLibXL\\xll\\QuantLibXL-vc80-mt-s-0_3_13.xll</tt>
***************
*** 290,299 ****
  - hit <tt>Ctrl-Alt-F9</tt> to force a recalculation of all formulas
  
! If you want to have the QuantLibAddin XLL loaded every time you start Excel,
  you can accomplish this as follows:
  \li start Excel
  \li ensure that at least one workbook is loaded - creating a new empty workbook if necessary
  \li do <tt>Tools/Add-Ins</tt>, and click the Browse button
! \li browse your way to the QuantLibAddin XLL and click OK
  
  \section sec_build_links Links
--- 289,304 ----
  - hit <tt>Ctrl-Alt-F9</tt> to force a recalculation of all formulas
  
! If you want to have QuantLibXL loaded every time you start Excel,
  you can accomplish this as follows:
  \li start Excel
  \li ensure that at least one workbook is loaded - creating a new empty workbook if necessary
  \li do <tt>Tools/Add-Ins</tt>, and click the Browse button
! \li browse your way to the QuantLibXL XLL and click OK
! 
! \section sec_build_support Support
! 
! If you need help, please send email to qua...@li....  You can
! also
! <a href="http://sourceforge.net/mailarchive/forum.php?forum=quantlib-users">search the quantlib-users archives</a>.
  
  \section sec_build_links Links

[QuantLibAddin-cvs] QuantLibAddin/Docs/pages build.tutorial.docs, 1.1.2.4, 1.1.2.5

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20834

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

Index: build.tutorial.docs
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/build.tutorial.docs,v
retrieving revision 1.1.2.4
retrieving revision 1.1.2.5
diff -C2 -d -r1.1.2.4 -r1.1.2.5
*** build.tutorial.docs	29 Aug 2006 08:29:42 -0000	1.1.2.4
--- build.tutorial.docs	5 Sep 2006 07:48:31 -0000	1.1.2.5
***************
*** 24,28 ****
  /*! \page build_tutorial Build Tutorial
  
! <center><small>last updated 29 August 2006</small></center>
  
  This document explains how to build QuantLibXL and its prerequisites from
--- 24,28 ----
  /*! \page build_tutorial Build Tutorial
  
! <center><small>last updated 5 September 2006</small></center>
  
  This document explains how to build QuantLibXL and its prerequisites from
***************
*** 53,56 ****
--- 53,57 ----
  \ref sec_build_quantlibaddin \n
  \ref sec_build_usage \n
+ \ref sec_build_support \n
  \ref sec_build_links \n
  
***************
*** 88,93 ****
  \li run the command:
  \verbatim
! C:\Projects\boost_1_33_1>bjam "-sTOOLS=vc-8_0" 
!   "--with-regex" install
  \endverbatim
  This command will create the Boost include directory <tt>C:\\Boost\\include\\boost-1_33_1</tt> and the Boost library directory <tt>C:\\Boost\\lib</tt>. Relax: it takes a long while.
--- 89,93 ----
  \li run the command:
  \verbatim
! C:\Projects\boost_1_33_1>bjam "-sTOOLS=vc-8_0" install
  \endverbatim
  This command will create the Boost include directory <tt>C:\\Boost\\include\\boost-1_33_1</tt> and the Boost library directory <tt>C:\\Boost\\lib</tt>. Relax: it takes a long while.
***************
*** 146,150 ****
  
  This is because the QuantLibAddin project contains references to the QuantLibXL
! project in the format "..\QuantLibXL".
  
  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
***************
*** 172,179 ****
  \section sec_build_quantlib Install and Build QuantLib
  
! Uncompress the QuantLibAddin zip file to your hard drive, and set environment
! variable QL_DIR. Included in the download is the QuantLib VC8 workspace file
! <tt>QuantLib_vc8.sln</tt>.  This file resides in the top level QuantLib
! directory.
  
  Launch VC8 and load the QuantLib project.  Ensure that runtime library
--- 172,178 ----
  \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.
  
  Launch VC8 and load the QuantLib project.  Ensure that runtime library
***************
*** 272,276 ****
  QuantLibAddin and QuantLibXL must be installed side-by-side in the directory tree.
  
! The installer sets environment variable QUANTLIBADDIN_DIR.  No environment variable is
  required for the QuantLibXL project.
  
--- 271,275 ----
  QuantLibAddin and QuantLibXL must be installed side-by-side in the directory tree.
  
! The installer sets environment variable <tt>QUANTLIBADDIN_DIR</tt>.  No environment variable is
  required for the QuantLibXL project.
  
***************
*** 287,291 ****
  \section sec_build_usage Usage
  
! To launch the QuantLibAddin Excel addin:
  - start Excel
  - load the addin <tt>QuantLibXL\\xll\\QuantLibXL-vc80-mt-s-0_3_13.xll</tt>
--- 286,290 ----
  \section sec_build_usage Usage
  
! To launch QuantLibXL:
  - start Excel
  - load the addin <tt>QuantLibXL\\xll\\QuantLibXL-vc80-mt-s-0_3_13.xll</tt>
***************
*** 293,302 ****
  - hit <tt>Ctrl-Alt-F9</tt> to force a recalculation of all formulas
  
! If you want to have the QuantLibAddin XLL loaded every time you start Excel,
  you can accomplish this as follows:
  \li start Excel
  \li ensure that at least one workbook is loaded - creating a new empty workbook if necessary
  \li do <tt>Tools/Add-Ins</tt>, and click the Browse button
! \li browse your way to the QuantLibAddin XLL and click OK
  
  \section sec_build_links Links
--- 292,307 ----
  - hit <tt>Ctrl-Alt-F9</tt> to force a recalculation of all formulas
  
! If you want to have QuantLibXL loaded every time you start Excel,
  you can accomplish this as follows:
  \li start Excel
  \li ensure that at least one workbook is loaded - creating a new empty workbook if necessary
  \li do <tt>Tools/Add-Ins</tt>, and click the Browse button
! \li browse your way to the QuantLibXL XLL and click OK
! 
! \section sec_build_support Support
! 
! If you need help, please send email to qua...@li....  You can
! also
! <a href="http://sourceforge.net/mailarchive/forum.php?forum=quantlib-users">search the quantlib-users archives</a>.
  
  \section sec_build_links Links

[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.hpp, 1.14, 1.15

[Mario P. <mar...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11661/qlo

Modified Files:
	swaptionvolstructure.hpp 
Log Message:
name change

Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** swaptionvolstructure.hpp	4 Sep 2006 15:04:06 -0000	1.14
--- swaptionvolstructure.hpp	5 Sep 2006 07:26:45 -0000	1.15
***************
*** 94,98 ****
              const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor,
              double beta = QuantLib::Null<double>(),
!             double maxError = 1E-4);
      };
  }
--- 94,98 ----
              const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor,
              double beta = QuantLib::Null<double>(),
!             double maxTolerance = 1E-4);
      };
  }

[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.16, 1.17

[Mario P. <mar...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11227/qlo

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

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** swaptionvolstructure.cpp	4 Sep 2006 15:04:06 -0000	1.16
--- swaptionvolstructure.cpp	5 Sep 2006 07:25:38 -0000	1.17
***************
*** 142,146 ****
          const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor,
          double beta,
!         double maxError)
      {
          //beta = QuantLib::Null<double>();
--- 142,146 ----
          const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor,
          double beta,
!         double maxTolerance)
      {
          //beta = QuantLib::Null<double>();
***************
*** 161,166 ****
                                                   shortTenor,
                                                   iborIndexShortTenor, 
                                                   beta, 
!                                                  maxError));
      }
  
--- 161,170 ----
                                                   shortTenor,
                                                   iborIndexShortTenor, 
+                                                  QuantLib::Null<double>(),
                                                   beta, 
!                                                  QuantLib::Null<double>(),
!                                                  QuantLib::Null<double>(),
!                                                  true,
!                                                  maxTolerance));
      }
  

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata assetswap.xml, 1.7, 1.8 bonds.xml, 1.28, 1.29 calendar.xml, 1.22, 1.23 capfloor.xml, 1.17, 1.18 couponvectors.xml, 1.28, 1.29 enumclasses.xml, 1.10, 1.11 enumtypes.xml, 1.15, 1.16 exercise.xml, 1.9, 1.10 forwardrateagreement.xml, 1.14, 1.15 index.xml, 1.33, 1.34 instruments.xml, 1.17, 1.18 interpolation.xml, 1.31, 1.32 marketmodels.xml, 1.30, 1.31 mathf.xml, 1.20, 1.21 ohfunctions.xml, 1.2, 1.3 optimization.xml, 1.12, 1.13 pricingengines.xml, 1.16, 1.17 processes.xml, 1.10, 1.11 ratehelpers.xml, 1.20, 1.21 schedule.xml, 1.9, 1.10 sequencestatistics.xml, 1.4, 1.5 settings.xml, 1.1, 1.2 shortratemodels.xml, 1.11, 1.12 statistics.xml, 1.4, 1.5 swap.xml, 1.23, 1.24 swaption.xml, 1.18, 1.19 swaptionvolstructure.xml, 1.41, 1.42 termstructures.xml, 1.32, 1.33 utilities.xml, 1.8, 1.9 vanillaswap.xml, 1.22, 1.23 volatilities.xml, 1.9, 1.10

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28827/gensrc/metadata

Modified Files:
	assetswap.xml bonds.xml calendar.xml capfloor.xml 
	couponvectors.xml enumclasses.xml enumtypes.xml exercise.xml 
	forwardrateagreement.xml index.xml instruments.xml 
	interpolation.xml marketmodels.xml mathf.xml ohfunctions.xml 
	optimization.xml pricingengines.xml processes.xml 
	ratehelpers.xml schedule.xml sequencestatistics.xml 
	settings.xml shortratemodels.xml statistics.xml swap.xml 
	swaption.xml swaptionvolstructure.xml termstructures.xml 
	utilities.xml vanillaswap.xml volatilities.xml 
Log Message:
enhanced support for Member functions which loop on input parameter

Index: vanillaswap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v
retrieving revision 1.22
retrieving revision 1.23
diff -C2 -d -r1.22 -r1.23
*** vanillaswap.xml	1 Sep 2006 14:09:34 -0000	1.22
--- vanillaswap.xml	4 Sep 2006 19:21:04 -0000	1.23
***************
*** 176,177 ****
--- 176,178 ----
    </Functions>
  </Category>
+ 

Index: ratehelpers.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** ratehelpers.xml	1 Sep 2006 14:09:34 -0000	1.20
--- ratehelpers.xml	4 Sep 2006 19:21:04 -0000	1.21
***************
*** 308,309 ****
--- 308,310 ----
    </Functions>
  </Category>
+ 

Index: shortratemodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** shortratemodels.xml	21 Aug 2006 07:34:29 -0000	1.11
--- shortratemodels.xml	4 Sep 2006 19:21:04 -0000	1.12
***************
*** 111,112 ****
--- 111,113 ----
      </Functions>
  </Category>
+ 

Index: assetswap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/assetswap.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** assetswap.xml	1 Sep 2006 14:09:34 -0000	1.7
--- assetswap.xml	4 Sep 2006 19:21:04 -0000	1.8
***************
*** 143,144 ****
--- 143,145 ----
    </Functions>
  </Category>
+ 

Index: forwardrateagreement.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** forwardrateagreement.xml	28 Aug 2006 10:05:24 -0000	1.14
--- forwardrateagreement.xml	4 Sep 2006 19:21:04 -0000	1.15
***************
*** 107,108 ****
--- 107,109 ----
    </Functions>
  </Category>
+ 

Index: index.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v
retrieving revision 1.33
retrieving revision 1.34
diff -C2 -d -r1.33 -r1.34
*** index.xml	1 Sep 2006 21:27:27 -0000	1.33
--- index.xml	4 Sep 2006 19:21:04 -0000	1.34
***************
*** 43,47 ****
            <Parameter name='fixingDate' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>vector</tensorRank>
              <description>fixing date(s)</description>
            </Parameter>
--- 43,47 ----
            <Parameter name='fixingDate' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>scalar</tensorRank>
              <description>fixing date(s)</description>
            </Parameter>
***************
*** 55,59 ****
        <ReturnValue libraryType='QuantLib::Rate'>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
--- 55,59 ----
        <ReturnValue libraryType='QuantLib::Rate'>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 187,191 ****
            <Parameter name='fixingDate' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>vector</tensorRank>
              <description>fixing date(s)</description>
            </Parameter>
--- 187,191 ----
            <Parameter name='fixingDate' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>scalar</tensorRank>
              <description>fixing date(s)</description>
            </Parameter>
***************
*** 194,198 ****
        <ReturnValue libraryType='QuantLib::Rate'>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
--- 194,198 ----
        <ReturnValue libraryType='QuantLib::Rate'>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 488,489 ****
--- 488,490 ----
    </Functions>
  </Category>
+ 

Index: bonds.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v
retrieving revision 1.28
retrieving revision 1.29
diff -C2 -d -r1.28 -r1.29
*** bonds.xml	1 Sep 2006 21:27:27 -0000	1.28
--- bonds.xml	4 Sep 2006 19:21:04 -0000	1.29
***************
*** 189,193 ****
      </Member>
  
!     <Member name='qlBondThYield' libraryClass='FixedCouponBond'>
        <description>Theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description>
        <libraryFunction>yield</libraryFunction>
--- 189,193 ----
      </Member>
  
!     <Member name='qlBondThYield' libraryClass='FixedCouponBond' loopParameter='None'>
        <description>Theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description>
        <libraryFunction>yield</libraryFunction>
***************
*** 211,215 ****
      </Member>
  
!     <Member name='qlBondCleanPrice' libraryClass='Bond' loopParameter='yield'>
        <description>Clean price given a yield and settlement date. The default bond settlement is used if no date is given.</description>
        <libraryFunction>cleanPrice</libraryFunction>
--- 211,215 ----
      </Member>
  
!     <Member name='qlBondCleanPrice' libraryClass='Bond'>
        <description>Clean price given a yield and settlement date. The default bond settlement is used if no date is given.</description>
        <libraryFunction>cleanPrice</libraryFunction>
***************
*** 221,225 ****
            <Parameter name='yield'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>bond yield(s)</description>
            </Parameter>
--- 221,225 ----
            <Parameter name='yield'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>bond yield(s)</description>
            </Parameter>
***************
*** 238,246 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlBondDirtyPrice' libraryClass='Bond' loopParameter='yield'>
        <description>Dirty price(s) given yield(s) and settlement date. The default bond settlement is used if no date is given.</description>
        <libraryFunction>dirtyPrice</libraryFunction>
--- 238,246 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlBondDirtyPrice' libraryClass='Bond'>
        <description>Dirty price(s) given yield(s) and settlement date. The default bond settlement is used if no date is given.</description>
        <libraryFunction>dirtyPrice</libraryFunction>
***************
*** 252,256 ****
            <Parameter name='yield'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>bond yield(s)</description>
            </Parameter>
--- 252,256 ----
            <Parameter name='yield'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>bond yield(s)</description>
            </Parameter>
***************
*** 269,277 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlBondYield' libraryClass='Bond' loopParameter='cleanPrice'>
        <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>
--- 269,277 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </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>
***************
*** 283,287 ****
            <Parameter name='cleanPrice'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>Clean price(s)</description>
            </Parameter>
--- 283,287 ----
            <Parameter name='cleanPrice'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>Clean price(s)</description>
            </Parameter>
***************
*** 300,304 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
--- 300,304 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 326,332 ****
      </Member>
  
- 
- 
- 
      <Constructor name='qlZeroCouponBond'>
        <libraryFunction>ZeroCouponBond</libraryFunction>
--- 326,329 ----

Index: swap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v
retrieving revision 1.23
retrieving revision 1.24
diff -C2 -d -r1.23 -r1.24
*** swap.xml	1 Sep 2006 14:09:34 -0000	1.23
--- swap.xml	4 Sep 2006 19:21:04 -0000	1.24
***************
*** 44,48 ****
      </Constructor>
  
!     <Member name='qlSwapLegAnalysis' objectClass='Swap'>
        <description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description>
        <libraryFunction>legAnalysis</libraryFunction>
--- 44,48 ----
      </Constructor>
  
!     <Member name='qlSwapLegAnalysis' objectClass='Swap' loopParameter='None'>
        <description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description>
        <libraryFunction>legAnalysis</libraryFunction>
***************
*** 66,70 ****
      </Member>
  
!     <Member name='qlSwapLegBPS' libraryClass='Swap'>
        <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description>
        <libraryFunction>legBPS</libraryFunction>
--- 66,70 ----
      </Member>
  
!     <Member name='qlSwapLegBPS' libraryClass='Swap' loopParameter='None'>
        <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description>
        <libraryFunction>legBPS</libraryFunction>
***************
*** 122,123 ****
--- 122,124 ----
    </Functions>
  </Category>
+ 

Index: enumclasses.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumclasses.xml,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** enumclasses.xml	30 Aug 2006 15:16:30 -0000	1.10
--- enumclasses.xml	4 Sep 2006 19:21:04 -0000	1.11
***************
*** 393,394 ****
--- 393,395 ----
    </Enumerations>
  </root>
+ 

