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[QuantLibAddin-cvs] QuantLibAddin todo.csv,1.21,1.22

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

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10095

Modified Files:
	todo.csv 
Log Message:
implement Extrapolator as complex type

Index: todo.csv
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todo.csv,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** todo.csv	22 Jun 2006 10:01:23 -0000	1.21
--- todo.csv	29 Jun 2006 10:14:44 -0000	1.22
***************
*** 1,146 ****
! project,subproject,task,status,hours,priority,comp date,comment
! 
! QLA,Enumerations,"rename “Enumerations”->”Enumerated Types” (ETs), “Complex Types”->”Enumerated Objects” (EOs)",in progress,0,,,
! QLA,Enumerations,implement autogeneration of source code for EOs,in progress,2,,,
! QLA,Enumerations,"remove PricingEngine, StrikedTypePayoff from EO and implement as normal objects",in progress,4,,,
! QLA,Enumerations,"transfer Calendar, DayCounter, Currency from ET -> EO",in progress,2,,,
! QLA,Enumerations,implement EuriborXX as EO,in progress,2,,,
! QLA,Enumerations,port gensrc “EnumerationMember” functionality from ETs -> EOs,in progress,4,,,
! QLA,Enumerations,"extend support for mixing EOs/Objects e.g. Calendar/JointCalendar, Index/EuriborXX",in progress,2,,,
! QLA,Enumerations,remove Create<> code from QLO ctors – Create<> code to appear only in autogenerated Addin code,in progress,0,,,
! QLA,Enumerations,"ET ctors – use explicit ctors instead of default i.e. use ""HongKong::HKEx"" not ""HongKong""",in progress,0,,,
! QLA,Enumerations,"QLO ctors which switch on ETs – implement for YieldTermStructure, LinearInterpolation, PricingEngine(?)",in progress,4,,,
! QLA,Enumerations,port ET/EO registry from QuantLibXL to ObjectHandler,on hold,- -,,,requires redesign to allow multiple XLLs to share global Registry
! 
! QLA,Design,expose INDEX public interface instead of XIBOR – QL changes required,,,1,,
! OH,Design,"""singleton"" objects – loaded at startup, static handle – Calendars, Indexes",cancelled,,2,,lazy instantiation?
! OH,Design, “permanent” objects – objects which aren't deleted by ohDeleteObject()/ohDeleteAllObjects()/ohCallGC(),done,,2,14/06/2006,
! QLA,General Support,getReference/OH_GET_OBJECT/OH_GET_REFERENCE vs getObject/EXPORT_UNDERLYING_OBJECT,done,,3,9/6/2006,consolidate code for returning object references
! QLA,Enumerations,"add support for accessing member function of Enumeration – e.g. publish the public interface for Calendar, DayCounter",done,,1,12/6/2006,represent stateful objects as “singletons” rather than Enumerations?
! 
! QLA,Design,"revise code for Interpolation, and allow user to provide an enumeration indicating the desired class",,,0,,
! QLA,Design,yieldTermStructure – user supplies two Enumerations -  autogenerate nested select to instantiate indicated template,,,0,,
! QLA,Design,"use ""objectID"" instead of ""handle"" – required to avoid confusion with QuantLib::Handle",in progress,,1,,use “id” instead of “instance name” ???
! OH,Design,revise processing for permanent objects: delete old object unless user specifies “permanent=TRUE”,done,,1,18/06/2006,also revise GC/deletion for permanent/nonpermanent objects
! QLA,Design,support for QuantLib::Handle – give Excel user the ability to create a Handle and relink it as required,done,,0,15/06/2006,need to add support for creation of empty QuantLib::Handle
! OH,Design,if user supplies objectID stub he must ensure it's unique / link objectID stub to calling cell (?),done,,1,31/05/2006,
! 
! ,,Handle - automate conversions so it's not necessary for developer to implement linkTo for every class,,,,,
  ,,"enumeration as return value (string) – should be same as the input value – Period, DayCounter",,,,,
! ,,accept input params of variable type e.g. 1) date or European exercise 2) volatility or BlackSwaptionEngine,,,,,
! ,,add support for Array as input / output,,,,,
! ,,performance profile of workbook YieldCurveMonitor.xls,,,,,
! ,,YC bootstrap fails if workbook RateHelpers.xls is open,,,,,
! ,,raise exception if trigger parameter has value of #ERR!/#NULL!,,,,,
! ,,calculate memory usage of repository,,,,,
! ,,count the number of functions available in the addin,,,,,
! ,,when input vector passed to loop function – convert inputs on each loop iteration and catch exceptions one-by-one,,,,,
! ,,Object to hold reference to CallingRange so we can support Object->isOrphaned() etc.,,,,,
! ,,delete VanillaOption->setEngine(),cancelled,,,,can't until pricing engines are converted into objects
! ,,add support for Matrix as input / output,done,,,,
! ,,add VC8 makefile to generate .chm documentation from metadata,done,,,16/06/2006,
! ,,in autogenerated code - suppress call to objectPointer->setPermanent() if input parameter permanent is FALSE,done,,,15/06/2006,
! ,,don't rely on try/catch to control processing flow for deriving Enumerations (in templates in qla/conversions.hpp),done,,,16/06/2006,
! ,,add facility to query the most recent error message,done,,,16/06/2006,
! 
! OH,Design,"""reflection"" - support member functions dynamically",,,3,,
! OH,Design,update design doc,,,3,,
! OH,Design,allow objects to be grouped,,,3,,
! OH,Functions,ohPack() - resolve flags and values,done,,1,14/06/2006,
! QLA,Design,discontinue support for VC6,in progress,,3,,
! QLA,Design,"Sessions: instead of using workbook as session, allow user to specify session number",,,3,,
! QLA,Design,detect if calling range is row-wise / column-wise - format return vector accordingly,done,,1,,
! QLA,Design,#include fewer headers to speed compilation,,,2,,
! QLA,Design,"in header files – check all version numbers:  boost, QuantLib, log4cxx, ObjectHandler, QuantLibObjects",,,2,,
! QLA,Design,use Excel SmartTags to allow interrogation of objects,,,3,,
! QLA,Design,improve formatting of log messages,,,3,,
! QLA,Design,"transfer qla/typefactory.hpp, qla/typeregistry to ObjectHandler?",,,,,
! QLA,Docs,autogenerate documentation for datatype and default value,,,2,,
! QLA,Docs,provide more descriptive explanations of input/output parameters,,,2,,
! QLA,Docs,examples in Technical Documentation relate to Functional,,,,,?
! QLA,Enumerations,is Convention an enumeration?,,,2,,
! QLA,Enumerations,"add support for description e.g. Nullcalendar, DayCounter::NoFrequency, DayCounter::Simple",,,2,,
! QLA,Enumerations,single return value gets repeated in calling range – force scalar to be returned as vector,,,,,is there an example of an enum list containing 1 item?
! QLA,Enumerations,take enumeration description from metadata,,,,,
! QLA,Excel binding,categorize function names in Excel Function Wizard,on hold,,1,20/04/2006,conflict with Adfin addin
! QLA,Excel binding,"gensrc function metadata ""noWizardRecalc"" to suppress recalc under Excel Function Wizard",done,,1,14/06/2006,also required for ctors otherwise GC breaks
! QLA,Functions,port old QLXL functionality into new QLXL,,,2,,
! QLA,Functions,qlSwapLegAnalysis() to provide column headers in output,,,3,,
! QLA,Functions,qlCompiler() to return info on version and configuration of compiler used to build QLA ?,,,,,
! QLA,General Support,"C++ examples - add VOs, NPV calculations",,,3,,
! QLA,gensrc,replace Serializer class with Reader class – since we will never DeSerialize anything,,,3,,
! QLA,gensrc,extend rule.py to support conversion of Guile datatypes,,,3,,
! QLA,gensrc,Provide schema for XML,,,3,,
! QLA,ValueObjects,"dynamic properties e.g. ohMember(""instanceName"", ""NPV"", ...) replaces qlNPV(""instanceName"")",,,3,,
! QLA,VBA framework,design for real-time live feed,,,2,,
! QLA,VBA framework,interrogate object repository,,,2,,Plamen?
! QLA,VBA framework,network launcher/updater for VBA framework - to point to different environments / configuration files,,,1,,
! QLA,VBA framework,access logfile,,,3,,
! QLA,VBA framework,menu options to load/unload XLL/XLA – implement as toggle,in progress,,,,
! QLA,INDEX,get/set fixing for given date,,,2,,?
! 
! OH,Design,"class FunctionCall - streamline initialization - ""xltypeUninitialized""",done,,,1/5/2006,
! OH,Design,in objecthandlerxl.cpp replace bespoke parsing w/boost regexes,done,,3,26/04/2006,
! OH,Design,ohxll project mistakenly picking up autolink.hpp,done,,3,27/04/2006,
! OH,Design,"functions returning empty vector:  display #NUM, not 0, in calling cell – e.g. getHolidayList()",done,,,7/5/2006,
! OH,Design,support for retrieval of undecorated handles,done,,1,30/04/2006,fix non-excel platforms
! OH,Design,std::exception -> ObjHandler::Exception,done,,3,26/04/2006,
! OH,Design,class FunctionCall to encapsulate function state,done,,2,26/04/2006,
! OH,Design,include cell address in error message?,done,,3,1/5/2006,
! OH,Functions,ohDependsOn() - fails if input range is nonexistent,cancelled,,,,seems to have resolved itself?
! OH,Functions,ohHandleList() to support regexes,done,,2,26/04/2006,renamed to ohListInstanceNames()
! OH,Functions,ohListInstanceNames() - 1) regex bug e.g.” EUR.*D” malfunctions 2) sort return list,done,,1,18/05/2006,
! OH,Functions,ohDependsOn() - return counter (#/recalcs) – per instance,done,,,18/05/2006,
! OH,Functions,remove EO macro / function,done,,3,21/04/2006,
! OH,Functions,ohListInstanceNames() is broken in utilities.xls?,done,,1,,looks OK now?
! QLA,Design,FuturesRateHelper returns incorrect latestDate,cancelled,,,,it works OK
! QLA,Design,check whether catch(...) catches unhandled exceptions from QL e.g. negative timesteps,cancelled,,,1/5/2006,it doesn't
! QLA,Design,in session.cpp replace bespoke parsing with boost::regex,done,,3,5/8/2006,
! QLA,Design,"gensrc flag ""ignoreError"" (default T) invoke function even if some inputs invalid e.g. qlMidEquivalent()",done,,1,28/04/2006,always ignore errors (no flag)
! QLA,Design,move all Create<>s from qla/*.?pp into autogenerated addin code,done,,,23/05/2006,
! QLA,Design,move Procedure functions to QuantLibFunctions,done,,1,30/04/2006,this change will probably be reversed
! QLA,Design,export IMM dates e.g. H7 -> date,done,,,,
! QLA,Design,"Autogenerate source for funcs accepting vector input (qlForwardRate, qlDiscount, etc.)",done,,,28/04/2006,
! QLA,Design,if input vector contains mix of #VALUES and valid numbers - return vector should correspond,done,,2,28/04/2006,also wraps QL function in try/catch
! QLA,Design,match QLA function names to underlying QL function names,done,,,27/04/2006,
! QLA,Docs,qlXibor() - description of 2nd parameter incorrect,done,,,21/04/2006,
! QLA,Docs,installation - refer to Release build not Debug,done,,3,21/04/2006,
! QLA,Enumerations,"if string name omitted from XML, use class name as default",cancelled,,3,,
! QLA,Enumerations,add support for abbreviations,cancelled,,2,21/04/2006,not required because of right-click menu
! QLA,Enumerations,qlListEnum() - return enumerations in mixed case (and in original sequence ??? - cancelled),done,,,18/05/2006,retaining original sequence requires design change
! QLA,Excel binding,XLL description in Addin manager,cancelled,,,20/04/2006,not supported by Excel C API
! QLA,Excel binding,automatically name calling cell,cancelled,,,20/04/2006,not supported by Excel C API
! QLA,Functions,qlPiecewiseFlatForward() - don't reset eval date,done,,2,26/04/2006,
! QLA,Functions,YieldTermStructure iface - ZeroRate/Discount/ForwardRate/ParRate/MaxDate/MaxTime,done,,1,27/04/2006,
! QLA,Functions,modify qlPiecewiseFlatForward() to call alternate QL ctor (calendar/# days) - Observer pattern,done,,,,
! QLA,Functions,add support for QL Joint Calendar class.  inputs: 1) vector of strings (calendar names) 2) AND/OR value,done,,,8/5/2006,
! QLA,Functions,qlGetDf() to return vector,done,,2,21/04/2006,renamed to qlDiscount()
! QLA,Functions,latestDate() for RateHelpers,done,,1,26/04/2006,
! QLA,Functions,qlMid() - returns DBL_MIN when all inputs are #VALUE – should return #NULL & log error,done,,1,18/05/2006,
! QLA,General Support,Session functionality crashes QLA if active book named Book1.XLS,done,,2,8/5/2006,
! QLA,General Support,upgrade Calc addin to OOo 2 / VC 7,done,,3,28/04/2006,thanks to Joe Byers
! QLA,General Support,try removing redundant (?) FileConfiguration info from *.vcproj files,done,,,3/5/2006,
! QLA,General Support,revise NSIS uninstaller: uninstall released files whether modified or not; don't uninstall new files created by user,done,,,,
! QLA,General Support,sort out RandomSequenceGenerator,done,,,19/04/2006,
! QLA,General Support,upgrade to latest CVS snapshot of QL,done,,,19/04/2006,
! QLA,QuantLibXL,"separate SourceForge projects/websites for OH, gensrc, QLA, QLXL",done,,3,19/05/2006,
! QLA,gensrc,allow for comments in XML (ignore '#comment' nodes),cancelled,,3,,already works OK
! QLA,gensrc,remove redundant XML tag getObject='true' for Member functions,cancelled,,,26/04/2006,the tag is in use
! QLA,gensrc,category metadata – list of <includes> - only first item in list is processed,done,,,6/5/2006
! QLA,gensrc,add support for QuantLib::Date as datatype of return value,done,,,26/04/2006
! QLA,gensrc,generate summary of files created/updated/changed per platform,done,,3,30/04/2006
! QLA,gensrc,add support for vector of QuantLib::Dates as input parameter,done,,,6/5/2006
! QLA,gensrc,fix typo in Xibor - qlSobolRsg,done,,,26/04/2006
! QLA,gensrc,autogenerate source for Members which loop on input param,done,,,28/04/2006
! QLA,gensrc,"add support for complete conversion of datatype of function return value – scalar/vector/matrix, QL datatypes, void, etc.",done,,,23/05/2006
! QLA,gensrc,call OH_GET_REFERENCE from Addin code for functions with getObject='true' ?,done,,3,23/05/2006
! QLA,VBA framework,load XLLs,done,,1,5/5/2006
! QLA,VBA framework,right click in cell to create enumeration drop down list,done,,,18/04/2006
! QLA,VBA framework,skeleton structure,done,,,18/04/2006
! QLA,VBA framework,create trade/market workbooks from templates,done,,1,5/5/2006
! QLA,VBA framework,QuantLibAddin menu for Excel,done,,,18/04/2006
! QLA,Workstation Document,explanation of runtime libraries,done,,2,21/04/2006
! QLA,Workstation Document,explanation of VC workspace naming convention / _vc8.sln,done,,2,21/04/2006
! QLA,Workstation Document,document use of Addin Manager,done,,2,28/04/2006
! QLA,Workstation Document,"document build for Boost, QuantLibFunctions",done,,,28/04/2006
! QLA,Workstation Document,incorporate other feedback from Nando and Katiuscia,done,,,28/04/2006
--- 1,145 ----
! "project","subproject","task","status","hours","priority","comp date","comment"
! ,,,,,,,
! "QLA","Enumerations","rename “Enumerations”->”Enumerated Types” (ETs), “Complex Types”->”Enumerated Classes” (ECs)","in progress",0,,,
! "QLA","Enumerations","implement autogeneration of source code for ECs","in progress",2,,,
! "QLA","Enumerations","remove PricingEngine, StrikedTypePayoff from EC and implement as normal objects","in progress",4,,,
! "QLA","Enumerations","transfer Calendar, DayCounter, Currency from ET -> EC","in progress",2,,,
! "QLA","Enumerations","implement EuriborXX as EC","in progress",2,,,
! "QLA","Enumerations","port gensrc “EnumerationMember” functionality from ETs -> ECs","in progress",4,,,
! "QLA","Enumerations","extend support for mixing ECs/Objects e.g. Calendar/JointCalendar, Index/EuriborXX","in progress",2,,,
! "QLA","Enumerations","remove Create<> code from QLO ctors – Create<> code to appear only in autogenerated Addin code","cancelled",0,,,"this is required when QLO classes wrap ECs"
! "QLA","Enumerations","ET ctors – use explicit ctors instead of default i.e. use ""HongKong::HKEx"" not ""HongKong""","in progress",0,,,
! "QLA","Enumerations","QLO ctors which switch on ETs – implement for YieldTermStructure, LinearInterpolation, PricingEngine(?)","in progress",4,,,
! "QLA","Enumerations","port ET/EC registry from QuantLibXL to ObjectHandler","on hold","- -",,,"requires redesign to allow multiple XLLs to share global Registry"
! ,,,,,,,
! "OH","Design","""singleton"" objects – loaded at startup, static handle – Calendars, Indexes","cancelled",,2,,"lazy instantiation?"
! "OH","Design"," “permanent” objects – objects which aren't deleted by ohDeleteObject()/ohDeleteAllObjects()/ohCallGC()","done",,2,"14/06/2006",
! "QLA","General Support","getReference/OH_GET_OBJECT/OH_GET_REFERENCE vs getObject/EXPORT_UNDERLYING_OBJECT","done",,3,09/06/2006,"consolidate code for returning object references"
! "QLA","Enumerations","add support for accessing member function of Enumeration – e.g. publish the public interface for Calendar, DayCounter","done",,1,12/06/2006,"represent stateful objects as “singletons” rather than Enumerations?"
! ,,,,,,,
! "QLA","Design","revise code for Interpolation, and allow user to provide an enumeration indicating the desired class",,,0,,
! "QLA","Design","yieldTermStructure – user supplies two Enumerations -  autogenerate nested select to instantiate indicated template",,,0,,
! "QLA","Design","use ""objectID"" instead of ""handle"" – required to avoid confusion with QuantLib::Handle","in progress",,1,,"use “id” instead of “instance name” ???"
! "OH","Design","revise processing for permanent objects: delete old object unless user specifies “permanent=TRUE”","done",,1,"18/06/2006","also revise GC/deletion for permanent/nonpermanent objects"
! "QLA","Design","support for QuantLib::Handle – give Excel user the ability to create a Handle and relink it as required","done",,0,"15/06/2006","need to add support for creation of empty QuantLib::Handle"
! "OH","Design","if user supplies objectID stub he must ensure it's unique / link objectID stub to calling cell (?)","done",,1,"31/05/2006",
! ,,,,,,,
! ,,"Handle - automate conversions so it's not necessary for developer to implement linkTo for every class",,,,,
  ,,"enumeration as return value (string) – should be same as the input value – Period, DayCounter",,,,,
! ,,"accept input params of variable type e.g. 1) date or European exercise 2) volatility or BlackSwaptionEngine",,,,,
! ,,"add support for Array as input / output",,,,,
! ,,"performance profile of workbook YieldCurveMonitor.xls",,,,,
! ,,"YC bootstrap fails if workbook RateHelpers.xls is open",,,,,
! ,,"raise exception if trigger parameter has value of #ERR!/#NULL!",,,,,
! ,,"calculate memory usage of repository",,,,,
! ,,"count the number of functions available in the addin",,,,,
! ,,"when input vector passed to loop function – convert inputs on each loop iteration and catch exceptions one-by-one",,,,,
! ,,"Object to hold reference to CallingRange so we can support Object->isOrphaned() etc.",,,,,
! ,,"delete VanillaOption->setEngine()","cancelled",,,,"can't until pricing engines are converted into objects"
! ,,"add support for Matrix as input / output","done",,,,
! ,,"add VC8 makefile to generate .chm documentation from metadata","done",,,"16/06/2006",
! ,,"in autogenerated code - suppress call to objectPointer->setPermanent() if input parameter permanent is FALSE","done",,,"15/06/2006",
! ,,"don't rely on try/catch to control processing flow for deriving Enumerations (in templates in qla/conversions.hpp)","done",,,"16/06/2006",
! ,,"add facility to query the most recent error message","done",,,"16/06/2006",
! ,,,,,,,
! "OH","Design","""reflection"" - support member functions dynamically",,,3,,
! "OH","Design","update design doc",,,3,,
! "OH","Design","allow objects to be grouped",,,3,,
! "OH","Functions","ohPack() - resolve flags and values","done",,1,"14/06/2006",
! "QLA","Design","discontinue support for VC6","in progress",,3,,
! "QLA","Design","Sessions: instead of using workbook as session, allow user to specify session number",,,3,,
! "QLA","Design","detect if calling range is row-wise / column-wise - format return vector accordingly","done",,1,,
! "QLA","Design","#include fewer headers to speed compilation",,,2,,
! "QLA","Design","in header files – check all version numbers:  boost, QuantLib, log4cxx, ObjectHandler, QuantLibObjects",,,2,,
! "QLA","Design","use Excel SmartTags to allow interrogation of objects",,,3,,
! "QLA","Design","improve formatting of log messages",,,3,,
! "QLA","Design","transfer qla/typefactory.hpp, qla/typeregistry to ObjectHandler?",,,,,
! "QLA","Docs","autogenerate documentation for datatype and default value",,,2,,
! "QLA","Docs","provide more descriptive explanations of input/output parameters",,,2,,
! "QLA","Docs","examples in Technical Documentation relate to Functional",,,,,"?"
! "QLA","Enumerations","is Convention an enumeration?",,,2,,
! "QLA","Enumerations","add support for description e.g. Nullcalendar, DayCounter::NoFrequency, DayCounter::Simple",,,2,,
! "QLA","Enumerations","single return value gets repeated in calling range – force scalar to be returned as vector",,,,,"is there an example of an enum list containing 1 item?"
! "QLA","Enumerations","take enumeration description from metadata",,,,,
! "QLA","Excel binding","categorize function names in Excel Function Wizard","on hold",,1,"20/04/2006","conflict with Adfin addin"
! "QLA","Excel binding","gensrc function metadata ""noWizardRecalc"" to suppress recalc under Excel Function Wizard","done",,1,"14/06/2006","also required for ctors otherwise GC breaks"
! "QLA","Functions","port old QLXL functionality into new QLXL",,,2,,
! "QLA","Functions","qlSwapLegAnalysis() to provide column headers in output",,,3,,
! "QLA","Functions","qlCompiler() to return info on version and configuration of compiler used to build QLA ?",,,,,
! "QLA","General Support","C++ examples - add VOs, NPV calculations",,,3,,
! "QLA","gensrc","replace Serializer class with Reader class – since we will never DeSerialize anything",,,3,,
! "QLA","gensrc","extend rule.py to support conversion of Guile datatypes",,,3,,
! "QLA","gensrc","Provide schema for XML",,,3,,
! "QLA","ValueObjects","dynamic properties e.g. ohMember(""instanceName"", ""NPV"", ...) replaces qlNPV(""instanceName"")",,,3,,
! "QLA","VBA framework","design for real-time live feed",,,2,,
! "QLA","VBA framework","interrogate object repository",,,2,,"Plamen?"
! "QLA","VBA framework","network launcher/updater for VBA framework - to point to different environments / configuration files",,,1,,
! "QLA","VBA framework","access logfile",,,3,,
! "QLA","VBA framework","menu options to load/unload XLL/XLA – implement as toggle","in progress",,,,
! "QLA","INDEX","get/set fixing for given date",,,2,,"?"
! ,,,,,,,
! "OH","Design","class FunctionCall - streamline initialization - ""xltypeUninitialized""","done",,,01/05/2006,
! "OH","Design","in objecthandlerxl.cpp replace bespoke parsing w/boost regexes","done",,3,"26/04/2006",
! "OH","Design","ohxll project mistakenly picking up autolink.hpp","done",,3,"27/04/2006",
! "OH","Design","functions returning empty vector:  display #NUM, not 0, in calling cell – e.g. getHolidayList()","done",,,07/05/2006,
! "OH","Design","support for retrieval of undecorated handles","done",,1,"30/04/2006","fix non-excel platforms"
! "OH","Design","std::exception -> ObjHandler::Exception","done",,3,"26/04/2006",
! "OH","Design","class FunctionCall to encapsulate function state","done",,2,"26/04/2006",
! "OH","Design","include cell address in error message?","done",,3,01/05/2006,
! "OH","Functions","ohDependsOn() - fails if input range is nonexistent","cancelled",,,,"seems to have resolved itself?"
! "OH","Functions","ohHandleList() to support regexes","done",,2,"26/04/2006","renamed to ohListInstanceNames()"
! "OH","Functions","ohListInstanceNames() - 1) regex bug e.g.” EUR.*D” malfunctions 2) sort return list","done",,1,"18/05/2006",
! "OH","Functions","ohDependsOn() - return counter (#/recalcs) – per instance","done",,,"18/05/2006",
! "OH","Functions","remove EO macro / function","done",,3,"21/04/2006",
! "OH","Functions","ohListInstanceNames() is broken in utilities.xls?","done",,1,,"looks OK now?"
! "QLA","Design","FuturesRateHelper returns incorrect latestDate","cancelled",,,,"it works OK"
! "QLA","Design","check whether catch(...) catches unhandled exceptions from QL e.g. negative timesteps","cancelled",,,01/05/2006,"it doesn't"
! "QLA","Design","in session.cpp replace bespoke parsing with boost::regex","done",,3,05/08/2006,
! "QLA","Design","gensrc flag ""ignoreError"" (default T) invoke function even if some inputs invalid e.g. qlMidEquivalent()","done",,1,"28/04/2006","always ignore errors (no flag)"
! "QLA","Design","move all Create<>s from qla/*.?pp into autogenerated addin code","done",,,"23/05/2006",
! "QLA","Design","move Procedure functions to QuantLibFunctions","done",,1,"30/04/2006","this change will probably be reversed"
! "QLA","Design","export IMM dates e.g. H7 -> date","done",,,,
! "QLA","Design","Autogenerate source for funcs accepting vector input (qlForwardRate, qlDiscount, etc.)","done",,,"28/04/2006",
! "QLA","Design","if input vector contains mix of #VALUES and valid numbers - return vector should correspond","done",,2,"28/04/2006","also wraps QL function in try/catch"
! "QLA","Design","match QLA function names to underlying QL function names","done",,,"27/04/2006",
! "QLA","Docs","qlXibor() - description of 2nd parameter incorrect","done",,,"21/04/2006",
! "QLA","Docs","installation - refer to Release build not Debug","done",,3,"21/04/2006",
! "QLA","Enumerations","if string name omitted from XML, use class name as default","cancelled",,3,,
! "QLA","Enumerations","add support for abbreviations","cancelled",,2,"21/04/2006","not required because of right-click menu"
! "QLA","Enumerations","qlListEnum() - return enumerations in mixed case (and in original sequence ??? - cancelled)","done",,,"18/05/2006","retaining original sequence requires design change"
! "QLA","Excel binding","XLL description in Addin manager","cancelled",,,"20/04/2006","not supported by Excel C API"
! "QLA","Excel binding","automatically name calling cell","cancelled",,,"20/04/2006","not supported by Excel C API"
! "QLA","Functions","qlPiecewiseFlatForward() - don't reset eval date","done",,2,"26/04/2006",
! "QLA","Functions","YieldTermStructure iface - ZeroRate/Discount/ForwardRate/ParRate/MaxDate/MaxTime","done",,1,"27/04/2006",
! "QLA","Functions","modify qlPiecewiseFlatForward() to call alternate QL ctor (calendar/# days) - Observer pattern","done",,,,
! "QLA","Functions","add support for QL Joint Calendar class.  inputs: 1) vector of strings (calendar names) 2) AND/OR value","done",,,08/05/2006,
! "QLA","Functions","qlGetDf() to return vector","done",,2,"21/04/2006","renamed to qlDiscount()"
! "QLA","Functions","latestDate() for RateHelpers","done",,1,"26/04/2006",
! "QLA","Functions","qlMid() - returns DBL_MIN when all inputs are #VALUE – should return #NULL & log error","done",,1,"18/05/2006",
! "QLA","General Support","Session functionality crashes QLA if active book named Book1.XLS","done",,2,08/05/2006,
! "QLA","General Support","upgrade Calc addin to OOo 2 / VC 7","done",,3,"28/04/2006","thanks to Joe Byers"
! "QLA","General Support","try removing redundant (?) FileConfiguration info from *.vcproj files","done",,,03/05/2006,
! "QLA","General Support","revise NSIS uninstaller: uninstall released files whether modified or not; don't uninstall new files created by user","done",,,,
! "QLA","General Support","sort out RandomSequenceGenerator","done",,,"19/04/2006",
! "QLA","General Support","upgrade to latest CVS snapshot of QL","done",,,"19/04/2006",
! "QLA","QuantLibXL","separate SourceForge projects/websites for OH, gensrc, QLA, QLXL","done",,3,"19/05/2006",
! "QLA","gensrc","allow for comments in XML (ignore '#comment' nodes)","cancelled",,3,,"already works OK"
! "QLA","gensrc","remove redundant XML tag getObject='true' for Member functions","cancelled",,,"26/04/2006","the tag is in use"
! "QLA","gensrc","category metadata – list of <includes> - only first item in list is processed","done",,,06/05/2006,
! "QLA","gensrc","add support for QuantLib::Date as datatype of return value","done",,,"26/04/2006",
! "QLA","gensrc","generate summary of files created/updated/changed per platform","done",,3,"30/04/2006",
! "QLA","gensrc","add support for vector of QuantLib::Dates as input parameter","done",,,06/05/2006,
! "QLA","gensrc","fix typo in Xibor - qlSobolRsg","done",,,"26/04/2006",
! "QLA","gensrc","autogenerate source for Members which loop on input param","done",,,"28/04/2006",
! "QLA","gensrc","add support for complete conversion of datatype of function return value – scalar/vector/matrix, QL datatypes, void, etc.","done",,,"23/05/2006",
! "QLA","gensrc","call OH_GET_REFERENCE from Addin code for functions with getObject='true' ?","done",,3,"23/05/2006",
! "QLA","VBA framework","load XLLs","done",,1,05/05/2006,
! "QLA","VBA framework","right click in cell to create enumeration drop down list","done",,,"18/04/2006",
! "QLA","VBA framework","skeleton structure","done",,,"18/04/2006",
! "QLA","VBA framework","create trade/market workbooks from templates","done",,1,05/05/2006,
! "QLA","VBA framework","QuantLibAddin menu for Excel","done",,,"18/04/2006",
! "QLA","Workstation Document","explanation of runtime libraries","done",,2,"21/04/2006",
! "QLA","Workstation Document","explanation of VC workspace naming convention / _vc8.sln","done",,2,"21/04/2006",
! "QLA","Workstation Document","document use of Addin Manager","done",,2,"28/04/2006",
! "QLA","Workstation Document","document build for Boost, QuantLibFunctions","done",,,"28/04/2006",
! "QLA","Workstation Document","incorporate other feedback from Nando and Katiuscia","done",,,"28/04/2006",