Index: volatilities.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/volatilities.xml,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** volatilities.xml	31 Aug 2006 14:53:17 -0000	1.9
--- volatilities.xml	4 Sep 2006 19:21:04 -0000	1.10
***************
*** 80,81 ****
--- 80,82 ----
    </Functions>
  </Category>
+ 

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.30
retrieving revision 1.31
diff -C2 -d -r1.30 -r1.31
*** marketmodels.xml	1 Sep 2006 21:27:27 -0000	1.30
--- marketmodels.xml	4 Sep 2006 19:21:04 -0000	1.31
***************
*** 583,587 ****
      <!-- Abcd Volatility -->
  
!     <Member name='qlAbcdInstantaneousValue' libraryClass='Abcd' loopParameter='u'>
        <description>Returns the instantaneous volatility as function of residual time to maturity. [a + b*T] * e^{-c*T} + d</description>
        <libraryFunction>operator()</libraryFunction>
--- 583,587 ----
      <!-- Abcd Volatility -->
  
!     <Member name='qlAbcdInstantaneousValue' libraryClass='Abcd'>
        <description>Returns the instantaneous volatility as function of residual time to maturity. [a + b*T] * e^{-c*T} + d</description>
        <libraryFunction>operator()</libraryFunction>
***************
*** 593,597 ****
            <Parameter name='u'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>residual time(s) to maturity</description>
            </Parameter>
--- 593,597 ----
            <Parameter name='u'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>residual time(s) to maturity</description>
            </Parameter>
***************
*** 600,608 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlAbcdInstantaneousCovariance' libraryClass='Abcd' loopParameter='u'>
        <description>Returns covariance at calendar time u between T and S fixing rates.</description>
        <libraryFunction>instantaneousCovariance</libraryFunction>
--- 600,608 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlAbcdInstantaneousCovariance' libraryClass='Abcd'>
        <description>Returns covariance at calendar time u between T and S fixing rates.</description>
        <libraryFunction>instantaneousCovariance</libraryFunction>
***************
*** 614,618 ****
            <Parameter name='u'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>calendar time(s)</description>
            </Parameter>
--- 614,618 ----
            <Parameter name='u'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>calendar time(s)</description>
            </Parameter>
***************
*** 631,639 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlAbcdInstantaneousVariance' libraryClass='Abcd' loopParameter='u'>
        <description>Returns variance at calendar time u of T-fixing rate.</description>
        <libraryFunction>instantaneousVariance</libraryFunction>
--- 631,639 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlAbcdInstantaneousVariance' libraryClass='Abcd'>
        <description>Returns variance at calendar time u of T-fixing rate.</description>
        <libraryFunction>instantaneousVariance</libraryFunction>
***************
*** 645,649 ****
            <Parameter name='u'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>calendar time(s)</description>
            </Parameter>
--- 645,649 ----
            <Parameter name='u'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>calendar time(s)</description>
            </Parameter>
***************
*** 657,665 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlAbcdInstantaneousVolatility' libraryClass='Abcd' loopParameter='u'>
        <description>Returns volatility at calendar time u of T-fixing rate.</description>
        <libraryFunction>instantaneousVolatility</libraryFunction>
--- 657,665 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlAbcdInstantaneousVolatility' libraryClass='Abcd'>
        <description>Returns volatility at calendar time u of T-fixing rate.</description>
        <libraryFunction>instantaneousVolatility</libraryFunction>
***************
*** 671,675 ****
            <Parameter name='u'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>calendar time(s)</description>
            </Parameter>
--- 671,675 ----
            <Parameter name='u'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>calendar time(s)</description>
            </Parameter>
***************
*** 683,687 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
--- 683,687 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 702,706 ****
            <Parameter name='tMax'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
--- 702,706 ----
            <Parameter name='tMax'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
***************
*** 719,723 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
--- 719,723 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 738,742 ****
            <Parameter name='tMax'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
--- 738,742 ----
            <Parameter name='tMax'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
***************
*** 750,754 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
--- 750,754 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 769,773 ****
            <Parameter name='tMax'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
--- 769,773 ----
            <Parameter name='tMax'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
***************
*** 781,785 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
--- 781,785 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 1239,1243 ****
      </Member>
  
!     <Member name='qlCurveStateForwardRate' libraryClass='CurveState'>
        <description>set the CurveState object on given vector of forward rates</description>
        <libraryFunction>forwardRate</libraryFunction>
--- 1239,1243 ----
      </Member>
  
!     <Member name='qlCurveStateForwardRate' libraryClass='CurveState' loopParameter='None'>
        <description>set the CurveState object on given vector of forward rates</description>
        <libraryFunction>forwardRate</libraryFunction>
***************
*** 1261,1265 ****
      </Member>
  
!     <Member name='qlCurveStateDiscountRatio' libraryClass='CurveState'>
        <description>set the CurveState object on given vector of discount ratios</description>
        <libraryFunction>discountRatio</libraryFunction>
--- 1261,1265 ----
      </Member>
  
!     <Member name='qlCurveStateDiscountRatio' libraryClass='CurveState' loopParameter='None'>
        <description>set the CurveState object on given vector of discount ratios</description>
        <libraryFunction>discountRatio</libraryFunction>
***************
*** 1288,1292 ****
      </Member>
  
!     <Member name='qlCurveStateCoterminalSwapRate' libraryClass='CurveState'>
        <description>set the CurveState object on given vector of coterminal swaps</description>
        <libraryFunction>coterminalSwapRate</libraryFunction>
--- 1288,1292 ----
      </Member>
  
!     <Member name='qlCurveStateCoterminalSwapRate' libraryClass='CurveState' loopParameter='None'>
        <description>set the CurveState object on given vector of coterminal swaps</description>
        <libraryFunction>coterminalSwapRate</libraryFunction>
***************
*** 1583,1584 ****
--- 1583,1585 ----
    </Functions>
  </Category>
+ 

Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.41
retrieving revision 1.42
diff -C2 -d -r1.41 -r1.42
*** swaptionvolstructure.xml	4 Sep 2006 15:27:28 -0000	1.41
--- swaptionvolstructure.xml	4 Sep 2006 19:21:04 -0000	1.42
***************
*** 37,41 ****
            <Parameter name='strike'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>swaption strike vector</description>
            </Parameter>
--- 37,41 ----
            <Parameter name='strike'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>swaption strike vector</description>
            </Parameter>
***************
*** 49,53 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
--- 49,53 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 73,77 ****
            <Parameter name='strike'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>swaption strike vector</description>
            </Parameter>
--- 73,77 ----
            <Parameter name='strike'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>swaption strike vector</description>
            </Parameter>
***************
*** 85,89 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
--- 85,89 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 380,384 ****
      </Member>
  
!     <Member name='qlSwaptionVTSMatrixLocate' objectClass='SwaptionVolatilityMatrix'>
        <description>Returns the lower indexes of sourrounding volatility matrix corners.</description>
        <libraryFunction>locate</libraryFunction>
--- 380,384 ----
      </Member>
  
!     <Member name='qlSwaptionVTSMatrixLocate' objectClass='SwaptionVolatilityMatrix' loopParameter='None'>
        <description>Returns the lower indexes of sourrounding volatility matrix corners.</description>
        <libraryFunction>locate</libraryFunction>
***************
*** 607,608 ****
--- 607,609 ----
  
  </Category>
+ 

Index: statistics.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/statistics.xml,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** statistics.xml	1 Sep 2006 14:09:34 -0000	1.4
--- statistics.xml	4 Sep 2006 19:21:04 -0000	1.5
***************
*** 927,928 ****
--- 927,929 ----
    </Functions>
  </Category>
+ 

Index: capfloor.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v
retrieving revision 1.17
retrieving revision 1.18
diff -C2 -d -r1.17 -r1.18
*** capfloor.xml	31 Aug 2006 15:15:37 -0000	1.17
--- capfloor.xml	4 Sep 2006 19:21:04 -0000	1.18
***************
*** 145,146 ****
--- 145,147 ----
    </Functions>
  </Category>
+ 

Index: exercise.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/exercise.xml,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** exercise.xml	28 Aug 2006 10:05:24 -0000	1.9
--- exercise.xml	4 Sep 2006 19:21:04 -0000	1.10
***************
*** 112,113 ****
--- 112,114 ----
    </Functions>
  </Category>
+ 

Index: utilities.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/utilities.xml,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** utilities.xml	28 Aug 2006 10:05:24 -0000	1.8
--- utilities.xml	4 Sep 2006 19:21:04 -0000	1.9
***************
*** 102,103 ****
--- 102,104 ----
    </Functions>
  </Category>
+ 

Index: pricingengines.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** pricingengines.xml	31 Aug 2006 15:15:37 -0000	1.16
--- pricingengines.xml	4 Sep 2006 19:21:04 -0000	1.17
***************
*** 127,128 ****
--- 127,129 ----
    </Functions>
  </Category>
+ 

Index: swaption.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** swaption.xml	1 Sep 2006 14:09:34 -0000	1.18
--- swaption.xml	4 Sep 2006 19:21:04 -0000	1.19
***************
*** 95,96 ****
--- 95,97 ----
    </Functions>
  </Category>
+ 

Index: termstructures.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v
retrieving revision 1.32
retrieving revision 1.33
diff -C2 -d -r1.32 -r1.33
*** termstructures.xml	1 Sep 2006 21:27:27 -0000	1.32
--- termstructures.xml	4 Sep 2006 19:21:04 -0000	1.33
***************
*** 71,75 ****
      </Member>
  
!     <Member name='qlDiscount' libraryClass='YieldTermStructure' loopParameter='DfDates'>
        <description>Returns a vector of discount factors corresponding to a vector of dates for a given yield term structure</description>
        <libraryFunction>discount</libraryFunction>
--- 71,75 ----
      </Member>
  
!     <Member name='qlDiscount' libraryClass='YieldTermStructure'>
        <description>Returns a vector of discount factors corresponding to a vector of dates for a given yield term structure</description>
        <libraryFunction>discount</libraryFunction>
***************
*** 81,85 ****
            <Parameter name='DfDates' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>vector</tensorRank>
              <description>vector of dates</description>
            </Parameter>
--- 81,85 ----
            <Parameter name='DfDates' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>scalar</tensorRank>
              <description>vector of dates</description>
            </Parameter>
***************
*** 92,97 ****
        </ParameterList>
        <ReturnValue libraryType='QuantLib::DiscountFactor'>
!         <type>any</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
--- 92,97 ----
        </ParameterList>
        <ReturnValue libraryType='QuantLib::DiscountFactor'>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 112,116 ****
            <Parameter name='d2' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>vector</tensorRank>
              <description>date 2</description>
            </Parameter>
--- 112,116 ----
            <Parameter name='d2' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>scalar</tensorRank>
              <description>date 2</description>
            </Parameter>
***************
*** 139,147 ****
        <ReturnValue libraryType='QuantLib::InterestRate'>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlZeroRate' libraryClass='YieldTermStructure' loopParameter='dates'>
        <description>return a vector of implied zero-yield rates for given input dates</description>
        <libraryFunction>zeroRate</libraryFunction>
--- 139,147 ----
        <ReturnValue libraryType='QuantLib::InterestRate'>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlZeroRate' libraryClass='YieldTermStructure'>
        <description>return a vector of implied zero-yield rates for given input dates</description>
        <libraryFunction>zeroRate</libraryFunction>
***************
*** 153,157 ****
            <Parameter name='dates' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>vector</tensorRank>
              <description>date</description>
            </Parameter>
--- 153,157 ----
            <Parameter name='dates' libraryType='QuantLib::Date'>
              <type>long</type>
!             <tensorRank>scalar</tensorRank>
              <description>date</description>
            </Parameter>
***************
*** 180,188 ****
        <ReturnValue libraryType='QuantLib::InterestRate'>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlParRate' libraryClass='YieldTermStructure' loopParameter='tenor'>
        <description>return a vector of implied par rates corresponding to input vector of tenors for given date/payment frequency</description>
        <libraryFunction>parRate</libraryFunction>
--- 180,188 ----
        <ReturnValue libraryType='QuantLib::InterestRate'>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlParRate' libraryClass='YieldTermStructure'>
        <description>return a vector of implied par rates corresponding to input vector of tenors for given date/payment frequency</description>
        <libraryFunction>parRate</libraryFunction>
***************
*** 194,198 ****
            <Parameter name='tenor'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>tenor in years</description>
            </Parameter>
--- 194,198 ----
            <Parameter name='tenor'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>tenor in years</description>
            </Parameter>
***************
*** 216,220 ****
        <ReturnValue libraryType='QuantLib::Rate'>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
--- 216,220 ----
        <ReturnValue libraryType='QuantLib::Rate'>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 267,271 ****
      </Constructor>
  
!     <Member name='qlHandleYieldTermStructureLinkTo' objectClass='Handle&lt;QuantLib::YieldTermStructure&gt;'>
        <libraryFunction>linkTo</libraryFunction>
        <description>relink handle</description>
--- 267,271 ----
      </Constructor>
  
!     <Member name='qlHandleYieldTermStructureLinkTo' objectClass='Handle&lt;QuantLib::YieldTermStructure&gt;' loopParameter='None'>
        <libraryFunction>linkTo</libraryFunction>
        <description>relink handle</description>
***************
*** 499,500 ****
--- 499,501 ----
    </Functions>
  </Category>
+ 

Index: mathf.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/mathf.xml,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** mathf.xml	31 Aug 2006 15:15:37 -0000	1.20
--- mathf.xml	4 Sep 2006 19:21:04 -0000	1.21
***************
*** 409,410 ****
--- 409,411 ----
  
  </Category>
+ 

Index: sequencestatistics.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/sequencestatistics.xml,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** sequencestatistics.xml	1 Sep 2006 14:09:34 -0000	1.4
--- sequencestatistics.xml	4 Sep 2006 19:21:04 -0000	1.5
***************
*** 522,523 ****
--- 522,524 ----
    </Functions>
  </Category>
+ 

Index: calendar.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v
retrieving revision 1.22
retrieving revision 1.23
diff -C2 -d -r1.22 -r1.23
*** calendar.xml	4 Sep 2006 11:13:30 -0000	1.22
--- calendar.xml	4 Sep 2006 19:21:04 -0000	1.23
***************
*** 232,236 ****
            <Parameter name='period' libraryType='QuantLib::Period'>
              <type>string</type>
!             <tensorRank>vector</tensorRank>
              <description>period(s) to advance (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description>
            </Parameter>
--- 232,236 ----
            <Parameter name='period' libraryType='QuantLib::Period'>
              <type>string</type>
!             <tensorRank>scalar</tensorRank>
              <description>period(s) to advance (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description>
            </Parameter>
***************
*** 249,253 ****
        <ReturnValue libraryType='QuantLib::Date'>
          <type>long</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </EnumerationMember>
--- 249,253 ----
        <ReturnValue libraryType='QuantLib::Date'>
          <type>long</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </EnumerationMember>

Index: enumtypes.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumtypes.xml,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** enumtypes.xml	4 Sep 2006 16:48:57 -0000	1.15
--- enumtypes.xml	4 Sep 2006 19:21:04 -0000	1.16
***************
*** 989,993 ****
  </root>
  
- 
- 
- 
--- 989,990 ----

Index: schedule.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/schedule.xml,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** schedule.xml	28 Aug 2006 10:05:24 -0000	1.9
--- schedule.xml	4 Sep 2006 19:21:04 -0000	1.10
***************
*** 79,80 ****
--- 79,81 ----
    </Functions>
  </Category>
+ 

Index: couponvectors.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v
retrieving revision 1.28
retrieving revision 1.29
diff -C2 -d -r1.28 -r1.29
*** couponvectors.xml	1 Sep 2006 14:09:34 -0000	1.28
--- couponvectors.xml	4 Sep 2006 19:21:04 -0000	1.29
***************
*** 183,187 ****
      </Member>
  
!     <Member name='qlGetBPS' objectClass='CouponVector'>
        <description>basis point sensitivity</description>
        <libraryFunction>getBPS</libraryFunction>
--- 183,187 ----
      </Member>
  
!     <Member name='qlGetBPS' objectClass='CouponVector' loopParameter='None'>
        <description>basis point sensitivity</description>
        <libraryFunction>getBPS</libraryFunction>
***************
*** 207,208 ****
--- 207,209 ----
  
  </Category>
+ 

Index: ohfunctions.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ohfunctions.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** ohfunctions.xml	28 Aug 2006 10:05:24 -0000	1.2
--- ohfunctions.xml	4 Sep 2006 19:21:04 -0000	1.3
***************
*** 116,117 ****
--- 116,118 ----
  </Functions>
  </Category>
+ 

Index: instruments.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/instruments.xml,v
retrieving revision 1.17
retrieving revision 1.18
diff -C2 -d -r1.17 -r1.18
*** instruments.xml	1 Sep 2006 14:09:34 -0000	1.17
--- instruments.xml	4 Sep 2006 19:21:04 -0000	1.18
***************
*** 86,87 ****
--- 86,88 ----
    </Functions>
  </Category>
+ 