[QuantLibAddin-cvs] QuantLibAddin/qlo complextyperegistry.cpp, 1.1, 1.2 interpolation2D.cpp, 1.1, 1.2 interpolation2D.hpp, 1.1, 1.2 typefactory.hpp, 1.5, 1.6

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10095/qlo

Modified Files:
	complextyperegistry.cpp interpolation2D.cpp 
	interpolation2D.hpp typefactory.hpp 
Log Message:
implement Extrapolator as complex type

Index: interpolation2D.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation2D.hpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** interpolation2D.hpp	23 Jun 2006 17:18:14 -0000	1.1
--- interpolation2D.hpp	29 Jun 2006 10:14:44 -0000	1.2
***************
*** 25,37 ****
  namespace QuantLibAddin {
  
-     enum Interpolation2DType {
-         BiLinear,
-         BiCubic
-     };
- 
      class Interpolation2D : public Extrapolator 
      {
        public:
!         Interpolation2D(const Interpolation2DType t,
                          const std::vector<double>& x,
                          const std::vector<double>& y,
--- 25,32 ----
  namespace QuantLibAddin {
  
      class Interpolation2D : public Extrapolator 
      {
        public:
!           Interpolation2D(const std::string &interpolation2DType,
                          const std::vector<double>& x,
                          const std::vector<double>& y,

Index: interpolation2D.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation2D.cpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** interpolation2D.cpp	23 Jun 2006 17:18:14 -0000	1.1
--- interpolation2D.cpp	29 Jun 2006 10:14:44 -0000	1.2
***************
*** 22,30 ****
  #include <ql/Math/bilinearinterpolation.hpp>
  #include <ql/Math/bicubicsplineinterpolation.hpp>
  
  namespace QuantLibAddin {
  
      Interpolation2D::Interpolation2D(
!         const Interpolation2DType t, 
          const std::vector<double>& x,
          const std::vector<double>& y,
--- 22,31 ----
  #include <ql/Math/bilinearinterpolation.hpp>
  #include <ql/Math/bicubicsplineinterpolation.hpp>
+ #include <qlo/typefactory.hpp>
  
  namespace QuantLibAddin {
  
      Interpolation2D::Interpolation2D(
!         const std::string &interpolation2DType, 
          const std::vector<double>& x,
          const std::vector<double>& y,
***************
*** 41,60 ****
              << dataMatrix_.columns() << ")");
  
!         switch (t) {
!           case BiLinear:
!             libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
!                 new QuantLib::BilinearInterpolation(x_.begin(), x_.end(),
!                                                     y_.begin(), y_.end(),
!                                                     dataMatrix_));
!             break;
!           case BiCubic:
!             libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
!                 new QuantLib::BicubicSpline(x_.begin(), x_.end(),
!                                             y_.begin(), y_.end(),
!                                             dataMatrix_));
!             break;
!           default:
!             QL_FAIL("Unknown Interpolation2DType");
!         }
      }
    
--- 42,48 ----
              << dataMatrix_.columns() << ")");
  
!         libraryObject_ = Create<boost::shared_ptr<QuantLib::Extrapolator> >()
!             (interpolation2DType, x_.begin(), x_.end(), y_.begin(), y_.end(), dataMatrix_);
! 
      }
    

Index: complextyperegistry.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/complextyperegistry.cpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** complextyperegistry.cpp	19 May 2006 16:56:16 -0000	1.1
--- complextyperegistry.cpp	29 Jun 2006 10:14:44 -0000	1.2
***************
*** 2,5 ****
--- 2,6 ----
  /*
   Copyright (C) 2005 Plamen Neykov
+  Copyright (C) 2006 Eric Ehlers
  
   This file is part of QuantLib, a free-software/open-source library
***************
*** 22,25 ****
--- 23,28 ----
  #include <ql/Instruments/quantoforwardvanillaoption.hpp>
  #include <ql/PricingEngines/all.hpp>
+ #include <ql/Math/bilinearinterpolation.hpp>
+ #include <ql/Math/bicubicsplineinterpolation.hpp>
  
  #define REG_ENUM(Type, Body) \
***************
*** 207,210 ****
--- 210,238 ----
      }
  
+     /* *** Extrapolator *** */
+ 
+     boost::shared_ptr<QuantLib::Extrapolator> BilinearInterpolation_Extrapolator(
+             const std::vector<double>::const_iterator& xBegin, 
+             const std::vector<double>::const_iterator& xEnd,
+             const std::vector<double>::const_iterator& yBegin, 
+             const std::vector<double>::const_iterator& yEnd,
+             const QuantLib::Matrix& zData) {
+         return boost::shared_ptr<QuantLib::Extrapolator>(
+             new QuantLib::BilinearInterpolation(
+                 xBegin, xEnd, yBegin, yEnd, zData));
+     }
+     boost::shared_ptr<QuantLib::Extrapolator> BicubicSpline_Extrapolator(
+             const std::vector<double>::const_iterator& xBegin, 
+             const std::vector<double>::const_iterator& xEnd,
+             const std::vector<double>::const_iterator& yBegin, 
+             const std::vector<double>::const_iterator& yEnd,
+             const QuantLib::Matrix& zData) {
+         return boost::shared_ptr<QuantLib::Extrapolator>(
+             new QuantLib::BicubicSpline(
+                 xBegin, xEnd, yBegin, yEnd, zData));
+     }
+ 
+     /* *** Initialization *** */
+ 
      ComplexTypeRegistry::ComplexTypeRegistry() {
          REG_ENUM(QuantLib::StrikedTypePayoff,
***************
*** 245,248 ****
--- 273,281 ----
              MAP("QFE", QFE_Engine);
          );
+ 
+         REG_ENUM(QuantLib::Extrapolator,
+             MAP("BiLinear", BilinearInterpolation_Extrapolator);
+             MAP("BiCubic", BicubicSpline_Extrapolator);
+         );
      }
  }

Index: typefactory.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** typefactory.hpp	20 Jun 2006 09:48:24 -0000	1.5
--- typefactory.hpp	29 Jun 2006 10:14:44 -0000	1.6
***************
*** 23,26 ****
--- 23,27 ----
  #include <ql/Instruments/payoffs.hpp>
  #include <ql/Utilities/strings.hpp>
+ #include <ql/Math/matrix.hpp>
  #include <oh/exception.hpp>
  
***************
*** 102,105 ****
--- 103,133 ----
      };
  
+     template<>
+     class Create<boost::shared_ptr<QuantLib::Extrapolator> > :
+         private RegistryManager<QuantLib::Extrapolator, ComplexTypeRegistry> {
+     public:
+         boost::shared_ptr<QuantLib::Extrapolator> operator() (
+                 const std::string& extrapolatorID, 
+                 const std::vector<double>::const_iterator& xBegin, 
+                 const std::vector<double>::const_iterator& xEnd,
+                 const std::vector<double>::const_iterator& yBegin, 
+                 const std::vector<double>::const_iterator& yEnd,
+                 const QuantLib::Matrix& zData) {
+             boost::shared_ptr<QuantLib::Extrapolator>(*ctor)(
+                     const std::vector<double>::const_iterator&, 
+                     const std::vector<double>::const_iterator&,
+                     const std::vector<double>::const_iterator&, 
+                     const std::vector<double>::const_iterator&,
+                     const QuantLib::Matrix&) = 
+                 (boost::shared_ptr<QuantLib::Extrapolator>(*)(
+                     const std::vector<double>::const_iterator&, 
+                     const std::vector<double>::const_iterator&,
+                     const std::vector<double>::const_iterator&, 
+                     const std::vector<double>::const_iterator&,
+                     const QuantLib::Matrix&)) getType(extrapolatorID);
+             return ctor(xBegin, xEnd, yBegin, yEnd, zData);
+         }
+     };
+ 
   }
  

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata capletvolstructure.xml, 1.2, 1.3

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14098/gensrc/metadata

Modified Files:
	capletvolstructure.xml 
Log Message:


Index: capletvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** capletvolstructure.xml	26 Jun 2006 22:05:48 -0000	1.2
--- capletvolstructure.xml	29 Jun 2006 07:59:03 -0000	1.3
***************
*** 2,6 ****
  <Category name='capletvolstructure'>
    <description>functions to construct QuantLib Caplet Volatility Term Structure objects</description>
!   <displayName>Swaption Volatility Term Structures</displayName>
    <includes>
      <include>qlo/capletvolstructure.hpp</include>
--- 2,6 ----
  <Category name='capletvolstructure'>
    <description>functions to construct QuantLib Caplet Volatility Term Structure objects</description>
!   <displayName>Caplet Volatility Term Structures</displayName>
    <includes>
      <include>qlo/capletvolstructure.hpp</include>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumerations.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-serv22952/gensrc/metadata

Modified Files:
	enumerations.xml 
Log Message:


Index: enumerations.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumerations.xml,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** enumerations.xml	29 Jun 2006 07:16:23 -0000	1.13
--- enumerations.xml	29 Jun 2006 07:18:30 -0000	1.14
***************
*** 436,440 ****
          </EnumerationDefinition>
          <EnumerationDefinition>
!           <string>Phisical</string>
            <value>QuantLib::Settlement::Physical</value>
          </EnumerationDefinition>
--- 436,440 ----
          </EnumerationDefinition>
          <EnumerationDefinition>
!           <string>Physical</string>
            <value>QuantLib::Settlement::Physical</value>
          </EnumerationDefinition>

[QuantLibAddin-cvs] QuantLibAddin/qlo swaption.cpp, 1.3, 1.4 swaption.hpp, 1.6, 1.7

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21794/qlo

Modified Files:
	swaption.cpp swaption.hpp 
Log Message:


Index: swaption.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaption.hpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** swaption.hpp	28 Jun 2006 11:46:13 -0000	1.6
--- swaption.hpp	29 Jun 2006 07:16:23 -0000	1.7
***************
*** 32,36 ****
                   const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
                   const boost::shared_ptr<QuantLib::BlackSwaptionEngine>& engine,
! 				 QuantLib::Swaption::Type settlementType);
          std::string underlyingSwap()
          {
--- 32,36 ----
                   const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
                   const boost::shared_ptr<QuantLib::BlackSwaptionEngine>& engine,
! 				 QuantLib::Settlement::Type settlementType);
          std::string underlyingSwap()
          {

Index: swaption.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaption.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** swaption.cpp	28 Jun 2006 11:46:13 -0000	1.3
--- swaption.cpp	29 Jun 2006 07:16:23 -0000	1.4
***************
*** 26,37 ****
  namespace QuantLibAddin {
  
!     Swaption::Swaption(const boost::shared_ptr<QuantLib::VanillaSwap>& swap,
!                        const boost::shared_ptr<QuantLib::Exercise>& exercise,
!                        const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
!                        const boost::shared_ptr<QuantLib::BlackSwaptionEngine>& engine,
! 					   QuantLib::Swaption::Type settlementType)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
!             new QuantLib::Swaption(swap, exercise, hYTS, engine));
      }
  
--- 26,39 ----
  namespace QuantLibAddin {
  
!     Swaption::Swaption(
! 		const boost::shared_ptr<QuantLib::VanillaSwap>& swap,
! 		const boost::shared_ptr<QuantLib::Exercise>& exercise,
! 		const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
! 		const boost::shared_ptr<QuantLib::BlackSwaptionEngine>& engine,
! 		QuantLib::Settlement::Type settlementType)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
!             new QuantLib::Swaption(swap, exercise, hYTS, engine,
! 			                       settlementType));
      }
  

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumerations.xml, 1.12, 1.13 swaption.xml, 1.7, 1.8

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21794/gensrc/metadata

Modified Files:
	enumerations.xml swaption.xml 
Log Message:


Index: enumerations.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumerations.xml,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** enumerations.xml	28 Jun 2006 11:46:13 -0000	1.12
--- enumerations.xml	29 Jun 2006 07:16:23 -0000	1.13
***************
*** 428,441 ****
  
      <Enumeration>
!       <type>QuantLib::Swaption::SettlementType</type>
        <constructor>true</constructor>
        <EnumerationDefinitions>
          <EnumerationDefinition>
            <string>Cash</string>
!           <value>QuantLib::Swaption::Cash</value>
          </EnumerationDefinition>
          <EnumerationDefinition>
            <string>Phisical</string>
!           <value>QuantLib::Swaption::Physical</value>
          </EnumerationDefinition>
        </EnumerationDefinitions>
--- 428,441 ----
  
      <Enumeration>
!       <type>QuantLib::Settlement::Type</type>
        <constructor>true</constructor>
        <EnumerationDefinitions>
          <EnumerationDefinition>
            <string>Cash</string>
!           <value>QuantLib::Settlement::Cash</value>
          </EnumerationDefinition>
          <EnumerationDefinition>
            <string>Phisical</string>
!           <value>QuantLib::Settlement::Physical</value>
          </EnumerationDefinition>
        </EnumerationDefinitions>

Index: swaption.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** swaption.xml	28 Jun 2006 15:18:59 -0000	1.7
--- swaption.xml	29 Jun 2006 07:16:23 -0000	1.8
***************
*** 42,46 ****
              <description>Black swaption pricing engine</description>
            </Parameter>
!           <Parameter name='settlementType' enumeration='QuantLib::Swaption::Type'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 42,46 ----
              <description>Black swaption pricing engine</description>
            </Parameter>
!           <Parameter name='settlementType' enumeration='QuantLib::Settlement::Type'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata bonds.xml, 1.10, 1.11 capfloor.xml, 1.5, 1.6 couponvectors.xml, 1.7, 1.8 forwardrateagreement.xml, 1.6, 1.7 index.xml, 1.2, 1.3 options.xml, 1.5, 1.6 pricingengines.xml, 1.6, 1.7 shortratemodels.xml, 1.5, 1.6 swap.xml, 1.10, 1.11 swaption.xml, 1.6, 1.7 swaptionvolstructure.xml, 1.17, 1.18 termstructures.xml, 1.16, 1.17 vanillaswap.xml, 1.7, 1.8

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7333/gensrc/metadata

Modified Files:
	bonds.xml capfloor.xml couponvectors.xml 
	forwardrateagreement.xml index.xml options.xml 
	pricingengines.xml shortratemodels.xml swap.xml swaption.xml 
	swaptionvolstructure.xml termstructures.xml vanillaswap.xml 
Log Message:
more explicit syntax for coercion of Handle<T> <---> boost::shared_ptr<T>

Index: index.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** index.xml	22 Jun 2006 18:51:19 -0000	1.2
--- index.xml	28 Jun 2006 15:18:59 -0000	1.3
***************
*** 143,147 ****
              <description>day counter (e.g. Actual360)</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true' default='""'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 143,147 ----
              <description>day counter (e.g. Actual360)</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true' default='""'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

Index: vanillaswap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** vanillaswap.xml	27 Jun 2006 21:17:33 -0000	1.7
--- vanillaswap.xml	28 Jun 2006 15:18:59 -0000	1.8
***************
*** 69,73 ****
              <description>floating day counter (e.g. Actual/360)</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 69,73 ----
              <description>floating day counter (e.g. Actual/360)</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

Index: swap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** swap.xml	26 Jun 2006 21:31:03 -0000	1.10
--- swap.xml	28 Jun 2006 15:18:59 -0000	1.11
***************
*** 31,35 ****
              <description>receveid leg</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 31,35 ----
              <description>receveid leg</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

Index: options.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/options.xml,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** options.xml	19 Jun 2006 08:10:01 -0000	1.5
--- options.xml	28 Jun 2006 15:18:59 -0000	1.6
***************
*** 449,453 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 449,453 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 508,512 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 508,512 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

Index: pricingengines.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** pricingengines.xml	26 Jun 2006 21:31:02 -0000	1.6
--- pricingengines.xml	28 Jun 2006 15:18:59 -0000	1.7
***************
*** 20,24 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='vol' libraryClass='SwaptionVolatilityStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 20,24 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='vol' libraryClass='SwaptionVolatilityStructure' libToHandle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 34,38 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='vol' libraryClass='CapletVolatilityStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 34,38 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='vol' libraryClass='CapletVolatilityStructure' libToHandle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

Index: swaption.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** swaption.xml	28 Jun 2006 11:46:13 -0000	1.6
--- swaption.xml	28 Jun 2006 15:18:59 -0000	1.7
***************
*** 32,36 ****
              <description>Exercise object</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 32,36 ----
              <description>Exercise object</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

Index: shortratemodels.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/shortratemodels.xml,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** shortratemodels.xml	19 Jun 2006 08:10:01 -0000	1.5
--- shortratemodels.xml	28 Jun 2006 15:18:59 -0000	1.6
***************
*** 13,17 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructure' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 13,17 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructure' libraryClass='YieldTermStructure' libToHandle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

Index: bonds.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** bonds.xml	26 Jun 2006 21:31:02 -0000	1.10
--- bonds.xml	28 Jun 2006 15:18:58 -0000	1.11
***************
*** 271,275 ****
              <description>redemption</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 271,275 ----
              <description>redemption</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 350,354 ****
              <description>long first/last period</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 350,354 ----
              <description>long first/last period</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 434,438 ****
              <description>Redemption</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 434,438 ----
              <description>Redemption</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

Index: termstructures.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** termstructures.xml	27 Jun 2006 09:54:19 -0000	1.16
--- termstructures.xml	28 Jun 2006 15:18:59 -0000	1.17
***************
*** 422,426 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 422,426 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 441,445 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 441,445 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

Index: couponvectors.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** couponvectors.xml	19 Jun 2006 08:29:45 -0000	1.7
--- couponvectors.xml	28 Jun 2006 15:18:59 -0000	1.8
***************
*** 107,111 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 107,111 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.17
retrieving revision 1.18
diff -C2 -d -r1.17 -r1.18
*** swaptionvolstructure.xml	27 Jun 2006 19:12:18 -0000	1.17
--- swaptionvolstructure.xml	28 Jun 2006 15:18:59 -0000	1.18
***************
*** 17,21 ****
      <!-- SwaptionVolatilityStructure interface-->
      
!     <Member name='qlSwaptionVTSVolatility' libraryClass='SwaptionVolatilityStructure' loopParameter='strike' ql_handle='true'>
        <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date and underlying swap length.</description>
        <libraryFunction>volatility</libraryFunction>
--- 17,21 ----
      <!-- SwaptionVolatilityStructure interface-->
      
!     <Member name='qlSwaptionVTSVolatility' libraryClass='SwaptionVolatilityStructure' loopParameter='strike' handleToLib='true'>
        <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date and underlying swap length.</description>
        <libraryFunction>volatility</libraryFunction>

Index: forwardrateagreement.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** forwardrateagreement.xml	19 Jun 2006 08:10:01 -0000	1.6
--- forwardrateagreement.xml	28 Jun 2006 15:18:59 -0000	1.7
***************
*** 58,62 ****
              <description>Business Day Convention</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 58,62 ----
              <description>Business Day Convention</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
***************
*** 112,116 ****
              <description>underlying index</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 112,116 ----
              <description>underlying index</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

Index: capfloor.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** capfloor.xml	26 Jun 2006 21:31:02 -0000	1.5
--- capfloor.xml	28 Jun 2006 15:18:58 -0000	1.6
***************
*** 101,105 ****
              <description>floor strikes</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
--- 101,105 ----
              <description>floor strikes</description>
            </Parameter>
!           <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>

[QuantLibAddin-cvs] QuantLibAddin/Docs/pages index.docs,1.2,1.3

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17652/Docs/pages

Modified Files:
	index.docs 
Log Message:
resolve conflict between multiple index.html files in autogenerated documentation

Index: index.docs
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/index.docs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** index.docs	22 Jun 2006 10:56:35 -0000	1.2
--- index.docs	28 Jun 2006 13:27:10 -0000	1.3
***************
*** 1,118 ****
  
! /* 
!  Copyright (C) 2006 Ferdinando Ametrano
!  Copyright (C) 2005 Eric Ehlers
!  Copyright (C) 2005 Plamen Neykov
!   
   This file is part of QuantLib, a free-software/open-source library
   for financial quantitative analysts and developers - http://quantlib.org/
  
!  QuantLib is free software: you can redistribute it and/or modify it under the
!  terms of the QuantLib license.  You should have received a copy of the
!  license along with this program; if not, please email qua...@li...
!  The license is also available online at http://quantlib.org/html/license.html
  
!  This program is distributed in the hope that it will be useful, but WITHOUT
!  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
!  FOR A PARTICULAR PURPOSE.  See the license for more details.
  */
  
! // this file generated automatically by gensrc.py
! // editing this file manually is not recommended
  
- /*! \page index Indices
  \section overview Overview
- functions to construct QuantLib Index objects
- \section functionlist Function List
- \ref qlIndexAddFixing ()\n
- \ref qlIndexAddFixings ()\n
- \ref qlIndexFixing ()\n
- \ref qlIndexName ()\n
- \ref qlXibor ()\n
- \section documentation Function Documentation
- \anchor qlIndexAddFixing \b qlIndexAddFixing
- \code
- void returnValue
- qlIndexAddFixing(
-         string objectID
-         long fixingDate
-         double fixing)
- \endcode
- \par Description:
- add a fixing for the given Index object
- \param objectID id of existing QuantLib Index object
- \param fixingDate fixing date
- \param fixing fixing value
- \return SUCCESS/FAILURE
  
! \anchor qlIndexAddFixings \b qlIndexAddFixings
! \code
! void returnValue
! qlIndexAddFixings(
!         string objectID
!         long fixingDates
!         double fixings)
! \endcode
! \par Description:
! add fixings for the given Index object
! \param objectID id of existing ObjectHandler Index object
! \param fixingDates fixing dates
! \param fixings fixing values
! \return SUCCESS/FAILURE
  
! \anchor qlIndexFixing \b qlIndexFixing
! \code
! any returnValue
! qlIndexFixing(
!         string objectID
!         long fixingDate
!         bool forecastTodaysFixing)
! \endcode
! \par Description:
! retrive the fixing for the given Index object
! \param objectID id of existing QuantLib Index object
! \param fixingDate fixing date(s)
! \param forecastTodaysFixing forecast today's fixing even if the actual fixing is already available
! \return index fixing(s)
  
! \anchor qlIndexName \b qlIndexName
! \code
! string returnValue
! qlIndexName(
!         string objectID)
! \endcode
! \par Description:
! retrive the name for the given Index object
! \param objectID id of existing QuantLib Index object
! \return index name
  
! \anchor qlXibor \b qlXibor
! \code
! string returnValue
! qlXibor(
!         string objectID
!         string IndexName
!         string tenor
!         long fixingDays
!         string Currency
!         string calendar
!         string BDayConvention
!         string dayCounter
!         string termStructureID
!         any permanent)
! \endcode
! \par Description:
! Construct an object of class Xibor and return its id
! \param objectID id of existing QuantLib object
! \param IndexName index name
! \param tenor index tenor (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)
! \param fixingDays fixing days (e.g. 2)
! \param Currency Index Currency
! \param calendar holiday calendar (e.g. TARGET)
! \param BDayConvention business day convention (e.g. ModifiedFollowing)
! \param dayCounter day counter (e.g. Actual360)
! \param termStructureID forecasting term structure
! \param permanent object permanent/nonpermanent
! \return id of newly created object
  
  */
--- 1,66 ----
  
! /*
!  Copyright (C) 2005, 2006 Eric Ehlers
! 
   This file is part of QuantLib, a free-software/open-source library
   for financial quantitative analysts and developers - http://quantlib.org/
  
!  QuantLib is free software developed by the QuantLib Group; you can
!  redistribute it and/or modify it under the terms of the QuantLib License;
!  either version 1.0, or (at your option) any later version.
  
!  This program is distributed in the hope that it will be useful,
!  but WITHOUT ANY WARRANTY; without even the implied warranty of
!  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
!  QuantLib License for more details.
! 
!  You should have received a copy of the QuantLib License along with this
!  program; if not, please email qua...@li...
! 
!  The QuantLib License is also available at http://quantlib.org/license.html
!  The members of the QuantLib Group are listed in the QuantLib License
  */
  
! /*! \page index QuantLibAddin
  
  \section overview Overview
  
! %QuantLibAddin implements an interface supporting a subset of QuantLib
! functionality.  Constructor, member and utility functions are defined
! in XML metadata from which a Python application generates source code
! for supported platforms:
  
! \li Microsoft Excel
! \li OpenOffice.Org Calc (Windows and Linux)
! \li Guile
! \li C/C++ (standalone programs)
  
! <div class="center"><img src="images/screenshot.jpg"></div>
  
! The ObjectHandler repository is used to provide an object oriented
! environment even on procedural platforms such as spreadsheets - QuantLib
! objects may be constructed, interrogated, passed as arguments to other
! functions, and destructed.  Polymorphism is supported, for example
! function qlNPV returns the NPV of an Instrument and can be invoked on
! an instance of any derived class - Swap, Bond, etc.
! 
! \section quantlib QuantLib
! 
! %QuantLibAddin shares the QuantLib project structure with regard to
! distribution, licensing, etc., all of which is documented on the main
! QuantLib website:<br>
! http://quantlib.org
! 
! \section introduction Introduction
! 
! Please refer to document \ref installation for instructions on
! building %QuantLibAddin.
! 
! The section \ref functional provides platform-independent,
! end-user documentation of %QuantLibAddin functionality.  
! 
! Additional information is available from the links at the left, 
! if you have a question which is not answered here please send
! email to qua...@li....
  
  */

[QuantLibAddin-cvs] QuantLibAddin/Docs qla_footer.subdir.html, NONE, 1.1 qla_header.subdir.html, NONE, 1.1 qladdin.vc.auto.doxy, NONE, 1.1 qladdin.vc.qlo.doxy, NONE, 1.1 qladdin.vc.root.doxy, NONE, 1.1 .cvsignore, 1.2, 1.3 Makefile.vc, 1.1, 1.2 docs-QuantLibAddin.vcproj, 1.3, 1.4 docs-QuantLibAddin_vc8.vcproj, 1.1, 1.2 qla_header.html, 1.2, 1.3 qladdin.vc.doxy, 1.3, NONE

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17652/Docs

Modified Files:
	.cvsignore Makefile.vc docs-QuantLibAddin.vcproj 
	docs-QuantLibAddin_vc8.vcproj qla_header.html 
Added Files:
	qla_footer.subdir.html qla_header.subdir.html 
	qladdin.vc.auto.doxy qladdin.vc.qlo.doxy qladdin.vc.root.doxy 
Removed Files:
	qladdin.vc.doxy 
Log Message:
resolve conflict between multiple index.html files in autogenerated documentation

Index: .cvsignore
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/.cvsignore,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** .cvsignore	16 Jun 2006 19:29:30 -0000	1.2
--- .cvsignore	28 Jun 2006 13:27:10 -0000	1.3
***************
*** 10,11 ****
--- 10,12 ----
  build
  *.user
+ auto.pages
\ No newline at end of file

Index: docs-QuantLibAddin_vc8.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/docs-QuantLibAddin_vc8.vcproj,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** docs-QuantLibAddin_vc8.vcproj	22 Jun 2006 09:56:58 -0000	1.1
--- docs-QuantLibAddin_vc8.vcproj	28 Jun 2006 13:27:10 -0000	1.2
***************
*** 44,220 ****
  			>
  			<File
! 				RelativePath=".\pages\all.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\bonds.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\calc.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\calendar.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\capfloor.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\categories.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\couponvectors.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\date.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\daycounter.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\design.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\enums.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\evaluationdate.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\examples.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\exercise.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\extending.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\faq.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\forwardrateagreement.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\functional.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\history.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\index.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\installation.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\instruments.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\interpolation.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\license.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\mathf.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\options.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\people.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\prices.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\pricingengines.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\processes.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\randomsequencegenerator.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\ratehelpers.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\schedule.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\shortratemodels.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\srcgen.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\swap.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\swaption.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\swaptionvolstructure.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\termstructures.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\troubleshooting.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\utilities.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\vanillaswap.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\volatilities.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\xibor.docs"
  				>
  			</File>
--- 44,224 ----
  			>
  			<File
! 				RelativePath=".\pages\calc.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\design.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\evaluationdate.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\examples.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\extending.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\faq.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\functional.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\history.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\index.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\installation.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\license.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\people.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\srcgen.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\pages\troubleshooting.docs"
  				>
  			</File>
+ 		</Filter>
+ 		<Filter
+ 			Name="auto.pages"
+ 			>
  			<File
! 				RelativePath=".\auto.pages\all.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\bonds.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\calendar.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\capfloor.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\categories.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\couponvectors.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\date.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\daycounter.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\enums.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\exercise.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\forwardrateagreement.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\index.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\instruments.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\interpolation.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\mathf.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\options.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\prices.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\pricingengines.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\processes.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\randomsequencegenerator.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\ratehelpers.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\schedule.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\shortratemodels.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\swap.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\swaption.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\swaptionvolstructure.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\termstructures.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\utilities.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\vanillaswap.docs"
  				>
  			</File>
  			<File
! 				RelativePath=".\auto.pages\volatilities.docs"
  				>
  			</File>
***************
*** 229,237 ****
  		</File>
  		<File
  			RelativePath=".\qla_header.html"
  			>
  		</File>
  		<File
! 			RelativePath=".\qladdin.vc.doxy"
  			>
  		</File>
--- 233,257 ----
  		</File>
  		<File
+ 			RelativePath=".\qla_footer.subdir.html"
+ 			>
+ 		</File>
+ 		<File
  			RelativePath=".\qla_header.html"
  			>
  		</File>
  		<File
! 			RelativePath=".\qla_header.subdir.html"
! 			>
! 		</File>
! 		<File
! 			RelativePath=".\qladdin.vc.auto.doxy"
! 			>
! 		</File>
! 		<File
! 			RelativePath=".\qladdin.vc.qlo.doxy"
! 			>
! 		</File>
! 		<File
! 			RelativePath=".\qladdin.vc.root.doxy"
  			>
  		</File>