Index: interpolation.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v
retrieving revision 1.31
retrieving revision 1.32
diff -C2 -d -r1.31 -r1.32
*** interpolation.xml	1 Sep 2006 21:27:27 -0000	1.31
--- interpolation.xml	4 Sep 2006 19:21:04 -0000	1.32
***************
*** 44,48 ****
      <!-- Interpolation interface -->
  
!     <Member name='qlInterpolate' libraryClass='Interpolation' loopParameter='xValues'>
        <description>Returns interpolated values</description>
        <longDescription>
--- 44,48 ----
      <!-- Interpolation interface -->
  
!     <Member name='qlInterpolate' libraryClass='Interpolation'>
        <description>Returns interpolated values</description>
        <longDescription>
***************
*** 63,67 ****
            <Parameter name='xValues'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>x values</description>
            </Parameter>
--- 63,67 ----
            <Parameter name='xValues'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
***************
*** 75,83 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlInterpolationDerivative' libraryClass='Interpolation' loopParameter='xValues'>
        <description>Returns the first derivative of the interpolated curve</description>
        <libraryFunction>derivative</libraryFunction>
--- 75,83 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlInterpolationDerivative' libraryClass='Interpolation'>
        <description>Returns the first derivative of the interpolated curve</description>
        <libraryFunction>derivative</libraryFunction>
***************
*** 89,93 ****
            <Parameter name='xValues'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>x values</description>
            </Parameter>
--- 89,93 ----
            <Parameter name='xValues'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
***************
*** 101,109 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlInterpolationSecondDerivative' libraryClass='Interpolation' loopParameter='xValues'>
        <description>Returns the second derivative of the interpolated curve</description>
        <libraryFunction>secondDerivative</libraryFunction>
--- 101,109 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlInterpolationSecondDerivative' libraryClass='Interpolation'>
        <description>Returns the second derivative of the interpolated curve</description>
        <libraryFunction>secondDerivative</libraryFunction>
***************
*** 115,119 ****
            <Parameter name='xValues'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>x values</description>
            </Parameter>
--- 115,119 ----
            <Parameter name='xValues'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
***************
*** 127,135 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlInterpolationPrimitive' libraryClass='Interpolation' loopParameter='xValues'>
        <description>Returns the primitive of the interpolated curve</description>
        <libraryFunction>primitive</libraryFunction>
--- 127,135 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlInterpolationPrimitive' libraryClass='Interpolation'>
        <description>Returns the primitive of the interpolated curve</description>
        <libraryFunction>primitive</libraryFunction>
***************
*** 141,145 ****
            <Parameter name='xValues'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>x values</description>
            </Parameter>
--- 141,145 ----
            <Parameter name='xValues'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
***************
*** 153,157 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
--- 153,157 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 189,193 ****
      </Member>
  
!     <Member name='qlInterpolationIsInRange' libraryClass='Interpolation' loopParameter='xValues'>
        <description>Returns TRUE if the input value is in the allowed interpolation range</description>
        <libraryFunction>isInRange</libraryFunction>
--- 189,193 ----
      </Member>
  
!     <Member name='qlInterpolationIsInRange' libraryClass='Interpolation'>
        <description>Returns TRUE if the input value is in the allowed interpolation range</description>
        <libraryFunction>isInRange</libraryFunction>
***************
*** 199,203 ****
            <Parameter name='xValues'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>x values</description>
            </Parameter>
--- 199,203 ----
            <Parameter name='xValues'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
***************
*** 206,210 ****
        <ReturnValue>
          <type>bool</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
--- 206,210 ----
        <ReturnValue>
          <type>bool</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 606,610 ****
      </Member>
  
!     <Member name='qlInterpolation2DIsInRange' libraryClass='Interpolation2D' loopParameter='xValues'>
        <description>Returns TRUE if the input (x,y) value is in the allowed interpolation range</description>
        <libraryFunction>isInRange</libraryFunction>
--- 606,610 ----
      </Member>
  
!     <Member name='qlInterpolation2DIsInRange' libraryClass='Interpolation2D'>
        <description>Returns TRUE if the input (x,y) value is in the allowed interpolation range</description>
        <libraryFunction>isInRange</libraryFunction>
***************
*** 616,620 ****
            <Parameter name='xValues'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>x values</description>
            </Parameter>
--- 616,620 ----
            <Parameter name='xValues'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
***************
*** 628,636 ****
        <ReturnValue>
          <type>bool</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlInterpolate2D' libraryClass='Interpolation2D' loopParameter='xValues'>
        <description>Returns interpolated values for the (x,y) inputs</description>
        <libraryFunction>operator()</libraryFunction>
--- 628,636 ----
        <ReturnValue>
          <type>bool</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlInterpolate2D' libraryClass='Interpolation2D'>
        <description>Returns interpolated values for the (x,y) inputs</description>
        <libraryFunction>operator()</libraryFunction>
***************
*** 642,646 ****
            <Parameter name='xValues'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>x values: must match the number of columns in the data matrix</description>
            </Parameter>
--- 642,646 ----
            <Parameter name='xValues'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>x values: must match the number of columns in the data matrix</description>
            </Parameter>
***************
*** 659,663 ****
        <ReturnValue>
          <type>double</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
--- 659,663 ----
        <ReturnValue>
          <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
***************
*** 700,701 ****
--- 700,702 ----
    
  </Category>
+ 

Index: optimization.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/optimization.xml,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** optimization.xml	31 Aug 2006 15:15:37 -0000	1.12
--- optimization.xml	4 Sep 2006 19:21:04 -0000	1.13
***************
*** 224,225 ****
--- 224,226 ----
  
  </Category>
+ 

Index: processes.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/processes.xml,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** processes.xml	31 Aug 2006 14:53:17 -0000	1.10
--- processes.xml	4 Sep 2006 19:21:04 -0000	1.11
***************
*** 58,59 ****
--- 58,60 ----
    </Functions>
  </Category>
+ 

Index: settings.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/settings.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** settings.xml	17 Aug 2006 10:09:35 -0000	1.1
--- settings.xml	4 Sep 2006 19:21:04 -0000	1.2
***************
*** 46,47 ****
--- 46,48 ----
    </Functions>
  </Category>
+ 

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumtypes.xml, 1.14, 1.15

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21542/gensrc/metadata

Modified Files:
	enumtypes.xml 
Log Message:
more frequencies

Index: enumtypes.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumtypes.xml,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** enumtypes.xml	4 Sep 2006 15:14:22 -0000	1.14
--- enumtypes.xml	4 Sep 2006 16:48:57 -0000	1.15
***************
*** 803,806 ****
--- 803,810 ----
          </EnumerationDefinition>
          <EnumerationDefinition>
+           <string>No-Frequency</string>
+           <value>QuantLib::NoFrequency</value>
+         </EnumerationDefinition>
+         <EnumerationDefinition>
            <string>Once</string>
            <value>QuantLib::Once</value>

[QuantLibAddin-cvs] QuantLibAddin/qlo date.hpp,1.1,1.2

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31183/qlo

Modified Files:
	date.hpp 
Log Message:
added qlFrequencyFromPeriod

Index: date.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/date.hpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** date.hpp	17 Aug 2006 10:40:55 -0000	1.1
--- date.hpp	4 Sep 2006 16:06:38 -0000	1.2
***************
*** 28,31 ****
--- 28,34 ----
      }
  
+     inline QuantLib::Frequency frequencyFromPeriod(const QuantLib::Period& p) {
+         return p.frequency();
+     }
  }
  

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata date.xml, 1.11, 1.12

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31183/gensrc/metadata

Modified Files:
	date.xml 
Log Message:
added qlFrequencyFromPeriod

Index: date.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/date.xml,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** date.xml	17 Aug 2006 10:40:55 -0000	1.11
--- date.xml	4 Sep 2006 16:06:38 -0000	1.12
***************
*** 12,16 ****
  
      <Procedure name='qlPeriodFromFrequency' >
!       <description>returns a Period from a given frequency (e.g. 6M from SemiAnnual).</description>
        <alias>QuantLibAddin::periodFromFrequency</alias>
        <supportedPlatforms>
--- 12,16 ----
  
      <Procedure name='qlPeriodFromFrequency' >
!       <description>returns a Period from a given Frequency (e.g. 6M from SemiAnnual).</description>
        <alias>QuantLibAddin::periodFromFrequency</alias>
        <supportedPlatforms>
***************
*** 32,35 ****
--- 32,56 ----
      </Procedure>
  
+     <Procedure name='qlFrequencyFromPeriod' >
+       <description>returns a Frequency from a given Period (e.g. SemiAnnual from 6M).</description>
+       <alias>QuantLibAddin::frequencyFromPeriod</alias>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='period' libraryType='QuantLib::Period'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>period(s) to advance (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+       <ReturnValue enumeration='QuantLib::Frequency'>
+         <type>string</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Procedure>
+ 
      <Procedure name='qlIsIMMdate' >
        <description>returns whether or not the given date is an IMM date.</description>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaptionvolstructure.xml, 1.40, 1.41

[Mario P. <mar...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv12778/gensrc/metadata

Modified Files:
	swaptionvolstructure.xml 
Log Message:
work in progress...

Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.40
retrieving revision 1.41
diff -C2 -d -r1.40 -r1.41
*** swaptionvolstructure.xml	1 Sep 2006 14:09:34 -0000	1.40
--- swaptionvolstructure.xml	4 Sep 2006 15:27:28 -0000	1.41
***************
*** 517,521 ****
              <description>smile cube's strike spreads over the ATM strike rate.</description>
            </Parameter>
!           <Parameter name='volatilities' libraryType='QuantLib::Matrix'>
              <type>double</type>
              <tensorRank>matrix</tensorRank>
--- 517,521 ----
              <description>smile cube's strike spreads over the ATM strike rate.</description>
            </Parameter>
!           <Parameter name='vols' libraryType='QuantLib::Matrix'>
              <type>double</type>
              <tensorRank>matrix</tensorRank>
***************
*** 532,546 ****
              <description>underlying swap settlement days (e.g. 2)</description>
            </Parameter>
!           <Parameter name='fixedLegFrequency' enumeration='QuantLib::Frequency'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>swap's fixed leg frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description>
            </Parameter>
!           <Parameter name='fixedLegConvention' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>swap's fixed leg business day convention</description>
            </Parameter>
!           <Parameter name='fixedLegDayCounter' enumeration='QuantLib::DayCounter'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 532,546 ----
              <description>underlying swap settlement days (e.g. 2)</description>
            </Parameter>
!           <Parameter name='fixedLegFreq' enumeration='QuantLib::Frequency'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>swap's fixed leg frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description>
            </Parameter>
!           <Parameter name='fixedLegBDC' enumeration='QuantLib::BusinessDayConvention'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>swap's fixed leg business day convention</description>
            </Parameter>
!           <Parameter name='fixedLegDC' enumeration='QuantLib::DayCounter'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 562,565 ****
--- 562,575 ----
              <description>floating leg short tenor Index</description>
            </Parameter>
+           <Parameter name='beta'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description>beta parameter for all expiries and tenors</description>
+           </Parameter>
+           <Parameter name='maxTolerance'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description>maximum tolerance allowed for calibration</description>
+           </Parameter>
          </Parameters>
        </ParameterList>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumtypes.xml, 1.13, 1.14

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6719/gensrc/metadata

Modified Files:
	enumtypes.xml 
Log Message:
1) more frequencies

Index: enumtypes.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumtypes.xml,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** enumtypes.xml	4 Sep 2006 11:57:42 -0000	1.13
--- enumtypes.xml	4 Sep 2006 15:14:22 -0000	1.14
***************
*** 799,802 ****
--- 799,806 ----
        <EnumerationDefinitions>
          <EnumerationDefinition>
+           <string>NoFrequency</string>
+           <value>QuantLib::NoFrequency</value>
+         </EnumerationDefinition>
+         <EnumerationDefinition>
            <string>Once</string>
            <value>QuantLib::Once</value>

[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.15, 1.16 swaptionvolstructure.hpp, 1.13, 1.14

[Mario P. <mar...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1935/qlo

Modified Files:
	swaptionvolstructure.cpp swaptionvolstructure.hpp 
Log Message:
more parameters for constructor

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** swaptionvolstructure.cpp	4 Sep 2006 15:01:09 -0000	1.15
--- swaptionvolstructure.cpp	4 Sep 2006 15:04:06 -0000	1.16
***************
*** 140,147 ****
          const boost::shared_ptr<QuantLib::Xibor>& iborIndex,
          QuantLib::Time shortTenor,
!         const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor)
      {
!         double beta = QuantLib::Null<double>();
!         double maxError = 1E-4;
  
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
--- 140,149 ----
          const boost::shared_ptr<QuantLib::Xibor>& iborIndex,
          QuantLib::Time shortTenor,
!         const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor,
!         double beta,
!         double maxError)
      {
!         //beta = QuantLib::Null<double>();
!         //maxError = 1E-4;
  
          libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(

Index: swaptionvolstructure.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.hpp,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** swaptionvolstructure.hpp	31 Aug 2006 16:25:38 -0000	1.13
--- swaptionvolstructure.hpp	4 Sep 2006 15:04:06 -0000	1.14
***************
*** 92,96 ****
              const boost::shared_ptr<QuantLib::Xibor>& iborIndex,
              QuantLib::Time shortTenor,
!             const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor);
      };
  }
--- 92,98 ----
              const boost::shared_ptr<QuantLib::Xibor>& iborIndex,
              QuantLib::Time shortTenor,
!             const boost::shared_ptr<QuantLib::Xibor>& iborIndexShortTenor,
!             double beta = QuantLib::Null<double>(),
!             double maxError = 1E-4);
      };
  }

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

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8969/gensrc/metadata

Modified Files:
	enumtypes.xml 
Log Message:
1) more frequencies

Index: enumtypes.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumtypes.xml,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** enumtypes.xml	7 Aug 2006 10:33:09 -0000	1.12
--- enumtypes.xml	4 Sep 2006 11:57:42 -0000	1.13
***************
*** 815,818 ****
--- 815,826 ----
          </EnumerationDefinition>
          <EnumerationDefinition>
+           <string>EveryFourthMonth</string>
+           <value>QuantLib::EveryFourthMonth</value>
+         </EnumerationDefinition>
+         <EnumerationDefinition>
+           <string>Every-Fourth-Month</string>
+           <value>QuantLib::EveryFourthMonth</value>
+         </EnumerationDefinition>
+         <EnumerationDefinition>
            <string>Quarterly</string>
            <value>QuantLib::Quarterly</value>
***************
*** 826,829 ****
--- 834,873 ----
            <value>QuantLib::Monthly</value>
          </EnumerationDefinition>
+         <EnumerationDefinition>
+           <string>Every4Week</string>
+           <value>QuantLib::EveryFourthWeek</value>
+         </EnumerationDefinition>
+         <EnumerationDefinition>
+           <string>EveryFourthWeek</string>
+           <value>QuantLib::EveryFourthWeek</value>
+         </EnumerationDefinition>
+         <EnumerationDefinition>
+           <string>Every-Fourth-Week</string>
+           <value>QuantLib::EveryFourthWeek</value>
+         </EnumerationDefinition>
+         <EnumerationDefinition>
+           <string>Every3Week</string>
+           <value>QuantLib::EveryThirdWeek</value>
+         </EnumerationDefinition>
+         <EnumerationDefinition>
+           <string>EveryThirdWeek</string>
+           <value>QuantLib::EveryThirdWeek</value>
+         </EnumerationDefinition>
+         <EnumerationDefinition>
+           <string>Every-Third-Week</string>
+           <value>QuantLib::EveryThirdWeek</value>
+         </EnumerationDefinition>
+         <EnumerationDefinition>
+           <string>Biweekly</string>
+           <value>QuantLib::Biweekly</value>
+         </EnumerationDefinition>
+         <EnumerationDefinition>
+           <string>Weekly</string>
+           <value>QuantLib::Weekly</value>
+         </EnumerationDefinition>
+         <EnumerationDefinition>
+           <string>Daily</string>
+           <value>QuantLib::Daily</value>
+         </EnumerationDefinition>
        </EnumerationDefinitions>
      </Enumeration>

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

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22819/gensrc/metadata

Modified Files:
	calendar.xml 
Log Message:
fix bug in looping on an input parameter of type QuantLib::Date

Index: calendar.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** calendar.xml	4 Sep 2006 09:21:39 -0000	1.21
--- calendar.xml	4 Sep 2006 11:13:30 -0000	1.22
***************
*** 217,221 ****
      </EnumerationMember>
  
!     <EnumerationMember name='qlCalendarAdvance' libraryType='QuantLib::Calendar'>
        <description>advances a date according to a given calendar</description>
        <libraryFunction>advance</libraryFunction>
--- 217,221 ----
      </EnumerationMember>
  