Index: qla_header.html
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/qla_header.html,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** qla_header.html	22 Jun 2006 09:56:58 -0000	1.2
--- qla_header.html	28 Jun 2006 13:27:10 -0000	1.3
***************
*** 54,71 ****
  <tr><td><img src="images/transp.gif" width="1" height="5"></td>
  <tr><td><a class="menuheader" href="functional.html">Functional<br>Documentation</a></td></tr>
! <tr><td><a class="menu" href="all.html">Functions</a></td></tr>
! <tr><td><a class="menu" href="categories.html">Categories</a></td></tr>
! <tr><td><a class="menu" href="enums.html">Enumerations</a></td></tr>
  <tr><td><a class="menu" href="evaluationdate.html">Evaluation Date</a></td></tr>
  <tr><td><a class="menu" href="calc.html">Calc</a></td></tr>
  <tr><td><img src="images/transp.gif" width="1" height="5"></td>
  <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr>
! <tr><td><a class="menu" href="annotated.html">Class List</a></td></tr>
  <!--tr><td><a class="menu" href="inherits.html">Class Hierarchy</a></td></tr-->
  <tr><td class="menunolink">Class Hierarchy</td></tr>
! <tr><td><a class="menu" href="functions.html">Class Members</a></td></tr>
! <tr><td><a class="menu" href="files.html">File List</a></td></tr>
! <tr><td><a class="menu" href="examples.html">Examples</a></td></tr>
  <tr><td><img src="images/transp.gif" width="1" height="10"></td></tr>
  <tr><td><a class="menuheader" href="srcgen.html">Source<br>Generation</a></td></tr>
  <tr><td class="menunolink">Class List</td></tr>
--- 54,72 ----
  <tr><td><img src="images/transp.gif" width="1" height="5"></td>
  <tr><td><a class="menuheader" href="functional.html">Functional<br>Documentation</a></td></tr>
! <tr><td><a class="menu" href="auto/all.html">Functions</a></td></tr>
! <tr><td><a class="menu" href="auto/categories.html">Categories</a></td></tr>
! <tr><td><a class="menu" href="auto/enums.html">Enumerations</a></td></tr>
  <tr><td><a class="menu" href="evaluationdate.html">Evaluation Date</a></td></tr>
  <tr><td><a class="menu" href="calc.html">Calc</a></td></tr>
  <tr><td><img src="images/transp.gif" width="1" height="5"></td>
  <tr><td class="menuheadernolink">Technical<br>Documentation</td></tr>
! <tr><td><a class="menu" href="qlo/annotated.html">Class List</a></td></tr>
  <!--tr><td><a class="menu" href="inherits.html">Class Hierarchy</a></td></tr-->
  <tr><td class="menunolink">Class Hierarchy</td></tr>
! <tr><td><a class="menu" href="qlo/functions.html">Class Members</a></td></tr>
! <tr><td><a class="menu" href="qlo/files.html">File List</a></td></tr>
! <tr><td><a class="menu" href="qlo/examples.html">Examples</a></td></tr>
  <tr><td><img src="images/transp.gif" width="1" height="10"></td></tr>
+ <!--
  <tr><td><a class="menuheader" href="srcgen.html">Source<br>Generation</a></td></tr>
  <tr><td class="menunolink">Class List</td></tr>
***************
*** 75,78 ****
--- 76,80 ----
  <tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr>
  <tr><td><img src="images/transp.gif" width="1" height="10"></td></tr>
+ -->
  </table>
  </td>

--- NEW FILE: qladdin.vc.auto.doxy ---
## Doxyfile 1.4.6

##---------------------------------------------------------------------------
## Project related configuration options
##---------------------------------------------------------------------------

PROJECT_NAME           = QuantLibAddin
PROJECT_NUMBER         = qla_version
OUTPUT_DIRECTORY       = 
CREATE_SUBDIRS         = NO
OUTPUT_LANGUAGE        = English
USE_WINDOWS_ENCODING   = NO
BRIEF_MEMBER_DESC      = YES
REPEAT_BRIEF           = YES
ABBREVIATE_BRIEF       = 
ALWAYS_DETAILED_SEC    = NO
INLINE_INHERITED_MEMB  = YES
FULL_PATH_NAMES        = YES
STRIP_FROM_PATH        = qla_basepath
STRIP_FROM_INC_PATH    = qla_basepath
SHORT_NAMES            = NO
JAVADOC_AUTOBRIEF      = NO
MULTILINE_CPP_IS_BRIEF = NO
DETAILS_AT_TOP         = NO
INHERIT_DOCS           = YES
SEPARATE_MEMBER_PAGES  = NO
TAB_SIZE               = 8
ALIASES                = 
OPTIMIZE_OUTPUT_FOR_C  = NO
OPTIMIZE_OUTPUT_JAVA   = NO
DISTRIBUTE_GROUP_DOC   = NO
SUBGROUPING            = YES

#---------------------------------------------------------------------------
# Build related configuration options
#---------------------------------------------------------------------------

EXTRACT_ALL            = YES
EXTRACT_PRIVATE        = YES
EXTRACT_STATIC         = YES
EXTRACT_LOCAL_CLASSES  = YES
EXTRACT_LOCAL_METHODS  = NO
HIDE_UNDOC_MEMBERS     = NO
HIDE_UNDOC_CLASSES     = NO
HIDE_FRIEND_COMPOUNDS  = NO
HIDE_IN_BODY_DOCS      = NO
INTERNAL_DOCS          = NO
CASE_SENSE_NAMES       = NO
HIDE_SCOPE_NAMES       = NO
SHOW_INCLUDE_FILES     = YES
INLINE_INFO            = YES
SORT_MEMBER_DOCS       = YES
SORT_BRIEF_DOCS        = NO
SORT_BY_SCOPE_NAME     = NO
GENERATE_TODOLIST      = YES
GENERATE_TESTLIST      = YES
GENERATE_BUGLIST       = YES
GENERATE_DEPRECATEDLIST= YES
ENABLED_SECTIONS       = 
MAX_INITIALIZER_LINES  = 30
SHOW_USED_FILES        = YES
SHOW_DIRECTORIES       = YES
FILE_VERSION_FILTER    = 

#---------------------------------------------------------------------------
# configuration options related to warning and progress messages
#---------------------------------------------------------------------------

QUIET                  = YES
WARNINGS               = YES
WARN_IF_UNDOCUMENTED   = YES
WARN_IF_DOC_ERROR      = YES
WARN_NO_PARAMDOC       = NO
WARN_FORMAT            = "$file:$line: $text"
WARN_LOGFILE           = doxywarnings.txt

#---------------------------------------------------------------------------
# configuration options related to the input files
#---------------------------------------------------------------------------

INPUT                  = ./auto.pages
FILE_PATTERNS          = *.docs
RECURSIVE              =
EXCLUDE                = 
EXCLUDE_SYMLINKS       =
EXCLUDE_PATTERNS       = 
EXAMPLE_PATH           =
EXAMPLE_PATTERNS       =
EXAMPLE_RECURSIVE      =
IMAGE_PATH             = 
INPUT_FILTER           = 
FILTER_PATTERNS        = 
FILTER_SOURCE_FILES    =

#---------------------------------------------------------------------------
# configuration options related to source browsing
#---------------------------------------------------------------------------

SOURCE_BROWSER         = NO
INLINE_SOURCES         = NO
STRIP_CODE_COMMENTS    = YES
REFERENCED_BY_RELATION = YES
REFERENCES_RELATION    = YES
USE_HTAGS              = NO
VERBATIM_HEADERS       = NO

#---------------------------------------------------------------------------
# configuration options related to the alphabetical class index
#---------------------------------------------------------------------------

ALPHABETICAL_INDEX     = NO
COLS_IN_ALPHA_INDEX    = 5
IGNORE_PREFIX          = 

#---------------------------------------------------------------------------
# configuration options related to the HTML output
#---------------------------------------------------------------------------

GENERATE_HTML          = YES
HTML_OUTPUT            = html/auto
HTML_FILE_EXTENSION    = .html
HTML_HEADER            = qla_header.subdir.html
HTML_FOOTER            = qla_footer.subdir.html
HTML_STYLESHEET        = style.css
HTML_ALIGN_MEMBERS     = YES
GENERATE_HTMLHELP      = YES
CHM_FILE               = quantlibaddin.chm
HHC_LOCATION           = hhc.exe
GENERATE_CHI           = NO
BINARY_TOC             = NO
TOC_EXPAND             = NO
DISABLE_INDEX          = YES
ENUM_VALUES_PER_LINE   = 4
GENERATE_TREEVIEW      = NO
TREEVIEW_WIDTH         = 250

#---------------------------------------------------------------------------
# configuration options related to the LaTeX output
#---------------------------------------------------------------------------

GENERATE_LATEX         = NO
LATEX_OUTPUT           = latex
LATEX_CMD_NAME         = latex
MAKEINDEX_CMD_NAME     = makeindex
COMPACT_LATEX          = NO
PAPER_TYPE             = a4wide
EXTRA_PACKAGES         = 
LATEX_HEADER           = 
PDF_HYPERLINKS         = NO
USE_PDFLATEX           = NO
LATEX_BATCHMODE        = NO
LATEX_HIDE_INDICES     = NO

#---------------------------------------------------------------------------
# configuration options related to the RTF output
#---------------------------------------------------------------------------

GENERATE_RTF           = NO
RTF_OUTPUT             = rtf
COMPACT_RTF            = NO
RTF_HYPERLINKS         = NO
RTF_STYLESHEET_FILE    = 
RTF_EXTENSIONS_FILE    = 

#---------------------------------------------------------------------------
# configuration options related to the man page output
#---------------------------------------------------------------------------

GENERATE_MAN           = NO
MAN_OUTPUT             = man
MAN_EXTENSION          = .3
MAN_LINKS              = NO

#---------------------------------------------------------------------------
# configuration options related to the XML output
#---------------------------------------------------------------------------

GENERATE_XML           = NO
XML_OUTPUT             = xml
XML_SCHEMA             = 
XML_DTD                = 
XML_PROGRAMLISTING     = YES

#---------------------------------------------------------------------------
# configuration options for the AutoGen Definitions output
#---------------------------------------------------------------------------

GENERATE_AUTOGEN_DEF   = NO

#---------------------------------------------------------------------------
# configuration options related to the Perl module output
#---------------------------------------------------------------------------

GENERATE_PERLMOD       = NO
PERLMOD_LATEX          = NO
PERLMOD_PRETTY         = YES
PERLMOD_MAKEVAR_PREFIX = 

#---------------------------------------------------------------------------
# Configuration options related to the preprocessor   
#---------------------------------------------------------------------------

ENABLE_PREPROCESSING   = YES
MACRO_EXPANSION        = NO
EXPAND_ONLY_PREDEF     = NO
SEARCH_INCLUDES        = YES
INCLUDE_PATH           = 
INCLUDE_FILE_PATTERNS  = 
PREDEFINED             = 
EXPAND_AS_DEFINED      = 
SKIP_FUNCTION_MACROS   = YES

#---------------------------------------------------------------------------
# Configuration::additions related to external references   
#---------------------------------------------------------------------------

TAGFILES               = 
GENERATE_TAGFILE       = 
ALLEXTERNALS           = NO
EXTERNAL_GROUPS        = YES
PERL_PATH              = /usr/bin/perl

#---------------------------------------------------------------------------
# Configuration options related to the dot tool   
#---------------------------------------------------------------------------

CLASS_DIAGRAMS         = YES
HIDE_UNDOC_RELATIONS   = NO
HAVE_DOT               = NO
CLASS_GRAPH            = YES
COLLABORATION_GRAPH    = NO
GROUP_GRAPHS           = NO
UML_LOOK               = NO
TEMPLATE_RELATIONS     = NO
INCLUDE_GRAPH          = YES
INCLUDED_BY_GRAPH      = NO
CALL_GRAPH             = NO
GRAPHICAL_HIERARCHY    = YES
DIRECTORY_GRAPH        = NO
DOT_IMAGE_FORMAT       = png
DOT_PATH               = 
DOTFILE_DIRS           = 
MAX_DOT_GRAPH_WIDTH    = 1024
MAX_DOT_GRAPH_HEIGHT   = 1024
MAX_DOT_GRAPH_DEPTH    = 0
DOT_TRANSPARENT        = NO
DOT_MULTI_TARGETS      = NO
GENERATE_LEGEND        = YES
DOT_CLEANUP            = YES

#---------------------------------------------------------------------------
# Configuration::additions related to the search engine   
#---------------------------------------------------------------------------

SEARCHENGINE           = NO

--- NEW FILE: qla_header.subdir.html ---
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
<meta name="robots" content="none">
<title>$title</title>
<link rel="stylesheet" href="../style.css" type="text/css">
<link rel="shortcut icon" href="../favicon.ico" type="image/x-icon">
<link rel="icon" href="../favicon.ico" type="image/x-icon">
</head>
<body>

<table class="layout" cellpadding=0 cellspacing=0 height=100%>

<tr valign="top">
<td background="../images/menu_middle.jpg">

<table class="layout" cellpadding=0 cellspacing=0>
<tr>
<td colspan="3"><img src="../images/menu_0.jpg" alt="menu" border="0" width="185" height="25"></td>
</tr>
<tr>
<td><img src="../images/menu_1_0.jpg" alt="menu" border="0" width="25" height="65"></td>
<td align=center><a href="http://quantlib.org/"><img src="../images/logo_ql.jpg" alt="QuantLib Logo" border="0" width="125" height="65"></a></td>
<td><img src="../images/menu_1_2.jpg" alt="menu" border="0" width="35" height="65"></td>
</tr>
<tr>
<td colspan="3"><img src="../images/menu_2.jpg" alt="menu" border="0" width="185" height="12"></td>
</tr>
<tr>
<td><img src="../images/menu_3_0.jpg" alt="menu" border="0" width="25" height="65"></td>
<td align=center><a class="menugraphic" href="../index.html"><img src="../images/logo_qla.jpg" alt="QuantLibAddin Logo" border="0" width="125" height="65"></a></td>
<td><img src="../images/menu_3_2.jpg" alt="menu" border="0" width="35" height="65"></td>
</tr>
</table>

<center>
<table class="layout" cellpadding=0 cellspacing=0 width=100%>
<tr><td align="center" class="version">version 0.3.13</td></tr>
</table>
</center>