!     <EnumerationMember name='qlCalendarAdvance' libraryType='QuantLib::Calendar' loopParameter='period'>
        <description>advances a date according to a given calendar</description>
        <libraryFunction>advance</libraryFunction>
***************
*** 232,236 ****
            <Parameter name='period' libraryType='QuantLib::Period'>
              <type>string</type>
!             <tensorRank>scalar</tensorRank>
              <description>period(s) to advance (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description>
            </Parameter>
--- 232,236 ----
            <Parameter name='period' libraryType='QuantLib::Period'>
              <type>string</type>
!             <tensorRank>vector</tensorRank>
              <description>period(s) to advance (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description>
            </Parameter>
***************
*** 249,253 ****
        <ReturnValue libraryType='QuantLib::Date'>
          <type>long</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </EnumerationMember>
--- 249,253 ----
        <ReturnValue libraryType='QuantLib::Date'>
          <type>long</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </EnumerationMember>

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

[Cristina D. <cdu...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv8599/gensrc/metadata

Modified Files:
	calendar.xml 
Log Message:
temporary fix:disabling loopparameter which is not handled properly

Index: calendar.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** calendar.xml	1 Sep 2006 21:27:27 -0000	1.20
--- calendar.xml	4 Sep 2006 09:21:39 -0000	1.21
***************
*** 217,221 ****
      </EnumerationMember>
  
!     <EnumerationMember name='qlCalendarAdvance' libraryType='QuantLib::Calendar' loopParameter='period'>
        <description>advances a date according to a given calendar</description>
        <libraryFunction>advance</libraryFunction>
--- 217,221 ----
      </EnumerationMember>
  
!     <EnumerationMember name='qlCalendarAdvance' libraryType='QuantLib::Calendar'>
        <description>advances a date according to a given calendar</description>
        <libraryFunction>advance</libraryFunction>
***************
*** 232,236 ****
            <Parameter name='period' libraryType='QuantLib::Period'>
              <type>string</type>
!             <tensorRank>vector</tensorRank>
              <description>period(s) to advance (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description>
            </Parameter>
--- 232,236 ----
            <Parameter name='period' libraryType='QuantLib::Period'>
              <type>string</type>
!             <tensorRank>scalar</tensorRank>
              <description>period(s) to advance (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description>
            </Parameter>
***************
*** 249,253 ****
        <ReturnValue libraryType='QuantLib::Date'>
          <type>long</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </EnumerationMember>
--- 249,253 ----
        <ReturnValue libraryType='QuantLib::Date'>
          <type>long</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </EnumerationMember>

[QuantLibAddin-cvs] QuantLibAddin/qlo swaptionvolstructure.cpp, 1.13, 1.14

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28254/qlo

Modified Files:
	swaptionvolstructure.cpp 
Log Message:
included <ql/Volatilities/swaptionvolcubebysabr.hpp>

Index: swaptionvolstructure.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaptionvolstructure.cpp,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** swaptionvolstructure.cpp	31 Aug 2006 17:23:07 -0000	1.13
--- swaptionvolstructure.cpp	4 Sep 2006 07:33:06 -0000	1.14
***************
*** 25,28 ****
--- 25,29 ----
  #include <ql/Volatilities/swaptionconstantvol.hpp>
  #include <ql/Volatilities/swaptionvolcube.hpp>
+ #include <ql/Volatilities/swaptionvolcubebysabr.hpp>
  
  namespace QuantLibAddin {

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata bonds.xml, 1.27, 1.28 calendar.xml, 1.19, 1.20 index.xml, 1.32, 1.33 interpolation.xml, 1.30, 1.31 marketmodels.xml, 1.29, 1.30 termstructures.xml, 1.31, 1.32

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18183/gensrc/metadata

Modified Files:
	bonds.xml calendar.xml index.xml interpolation.xml 
	marketmodels.xml termstructures.xml 
Log Message:
optimize processing of loop functions

Index: index.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v
retrieving revision 1.32
retrieving revision 1.33
diff -C2 -d -r1.32 -r1.33
*** index.xml	31 Aug 2006 15:15:37 -0000	1.32
--- index.xml	1 Sep 2006 21:27:27 -0000	1.33
***************
*** 54,58 ****
        </ParameterList>
        <ReturnValue libraryType='QuantLib::Rate'>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 54,58 ----
        </ParameterList>
        <ReturnValue libraryType='QuantLib::Rate'>
!         <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
***************
*** 193,197 ****
        </ParameterList>
        <ReturnValue libraryType='QuantLib::Rate'>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 193,197 ----
        </ParameterList>
        <ReturnValue libraryType='QuantLib::Rate'>
!         <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>

Index: bonds.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v
retrieving revision 1.27
retrieving revision 1.28
diff -C2 -d -r1.27 -r1.28
*** bonds.xml	1 Sep 2006 14:09:34 -0000	1.27
--- bonds.xml	1 Sep 2006 21:27:27 -0000	1.28
***************
*** 237,241 ****
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 237,241 ----
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
***************
*** 268,272 ****
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 268,272 ----
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
***************
*** 299,303 ****
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 299,303 ----
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>

Index: interpolation.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v
retrieving revision 1.30
retrieving revision 1.31
diff -C2 -d -r1.30 -r1.31
*** interpolation.xml	31 Aug 2006 15:15:37 -0000	1.30
--- interpolation.xml	1 Sep 2006 21:27:27 -0000	1.31
***************
*** 100,104 ****
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 100,104 ----
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
***************
*** 126,130 ****
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 126,130 ----
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
***************
*** 152,156 ****
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 152,156 ----
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
***************
*** 205,209 ****
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 205,209 ----
        </ParameterList>
        <ReturnValue>
!         <type>bool</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
***************
*** 627,631 ****
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 627,631 ----
        </ParameterList>
        <ReturnValue>
!         <type>bool</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>

Index: calendar.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/calendar.xml,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** calendar.xml	31 Aug 2006 16:40:47 -0000	1.19
--- calendar.xml	1 Sep 2006 21:27:27 -0000	1.20
***************
*** 248,252 ****
        </ParameterList>
        <ReturnValue libraryType='QuantLib::Date'>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 248,252 ----
        </ParameterList>
        <ReturnValue libraryType='QuantLib::Date'>
!         <type>long</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>

Index: termstructures.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v
retrieving revision 1.31
retrieving revision 1.32
diff -C2 -d -r1.31 -r1.32
*** termstructures.xml	1 Sep 2006 14:09:34 -0000	1.31
--- termstructures.xml	1 Sep 2006 21:27:27 -0000	1.32
***************
*** 138,142 ****
        </ParameterList>
        <ReturnValue libraryType='QuantLib::InterestRate'>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 138,142 ----
        </ParameterList>
        <ReturnValue libraryType='QuantLib::InterestRate'>
!         <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
***************
*** 179,183 ****
        </ParameterList>
        <ReturnValue libraryType='QuantLib::InterestRate'>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 179,183 ----
        </ParameterList>
        <ReturnValue libraryType='QuantLib::InterestRate'>
!         <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
***************
*** 215,219 ****
        </ParameterList>
        <ReturnValue libraryType='QuantLib::Rate'>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 215,219 ----
        </ParameterList>
        <ReturnValue libraryType='QuantLib::Rate'>
!         <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.29
retrieving revision 1.30
diff -C2 -d -r1.29 -r1.30
*** marketmodels.xml	1 Sep 2006 20:12:31 -0000	1.29
--- marketmodels.xml	1 Sep 2006 21:27:27 -0000	1.30
***************
*** 599,603 ****
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 599,603 ----
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
***************
*** 630,634 ****
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 630,634 ----
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
***************
*** 656,660 ****
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 656,660 ----
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
***************
*** 682,686 ****
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 682,686 ----
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
***************
*** 718,722 ****
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 718,722 ----
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
***************
*** 749,753 ****
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 749,753 ----
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
***************
*** 780,784 ****
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>
--- 780,784 ----
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
          <tensorRank>vector</tensorRank>
        </ReturnValue>

[QuantLibAddin-cvs] QuantLibAddin/qlo marketmodels.cpp, 1.17, 1.18 marketmodels.hpp, 1.16, 1.17

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19829/qlo

Modified Files:
	marketmodels.cpp marketmodels.hpp 
Log Message:
1) renamed PseudoRoot as MarketModel
2) expanded its interface
3) code refactoring using MarketModel

Index: marketmodels.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** marketmodels.hpp	1 Sep 2006 14:27:00 -0000	1.16
--- marketmodels.hpp	1 Sep 2006 20:12:32 -0000	1.17
***************
*** 21,25 ****
  #include <oh/objhandler.hpp>
  #include <ql/MarketModels/accountingengine.hpp>
! #include <ql/MarketModels/pseudoroot.hpp>
  #include <ql/MarketModels/evolutiondescription.hpp>
  #include <ql/MarketModels/curvestate.hpp>
--- 21,25 ----
  #include <oh/objhandler.hpp>
  #include <ql/MarketModels/accountingengine.hpp>
! #include <ql/MarketModels/marketmodel.hpp>
  #include <ql/MarketModels/evolutiondescription.hpp>
  #include <ql/MarketModels/curvestate.hpp>
***************
*** 29,33 ****
  #include <ql/MarketModels/Products/marketmodelforwards.hpp>
  #include <ql/MarketModels/Products/marketmodelcaplets.hpp>
! #include <ql/MarketModels/PseudoRoots/expcorrabcdvol.hpp>
  
  namespace QuantLibAddin {
--- 29,33 ----
  #include <ql/MarketModels/Products/marketmodelforwards.hpp>
  #include <ql/MarketModels/Products/marketmodelcaplets.hpp>
! #include <ql/MarketModels/Models/expcorrabcdvol.hpp>
  
  namespace QuantLibAddin {
***************
*** 53,60 ****
      };
  
!     class PseudoRoot : public ObjHandler::LibraryObject<QuantLib::PseudoRoot> {
      };
  
!     class ExpCorrFlatVol : public PseudoRoot {
      public:
          ExpCorrFlatVol(
--- 53,60 ----
      };
  
!     class MarketModel : public ObjHandler::LibraryObject<QuantLib::MarketModel> {
      };
  
!     class ExpCorrFlatVol : public MarketModel {
      public:
          ExpCorrFlatVol(
***************
*** 68,72 ****
      };
  
!     class ExpCorrAbcdVol : public PseudoRoot {
      public:
          ExpCorrAbcdVol(
--- 68,72 ----
      };
  
!     class ExpCorrAbcdVol : public MarketModel {
      public:
          ExpCorrAbcdVol(
***************
*** 143,147 ****
      class ForwardRateEvolver : public MarketModelEvolver {
      public:
!         ForwardRateEvolver(const boost::shared_ptr<QuantLib::PseudoRoot>&,
                             const QuantLib::EvolutionDescription&,
                             const QuantLib::BrownianGeneratorFactory&);
--- 143,147 ----
      class ForwardRateEvolver : public MarketModelEvolver {
      public:
!         ForwardRateEvolver(const boost::shared_ptr<QuantLib::MarketModel>&,
                             const QuantLib::EvolutionDescription&,
                             const QuantLib::BrownianGeneratorFactory&);
***************
*** 150,154 ****
      class ForwardRateIpcEvolver : public MarketModelEvolver {
      public:
!         ForwardRateIpcEvolver(const boost::shared_ptr<QuantLib::PseudoRoot>&,
                                const QuantLib::EvolutionDescription&,
                                const QuantLib::BrownianGeneratorFactory&);
--- 150,154 ----
      class ForwardRateIpcEvolver : public MarketModelEvolver {
      public:
!         ForwardRateIpcEvolver(const boost::shared_ptr<QuantLib::MarketModel>&,
                                const QuantLib::EvolutionDescription&,
                                const QuantLib::BrownianGeneratorFactory&);

Index: marketmodels.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v
retrieving revision 1.17
retrieving revision 1.18
diff -C2 -d -r1.17 -r1.18
*** marketmodels.cpp	1 Sep 2006 14:27:00 -0000	1.17
--- marketmodels.cpp	1 Sep 2006 20:12:32 -0000	1.18
***************
*** 20,25 ****
  #endif
  #include <qlo/marketmodels.hpp>
! #include <ql/MarketModels/PseudoRoots/expcorrflatvol.hpp>
! #include <ql/MarketModels/PseudoRoots/expcorrabcdvol.hpp>
  #include <ql/MarketModels/BrownianGenerators/mtbrowniangenerator.hpp>
  #include <ql/MarketModels/Evolvers/forwardratepcevolver.hpp>
--- 20,25 ----
  #endif
  #include <qlo/marketmodels.hpp>
! #include <ql/MarketModels/Models/expcorrflatvol.hpp>
! #include <ql/MarketModels/Models/expcorrabcdvol.hpp>
  #include <ql/MarketModels/BrownianGenerators/mtbrowniangenerator.hpp>
  #include <ql/MarketModels/Evolvers/forwardratepcevolver.hpp>
***************
*** 37,41 ****
              const std::vector<QuantLib::Rate>& displacements)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::PseudoRoot>(
              new QuantLib::ExpCorrFlatVol(longTermCorr,
                                                   beta,
--- 37,41 ----
              const std::vector<QuantLib::Rate>& displacements)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::MarketModel>(
              new QuantLib::ExpCorrFlatVol(longTermCorr,
                                                   beta,
***************
*** 60,64 ****
              const std::vector<QuantLib::Rate>& displacements)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::PseudoRoot>(
              new QuantLib::ExpCorrAbcdVol(a, b, c, d, ks,
                                           longTermCorr,
--- 60,64 ----
              const std::vector<QuantLib::Rate>& displacements)
      {
!         libraryObject_ = boost::shared_ptr<QuantLib::MarketModel>(
              new QuantLib::ExpCorrAbcdVol(a, b, c, d, ks,
                                           longTermCorr,
***************
*** 165,169 ****
  
      ForwardRateEvolver::ForwardRateEvolver(
!         const boost::shared_ptr<QuantLib::PseudoRoot>& pseudoRoot,
          const QuantLib::EvolutionDescription& evolutionDescription,
          const QuantLib::BrownianGeneratorFactory& generatorFactory)
--- 165,169 ----
  
      ForwardRateEvolver::ForwardRateEvolver(
!         const boost::shared_ptr<QuantLib::MarketModel>& pseudoRoot,
          const QuantLib::EvolutionDescription& evolutionDescription,
          const QuantLib::BrownianGeneratorFactory& generatorFactory)
***************
*** 176,180 ****
  
      ForwardRateIpcEvolver::ForwardRateIpcEvolver(
!         const boost::shared_ptr<QuantLib::PseudoRoot>& pseudoRoot,
          const QuantLib::EvolutionDescription& evolutionDescription,
          const QuantLib::BrownianGeneratorFactory& generatorFactory)
--- 176,180 ----
  
      ForwardRateIpcEvolver::ForwardRateIpcEvolver(
!         const boost::shared_ptr<QuantLib::MarketModel>& pseudoRoot,
          const QuantLib::EvolutionDescription& evolutionDescription,
          const QuantLib::BrownianGeneratorFactory& generatorFactory)

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

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19829/gensrc/metadata

Modified Files:
	marketmodels.xml 
Log Message:
1) renamed PseudoRoot as MarketModel
2) expanded its interface
3) code refactoring using MarketModel

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.28
retrieving revision 1.29
diff -C2 -d -r1.28 -r1.29
*** marketmodels.xml	1 Sep 2006 14:27:00 -0000	1.28
--- marketmodels.xml	1 Sep 2006 20:12:31 -0000	1.29
***************
*** 400,407 ****
      </Constructor>
  
!     <!-- PseudoRoot base class interface -->
  
!     <Member name='qlPseudoRootInitialRates' libraryClass='PseudoRoot'>
!       <description>initial rates for the PseudoRoot object</description>
        <libraryFunction>initialRates</libraryFunction>
        <supportedPlatforms>
--- 400,407 ----
      </Constructor>
  
!     <!-- MarketModel base class interface -->
  
!     <Member name='qlMarketModelInitialRates' libraryClass='MarketModel'>
!       <description>initial rates for the MarketModel object</description>
        <libraryFunction>initialRates</libraryFunction>
        <supportedPlatforms>
***************
*** 418,423 ****
      </Member>
  
!     <Member name='qlPseudoRootDisplacements' libraryClass='PseudoRoot'>
!       <description>rates' displacemets for the PseudoRoot object</description>
        <libraryFunction>displacements</libraryFunction>
        <supportedPlatforms>
--- 418,423 ----
      </Member>
  
!     <Member name='qlMarketModelDisplacements' libraryClass='MarketModel'>
!       <description>rates' displacemets for the MarketModel object</description>
        <libraryFunction>displacements</libraryFunction>
        <supportedPlatforms>
***************
*** 434,439 ****
      </Member>
  
!     <Member name='qlPseudoRootNumberOfRates' libraryClass='PseudoRoot'>
!       <description>number of rates for the PseudoRoot object</description>
        <libraryFunction>numberOfRates</libraryFunction>
        <supportedPlatforms>
--- 434,439 ----
      </Member>
  