<table class="layout" cellpadding=0 cellspacing=0>
<tr><td><img src="../images/transp.gif" width="25" height="1"></td>
<td>
<table class="layout" cellpadding=0 cellspacing=0>
<tr><td><a class="menuheader" href="../index.html">Home</a></td></tr>
<tr><td><a class="menu" href="../installation.html">Installation</a></td></tr>
<tr><td><a class="menu" href="../design.html">Design</a></td></tr>
<tr><td><a class="menu" href="../history.html">History</a></td></tr>
<tr><td><a class="menu" href="../license.html">License</a></td></tr>
<tr><td><a class="menu" href="../people.html">People</a></td></tr>
<tr><td><a class="menu" href="../faq.html">FAQ</a></td></tr>
<tr><td><img src="../images/transp.gif" width="1" height="5"></td>
<tr><td><a class="menuheader" href="../functional.html">Functional<br>Documentation</a></td></tr>
<tr><td><a class="menu" href="../auto/all.html">Functions</a></td></tr>
<tr><td><a class="menu" href="../auto/categories.html">Categories</a></td></tr>
<tr><td><a class="menu" href="../auto/enums.html">Enumerations</a></td></tr>
<tr><td><a class="menu" href="../evaluationdate.html">Evaluation Date</a></td></tr>
<tr><td><a class="menu" href="../calc.html">Calc</a></td></tr>
<tr><td><img src="../images/transp.gif" width="1" height="5"></td>
<tr><td class="menuheadernolink">Technical<br>Documentation</td></tr>
<tr><td><a class="menu" href="../qlo/annotated.html">Class List</a></td></tr>
<!--tr><td><a class="menu" href="inherits.html">Class Hierarchy</a></td></tr-->
<tr><td class="menunolink">Class Hierarchy</td></tr>
<tr><td><a class="menu" href="../qlo/functions.html">Class Members</a></td></tr>
<tr><td><a class="menu" href="../qlo/files.html">File List</a></td></tr>
<tr><td><a class="menu" href="../qlo/examples.html">Examples</a></td></tr>
<tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr>
<!--
<tr><td><a class="menuheader" href="srcgen.html">Source<br>Generation</a></td></tr>
<tr><td class="menunolink">Class List</td></tr>
<tr><td class="menunolink">Class Hierarchy</td></tr>
<tr><td class="menunolink">Class Members</td></tr>
<tr><td class="menunolink">File List</td></tr>
<tr><td><a class="menu" href="extending.html">Enhancements</a></td></tr>
<tr><td><img src="../images/transp.gif" width="1" height="10"></td></tr>
-->
</table>
</td>
</tr>
</table>

<table class="layout" cellpadding=0 cellspacing=0 width=100%>
<tr><td align=center><a href="http://sourceforge.net"><img src="../images/sfnetlogo.png" alt="SourceForge Logo" border="0" width="88" height="31"></a></td></tr>
</table>

</td>

<td width=100%>
<!-- begin Doxygen-generated content -->

--- qladdin.vc.doxy DELETED ---

--- NEW FILE: qladdin.vc.root.doxy ---
## Doxyfile 1.4.6

##---------------------------------------------------------------------------
## Project related configuration options
##---------------------------------------------------------------------------

PROJECT_NAME           = QuantLibAddin
PROJECT_NUMBER         = qla_version
OUTPUT_DIRECTORY       = 
CREATE_SUBDIRS         = NO
OUTPUT_LANGUAGE        = English
USE_WINDOWS_ENCODING   = NO
BRIEF_MEMBER_DESC      = YES
REPEAT_BRIEF           = YES
ABBREVIATE_BRIEF       = 
ALWAYS_DETAILED_SEC    = NO
INLINE_INHERITED_MEMB  = YES
FULL_PATH_NAMES        = YES
STRIP_FROM_PATH        = qla_basepath
STRIP_FROM_INC_PATH    = qla_basepath
SHORT_NAMES            = NO
JAVADOC_AUTOBRIEF      = NO
MULTILINE_CPP_IS_BRIEF = NO
DETAILS_AT_TOP         = NO
INHERIT_DOCS           = YES
SEPARATE_MEMBER_PAGES  = NO
TAB_SIZE               = 8
ALIASES                = 
OPTIMIZE_OUTPUT_FOR_C  = NO
OPTIMIZE_OUTPUT_JAVA   = NO
DISTRIBUTE_GROUP_DOC   = NO
SUBGROUPING            = YES

#---------------------------------------------------------------------------
# Build related configuration options
#---------------------------------------------------------------------------

EXTRACT_ALL            = YES
EXTRACT_PRIVATE        = YES
EXTRACT_STATIC         = YES
EXTRACT_LOCAL_CLASSES  = YES
EXTRACT_LOCAL_METHODS  = NO
HIDE_UNDOC_MEMBERS     = NO
HIDE_UNDOC_CLASSES     = NO
HIDE_FRIEND_COMPOUNDS  = NO
HIDE_IN_BODY_DOCS      = NO
INTERNAL_DOCS          = NO
CASE_SENSE_NAMES       = NO
HIDE_SCOPE_NAMES       = NO
SHOW_INCLUDE_FILES     = YES
INLINE_INFO            = YES
SORT_MEMBER_DOCS       = YES
SORT_BRIEF_DOCS        = NO
SORT_BY_SCOPE_NAME     = NO
GENERATE_TODOLIST      = YES
GENERATE_TESTLIST      = YES
GENERATE_BUGLIST       = YES
GENERATE_DEPRECATEDLIST= YES
ENABLED_SECTIONS       = 
MAX_INITIALIZER_LINES  = 30
SHOW_USED_FILES        = YES
SHOW_DIRECTORIES       = YES
FILE_VERSION_FILTER    = 

#---------------------------------------------------------------------------
# configuration options related to warning and progress messages
#---------------------------------------------------------------------------

QUIET                  = YES
WARNINGS               = YES
WARN_IF_UNDOCUMENTED   = YES
WARN_IF_DOC_ERROR      = YES
WARN_NO_PARAMDOC       = NO
WARN_FORMAT            = "$file:$line: $text"
WARN_LOGFILE           = doxywarnings.txt

#---------------------------------------------------------------------------
# configuration options related to the input files
#---------------------------------------------------------------------------

INPUT                  = ./pages
FILE_PATTERNS          = *.docs
RECURSIVE              =
EXCLUDE                = examples.docs
EXCLUDE_SYMLINKS       =
EXCLUDE_PATTERNS       = 
EXAMPLE_PATH           =
EXAMPLE_PATTERNS       =
EXAMPLE_RECURSIVE      =
IMAGE_PATH             = 
INPUT_FILTER           = 
FILTER_PATTERNS        = 
FILTER_SOURCE_FILES    =

#---------------------------------------------------------------------------
# configuration options related to source browsing
#---------------------------------------------------------------------------

SOURCE_BROWSER         = NO
INLINE_SOURCES         = NO
STRIP_CODE_COMMENTS    = YES
REFERENCED_BY_RELATION = YES
REFERENCES_RELATION    = YES
USE_HTAGS              = NO
VERBATIM_HEADERS       = NO

#---------------------------------------------------------------------------
# configuration options related to the alphabetical class index
#---------------------------------------------------------------------------

ALPHABETICAL_INDEX     = NO
COLS_IN_ALPHA_INDEX    = 5
IGNORE_PREFIX          = 

#---------------------------------------------------------------------------
# configuration options related to the HTML output
#---------------------------------------------------------------------------

GENERATE_HTML          = YES
HTML_OUTPUT            = html
HTML_FILE_EXTENSION    = .html
HTML_HEADER            = qla_header.html
HTML_FOOTER            = qla_footer.html
HTML_STYLESHEET        = style.css
HTML_ALIGN_MEMBERS     = YES
GENERATE_HTMLHELP      = YES
CHM_FILE               = quantlibaddin.chm
HHC_LOCATION           = hhc.exe
GENERATE_CHI           = NO
BINARY_TOC             = NO
TOC_EXPAND             = NO
DISABLE_INDEX          = YES
ENUM_VALUES_PER_LINE   = 4
GENERATE_TREEVIEW      = NO
TREEVIEW_WIDTH         = 250

#---------------------------------------------------------------------------
# configuration options related to the LaTeX output
#---------------------------------------------------------------------------

GENERATE_LATEX         = NO
LATEX_OUTPUT           = latex
LATEX_CMD_NAME         = latex
MAKEINDEX_CMD_NAME     = makeindex
COMPACT_LATEX          = NO
PAPER_TYPE             = a4wide
EXTRA_PACKAGES         = 
LATEX_HEADER           = 
PDF_HYPERLINKS         = NO
USE_PDFLATEX           = NO
LATEX_BATCHMODE        = NO
LATEX_HIDE_INDICES     = NO

#---------------------------------------------------------------------------
# configuration options related to the RTF output
#---------------------------------------------------------------------------

GENERATE_RTF           = NO
RTF_OUTPUT             = rtf
COMPACT_RTF            = NO
RTF_HYPERLINKS         = NO
RTF_STYLESHEET_FILE    = 
RTF_EXTENSIONS_FILE    = 

#---------------------------------------------------------------------------
# configuration options related to the man page output
#---------------------------------------------------------------------------

GENERATE_MAN           = NO
MAN_OUTPUT             = man
MAN_EXTENSION          = .3
MAN_LINKS              = NO

#---------------------------------------------------------------------------
# configuration options related to the XML output
#---------------------------------------------------------------------------

GENERATE_XML           = NO
XML_OUTPUT             = xml
XML_SCHEMA             = 
XML_DTD                = 
XML_PROGRAMLISTING     = YES

#---------------------------------------------------------------------------
# configuration options for the AutoGen Definitions output
#---------------------------------------------------------------------------

GENERATE_AUTOGEN_DEF   = NO

#---------------------------------------------------------------------------
# configuration options related to the Perl module output
#---------------------------------------------------------------------------

GENERATE_PERLMOD       = NO
PERLMOD_LATEX          = NO
PERLMOD_PRETTY         = YES
PERLMOD_MAKEVAR_PREFIX = 

#---------------------------------------------------------------------------
# Configuration options related to the preprocessor   
#---------------------------------------------------------------------------

ENABLE_PREPROCESSING   = YES
MACRO_EXPANSION        = NO
EXPAND_ONLY_PREDEF     = NO
SEARCH_INCLUDES        = YES
INCLUDE_PATH           = 
INCLUDE_FILE_PATTERNS  = 
PREDEFINED             = 
EXPAND_AS_DEFINED      = 
SKIP_FUNCTION_MACROS   = YES

#---------------------------------------------------------------------------
# Configuration::additions related to external references   
#---------------------------------------------------------------------------

TAGFILES               = 
GENERATE_TAGFILE       = 
ALLEXTERNALS           = NO
EXTERNAL_GROUPS        = YES
PERL_PATH              = /usr/bin/perl

#---------------------------------------------------------------------------
# Configuration options related to the dot tool   
#---------------------------------------------------------------------------

CLASS_DIAGRAMS         = YES
HIDE_UNDOC_RELATIONS   = NO
HAVE_DOT               = NO
CLASS_GRAPH            = YES
COLLABORATION_GRAPH    = NO
GROUP_GRAPHS           = NO
UML_LOOK               = NO
TEMPLATE_RELATIONS     = NO
INCLUDE_GRAPH          = YES
INCLUDED_BY_GRAPH      = NO
CALL_GRAPH             = NO
GRAPHICAL_HIERARCHY    = YES
DIRECTORY_GRAPH        = NO
DOT_IMAGE_FORMAT       = png
DOT_PATH               = 
DOTFILE_DIRS           = 
MAX_DOT_GRAPH_WIDTH    = 1024
MAX_DOT_GRAPH_HEIGHT   = 1024
MAX_DOT_GRAPH_DEPTH    = 0
DOT_TRANSPARENT        = NO
DOT_MULTI_TARGETS      = NO
GENERATE_LEGEND        = YES
DOT_CLEANUP            = YES

#---------------------------------------------------------------------------
# Configuration::additions related to the search engine   
#---------------------------------------------------------------------------

SEARCHENGINE           = NO

--- NEW FILE: qladdin.vc.qlo.doxy ---
## Doxyfile 1.4.6

##---------------------------------------------------------------------------
## Project related configuration options
##---------------------------------------------------------------------------

PROJECT_NAME           = QuantLibAddin
PROJECT_NUMBER         = qla_version
OUTPUT_DIRECTORY       = 
CREATE_SUBDIRS         = NO
OUTPUT_LANGUAGE        = English
USE_WINDOWS_ENCODING   = NO
BRIEF_MEMBER_DESC      = YES
REPEAT_BRIEF           = YES
ABBREVIATE_BRIEF       = 
ALWAYS_DETAILED_SEC    = NO
INLINE_INHERITED_MEMB  = YES
FULL_PATH_NAMES        = YES
STRIP_FROM_PATH        = qla_basepath
STRIP_FROM_INC_PATH    = qla_basepath
SHORT_NAMES            = NO
JAVADOC_AUTOBRIEF      = NO
MULTILINE_CPP_IS_BRIEF = NO
DETAILS_AT_TOP         = NO
INHERIT_DOCS           = YES
SEPARATE_MEMBER_PAGES  = NO
TAB_SIZE               = 8
ALIASES                = 
OPTIMIZE_OUTPUT_FOR_C  = NO
OPTIMIZE_OUTPUT_JAVA   = NO
DISTRIBUTE_GROUP_DOC   = NO
SUBGROUPING            = YES

#---------------------------------------------------------------------------
# Build related configuration options
#---------------------------------------------------------------------------

EXTRACT_ALL            = YES
EXTRACT_PRIVATE        = YES
EXTRACT_STATIC         = YES
EXTRACT_LOCAL_CLASSES  = YES
EXTRACT_LOCAL_METHODS  = NO
HIDE_UNDOC_MEMBERS     = NO
HIDE_UNDOC_CLASSES     = NO
HIDE_FRIEND_COMPOUNDS  = NO
HIDE_IN_BODY_DOCS      = NO
INTERNAL_DOCS          = NO
CASE_SENSE_NAMES       = NO
HIDE_SCOPE_NAMES       = NO
SHOW_INCLUDE_FILES     = YES
INLINE_INFO            = YES
SORT_MEMBER_DOCS       = YES
SORT_BRIEF_DOCS        = NO
SORT_BY_SCOPE_NAME     = NO
GENERATE_TODOLIST      = YES
GENERATE_TESTLIST      = YES
GENERATE_BUGLIST       = YES
GENERATE_DEPRECATEDLIST= YES
ENABLED_SECTIONS       = 
MAX_INITIALIZER_LINES  = 30
SHOW_USED_FILES        = YES
SHOW_DIRECTORIES       = YES
FILE_VERSION_FILTER    = 

#---------------------------------------------------------------------------
# configuration options related to warning and progress messages
#---------------------------------------------------------------------------

QUIET                  = YES
WARNINGS               = YES
WARN_IF_UNDOCUMENTED   = YES
WARN_IF_DOC_ERROR      = YES
WARN_NO_PARAMDOC       = NO
WARN_FORMAT            = "$file:$line: $text"
WARN_LOGFILE           = doxywarnings.txt

#---------------------------------------------------------------------------
# configuration options related to the input files
#---------------------------------------------------------------------------

INPUT                  = ../qlo ./pages
FILE_PATTERNS          = *.hpp examples.docs
RECURSIVE              = YES
EXCLUDE                = 
EXCLUDE_SYMLINKS       =
EXCLUDE_PATTERNS       = 
EXAMPLE_PATH           = ../Clients/C++
EXAMPLE_PATTERNS       = *.cpp
EXAMPLE_RECURSIVE      =
IMAGE_PATH             = 
INPUT_FILTER           = 
FILTER_PATTERNS        = 
FILTER_SOURCE_FILES    =

#---------------------------------------------------------------------------
# configuration options related to source browsing
#---------------------------------------------------------------------------

SOURCE_BROWSER         = NO
INLINE_SOURCES         = NO
STRIP_CODE_COMMENTS    = YES
REFERENCED_BY_RELATION = YES
REFERENCES_RELATION    = YES
USE_HTAGS              = NO
VERBATIM_HEADERS       = NO

#---------------------------------------------------------------------------
# configuration options related to the alphabetical class index
#---------------------------------------------------------------------------

ALPHABETICAL_INDEX     = NO
COLS_IN_ALPHA_INDEX    = 5
IGNORE_PREFIX          = 

#---------------------------------------------------------------------------
# configuration options related to the HTML output
#---------------------------------------------------------------------------

GENERATE_HTML          = YES
HTML_OUTPUT            = html/qlo
HTML_FILE_EXTENSION    = .html
HTML_HEADER            = qla_header.subdir.html
HTML_FOOTER            = qla_footer.subdir.html
HTML_STYLESHEET        = style.css
HTML_ALIGN_MEMBERS     = YES
GENERATE_HTMLHELP      = YES
CHM_FILE               = quantlibaddin.chm
HHC_LOCATION           = hhc.exe
GENERATE_CHI           = NO
BINARY_TOC             = NO
TOC_EXPAND             = NO
DISABLE_INDEX          = YES
ENUM_VALUES_PER_LINE   = 4
GENERATE_TREEVIEW      = NO
TREEVIEW_WIDTH         = 250

#---------------------------------------------------------------------------
# configuration options related to the LaTeX output
#---------------------------------------------------------------------------

GENERATE_LATEX         = NO
LATEX_OUTPUT           = latex
LATEX_CMD_NAME         = latex
MAKEINDEX_CMD_NAME     = makeindex
COMPACT_LATEX          = NO
PAPER_TYPE             = a4wide
EXTRA_PACKAGES         = 
LATEX_HEADER           = 
PDF_HYPERLINKS         = NO
USE_PDFLATEX           = NO
LATEX_BATCHMODE        = NO
LATEX_HIDE_INDICES     = NO

#---------------------------------------------------------------------------
# configuration options related to the RTF output
#---------------------------------------------------------------------------

GENERATE_RTF           = NO
RTF_OUTPUT             = rtf
COMPACT_RTF            = NO
RTF_HYPERLINKS         = NO
RTF_STYLESHEET_FILE    = 
RTF_EXTENSIONS_FILE    = 

#---------------------------------------------------------------------------
# configuration options related to the man page output
#---------------------------------------------------------------------------

GENERATE_MAN           = NO
MAN_OUTPUT             = man
MAN_EXTENSION          = .3
MAN_LINKS              = NO

#---------------------------------------------------------------------------
# configuration options related to the XML output
#---------------------------------------------------------------------------

GENERATE_XML           = NO
XML_OUTPUT             = xml
XML_SCHEMA             = 
XML_DTD                = 
XML_PROGRAMLISTING     = YES

#---------------------------------------------------------------------------
# configuration options for the AutoGen Definitions output
#---------------------------------------------------------------------------

GENERATE_AUTOGEN_DEF   = NO

#---------------------------------------------------------------------------
# configuration options related to the Perl module output
#---------------------------------------------------------------------------

GENERATE_PERLMOD       = NO
PERLMOD_LATEX          = NO
PERLMOD_PRETTY         = YES
PERLMOD_MAKEVAR_PREFIX = 

#---------------------------------------------------------------------------
# Configuration options related to the preprocessor   
#---------------------------------------------------------------------------

ENABLE_PREPROCESSING   = YES
MACRO_EXPANSION        = NO
EXPAND_ONLY_PREDEF     = NO
SEARCH_INCLUDES        = YES
INCLUDE_PATH           = 
INCLUDE_FILE_PATTERNS  = 
PREDEFINED             = 
EXPAND_AS_DEFINED      = 
SKIP_FUNCTION_MACROS   = YES

#---------------------------------------------------------------------------
# Configuration::additions related to external references   
#---------------------------------------------------------------------------

TAGFILES               = 
GENERATE_TAGFILE       = 
ALLEXTERNALS           = NO
EXTERNAL_GROUPS        = YES
PERL_PATH              = /usr/bin/perl

#---------------------------------------------------------------------------
# Configuration options related to the dot tool   
#---------------------------------------------------------------------------

CLASS_DIAGRAMS         = YES
HIDE_UNDOC_RELATIONS   = NO
HAVE_DOT               = NO
CLASS_GRAPH            = YES
COLLABORATION_GRAPH    = NO
GROUP_GRAPHS           = NO
UML_LOOK               = NO
TEMPLATE_RELATIONS     = NO
INCLUDE_GRAPH          = YES
INCLUDED_BY_GRAPH      = NO
CALL_GRAPH             = NO
GRAPHICAL_HIERARCHY    = YES
DIRECTORY_GRAPH        = NO
DOT_IMAGE_FORMAT       = png
DOT_PATH               = 
DOTFILE_DIRS           = 
MAX_DOT_GRAPH_WIDTH    = 1024
MAX_DOT_GRAPH_HEIGHT   = 1024
MAX_DOT_GRAPH_DEPTH    = 0
DOT_TRANSPARENT        = NO
DOT_MULTI_TARGETS      = NO
GENERATE_LEGEND        = YES
DOT_CLEANUP            = YES

#---------------------------------------------------------------------------
# Configuration::additions related to the search engine   
#---------------------------------------------------------------------------

SEARCHENGINE           = NO

Index: Makefile.vc
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/Makefile.vc,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** Makefile.vc	16 Jun 2006 19:29:30 -0000	1.1
--- Makefile.vc	28 Jun 2006 13:27:10 -0000	1.2
***************
*** 6,10 ****
  BUILDFLAG=$(BUILD_DIR)\buildflag
  DOXYGEN=doxygen.exe
! DOXY_CONFIG=qladdin.vc.doxy
  
  ALL : $(BUILDFLAG)
--- 6,12 ----
  BUILDFLAG=$(BUILD_DIR)\buildflag
  DOXYGEN=doxygen.exe
! DOXY_CONFIG_AUTO=qladdin.vc.auto.doxy
! DOXY_CONFIG_QLO=qladdin.vc.qlo.doxy
! DOXY_CONFIG_ROOT=qladdin.vc.root.doxy
  
  ALL : $(BUILDFLAG)
***************
*** 19,23 ****
  $(BUILDFLAG) : $(DEPENDENCIES) $(BUILD_DIR) $(IMG_DIR) $(DOXY_CONFIG)
      copy /Y images\* $(IMG_DIR)
! 	$(DOXYGEN) $(DOXY_CONFIG)
  	echo flagged > $@
  
--- 21,27 ----
  $(BUILDFLAG) : $(DEPENDENCIES) $(BUILD_DIR) $(IMG_DIR) $(DOXY_CONFIG)
      copy /Y images\* $(IMG_DIR)
! 	$(DOXYGEN) $(DOXY_CONFIG_AUTO)
! 	$(DOXYGEN) $(DOXY_CONFIG_QLO)
! 	$(DOXYGEN) $(DOXY_CONFIG_ROOT)
  	echo flagged > $@
  

Index: docs-QuantLibAddin.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/docs-QuantLibAddin.vcproj,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** docs-QuantLibAddin.vcproj	22 Jun 2006 11:00:54 -0000	1.3
--- docs-QuantLibAddin.vcproj	28 Jun 2006 13:27:10 -0000	1.4
***************
*** 27,179 ****
  	<Files>
  		<Filter
! 			Name="pages"
  			Filter="">
  			<File
! 				RelativePath=".\pages\all.docs">
! 			</File>
! 			<File
! 				RelativePath=".\pages\bonds.docs">
! 			</File>
! 			<File
! 				RelativePath=".\pages\calc.docs">
! 			</File>
! 			<File
! 				RelativePath=".\pages\calendar.docs">
! 			</File>
! 			<File
! 				RelativePath=".\pages\capfloor.docs">
! 			</File>
! 			<File
! 				RelativePath=".\pages\categories.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\couponvectors.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\date.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\daycounter.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\design.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\enums.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\evaluationdate.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\examples.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\exercise.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\extending.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\faq.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\forwardrateagreement.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\functional.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\history.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\index.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\installation.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\instruments.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\interpolation.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\license.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\mathf.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\options.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\people.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\prices.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\pricingengines.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\processes.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\randomsequencegenerator.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\ratehelpers.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\schedule.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\shortratemodels.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\srcgen.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\swap.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\swaption.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\swaptionvolstructure.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\termstructures.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\troubleshooting.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\utilities.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\vanillaswap.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\volatilities.docs">
  			</File>
  			<File
! 				RelativePath=".\pages\xibor.docs">
  			</File>
  		</Filter>
  		<File
! 			RelativePath=".\Makefile.vc">
  		</File>
  		<File
! 			RelativePath=".\qla_footer.html">
  		</File>
  		<File
! 			RelativePath=".\qla_header.html">
  		</File>
  		<File
! 			RelativePath=".\qladdin.vc.doxy">
  		</File>
  		<File
! 			RelativePath=".\style.css">
  		</File>
  	</Files>
--- 27,177 ----
  	<Files>
  		<Filter
! 			Name="auto.pages"
  			Filter="">
  			<File
! 				RelativePath=".\auto.pages\all.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\bonds.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\calendar.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\capfloor.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\capletvolstructure.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\categories.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\couponvectors.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\date.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\daycounter.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\enums.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\exercise.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\forwardrateagreement.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\index.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\instruments.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\interpolation.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\mathf.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\options.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\prices.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\pricingengines.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\processes.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\randomsequencegenerator.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\ratehelpers.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\schedule.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\shortratemodels.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\swap.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\swaption.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\swaptionvolstructure.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\termstructures.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\utilities.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\vanillaswap.docs">
  			</File>
  			<File
! 				RelativePath=".\auto.pages\volatilities.docs">
  			</File>
+ 		</Filter>
+ 		<Filter
+ 			Name="pages"
+ 			Filter="">
  			<File
! 				RelativePath="..\..\QuantLibXL\Docs\pages\evaluationdate.docs">
  			</File>
  			<File
! 				RelativePath="..\..\QuantLibXL\Docs\pages\faq.docs">
  			</File>
  			<File
! 				RelativePath="..\..\QuantLibXL\Docs\pages\functional.docs">
  			</File>
  			<File
! 				RelativePath="..\..\QuantLibXL\Docs\pages\history.docs">
  			</File>
  			<File
! 				RelativePath="..\..\QuantLibXL\Docs\pages\index.docs">
  			</File>
  			<File
! 				RelativePath="..\..\QuantLibXL\Docs\pages\installation.docs">
  			</File>
  			<File
! 				RelativePath="..\..\QuantLibXL\Docs\pages\license.docs">
  			</File>
  			<File
! 				RelativePath="..\..\QuantLibXL\Docs\pages\people.docs">
  			</File>
  		</Filter>
  		<File
! 			RelativePath="..\..\QuantLibXL\Docs\Makefile.vc">
  		</File>
  		<File
! 			RelativePath="..\..\QuantLibXL\Docs\qlxl_footer.html">
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  		<File
! 			RelativePath="..\..\QuantLibXL\Docs\qlxl_footer.subdir.html">
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  		<File
! 			RelativePath="..\..\QuantLibXL\Docs\qlxl_header.html">
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  		<File
! 			RelativePath="..\..\QuantLibXL\Docs\qlxl_header.subdir.html">
! 		</File>
! 		<File
! 			RelativePath="..\..\QuantLibXL\Docs\quantlibxl.vc.auto.doxy">
! 		</File>
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! 			RelativePath="..\..\QuantLibXL\Docs\quantlibxl.vc.root.doxy">
! 		</File>
! 		<File
! 			RelativePath="..\..\QuantLibXL\Docs\style.css">
  		</File>
  	</Files>

--- NEW FILE: qla_footer.subdir.html ---
<!-- end Doxygen-generated content -->
</td>
</tr>

<tr>
<td><img src="../images/menu_bottom.jpg" alt="menu bottom" border="0" width="185" height="13"></td>
<td></td>
</tr>
</table>

<center>
<table class="layout" cellpadding=0 cellspacing=0 width=100%>
<tr><td align="center" class="copyright">SourceForge logo copyright &#169; Open Source Technology Group&nbsp;&nbsp;&nbsp;l&nbsp;&nbsp;&nbsp;all other content <a href="license.html">copyright &#169; 2004, 2005, 2006 The QuantLib Group</a></td></tr>
</table>
</center>

</body>
</html>

[QuantLibAddin-cvs] QuantLibAddin/qlo swaption.cpp, 1.2, 1.3 swaption.hpp, 1.5, 1.6

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4611/qlo

Modified Files:
	swaption.cpp swaption.hpp 
Log Message:
refactored  swaption

Index: swaption.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaption.hpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** swaption.hpp	26 Jun 2006 21:31:03 -0000	1.5
--- swaption.hpp	28 Jun 2006 11:46:13 -0000	1.6
***************
*** 22,25 ****
--- 22,26 ----
  #include <qlo/baseinstruments.hpp>
  #include <ql/PricingEngines/Swaption/blackswaptionengine.hpp>
+ #include <ql/Instruments/swaption.hpp>
  
  namespace QuantLibAddin {
***************
*** 30,34 ****
                   const boost::shared_ptr<QuantLib::Exercise>& exercise,
                   const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
!                  const boost::shared_ptr<QuantLib::BlackSwaptionEngine>& engine);
          std::string underlyingSwap()
          {
--- 31,36 ----
                   const boost::shared_ptr<QuantLib::Exercise>& exercise,
                   const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
!                  const boost::shared_ptr<QuantLib::BlackSwaptionEngine>& engine,
! 				 QuantLib::Swaption::Type settlementType);
          std::string underlyingSwap()
          {

Index: swaption.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/swaption.cpp,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** swaption.cpp	20 Jun 2006 10:05:09 -0000	1.2
--- swaption.cpp	28 Jun 2006 11:46:13 -0000	1.3
***************
*** 29,33 ****
                         const boost::shared_ptr<QuantLib::Exercise>& exercise,
                         const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
!                        const boost::shared_ptr<QuantLib::BlackSwaptionEngine>& engine)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
--- 29,34 ----
                         const boost::shared_ptr<QuantLib::Exercise>& exercise,
                         const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
!                        const boost::shared_ptr<QuantLib::BlackSwaptionEngine>& engine,
! 					   QuantLib::Swaption::Type settlementType)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(

[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.22,1.23

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

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4611

Modified Files:
	todonando.txt 
Log Message:
refactored  swaption

Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.22
retrieving revision 1.23
diff -C2 -d -r1.22 -r1.23
*** todonando.txt	26 Jun 2006 22:05:47 -0000	1.22
--- todonando.txt	28 Jun 2006 11:46:13 -0000	1.23
***************
*** 63,66 ****
--- 63,67 ----
  - COUPON refactoring
  - SCHEDULE refactoring
+ - Volatility assume a daycounter in the same way as rate (see InterestRate)
  
  QuantLib BOND

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumerations.xml, 1.11, 1.12 swaption.xml, 1.5, 1.6

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4611/gensrc/metadata

Modified Files:
	enumerations.xml swaption.xml 
Log Message:
refactored  swaption

Index: enumerations.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumerations.xml,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** enumerations.xml	28 Jun 2006 11:16:51 -0000	1.11
--- enumerations.xml	28 Jun 2006 11:46:13 -0000	1.12
***************
*** 428,441 ****
  