!     <Member name='qlMarketModelNumberOfRates' libraryClass='MarketModel'>
!       <description>number of rates for the MarketModel object</description>
        <libraryFunction>numberOfRates</libraryFunction>
        <supportedPlatforms>
***************
*** 450,455 ****
      </Member>
  
!     <Member name='qlPseudoRootNumberOfFactors' libraryClass='PseudoRoot'>
!       <description>number of factors for the PseudoRoot object</description>
        <libraryFunction>numberOfFactors</libraryFunction>
        <supportedPlatforms>
--- 450,455 ----
      </Member>
  
!     <Member name='qlMarketModelNumberOfFactors' libraryClass='MarketModel'>
!       <description>number of factors for the MarketModel object</description>
        <libraryFunction>numberOfFactors</libraryFunction>
        <supportedPlatforms>
***************
*** 466,470 ****
      </Member>
  
!     <Member name='qlPseudoRootPseudoRoot' libraryClass='PseudoRoot'>
        <description>Returns the pseudo root for the i-th step.</description>
        <libraryFunction>pseudoRoot</libraryFunction>
--- 466,470 ----
      </Member>
  
!     <Member name='qlMarketModelPseudoRoot' libraryClass='MarketModel'>
        <description>Returns the pseudo root for the i-th step.</description>
        <libraryFunction>pseudoRoot</libraryFunction>
***************
*** 488,492 ****
      </Member>
  
!     <!-- PseudoRoot derived class constructors -->
  
      <Constructor name='qlExpCorrFlatVol'>
--- 488,536 ----
      </Member>
  
!     <Member name='qlMarketModelCovariance' libraryClass='MarketModel'>
!       <description>Returns the covariance matrix for the i-th step.</description>
!       <libraryFunction>covariance</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!         <supportedPlatform>calc</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name="index">
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>evolution step index</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Matrix'>
!         <type>double</type>
!         <tensorRank>matrix</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlMarketModelTotalCovariance' libraryClass='MarketModel'>
!       <description>Returns the covariance matrix from start up to the i-th step.</description>
!       <libraryFunction>totalCovariance</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!         <supportedPlatform>calc</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name="index">
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>evolution step index</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue libraryType='QuantLib::Matrix'>
!         <type>double</type>
!         <tensorRank>matrix</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <!-- MarketModel derived class constructors -->
  
      <Constructor name='qlExpCorrFlatVol'>
***************
*** 1455,1462 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='pseudoRoot' libraryClass='PseudoRoot'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>PseudoRoot object</description>
            </Parameter>
            <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'>
--- 1499,1506 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='marketModel' libraryClass='MarketModel'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>MarketModel object</description>
            </Parameter>
            <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'>
***************
*** 1483,1490 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='pseudoRoot' libraryClass='PseudoRoot'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>PseudoRoot object</description>
            </Parameter>
            <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'>
--- 1527,1534 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='marketModel' libraryClass='MarketModel'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>MarketModel object</description>
            </Parameter>
            <Parameter name='evolutionDescription' underlyingClass='EvolutionDescription'>

[QuantLibAddin-cvs] QuantLibAddin/qlo marketmodels.cpp, 1.16, 1.17 marketmodels.hpp, 1.15, 1.16

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4064/qlo

Modified Files:
	marketmodels.cpp marketmodels.hpp 
Log Message:
abcd fit

Index: marketmodels.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** marketmodels.hpp	31 Aug 2006 14:15:57 -0000	1.15
--- marketmodels.hpp	1 Sep 2006 14:27:00 -0000	1.16
***************
*** 43,47 ****
      class Abcd : public ObjHandler::LibraryObject<QuantLib::Abcd> {
      public:
!         Abcd(QuantLib::Real a, QuantLib::Real b, QuantLib::Real c, QuantLib::Real d);
      };
  
--- 43,54 ----
      class Abcd : public ObjHandler::LibraryObject<QuantLib::Abcd> {
      public:
!         Abcd(QuantLib::Real a,
!              QuantLib::Real b,
!              QuantLib::Real c,
!              QuantLib::Real d,
!              bool aIsFixed,
!              bool bIsFixed,
!              bool cIsFixed,
!              bool dIsFixed);
      };
  

Index: marketmodels.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** marketmodels.cpp	31 Aug 2006 14:15:57 -0000	1.16
--- marketmodels.cpp	1 Sep 2006 14:27:00 -0000	1.17
***************
*** 71,77 ****
  
  
!     Abcd::Abcd(QuantLib::Real a, QuantLib::Real b, QuantLib::Real c, QuantLib::Real d) {
          libraryObject_ = boost::shared_ptr<QuantLib::Abcd>(
!             new QuantLib::Abcd(a, b, c, d));
      }
  
--- 71,81 ----
  
  
!     Abcd::Abcd(QuantLib::Real a, QuantLib::Real b,
!                QuantLib::Real c, QuantLib::Real d,
!                bool aIsFixed, bool bIsFixed,
!                bool cIsFixed, bool dIsFixed) {
          libraryObject_ = boost::shared_ptr<QuantLib::Abcd>(
!             new QuantLib::Abcd(a, b, c, d, 
!                                aIsFixed, bIsFixed, cIsFixed, dIsFixed));
      }
  

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.27, 1.28

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4064/gensrc/metadata

Modified Files:
	marketmodels.xml 
Log Message:
abcd fit

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.27
retrieving revision 1.28
diff -C2 -d -r1.27 -r1.28
*** marketmodels.xml	1 Sep 2006 14:09:34 -0000	1.27
--- marketmodels.xml	1 Sep 2006 14:27:00 -0000	1.28
***************
*** 4,7 ****
--- 4,8 ----
    <xlFunctionWizardCategory>QuantLib - Financial</xlFunctionWizardCategory>
    <includes>
+     <include>qlo/optimization.hpp</include>
      <include>qlo/marketmodels.hpp</include>
      <include>qlo/vo_marketmodels.hpp</include>
***************
*** 800,803 ****
--- 801,947 ----
      </Member>
  
+     <Member name='qlAbcdA' libraryClass='Abcd'>
+       <description>Returns the a coefficient in the abcd vol parametrization</description>
+       <libraryFunction>a</libraryFunction>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue>
+         <type>double</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+     
+     <Member name='qlAbcdB' libraryClass='Abcd'>
+       <description>Returns the a coefficient in the abcd vol parametrization</description>
+       <libraryFunction>b</libraryFunction>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue>
+         <type>double</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+     
+     <Member name='qlAbcdC' libraryClass='Abcd'>
+       <description>Returns the a coefficient in the abcd vol parametrization</description>
+       <libraryFunction>c</libraryFunction>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue>
+         <type>double</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+     
+     <Member name='qlAbcdD' libraryClass='Abcd'>
+       <description>Returns the a coefficient in the abcd vol parametrization</description>
+       <libraryFunction>d</libraryFunction>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters/>
+       </ParameterList>
+       <ReturnValue>
+         <type>double</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+     
+     <Member name='qlAbcdK' libraryClass='Abcd'>
+       <description>Returns the 'k' adjustment factors needed to match Black vols</description>
+       <libraryFunction>k</libraryFunction>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='blackVols'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>Black vol vector.</description>
+           </Parameter>
+           <Parameter name='times' vectorIterator='begin'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>Reference time for the above Black vol vector.</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+       <ReturnValue>
+         <type>double</type>
+         <tensorRank>vector</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
+     <Member name='qlAbcdError' libraryClass='Abcd'>
+       <description>Returs the error between the abdc implied Black vols and a given Balck vol vector</description>
+       <libraryFunction>error</libraryFunction>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='blackVols'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>Black vol vector.</description>
+           </Parameter>
+           <Parameter name='times' vectorIterator='begin'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>Reference time for the above Black vol vector.</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+       <ReturnValue>
+         <type>double</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
+     <Member name='qlAbcdCalibrate' libraryClass='Abcd'>
+       <description>Calibrates the a, b, c, d parameters of the vol parametrization</description>
+       <libraryFunction>calibrate</libraryFunction>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+       </supportedPlatforms>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='blackVols'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>Black vol vector.</description>
+           </Parameter>
+           <Parameter name='times' vectorIterator='begin'>
+             <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>Reference time for the above Black vol vector.</description>
+           </Parameter>
+           <!--<Parameter name='optimizationMethod'  libraryClass='OptimizationMethod' default='boost::shared_ptr&lt;QuantLib::OptimizationMethod&gt;()'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>optimization method</description>
+           </Parameter>-->
+         </Parameters>
+       </ParameterList>
+       <ReturnValue enumeration='QuantLib::EndCriteria::Type'>
+         <type>string</type>
+         <tensorRank>scalar</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
      <Constructor name='qlAbcd'>
        <libraryFunction>Abcd</libraryFunction>
***************
*** 807,829 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='a'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>the a coefficient in the abcd vol parametrization</description>
            </Parameter>
!           <Parameter name='b'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>the b coefficient in the abcd vol parametrization</description>
            </Parameter>
!           <Parameter name='c'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>the c coefficient in the abcd vol parametrization</description>
            </Parameter>
!           <Parameter name='d'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>the d coefficient in the abcd vol parametrization</description>
            </Parameter>
          </Parameters>
--- 951,993 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='a' default='-0.06'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>the a coefficient in the abcd vol parametrization. Used as guess if the object is later calibrated.</description>
            </Parameter>
!           <Parameter name='b' default='0.17'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>the b coefficient in the abcd vol parametrization. Used as guess if the object is later calibrated.</description>
            </Parameter>
!           <Parameter name='c' default='0.54'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>the c coefficient in the abcd vol parametrization. Used as guess if the object is later calibrated.</description>
            </Parameter>
!           <Parameter name='d' default='0.17'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>the d coefficient in the abcd vol parametrization. Used as guess if the object is later calibrated.</description>
!           </Parameter>
!           <Parameter name='aIsFixed' default='false'>
!             <type>bool</type>
!             <tensorRank>scalar</tensorRank>
!             <description>TRUE if the a coefficient must be kept fixed in later calibrations</description>
!           </Parameter>
!           <Parameter name='bIsFixed' default='false'>
!             <type>bool</type>
!             <tensorRank>scalar</tensorRank>
!             <description>TRUE if the a coefficient must be kept fixed in later calibrations</description>
!           </Parameter>
!           <Parameter name='cIsFixed' default='false'>
!             <type>bool</type>
!             <tensorRank>scalar</tensorRank>
!             <description>TRUE if the a coefficient must be kept fixed in later calibrations</description>
!           </Parameter>
!           <Parameter name='dIsFixed' default='false'>
!             <type>bool</type>
!             <tensorRank>scalar</tensorRank>
!             <description>TRUE if the a coefficient must be kept fixed in later calibrations</description>
            </Parameter>
          </Parameters>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata assetswap.xml, 1.6, 1.7 bonds.xml, 1.26, 1.27 capletvolstructure.xml, 1.13, 1.14 couponvectors.xml, 1.27, 1.28 instruments.xml, 1.16, 1.17 marketmodels.xml, 1.26, 1.27 options.xml, 1.19, 1.20 randomsequencegenerator.xml, 1.12, 1.13 ratehelpers.xml, 1.19, 1.20 sequencestatistics.xml, 1.3, 1.4 statistics.xml, 1.3, 1.4 swap.xml, 1.22, 1.23 swaption.xml, 1.17, 1.18 swaptionvolstructure.xml, 1.39, 1.40 termstructures.xml, 1.30, 1.31 vanillaswap.xml, 1.21, 1.22

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29100/gensrc/metadata

Modified Files:
	assetswap.xml bonds.xml capletvolstructure.xml 
	couponvectors.xml instruments.xml marketmodels.xml options.xml 
	randomsequencegenerator.xml ratehelpers.xml 
	sequencestatistics.xml statistics.xml swap.xml swaption.xml 
	swaptionvolstructure.xml termstructures.xml vanillaswap.xml 
Log Message:
set dependencyTrigger='true' as default

Index: assetswap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/assetswap.xml,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** assetswap.xml	31 Aug 2006 17:06:25 -0000	1.6
--- assetswap.xml	1 Sep 2006 14:09:34 -0000	1.7
***************
*** 66,70 ****
      </Constructor>
      
!     <Member name='qlAssetSwapFairSpread' libraryClass='AssetSwap' dependencyTrigger='true'>
        <description>the fair rate of the asset swap, i.e. the asset swap spread</description>
        <libraryFunction>fairSpread</libraryFunction>
--- 66,70 ----
      </Constructor>
      
!     <Member name='qlAssetSwapFairSpread' libraryClass='AssetSwap'>
        <description>the fair rate of the asset swap, i.e. the asset swap spread</description>
        <libraryFunction>fairSpread</libraryFunction>
***************
*** 97,101 ****
      </Member>
  
!     <Member name='qlAssetSwapFloatingLeg' objectClass='AssetSwap' dependencyTrigger='true'>
        <description>The floating leg cash flow analysis</description>
        <libraryFunction>floatingLeg</libraryFunction>
--- 97,101 ----
      </Member>
  
!     <Member name='qlAssetSwapFloatingLeg' objectClass='AssetSwap'>
        <description>The floating leg cash flow analysis</description>
        <libraryFunction>floatingLeg</libraryFunction>
***************
*** 112,116 ****
      </Member>
  
!     <Member name='qlAssetSwapFloatingLegBPS' libraryClass='AssetSwap' dependencyTrigger='true'>
        <description>the BPS of the floating leg</description>
        <libraryFunction>floatingLegBPS</libraryFunction>
--- 112,116 ----
      </Member>
  
!     <Member name='qlAssetSwapFloatingLegBPS' libraryClass='AssetSwap'>
        <description>the BPS of the floating leg</description>
        <libraryFunction>floatingLegBPS</libraryFunction>
***************
*** 127,131 ****
      </Member>
  
!  <Member name='qlAssetSwapFairPrice' libraryClass='AssetSwap' dependencyTrigger='true'>
        <description>the fair price of the bond</description>
        <libraryFunction>fairPrice</libraryFunction>
--- 127,131 ----
      </Member>
  
!  <Member name='qlAssetSwapFairPrice' libraryClass='AssetSwap'>
        <description>the fair price of the bond</description>
        <libraryFunction>fairPrice</libraryFunction>

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.26
retrieving revision 1.27
diff -C2 -d -r1.26 -r1.27
*** marketmodels.xml	31 Aug 2006 21:19:17 -0000	1.26
--- marketmodels.xml	1 Sep 2006 14:09:34 -0000	1.27
***************
*** 900,904 ****
      <!-- CurveState class interface and costructor -->
  
!     <Member name='qlCurveStateRateTimes' libraryClass='CurveState' dependencyTrigger='true'>
        <description>return the rate times of the CurveState object</description>
        <libraryFunction>rateTimes</libraryFunction>
--- 900,904 ----
      <!-- CurveState class interface and costructor -->
  
!     <Member name='qlCurveStateRateTimes' libraryClass='CurveState'>
        <description>return the rate times of the CurveState object</description>
        <libraryFunction>rateTimes</libraryFunction>
***************
*** 983,987 ****
      </Member>
  
!     <Member name='qlCurveStateForwardRates' libraryClass='CurveState' dependencyTrigger='true'>
        <description>set the CurveState object on given vector of forward rates</description>
        <libraryFunction>forwardRates</libraryFunction>
--- 983,987 ----
      </Member>
  
!     <Member name='qlCurveStateForwardRates' libraryClass='CurveState'>
        <description>set the CurveState object on given vector of forward rates</description>
        <libraryFunction>forwardRates</libraryFunction>
***************
*** 999,1003 ****
      </Member>
  
!     <Member name='qlCurveStateDiscountRatios' libraryClass='CurveState' dependencyTrigger='true'>
        <description>set the CurveState object on given vector of discount ratios</description>
        <libraryFunction>discountRatios</libraryFunction>
--- 999,1003 ----
      </Member>
  
!     <Member name='qlCurveStateDiscountRatios' libraryClass='CurveState'>
        <description>set the CurveState object on given vector of discount ratios</description>
        <libraryFunction>discountRatios</libraryFunction>
***************
*** 1015,1019 ****
      </Member>
  
!     <Member name='qlCurveStateCoterminalSwapRates' libraryClass='CurveState' dependencyTrigger='true'>
        <description>set the CurveState object on given vector of coterminal swaps</description>
        <libraryFunction>coterminalSwapRates</libraryFunction>
--- 1015,1019 ----
      </Member>
  
!     <Member name='qlCurveStateCoterminalSwapRates' libraryClass='CurveState'>
        <description>set the CurveState object on given vector of coterminal swaps</description>
        <libraryFunction>coterminalSwapRates</libraryFunction>
***************
*** 1053,1057 ****
      </Member>
  
!     <Member name='qlCurveStateDiscountRatio' libraryClass='CurveState' dependencyTrigger='true'>
        <description>set the CurveState object on given vector of discount ratios</description>
        <libraryFunction>discountRatio</libraryFunction>
--- 1053,1057 ----
      </Member>
  
!     <Member name='qlCurveStateDiscountRatio' libraryClass='CurveState'>
        <description>set the CurveState object on given vector of discount ratios</description>
        <libraryFunction>discountRatio</libraryFunction>
***************
*** 1080,1084 ****
      </Member>
  
!     <Member name='qlCurveStateCoterminalSwapRate' libraryClass='CurveState' dependencyTrigger='true'>
        <description>set the CurveState object on given vector of coterminal swaps</description>
        <libraryFunction>coterminalSwapRate</libraryFunction>
--- 1080,1084 ----
      </Member>
  
!     <Member name='qlCurveStateCoterminalSwapRate' libraryClass='CurveState'>
        <description>set the CurveState object on given vector of coterminal swaps</description>
        <libraryFunction>coterminalSwapRate</libraryFunction>

Index: vanillaswap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** vanillaswap.xml	31 Aug 2006 15:15:38 -0000	1.21
--- vanillaswap.xml	1 Sep 2006 14:09:34 -0000	1.22
***************
*** 77,81 ****
      </Constructor>
  
!     <Member name='qlVanillaSwapFairRate' libraryClass='VanillaSwap' dependencyTrigger='true'>
        <description>the fair rate of a swap</description>
        <libraryFunction>fairRate</libraryFunction>
--- 77,81 ----
      </Constructor>
  
!     <Member name='qlVanillaSwapFairRate' libraryClass='VanillaSwap'>
        <description>the fair rate of a swap</description>
        <libraryFunction>fairRate</libraryFunction>
***************
*** 93,97 ****
      </Member>
  
!     <Member name='qlVanillaSwapFairSpread' libraryClass='VanillaSwap' dependencyTrigger='true'>
        <description>the fair rate of a swap</description>
        <libraryFunction>fairSpread</libraryFunction>
--- 93,97 ----
      </Member>
  
!     <Member name='qlVanillaSwapFairSpread' libraryClass='VanillaSwap'>
        <description>the fair rate of a swap</description>
        <libraryFunction>fairSpread</libraryFunction>
***************
*** 126,130 ****
      </Member>
  
!     <Member name='qlVanillaSwapFixedLegBPS' libraryClass='VanillaSwap' dependencyTrigger='true'>
        <description>the BPS of the fixed leg</description>
        <libraryFunction>fixedLegBPS</libraryFunction>
--- 126,130 ----
      </Member>
  
!     <Member name='qlVanillaSwapFixedLegBPS' libraryClass='VanillaSwap'>
        <description>the BPS of the fixed leg</description>
        <libraryFunction>fixedLegBPS</libraryFunction>
***************
*** 142,146 ****
      </Member>
  
!     <Member name='qlVanillaSwapFloatingLeg' objectClass='VanillaSwap' dependencyTrigger='true'>
        <description>The floating leg cash flow analysis</description>
        <libraryFunction>floatingLeg</libraryFunction>
--- 142,146 ----
      </Member>
  
!     <Member name='qlVanillaSwapFloatingLeg' objectClass='VanillaSwap'>
        <description>The floating leg cash flow analysis</description>
        <libraryFunction>floatingLeg</libraryFunction>
***************
*** 158,162 ****
      </Member>
  
!     <Member name='qlVanillaSwapFloatingLegBPS' libraryClass='VanillaSwap' dependencyTrigger='true'>
        <description>the BPS of the floating leg</description>
        <libraryFunction>floatingLegBPS</libraryFunction>
--- 158,162 ----
      </Member>
  
!     <Member name='qlVanillaSwapFloatingLegBPS' libraryClass='VanillaSwap'>
        <description>the BPS of the floating leg</description>
        <libraryFunction>floatingLegBPS</libraryFunction>

Index: swap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v
retrieving revision 1.22
retrieving revision 1.23
diff -C2 -d -r1.22 -r1.23
*** swap.xml	31 Aug 2006 15:15:38 -0000	1.22
--- swap.xml	1 Sep 2006 14:09:34 -0000	1.23
***************
*** 44,48 ****
      </Constructor>
  
!     <Member name='qlSwapLegAnalysis' objectClass='Swap' dependencyTrigger='true'>
        <description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description>
        <libraryFunction>legAnalysis</libraryFunction>
--- 44,48 ----
      </Constructor>
  
!     <Member name='qlSwapLegAnalysis' objectClass='Swap'>
        <description>Cash flow analysis of the i-th leg. The indexing is zero based: use 0 for the first leg.</description>
        <libraryFunction>legAnalysis</libraryFunction>
***************
*** 66,70 ****
      </Member>
  
!     <Member name='qlSwapLegBPS' libraryClass='Swap' dependencyTrigger='true'>
        <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description>
        <libraryFunction>legBPS</libraryFunction>
--- 66,70 ----
      </Member>
  
!     <Member name='qlSwapLegBPS' libraryClass='Swap'>
        <description>the BPS of the i-th leg. The indexing is zero based: use 0 for the first leg.</description>
        <libraryFunction>legBPS</libraryFunction>
***************
*** 88,92 ****
      </Member>
  
!     <Member name='qlSwapStartDate' libraryClass='Swap' dependencyTrigger='true'>
        <description>the start date of the swap</description>
        <libraryFunction>startDate</libraryFunction>
--- 88,92 ----
      </Member>
  
!     <Member name='qlSwapStartDate' libraryClass='Swap'>
        <description>the start date of the swap</description>
        <libraryFunction>startDate</libraryFunction>
***************
*** 104,108 ****
      </Member>
  
!     <Member name='qlSwapMaturity' libraryClass='Swap' dependencyTrigger='true'>
        <description>the maturity date of the swap</description>
        <libraryFunction>maturity</libraryFunction>
--- 104,108 ----
      </Member>
  
!     <Member name='qlSwapMaturity' libraryClass='Swap'>
        <description>the maturity date of the swap</description>
        <libraryFunction>maturity</libraryFunction>

Index: ratehelpers.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** ratehelpers.xml	31 Aug 2006 15:15:37 -0000	1.19
--- ratehelpers.xml	1 Sep 2006 14:09:34 -0000	1.20
***************
*** 16,20 ****
    <Functions>
  
!     <Member name='qlEarliestDate' libraryClass='RateHelper' dependencyTrigger='true'>
        <description>retrieve a RateHelper's earliest date</description>
        <libraryFunction>earliestDate</libraryFunction>
--- 16,20 ----
    <Functions>
  
!     <Member name='qlEarliestDate' libraryClass='RateHelper'>
        <description>retrieve a RateHelper's earliest date</description>
        <libraryFunction>earliestDate</libraryFunction>
***************
*** 32,36 ****
      </Member>
  
!     <Member name='qlLatestDate' libraryClass='RateHelper' dependencyTrigger='true'>
        <description>retrieve a RateHelper's latest date</description>
        <libraryFunction>latestDate</libraryFunction>
--- 32,36 ----
      </Member>
  
!     <Member name='qlLatestDate' libraryClass='RateHelper'>
        <description>retrieve a RateHelper's latest date</description>
        <libraryFunction>latestDate</libraryFunction>
***************
*** 48,52 ****
      </Member>
  
!     <Member name='qlReferenceQuote' libraryClass='RateHelper' dependencyTrigger='true'>
        <description>retrieve a RateHelper's reference quote</description>
        <libraryFunction>referenceQuote</libraryFunction>
--- 48,52 ----
      </Member>
  
!     <Member name='qlReferenceQuote' libraryClass='RateHelper'>
        <description>retrieve a RateHelper's reference quote</description>
        <libraryFunction>referenceQuote</libraryFunction>
***************
*** 180,184 ****
      </Constructor>
  
!     <Member name='qlConvexityAdjustment' libraryClass='FuturesRateHelper' dependencyTrigger='true'>
        <description>get convexity adjustment of existing FuturesRateHelper object</description>
        <libraryFunction>convexityAdjustment</libraryFunction>
--- 180,184 ----
      </Constructor>
  
!     <Member name='qlConvexityAdjustment' libraryClass='FuturesRateHelper'>
        <description>get convexity adjustment of existing FuturesRateHelper object</description>
        <libraryFunction>convexityAdjustment</libraryFunction>
***************
*** 265,269 ****
      </Constructor>
  
!     <Procedure name='qlRateHelperSelection' dependencyTrigger='true'>
        <description>select rate helpers for bootstrapping</description>
        <supportedPlatforms>
--- 265,269 ----
      </Constructor>
  
!     <Procedure name='qlRateHelperSelection'>
        <description>select rate helpers for bootstrapping</description>
        <supportedPlatforms>

Index: options.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** options.xml	31 Aug 2006 15:15:37 -0000	1.19
--- options.xml	1 Sep 2006 14:09:34 -0000	1.20
***************
*** 437,441 ****
      </Constructor>
  
!     <Member name='qlDelta' libraryClass='OneAssetOption' dependencyTrigger='true'>
        <description>delta of an option</description>
        <libraryFunction>delta</libraryFunction>
--- 437,441 ----
      </Constructor>
  
!     <Member name='qlDelta' libraryClass='OneAssetOption'>
        <description>delta of an option</description>
        <libraryFunction>delta</libraryFunction>
***************
*** 453,457 ****
      </Member>
  
!     <Member name='qlDeltaForward' libraryClass='OneAssetOption' dependencyTrigger='true'>
        <description>delta forward of an option</description>
        <libraryFunction>deltaForward</libraryFunction>
--- 453,457 ----
      </Member>
  
!     <Member name='qlDeltaForward' libraryClass='OneAssetOption'>
        <description>delta forward of an option</description>
        <libraryFunction>deltaForward</libraryFunction>
***************
*** 469,473 ****
      </Member>
  
!     <Member name='qlElasticity' libraryClass='OneAssetOption' dependencyTrigger='true'>
        <description>elasticity of an option</description>
        <libraryFunction>elasticity</libraryFunction>
--- 469,473 ----
      </Member>
  
!     <Member name='qlElasticity' libraryClass='OneAssetOption'>
        <description>elasticity of an option</description>
        <libraryFunction>elasticity</libraryFunction>
***************
*** 485,489 ****
      </Member>
  
!     <Member name='qlGamma' libraryClass='OneAssetOption' dependencyTrigger='true'>
        <description>gamma of an option</description>
        <libraryFunction>gamma</libraryFunction>
--- 485,489 ----
      </Member>
  
!     <Member name='qlGamma' libraryClass='OneAssetOption'>
        <description>gamma of an option</description>
        <libraryFunction>gamma</libraryFunction>
***************
*** 501,505 ****
      </Member>
  
!     <Member name='qlTheta' libraryClass='OneAssetOption' dependencyTrigger='true'>
        <description>theta of an option</description>
        <libraryFunction>theta</libraryFunction>
--- 501,505 ----
      </Member>
  
!     <Member name='qlTheta' libraryClass='OneAssetOption'>
        <description>theta of an option</description>
        <libraryFunction>theta</libraryFunction>
***************
*** 517,521 ****
      </Member>
  
!     <Member name='qlThetaPerDay' libraryClass='OneAssetOption' dependencyTrigger='true'>
        <description>theta per day of an option</description>
        <libraryFunction>thetaPerDay</libraryFunction>
--- 517,521 ----
      </Member>
  
!     <Member name='qlThetaPerDay' libraryClass='OneAssetOption'>
        <description>theta per day of an option</description>
        <libraryFunction>thetaPerDay</libraryFunction>
***************
*** 533,537 ****
      </Member>
  
!     <Member name='qlVega' libraryClass='OneAssetOption' dependencyTrigger='true'>
        <description>vega of an option</description>
        <libraryFunction>vega</libraryFunction>
--- 533,537 ----
      </Member>
  
!     <Member name='qlVega' libraryClass='OneAssetOption'>
        <description>vega of an option</description>
        <libraryFunction>vega</libraryFunction>
***************
*** 549,553 ****
      </Member>
  
!     <Member name='qlRho' libraryClass='OneAssetOption' dependencyTrigger='true'>
        <description>rho of an option</description>
        <libraryFunction>rho</libraryFunction>
--- 549,553 ----
      </Member>
  
!     <Member name='qlRho' libraryClass='OneAssetOption'>
        <description>rho of an option</description>
        <libraryFunction>rho</libraryFunction>
***************
*** 565,569 ****
      </Member>
  
!     <Member name='qlDividendRho' libraryClass='OneAssetOption' dependencyTrigger='true'>
        <description>dividend rho of an option</description>
        <libraryFunction>dividendRho</libraryFunction>
--- 565,569 ----
      </Member>
  
!     <Member name='qlDividendRho' libraryClass='OneAssetOption'>
        <description>dividend rho of an option</description>
        <libraryFunction>dividendRho</libraryFunction>
***************
*** 581,585 ****
      </Member>
  
!     <Member name='qlItmCashProbability' libraryClass='OneAssetOption' dependencyTrigger='true'>
        <description>itm cash probability of an option</description>
        <libraryFunction>itmCashProbability</libraryFunction>
--- 581,585 ----
      </Member>
  
!     <Member name='qlItmCashProbability' libraryClass='OneAssetOption'>
        <description>itm cash probability of an option</description>
        <libraryFunction>itmCashProbability</libraryFunction>

Index: statistics.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/statistics.xml,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** statistics.xml	31 Aug 2006 15:15:38 -0000	1.3
--- statistics.xml	1 Sep 2006 14:09:34 -0000	1.4
***************
*** 16,20 ****
      <!-- GeneralStatistics methods -->
  
!     <Member name='qlStatisticsSamples' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the number of samples collected</description>
        <libraryFunction>samples</libraryFunction>
--- 16,20 ----
      <!-- GeneralStatistics methods -->
  
!     <Member name='qlStatisticsSamples' libraryClass='Statistics'>
        <description>Returns the number of samples collected</description>
        <libraryFunction>samples</libraryFunction>
***************
*** 31,35 ****
      </Member>
  
!     <Member name='qlStatisticsWeightSum' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the sum of data weights</description>
        <libraryFunction>weightSum</libraryFunction>
--- 31,35 ----
      </Member>
  
!     <Member name='qlStatisticsWeightSum' libraryClass='Statistics'>
        <description>Returns the sum of data weights</description>
        <libraryFunction>weightSum</libraryFunction>
***************
*** 46,50 ****
      </Member>
  
!     <Member name='qlStatisticsMean' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the mean</description>
        <libraryFunction>mean</libraryFunction>
--- 46,50 ----
      </Member>
  
!     <Member name='qlStatisticsMean' libraryClass='Statistics'>
        <description>Returns the mean</description>
        <libraryFunction>mean</libraryFunction>
***************
*** 61,65 ****
      </Member>
  
!     <Member name='qlStatisticsVariance' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the variance</description>
        <libraryFunction>variance</libraryFunction>
--- 61,65 ----
      </Member>
  
!     <Member name='qlStatisticsVariance' libraryClass='Statistics'>
        <description>Returns the variance</description>
        <libraryFunction>variance</libraryFunction>
***************
*** 76,80 ****
      </Member>
  
!     <Member name='qlStatisticsStandardDeviation' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the the standard deviation</description>
        <libraryFunction>standardDeviation</libraryFunction>
--- 76,80 ----
      </Member>
  
!     <Member name='qlStatisticsStandardDeviation' libraryClass='Statistics'>
        <description>Returns the the standard deviation</description>
        <libraryFunction>standardDeviation</libraryFunction>
***************
*** 91,95 ****
      </Member>
  
!     <Member name='qlStatisticsErrorEstimate' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the error estimate on the mean value</description>
        <libraryFunction>errorEstimate</libraryFunction>
--- 91,95 ----
      </Member>
  
!     <Member name='qlStatisticsErrorEstimate' libraryClass='Statistics'>
        <description>Returns the error estimate on the mean value</description>
        <libraryFunction>errorEstimate</libraryFunction>
***************
*** 106,110 ****
      </Member>
  
!     <Member name='qlStatisticsSkewness' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the skewness</description>
        <libraryFunction>skewness</libraryFunction>
--- 106,110 ----
      </Member>
  
!     <Member name='qlStatisticsSkewness' libraryClass='Statistics'>
        <description>Returns the skewness</description>
        <libraryFunction>skewness</libraryFunction>
***************
*** 121,125 ****
      </Member>
  
!     <Member name='qlStatisticsKurtosis' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the excess kurtosis</description>
        <libraryFunction>kurtosis</libraryFunction>
--- 121,125 ----
      </Member>
  
!     <Member name='qlStatisticsKurtosis' libraryClass='Statistics'>
        <description>Returns the excess kurtosis</description>
        <libraryFunction>kurtosis</libraryFunction>
***************
*** 136,140 ****
      </Member>
  
!     <Member name='qlStatisticsMin' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the minimum sample value</description>
        <libraryFunction>min</libraryFunction>
--- 136,140 ----
      </Member>
  
!     <Member name='qlStatisticsMin' libraryClass='Statistics'>
        <description>Returns the minimum sample value</description>
        <libraryFunction>min</libraryFunction>
***************
*** 151,155 ****
      </Member>
  
!     <Member name='qlStatisticsMax' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the maximum sample value</description>
        <libraryFunction>max</libraryFunction>
--- 151,155 ----
      </Member>
  
!     <Member name='qlStatisticsMax' libraryClass='Statistics'>
        <description>Returns the maximum sample value</description>
        <libraryFunction>max</libraryFunction>
***************
*** 166,170 ****
      </Member>
  
!     <Member name='qlStatisticsPercentile' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the x-th percentile</description>
        <libraryFunction>percentile</libraryFunction>
--- 166,170 ----
      </Member>
  
!     <Member name='qlStatisticsPercentile' libraryClass='Statistics'>
        <description>Returns the x-th percentile</description>
        <libraryFunction>percentile</libraryFunction>
***************
*** 187,191 ****
      </Member>
  
!     <Member name='qlStatisticsTopPercentile' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the x-th top percentile.</description>
        <libraryFunction>topPercentile</libraryFunction>
--- 187,191 ----
      </Member>
  
!     <Member name='qlStatisticsTopPercentile' libraryClass='Statistics'>
        <description>Returns the x-th top percentile.</description>
        <libraryFunction>topPercentile</libraryFunction>
***************
*** 210,214 ****
      <!-- GaussianStatistics methods -->
  
!     <Member name='qlStatisticsGaussianDownsideVariance' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the variance of observations below 0.0 .</description>
        <libraryFunction>gaussianDownsideVariance</libraryFunction>
--- 210,214 ----
      <!-- GaussianStatistics methods -->
  
!     <Member name='qlStatisticsGaussianDownsideVariance' libraryClass='Statistics'>
        <description>Returns the variance of observations below 0.0 .</description>
        <libraryFunction>gaussianDownsideVariance</libraryFunction>
***************
*** 225,229 ****
      </Member>
  
!     <Member name='qlStatisticsGaussianDownsideDeviation' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the square root of the downside variance.</description>
        <libraryFunction>gaussianDownsideDeviation</libraryFunction>
--- 225,229 ----
      </Member>
  
!     <Member name='qlStatisticsGaussianDownsideDeviation' libraryClass='Statistics'>
        <description>Returns the square root of the downside variance.</description>
        <libraryFunction>gaussianDownsideDeviation</libraryFunction>
***************
*** 240,244 ****
      </Member>
  
!     <Member name='qlStatisticsGaussianRegret' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the variance of observations below the target.</description>
        <libraryFunction>gaussianRegret</libraryFunction>
--- 240,244 ----
      </Member>
  
!     <Member name='qlStatisticsGaussianRegret' libraryClass='Statistics'>
        <description>Returns the variance of observations below the target.</description>
        <libraryFunction>gaussianRegret</libraryFunction>
***************
*** 261,265 ****
      </Member>
  
!     <Member name='qlStatisticsGaussianPercentile' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the x-th percentile.</description>
        <libraryFunction>gaussianPercentile</libraryFunction>
--- 261,265 ----
      </Member>
  
!     <Member name='qlStatisticsGaussianPercentile' libraryClass='Statistics'>
        <description>Returns the x-th percentile.</description>
        <libraryFunction>gaussianPercentile</libraryFunction>
***************
*** 282,286 ****
      </Member>
  
!     <Member name='qlStatisticsGaussianTopPercentile' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the x-th top percentile.</description>
        <libraryFunction>gaussianTopPercentile</libraryFunction>
--- 282,286 ----
      </Member>
  
!     <Member name='qlStatisticsGaussianTopPercentile' libraryClass='Statistics'>
        <description>Returns the x-th top percentile.</description>
        <libraryFunction>gaussianTopPercentile</libraryFunction>
***************
*** 303,307 ****
      </Member>
  
!     <Member name='qlStatisticsGaussianPotentialUpside' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the reciprocal of VAR at a given percentile.</description>
        <libraryFunction>gaussianPotentialUpside</libraryFunction>
--- 303,307 ----
      </Member>
  
!     <Member name='qlStatisticsGaussianPotentialUpside' libraryClass='Statistics'>
        <description>Returns the reciprocal of VAR at a given percentile.</description>
        <libraryFunction>gaussianPotentialUpside</libraryFunction>
***************
*** 324,328 ****
      </Member>
  
!     <Member name='qlStatisticsGaussianValueAtRisk' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the value-at-risk at a given percentile.</description>
        <libraryFunction>gaussianValueAtRisk</libraryFunction>
--- 324,328 ----
      </Member>
  
!     <Member name='qlStatisticsGaussianValueAtRisk' libraryClass='Statistics'>
        <description>Returns the value-at-risk at a given percentile.</description>
        <libraryFunction>gaussianValueAtRisk</libraryFunction>
***************
*** 345,349 ****
      </Member>
  
!     <Member name='qlStatisticsGaussianExpectedShortfall' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the expected loss in case that the loss exceeded a VaR threshold.</description>
        <libraryFunction>gaussianExpectedShortfall</libraryFunction>
--- 345,349 ----
      </Member>
  
!     <Member name='qlStatisticsGaussianExpectedShortfall' libraryClass='Statistics'>
        <description>Returns the expected loss in case that the loss exceeded a VaR threshold.</description>
        <libraryFunction>gaussianExpectedShortfall</libraryFunction>
***************
*** 366,370 ****
      </Member>
  
!     <Member name='qlStatisticsGaussianShortfall' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the probability of missing the given target.</description>
        <libraryFunction>gaussianShortfall</libraryFunction>
--- 366,370 ----
      </Member>
  
!     <Member name='qlStatisticsGaussianShortfall' libraryClass='Statistics'>
        <description>Returns the probability of missing the given target.</description>
        <libraryFunction>gaussianShortfall</libraryFunction>
***************
*** 387,391 ****
      </Member>
  
!     <Member name='qlStatisticsGaussianAverageShortfall' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the averaged shortfallness.</description>
        <libraryFunction>gaussianAverageShortfall</libraryFunction>
--- 387,391 ----
      </Member>
  
!     <Member name='qlStatisticsGaussianAverageShortfall' libraryClass='Statistics'>
        <description>Returns the averaged shortfallness.</description>
        <libraryFunction>gaussianAverageShortfall</libraryFunction>
***************
*** 410,414 ****
      <!-- GenericRiskStatistics methods -->
  
!     <Member name='qlStatisticsSemiVariance' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the variance of observations below the mean.</description>
        <libraryFunction>semiVariance</libraryFunction>
--- 410,414 ----
      <!-- GenericRiskStatistics methods -->
  
!     <Member name='qlStatisticsSemiVariance' libraryClass='Statistics'>
        <description>Returns the variance of observations below the mean.</description>
        <libraryFunction>semiVariance</libraryFunction>
***************
*** 425,429 ****
      </Member>
      
!     <Member name='qlStatisticsSemiDeviation' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the square root of the semivariance.</description>
        <libraryFunction>semiDeviation</libraryFunction>
--- 425,429 ----
      </Member>
      
!     <Member name='qlStatisticsSemiDeviation' libraryClass='Statistics'>
        <description>Returns the square root of the semivariance.</description>
        <libraryFunction>semiDeviation</libraryFunction>
***************
*** 440,444 ****
      </Member>
  
!     <Member name='qlStatisticsDownsideVariance' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the variance of observations below 0.0 .</description>
        <libraryFunction>downsideVariance</libraryFunction>
--- 440,444 ----
      </Member>
  
!     <Member name='qlStatisticsDownsideVariance' libraryClass='Statistics'>
        <description>Returns the variance of observations below 0.0 .</description>
        <libraryFunction>downsideVariance</libraryFunction>
***************
*** 455,459 ****
      </Member>
  
!     <Member name='qlStatisticsDownsideDeviation' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the square root of the downside variance.</description>
        <libraryFunction>downsideDeviation</libraryFunction>
--- 455,459 ----
      </Member>
  
!     <Member name='qlStatisticsDownsideDeviation' libraryClass='Statistics'>
        <description>Returns the square root of the downside variance.</description>
        <libraryFunction>downsideDeviation</libraryFunction>
***************
*** 470,474 ****
      </Member>
  
!     <Member name='qlStatisticsRegret' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the variance of observations below target.</description>
        <libraryFunction>regret</libraryFunction>
--- 470,474 ----
      </Member>
  
!     <Member name='qlStatisticsRegret' libraryClass='Statistics'>
        <description>Returns the variance of observations below target.</description>
        <libraryFunction>regret</libraryFunction>
***************
*** 491,495 ****
      </Member>
  
!     <Member name='qlStatisticsPotentialUpside' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the reciprocal of VAR at a given percentile.</description>
        <libraryFunction>potentialUpside</libraryFunction>
--- 491,495 ----
      </Member>
  
!     <Member name='qlStatisticsPotentialUpside' libraryClass='Statistics'>
        <description>Returns the reciprocal of VAR at a given percentile.</description>
        <libraryFunction>potentialUpside</libraryFunction>
***************
*** 512,516 ****
      </Member>
  
!     <Member name='qlStatisticsValueAtRisk' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the value-at-risk at a given percentile.</description>
        <libraryFunction>valueAtRisk</libraryFunction>
--- 512,516 ----
      </Member>
  
!     <Member name='qlStatisticsValueAtRisk' libraryClass='Statistics'>
        <description>Returns the value-at-risk at a given percentile.</description>
        <libraryFunction>valueAtRisk</libraryFunction>
***************
*** 533,537 ****
      </Member>
  
!     <Member name='qlStatisticsExpectedShortfall' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the expected loss in case that the loss exceeded a VaR threshold.</description>
        <libraryFunction>expectedShortfall</libraryFunction>
--- 533,537 ----
      </Member>
  
!     <Member name='qlStatisticsExpectedShortfall' libraryClass='Statistics'>
        <description>Returns the expected loss in case that the loss exceeded a VaR threshold.</description>
        <libraryFunction>expectedShortfall</libraryFunction>
***************
*** 554,558 ****
      </Member>
  
!     <Member name='qlStatisticsShortfall' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the probability of missing the given target.</description>
        <libraryFunction>shortfall</libraryFunction>
--- 554,558 ----
      </Member>
  
!     <Member name='qlStatisticsShortfall' libraryClass='Statistics'>
        <description>Returns the probability of missing the given target.</description>
        <libraryFunction>shortfall</libraryFunction>
***************
*** 575,579 ****
      </Member>
  
!     <Member name='qlStatisticsAverageShortfall' libraryClass='Statistics' dependencyTrigger='true'>
        <description>Returns the averaged shortfallness.</description>
        <libraryFunction>averageShortfall</libraryFunction>
--- 575,579 ----
      </Member>
  
!     <Member name='qlStatisticsAverageShortfall' libraryClass='Statistics'>
        <description>Returns the averaged shortfallness.</description>
        <libraryFunction>averageShortfall</libraryFunction>

Index: randomsequencegenerator.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/randomsequencegenerator.xml,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** randomsequencegenerator.xml	31 Aug 2006 15:15:37 -0000	1.12
--- randomsequencegenerator.xml	1 Sep 2006 14:09:34 -0000	1.13
***************
*** 52,56 ****
      </Procedure>
  
!     <Member name='qlVariates' objectClass='RandomSequenceGenerator' dependencyTrigger='true'>
        <description>generate variates</description>
        <libraryFunction>variates</libraryFunction>
--- 52,56 ----
      </Procedure>
  
!     <Member name='qlVariates' objectClass='RandomSequenceGenerator'>
        <description>generate variates</description>
        <libraryFunction>variates</libraryFunction>
***************
*** 74,78 ****
      </Member>
  
!     <Constructor name='qlMersenneTwisterRsg' dependencyTrigger='true'>
        <libraryFunction>MersenneTwisterRsg</libraryFunction>
        <supportedPlatforms>
--- 74,78 ----
      </Member>
  
!     <Constructor name='qlMersenneTwisterRsg'>
        <libraryFunction>MersenneTwisterRsg</libraryFunction>
        <supportedPlatforms>
***************
*** 96,100 ****
      </Constructor>
  
!     <Constructor name='qlFaureRsg' dependencyTrigger='true'>
        <libraryFunction>FaureRsg</libraryFunction>
        <supportedPlatforms>
--- 96,100 ----
      </Constructor>
  
!     <Constructor name='qlFaureRsg'>
        <libraryFunction>FaureRsg</libraryFunction>
        <supportedPlatforms>
***************
*** 113,117 ****
      </Constructor>
  
!     <Constructor name='qlHaltonRsg' dependencyTrigger='true'>
        <libraryFunction>HaltonRsg</libraryFunction>
        <supportedPlatforms>
--- 113,117 ----
      </Constructor>
  
!     <Constructor name='qlHaltonRsg'>
        <libraryFunction>HaltonRsg</libraryFunction>
        <supportedPlatforms>
***************
*** 135,139 ****
      </Constructor>
  
!     <Constructor name='qlSobolRsg' dependencyTrigger='true'>
        <libraryFunction>SobolRsg</libraryFunction>
        <supportedPlatforms>
--- 135,139 ----
      </Constructor>
  
!     <Constructor name='qlSobolRsg'>
        <libraryFunction>SobolRsg</libraryFunction>
        <supportedPlatforms>

Index: bonds.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v
retrieving revision 1.26
retrieving revision 1.27
diff -C2 -d -r1.26 -r1.27
*** bonds.xml	31 Aug 2006 15:44:01 -0000	1.26
--- bonds.xml	1 Sep 2006 14:09:34 -0000	1.27
***************
*** 21,25 ****
    <Functions>
  
!     <Member name='qlBondFlowAnalysis' objectClass='Bond' dependencyTrigger='true'>
        <description>Cash flow analysis.</description>
        <libraryFunction>flowAnalysis</libraryFunction>
--- 21,25 ----
    <Functions>
  
!     <Member name='qlBondFlowAnalysis' objectClass='Bond'>
        <description>Cash flow analysis.</description>
        <libraryFunction>flowAnalysis</libraryFunction>
***************
*** 157,161 ****
        </ReturnValue>
      </Member>
!     <Member name='qlBondThCleanPrice' libraryClass='FixedCouponBond' dependencyTrigger='true'>
        <description>Theoretical clean price: The default bond settlement is used for calculation.</description>
        <libraryFunction>cleanPrice</libraryFunction>
--- 157,161 ----
        </ReturnValue>
      </Member>
!     <Member name='qlBondThCleanPrice' libraryClass='FixedCouponBond'>
        <description>Theoretical clean price: The default bond settlement is used for calculation.</description>
        <libraryFunction>cleanPrice</libraryFunction>
***************
*** 173,177 ****
      </Member>
  
!     <Member name='qlBondThDirtyPrice' libraryClass='Bond' dependencyTrigger='true'>
        <description>Theoretical dirty price. The default bond settlement is used for calculation.</description>
        <libraryFunction>dirtyPrice</libraryFunction>
--- 173,177 ----
      </Member>
  
!     <Member name='qlBondThDirtyPrice' libraryClass='Bond'>
        <description>Theoretical dirty price. The default bond settlement is used for calculation.</description>
        <libraryFunction>dirtyPrice</libraryFunction>
***************
*** 189,193 ****
      </Member>
  
!     <Member name='qlBondThYield' libraryClass='FixedCouponBond' dependencyTrigger='true'>
        <description>Theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description>
        <libraryFunction>yield</libraryFunction>
--- 189,193 ----
      </Member>
  
!     <Member name='qlBondThYield' libraryClass='FixedCouponBond'>
        <description>Theoretical bond yield: The default bond settlement and theoretical price are used for calculation.</description>
        <libraryFunction>yield</libraryFunction>
***************
*** 473,477 ****
      </Constructor>
  
!     <Constructor name='qlFloatingCouponBond'>
        <libraryFunction>FloatingCouponBond</libraryFunction>
        <supportedPlatforms>
--- 473,477 ----
      </Constructor>
  
!     <Constructor name='qlFloatingCouponBond' dependencyTrigger='false'>
        <libraryFunction>FloatingCouponBond</libraryFunction>
        <supportedPlatforms>

Index: sequencestatistics.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/sequencestatistics.xml,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** sequencestatistics.xml	31 Aug 2006 15:15:37 -0000	1.3
--- sequencestatistics.xml	1 Sep 2006 14:09:34 -0000	1.4
***************
*** 16,20 ****
      <!-- SequenceStatistics methods:  1-D inspectors lifted from underlying statistics class -->
  
!     <Member name='qlSequenceStatisticsSamples' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the number of samples collected</description>
        <libraryFunction>samples</libraryFunction>
--- 16,20 ----
      <!-- SequenceStatistics methods:  1-D inspectors lifted from underlying statistics class -->
  
!     <Member name='qlSequenceStatisticsSamples' libraryClass='SequenceStatistics'>
        <description>Returns the number of samples collected</description>
        <libraryFunction>samples</libraryFunction>
***************
*** 31,35 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsWeightSum' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the sum of data weights</description>
        <libraryFunction>weightSum</libraryFunction>
--- 31,35 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsWeightSum' libraryClass='SequenceStatistics'>
        <description>Returns the sum of data weights</description>
        <libraryFunction>weightSum</libraryFunction>
***************
*** 48,52 ****
      <!-- SequenceStatistics methods:  N-D inspectors lifted from underlying statistics class -->
  
!     <Member name='qlSequenceStatisticsMean' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the mean</description>
        <libraryFunction>mean</libraryFunction>
--- 48,52 ----
      <!-- SequenceStatistics methods:  N-D inspectors lifted from underlying statistics class -->
  
!     <Member name='qlSequenceStatisticsMean' libraryClass='SequenceStatistics'>
        <description>Returns the mean</description>
        <libraryFunction>mean</libraryFunction>
***************
*** 63,67 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsVariance' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the variance</description>
        <libraryFunction>variance</libraryFunction>
--- 63,67 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsVariance' libraryClass='SequenceStatistics'>
        <description>Returns the variance</description>
        <libraryFunction>variance</libraryFunction>
***************
*** 78,82 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsStandardDeviation' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the the standard deviation</description>
        <libraryFunction>standardDeviation</libraryFunction>
--- 78,82 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsStandardDeviation' libraryClass='SequenceStatistics'>
        <description>Returns the the standard deviation</description>
        <libraryFunction>standardDeviation</libraryFunction>
***************
*** 93,97 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsDownsideVariance' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the variance of observations below 0.0 .</description>
        <libraryFunction>downsideVariance</libraryFunction>
--- 93,97 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsDownsideVariance' libraryClass='SequenceStatistics'>
        <description>Returns the variance of observations below 0.0 .</description>
        <libraryFunction>downsideVariance</libraryFunction>
***************
*** 108,112 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsDownsideDeviation' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the square root of the downside variance.</description>
        <libraryFunction>downsideDeviation</libraryFunction>
--- 108,112 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsDownsideDeviation' libraryClass='SequenceStatistics'>
        <description>Returns the square root of the downside variance.</description>
        <libraryFunction>downsideDeviation</libraryFunction>
***************
*** 123,127 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsSemiVariance' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the variance of observations below the mean.</description>
        <libraryFunction>semiVariance</libraryFunction>
--- 123,127 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsSemiVariance' libraryClass='SequenceStatistics'>
        <description>Returns the variance of observations below the mean.</description>
        <libraryFunction>semiVariance</libraryFunction>
***************
*** 138,142 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsSemiDeviation' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the square root of the semivariance.</description>
        <libraryFunction>semiDeviation</libraryFunction>
--- 138,142 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsSemiDeviation' libraryClass='SequenceStatistics'>
        <description>Returns the square root of the semivariance.</description>
        <libraryFunction>semiDeviation</libraryFunction>
***************
*** 153,157 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsErrorEstimate' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the error estimate on the mean value</description>
        <libraryFunction>errorEstimate</libraryFunction>
--- 153,157 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsErrorEstimate' libraryClass='SequenceStatistics'>
        <description>Returns the error estimate on the mean value</description>
        <libraryFunction>errorEstimate</libraryFunction>
***************
*** 168,172 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsSkewness' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the skewness</description>
        <libraryFunction>skewness</libraryFunction>
--- 168,172 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsSkewness' libraryClass='SequenceStatistics'>
        <description>Returns the skewness</description>
        <libraryFunction>skewness</libraryFunction>
***************
*** 183,187 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsKurtosis' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the excess kurtosis</description>
        <libraryFunction>kurtosis</libraryFunction>
--- 183,187 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsKurtosis' libraryClass='SequenceStatistics'>
        <description>Returns the excess kurtosis</description>
        <libraryFunction>kurtosis</libraryFunction>
***************
*** 198,202 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsMin' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the minimum sample value</description>
        <libraryFunction>min</libraryFunction>
--- 198,202 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsMin' libraryClass='SequenceStatistics'>
        <description>Returns the minimum sample value</description>
        <libraryFunction>min</libraryFunction>
***************
*** 213,217 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsMax' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the maximum sample value</description>
        <libraryFunction>max</libraryFunction>
--- 213,217 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsMax' libraryClass='SequenceStatistics'>
        <description>Returns the maximum sample value</description>
        <libraryFunction>max</libraryFunction>
***************
*** 228,232 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsGaussianPercentile' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the x-th percentile.</description>
        <libraryFunction>gaussianPercentile</libraryFunction>
--- 228,232 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsGaussianPercentile' libraryClass='SequenceStatistics'>
        <description>Returns the x-th percentile.</description>
        <libraryFunction>gaussianPercentile</libraryFunction>
***************
*** 249,253 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsPercentile' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the x-th percentile</description>
        <libraryFunction>percentile</libraryFunction>
--- 249,253 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsPercentile' libraryClass='SequenceStatistics'>
        <description>Returns the x-th percentile</description>
        <libraryFunction>percentile</libraryFunction>
***************
*** 270,274 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsGaussianPotentialUpside' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the reciprocal of VAR at a given percentile.</description>
        <libraryFunction>gaussianPotentialUpside</libraryFunction>
--- 270,274 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsGaussianPotentialUpside' libraryClass='SequenceStatistics'>
        <description>Returns the reciprocal of VAR at a given percentile.</description>
        <libraryFunction>gaussianPotentialUpside</libraryFunction>
***************
*** 291,295 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsPotentialUpside' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the reciprocal of VAR at a given percentile.</description>
        <libraryFunction>potentialUpside</libraryFunction>
--- 291,295 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsPotentialUpside' libraryClass='SequenceStatistics'>
        <description>Returns the reciprocal of VAR at a given percentile.</description>
        <libraryFunction>potentialUpside</libraryFunction>
***************
*** 312,316 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsGaussianValueAtRisk' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the value-at-risk at a given percentile.</description>
        <libraryFunction>gaussianValueAtRisk</libraryFunction>
--- 312,316 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsGaussianValueAtRisk' libraryClass='SequenceStatistics'>
        <description>Returns the value-at-risk at a given percentile.</description>
        <libraryFunction>gaussianValueAtRisk</libraryFunction>
***************
*** 333,337 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsValueAtRisk' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the value-at-risk at a given percentile.</description>
        <libraryFunction>valueAtRisk</libraryFunction>
--- 333,337 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsValueAtRisk' libraryClass='SequenceStatistics'>
        <description>Returns the value-at-risk at a given percentile.</description>
        <libraryFunction>valueAtRisk</libraryFunction>
***************
*** 354,358 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsRegret' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the variance of observations below target.</description>
        <libraryFunction>regret</libraryFunction>
--- 354,358 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsRegret' libraryClass='SequenceStatistics'>
        <description>Returns the variance of observations below target.</description>
        <libraryFunction>regret</libraryFunction>
***************
*** 375,379 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsGaussianShortfall' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the probability of missing the given target.</description>
        <libraryFunction>gaussianShortfall</libraryFunction>
--- 375,379 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsGaussianShortfall' libraryClass='SequenceStatistics'>
        <description>Returns the probability of missing the given target.</description>
        <libraryFunction>gaussianShortfall</libraryFunction>
***************
*** 396,400 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsShortfall' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the probability of missing the given target.</description>
        <libraryFunction>shortfall</libraryFunction>
--- 396,400 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsShortfall' libraryClass='SequenceStatistics'>
        <description>Returns the probability of missing the given target.</description>
        <libraryFunction>shortfall</libraryFunction>
***************
*** 417,421 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsGaussianAverageShortfall' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the averaged shortfallness.</description>
        <libraryFunction>gaussianAverageShortfall</libraryFunction>
--- 417,421 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsGaussianAverageShortfall' libraryClass='SequenceStatistics'>
        <description>Returns the averaged shortfallness.</description>
        <libraryFunction>gaussianAverageShortfall</libraryFunction>
***************
*** 438,442 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsAverageShortfall' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the averaged shortfallness.</description>
        <libraryFunction>averageShortfall</libraryFunction>
--- 438,442 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsAverageShortfall' libraryClass='SequenceStatistics'>
        <description>Returns the averaged shortfallness.</description>
        <libraryFunction>averageShortfall</libraryFunction>
***************
*** 459,463 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsCovariance' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the covariance Matrix</description>
        <libraryFunction>covariance</libraryFunction>
--- 459,463 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsCovariance' libraryClass='SequenceStatistics'>
        <description>Returns the covariance Matrix</description>
        <libraryFunction>covariance</libraryFunction>
***************
*** 474,478 ****
      </Member>
  
!     <Member name='qlSequenceStatisticsCorrelation' libraryClass='SequenceStatistics' dependencyTrigger='true'>
        <description>Returns the correlation Matrix</description>
        <libraryFunction>correlation</libraryFunction>
--- 474,478 ----
      </Member>
  
!     <Member name='qlSequenceStatisticsCorrelation' libraryClass='SequenceStatistics'>
        <description>Returns the correlation Matrix</description>
        <libraryFunction>correlation</libraryFunction>

Index: capletvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** capletvolstructure.xml	31 Aug 2006 15:15:37 -0000	1.13
--- capletvolstructure.xml	1 Sep 2006 14:09:34 -0000	1.14
***************
*** 15,19 ****
      <!-- CapletVolatilityStructure interface-->
  
!     <Member name='qlCapletVTSVolatility' libraryClass='CapletVolatilityStructure' loopParameter='strike' dependencyTrigger='true'>
        <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date.</description>
        <libraryFunction>volatility</libraryFunction>
--- 15,19 ----
      <!-- CapletVolatilityStructure interface-->
  
!     <Member name='qlCapletVTSVolatility' libraryClass='CapletVolatilityStructure' loopParameter='strike'>
        <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date.</description>
        <libraryFunction>volatility</libraryFunction>
***************
*** 46,50 ****
      </Member>
  
!     <Member name='qlCapletVTSBlackVariance' libraryClass='CapletVolatilityStructure' loopParameter='strike' dependencyTrigger='true'>
        <description>Returns a vector of black volatilities corresponding to a vector of strikes for a given exercise date.</description>
        <libraryFunction>blackVariance</libraryFunction>
--- 46,50 ----
      </Member>
  
!     <Member name='qlCapletVTSBlackVariance' libraryClass='CapletVolatilityStructure' loopParameter='strike'>
        <description>Returns a vector of black volatilities corresponding to a vector of strikes for a given exercise date.</description>
        <libraryFunction>blackVariance</libraryFunction>
***************
*** 153,157 ****
      <!-- CapletVolatilityStructure constructors -->
  
!     <Constructor name='qlCapletVTSConstant' dependencyTrigger='true'>
        <libraryFunction>CapletConstantVolatility</libraryFunction>
        <supportedPlatforms>
--- 153,157 ----
      <!-- CapletVolatilityStructure constructors -->
  
!     <Constructor name='qlCapletVTSConstant'>
        <libraryFunction>CapletConstantVolatility</libraryFunction>
        <supportedPlatforms>

Index: termstructures.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v...
 
[truncated message content]

[QuantLibAddin-cvs] QuantLibAddin/gensrc/config config.xml, 1.26, 1.27

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7609/gensrc/config

Modified Files:
	config.xml 
Log Message:
make application directories fully configurable

Index: config.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/config/config.xml,v
retrieving revision 1.26
retrieving revision 1.27
diff -C2 -d -r1.26 -r1.27
*** config.xml	31 Aug 2006 14:53:16 -0000	1.26
--- config.xml	1 Sep 2006 10:45:48 -0000	1.27
***************
*** 1,7 ****
  <Config>
  
!   <qlaRootDirectory>../qlo/</qlaRootDirectory>
!   <voRootDirectory>../qlo/</voRootDirectory>
!   <excelRootDirectory>../../QuantLibXL/qlxl/</excelRootDirectory>
  
    <usingEnumerations>true</usingEnumerations>
--- 1,7 ----
  <Config>
  
!   <libRootDirectory>qlo</libRootDirectory>
!   <voRootDirectory>qlo</voRootDirectory>
!   <excelRootDirectory>../QuantLibXL/qlxl</excelRootDirectory>
  
    <usingEnumerations>true</usingEnumerations>

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

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29514/gensrc/metadata

Modified Files:
	marketmodels.xml 
Log Message:
exported more abcd methods

Index: marketmodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v
retrieving revision 1.25
retrieving revision 1.26
diff -C2 -d -r1.25 -r1.26
*** marketmodels.xml	31 Aug 2006 15:15:37 -0000	1.25
--- marketmodels.xml	31 Aug 2006 21:19:17 -0000	1.26
***************
*** 538,542 ****
      <!-- Abcd Volatility -->
  
!     <Member name='qlAbcdCovariance' libraryClass='Abcd'>
        <description>Returns covariance in [tMin,tMax] between T and S fixing rates.</description>
        <libraryFunction>covariance</libraryFunction>
--- 538,646 ----
      <!-- Abcd Volatility -->
  
!     <Member name='qlAbcdInstantaneousValue' libraryClass='Abcd' loopParameter='u'>
!       <description>Returns the instantaneous volatility as function of residual time to maturity. [a + b*T] * e^{-c*T} + d</description>
!       <libraryFunction>operator()</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='u'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>residual time(s) to maturity</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue>
!         <type>any</type>
!         <tensorRank>vector</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlAbcdInstantaneousCovariance' libraryClass='Abcd' loopParameter='u'>
!       <description>Returns covariance at calendar time u between T and S fixing rates.</description>
!       <libraryFunction>instantaneousCovariance</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='u'>
!             <type>double</type>
!             <tensorRank>vector</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>
!             <description>fixing time of second rate</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue>
!         <type>any</type>
!         <tensorRank>vector</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlAbcdInstantaneousVariance' libraryClass='Abcd' loopParameter='u'>
!       <description>Returns variance at calendar time u of T-fixing rate.</description>
!       <libraryFunction>instantaneousVariance</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='u'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>calendar time(s)</description>
!           </Parameter>
!           <Parameter name='T'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>fixing time of the rate</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue>
!         <type>any</type>
!         <tensorRank>vector</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlAbcdInstantaneousVolatility' libraryClass='Abcd' loopParameter='u'>
!       <description>Returns volatility at calendar time u of T-fixing rate.</description>
!       <libraryFunction>instantaneousVolatility</libraryFunction>
!       <supportedPlatforms>
!         <supportedPlatform>excel</supportedPlatform>
!       </supportedPlatforms>
!       <ParameterList>
!         <Parameters>
!           <Parameter name='u'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>calendar time(s)</description>
!           </Parameter>
!           <Parameter name='T'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>fixing calendar time of the rate</description>
!           </Parameter>
!         </Parameters>
!       </ParameterList>
!       <ReturnValue>
!         <type>any</type>
!         <tensorRank>vector</tensorRank>
!       </ReturnValue>
!     </Member>
! 
!     <Member name='qlAbcdCovariance' libraryClass='Abcd' loopParameter='tMax'>
        <description>Returns covariance in [tMin,tMax] between T and S fixing rates.</description>
        <libraryFunction>covariance</libraryFunction>
***************
*** 553,557 ****
            <Parameter name='tMax'>
              <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
--- 657,661 ----
            <Parameter name='tMax'>
              <type>double</type>
!             <tensorRank>vector</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
***************
*** 559,579 ****
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>fixing time of fisrt rate</description>
            </Parameter>
            <Parameter name='S'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>fixing time of second rate</description>
            </Parameter>
          </Parameters>
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlAbcdVariance' libraryClass='Abcd'>
!       <description>Returns variance in [tMin,tMax] of T fixing rate.</description>
        <libraryFunction>variance</libraryFunction>
        <supportedPlatforms>
--- 663,683 ----
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>fixing calendar time of first rate</description>
            </Parameter>
            <Parameter name='S'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>fixing calendar time of second rate</description>
            </Parameter>
          </Parameters>
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>
  
!     <Member name='qlAbcdVariance' libraryClass='Abcd' loopParameter='tMax'>
!       <description>Returns variance in [tMin,tMax] of T-fixing rate.</description>
        <libraryFunction>variance</libraryFunction>
        <supportedPlatforms>
***************
*** 589,593 ****
--- 693,728 ----
            <Parameter name='tMax'>
              <type>double</type>
+             <tensorRank>vector</tensorRank>
+             <description>upper bound of the covariance integral</description>
+           </Parameter>
+           <Parameter name='T'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description>fixing calendar time of the rate</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+       <ReturnValue>
+         <type>any</type>
+         <tensorRank>vector</tensorRank>
+       </ReturnValue>
+     </Member>
+ 
+     <Member name='qlAbcdVolatility' libraryClass='Abcd' loopParameter='tMax'>
+       <description>Returns volatility in [tMin,tMax] of T fixing rate.</description>
+       <libraryFunction>volatility</libraryFunction>
+       <supportedPlatforms>
+         <supportedPlatform>excel</supportedPlatform>
+       </supportedPlatforms>
+       <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>vector</tensorRank>
              <description>upper bound of the covariance integral</description>
            </Parameter>
***************
*** 600,605 ****
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
        </ReturnValue>
      </Member>
--- 735,740 ----
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
!         <tensorRank>vector</tensorRank>
        </ReturnValue>
      </Member>