      <Enumeration>
!       <type>QuantLib::Swaption::Type</type>
        <constructor>true</constructor>
        <EnumerationDefinitions>
          <EnumerationDefinition>
!           <string>CashSettlement</string>
!           <value>QuantLib::Swaption::CashSettlement</value>
          </EnumerationDefinition>
          <EnumerationDefinition>
!           <string>PhisicalSettlement</string>
!           <value>QuantLib::Swaption::PhysicalSettlement</value>
          </EnumerationDefinition>
        </EnumerationDefinitions>
--- 428,441 ----
  
      <Enumeration>
!       <type>QuantLib::Swaption::SettlementType</type>
        <constructor>true</constructor>
        <EnumerationDefinitions>
          <EnumerationDefinition>
!           <string>Cash</string>
!           <value>QuantLib::Swaption::Cash</value>
          </EnumerationDefinition>
          <EnumerationDefinition>
!           <string>Phisical</string>
!           <value>QuantLib::Swaption::Physical</value>
          </EnumerationDefinition>
        </EnumerationDefinitions>

Index: swaption.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** swaption.xml	26 Jun 2006 21:31:03 -0000	1.5
--- swaption.xml	28 Jun 2006 11:46:13 -0000	1.6
***************
*** 42,45 ****
--- 42,50 ----
              <description>Black swaption pricing engine</description>
            </Parameter>
+           <Parameter name='settlementType' enumeration='QuantLib::Swaption::Type'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>settlement type (PhysicalSettlement, CashSettlement)</description>
+           </Parameter>
          </Parameters>
        </ParameterList>

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

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23481/gensrc/metadata

Modified Files:
	enumerations.xml 
Log Message:
adding back supported type

Index: enumerations.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumerations.xml,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** enumerations.xml	27 Jun 2006 16:58:20 -0000	1.10
--- enumerations.xml	28 Jun 2006 11:16:51 -0000	1.11
***************
*** 77,81 ****
      </Enumeration>
  
!     <!--Enumeration>
        <type>QuantLibAddin::Interpolation2DType</type>
        <constructor>true</constructor>
--- 77,81 ----
      </Enumeration>
  
!     <Enumeration>
        <type>QuantLibAddin::Interpolation2DType</type>
        <constructor>true</constructor>
***************
*** 90,94 ****
          </EnumerationDefinition>
        </EnumerationDefinitions>
!     </Enumeration-->
  
      <Enumeration>
--- 90,94 ----
          </EnumerationDefinition>
        </EnumerationDefinitions>
!     </Enumeration>
  
      <Enumeration>
***************
*** 428,431 ****
--- 428,446 ----
  
      <Enumeration>
+       <type>QuantLib::Swaption::Type</type>
+       <constructor>true</constructor>
+       <EnumerationDefinitions>
+         <EnumerationDefinition>
+           <string>CashSettlement</string>
+           <value>QuantLib::Swaption::CashSettlement</value>
+         </EnumerationDefinition>
+         <EnumerationDefinition>
+           <string>PhisicalSettlement</string>
+           <value>QuantLib::Swaption::PhysicalSettlement</value>
+         </EnumerationDefinition>
+       </EnumerationDefinitions>
+     </Enumeration>
+ 
+     <Enumeration>
        <type>QuantLib::Compounding</type>
        <constructor>true</constructor>

[QuantLibAddin-cvs] QuantLibAddin/qlo vanillaswap.cpp, 1.7, 1.8 vanillaswap.hpp, 1.8, 1.9

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3979/qlo

Modified Files:
	vanillaswap.cpp vanillaswap.hpp 
Log Message:
VanillaSwap new signature

Index: vanillaswap.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.hpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** vanillaswap.hpp	26 Jun 2006 21:31:03 -0000	1.8
--- vanillaswap.hpp	27 Jun 2006 21:17:33 -0000	1.9
***************
*** 28,50 ****
      public:
          VanillaSwap(
!             const QuantLib::Date &startDate,
!             const QuantLib::Date &maturity,
!             const QuantLib::Real &nominal,
!             const bool &payFixed,
!             const QuantLib::Rate &fixRate,
!             const QuantLib::Calendar& calendar,
!             const QuantLib::Frequency &fixFrqID,
!             const QuantLib::BusinessDayConvention &fixBDCID,
!             const QuantLib::DayCounter &fixDayCounter,
!             const bool &fixStartFromEnd,
!             const bool &fixLongFinal,
!             //const std::string &fltFrqID,
!             const QuantLib::DayCounter &floatDayCounter,
!             const boost::shared_ptr < QuantLib::Xibor > &index,
!             const bool &floatStartFromEnd,
!             const bool &floatLongFinal,
!             const QuantLib::Rate &floatSpread,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
! 
          std::vector<std::vector<double> > fixedLeg() {
              return Swap::legAnalysis(0);
--- 28,43 ----
      public:
          VanillaSwap(
!             const bool payFixed,
!             const QuantLib::Real nominal,
!             const boost::shared_ptr<QuantLib::Schedule>& fixedSchedule,
!             const QuantLib::Rate fixedRate,
!             const QuantLib::DayCounter& fixDayCounter,
!             const boost::shared_ptr<QuantLib::Schedule>& floatSchedule,
!             const boost::shared_ptr<QuantLib::Xibor>& index,
!             const QuantLib::Integer indexFixingDays,
!             const QuantLib::Spread spread,
!             const QuantLib::DayCounter& floatDayCounter,
              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS);
!                                       
          std::vector<std::vector<double> > fixedLeg() {
              return Swap::legAnalysis(0);

Index: vanillaswap.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/vanillaswap.cpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** vanillaswap.cpp	26 Jun 2006 21:31:03 -0000	1.7
--- vanillaswap.cpp	27 Jun 2006 21:17:33 -0000	1.8
***************
*** 28,69 ****
  
  namespace QuantLibAddin {
-     VanillaSwap::VanillaSwap(
-             const QuantLib::Date &startDate,
-             const QuantLib::Date &maturity,
-             const QuantLib::Real &nominal,
-             const bool &payFixed,
-             const QuantLib::Rate &fixRate,
-             const QuantLib::Calendar& calendar,
-             const QuantLib::Frequency &fixFrq,
-             const QuantLib::BusinessDayConvention &fixBDC,
-             const QuantLib::DayCounter &fixDayCounter,
-             const bool &fixStartFromEnd,
-             const bool &fixLongFinal,
-             //const std::string &fltFrqID,
-             const QuantLib::DayCounter &floatDayCounter,
-             const boost::shared_ptr < QuantLib::Xibor > &index,
-             const bool &floatStartFromEnd,
-             const bool &floatLongFinal,
-             const QuantLib::Rate &floatSpread,
-              const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS) {
- 
- 
-         QuantLib::Schedule fixedSchedule(calendar, startDate, maturity, fixFrq, fixBDC,
-             QuantLib::Date(), fixStartFromEnd, fixLongFinal);
- 
-         QuantLib::Schedule floatSchedule(calendar, startDate, maturity,
-             index->frequency(), index->businessDayConvention(),
-             QuantLib::Date(), floatStartFromEnd, floatLongFinal);
  
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::VanillaSwap(payFixed,
                                        nominal,
!                                       fixedSchedule,
                                        fixRate,
                                        fixDayCounter,
!                                       floatSchedule,
                                        index,
!                                       index->settlementDays(),
!                                       floatSpread,
                                        floatDayCounter,
                                        hYTS));
--- 28,55 ----
  
  namespace QuantLibAddin {
  
+     VanillaSwap::VanillaSwap(
+             const bool payFixed,
+             const QuantLib::Real nominal,
+             const boost::shared_ptr<QuantLib::Schedule>& fixedSchedule,
+             const QuantLib::Rate fixRate,
+             const QuantLib::DayCounter& fixDayCounter,
+             const boost::shared_ptr<QuantLib::Schedule>& floatSchedule,
+             const boost::shared_ptr<QuantLib::Xibor>& index,
+             const QuantLib::Integer indexFixingDays,
+             const QuantLib::Spread spread,
+             const QuantLib::DayCounter& floatDayCounter,
+             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS)
+     {
          libraryObject_ = boost::shared_ptr<QuantLib::Instrument>(
              new QuantLib::VanillaSwap(payFixed,
                                        nominal,
!                                       *fixedSchedule,
                                        fixRate,
                                        fixDayCounter,
!                                       *floatSchedule,
                                        index,
!                                       indexFixingDays,
!                                       spread,
                                        floatDayCounter,
                                        hYTS));

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata daycounter.xml, 1.3, 1.4 vanillaswap.xml, 1.6, 1.7

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3979/gensrc/metadata

Modified Files:
	daycounter.xml vanillaswap.xml 
Log Message:
VanillaSwap new signature

Index: daycounter.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/daycounter.xml,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** daycounter.xml	19 Jun 2006 08:10:00 -0000	1.3
--- daycounter.xml	27 Jun 2006 21:17:33 -0000	1.4
***************
*** 4,8 ****
    <includes/>
    <copyright>
!  Copyright (C) 200? ??? ???
    </copyright>
    <Functions>
--- 4,8 ----
    <includes/>
    <copyright>
!  Copyright (C) 2006 Ferdinando Ametrano
    </copyright>
    <Functions>

Index: vanillaswap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** vanillaswap.xml	26 Jun 2006 21:31:03 -0000	1.6
--- vanillaswap.xml	27 Jun 2006 21:17:33 -0000	1.7
***************
*** 19,31 ****
        <ParameterList>
          <Parameters>
!           <Parameter name='StartDate' libraryType='QuantLib::Date'>
!             <type>long</type>
!             <tensorRank>scalar</tensorRank>
!             <description>start date</description>
!           </Parameter>
!           <Parameter name='maturityDate' libraryType='QuantLib::Date'>
!             <type>long</type>
              <tensorRank>scalar</tensorRank>
!             <description>maturity date</description>
            </Parameter>
            <Parameter name='Nominal'>
--- 19,26 ----
        <ParameterList>
          <Parameters>
!           <Parameter name='PayFixed'>
!             <type>bool</type>
              <tensorRank>scalar</tensorRank>
!             <description>TRUE if pay the fixed rate, FALSE to receive it</description>
            </Parameter>
            <Parameter name='Nominal'>
***************
*** 34,107 ****
              <description>Notional Amount</description>
            </Parameter>
!           <Parameter name='PayFixed'>
!             <type>bool</type>
              <tensorRank>scalar</tensorRank>
!             <description>pay or receive the fixed rate</description>
            </Parameter>
!           <Parameter name='FixRate'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>the fixed rate</description>
            </Parameter>
!           <Parameter name='calendar' enumeration='QuantLib::Calendar'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>holiday calendar (e.g. TARGET)</description>
!           </Parameter>
!           <Parameter name='FixFrq' enumeration='QuantLib::Frequency'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Fixed Leg Frequency</description>
!           </Parameter>
!           <Parameter name='FixBDayConvention' enumeration='QuantLib::BusinessDayConvention'>
!             <type>string</type>
!             <tensorRank>scalar</tensorRank>
!             <description>Fixed Leg Business Day Convention</description>
!           </Parameter>
!           <Parameter name='FixDayCounter' enumeration='QuantLib::DayCounter'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>fixed leg day counter (e.g. Actual/360)</description>
            </Parameter>
!           <Parameter name='fixStartFromEnd'>
!             <type>bool</type>
!             <tensorRank>scalar</tensorRank>
!             <description>build fixed leg schedule backwards (start from maturity)</description>
!           </Parameter>
!           <Parameter name='fixLongFinal'>
!             <type>bool</type>
!             <tensorRank>scalar</tensorRank>
!             <description>fixed leg schedule long first/last period</description>
!           </Parameter>
!           <!--Parameter name='FltFrq'>
!         <type>string</type>
!         <tensorRank>scalar</tensorRank>
!         <description>Floating Leg Frequency</description>
!     </Parameter-->
!           <Parameter name='FloatdayCounter' enumeration='QuantLib::DayCounter'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>floating day counter (e.g. Actual/360)</description>
            </Parameter>
!           <Parameter name='IndexID' libraryClass='Xibor'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>floating leg Index</description>
            </Parameter>
!           <Parameter name='fltStartFromEnd'>
!             <type>bool</type>
!             <tensorRank>scalar</tensorRank>
!             <description>build floating leg schedule backwards (start from maturity)</description>
!           </Parameter>
!           <Parameter name='fltLongFinal'>
!             <type>bool</type>
              <tensorRank>scalar</tensorRank>
!             <description>floating leg schedule long first/last period</description>
            </Parameter>
!           <Parameter name='FloatSpread'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>Index Spread</description>
            </Parameter>
            <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>
--- 29,72 ----
              <description>Notional Amount</description>
            </Parameter>
!           <Parameter name='fixedLegScheduleID' libraryClass='Schedule'>
!             <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>fixed leg schedule</description>
            </Parameter>
!           <Parameter name='fixedRate'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>the fixed rate</description>
            </Parameter>
!           <Parameter name='fixedLegDayCounter' enumeration='QuantLib::DayCounter'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>fixed leg day counter (e.g. Actual/360)</description>
            </Parameter>
!           <Parameter name='floatingLegScheduleID' libraryClass='Schedule'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>floating leg schedule</description>
            </Parameter>
!           <Parameter name='indexID' libraryClass='Xibor'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
              <description>floating leg Index</description>
            </Parameter>
!           <Parameter name='fixingDays'>
!             <type>long</type>
              <tensorRank>scalar</tensorRank>
!             <description>index fixing days (e.g. 2)</description>
            </Parameter>
!           <Parameter name='floatingLegSpread'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>Index Spread</description>
            </Parameter>
+           <Parameter name='floatingLegDayCounter' enumeration='QuantLib::DayCounter'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>floating day counter (e.g. Actual/360)</description>
+           </Parameter>
            <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
              <type>string</type>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaptionvolstructure.xml, 1.16, 1.17

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv7651/gensrc/metadata

Modified Files:
	swaptionvolstructure.xml 
Log Message:
quick fix to support conversion of QuantLib::Handle<QuantLib::T> to boost::shared_ptr<QuantLib::T>

Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** swaptionvolstructure.xml	26 Jun 2006 21:31:03 -0000	1.16
--- swaptionvolstructure.xml	27 Jun 2006 19:12:18 -0000	1.17
***************
*** 17,21 ****
      <!-- SwaptionVolatilityStructure interface-->
      
!     <Member name='qlSwaptionVTSVolatility' libraryClass='SwaptionVolatilityStructure' loopParameter='strike'>
        <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date and underlying swap length.</description>
        <libraryFunction>volatility</libraryFunction>
--- 17,21 ----
      <!-- SwaptionVolatilityStructure interface-->
      
!     <Member name='qlSwaptionVTSVolatility' libraryClass='SwaptionVolatilityStructure' loopParameter='strike' ql_handle='true'>
        <description>Returns a vector of volatilities corresponding to a vector of strikes for a given exercise date and underlying swap length.</description>
        <libraryFunction>volatility</libraryFunction>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumerations.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-serv32070/gensrc/metadata

Modified Files:
	enumerations.xml 
Log Message:
comment out unrecognized datatype

Index: enumerations.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumerations.xml,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** enumerations.xml	27 Jun 2006 09:53:43 -0000	1.9
--- enumerations.xml	27 Jun 2006 16:58:20 -0000	1.10
***************
*** 77,81 ****
      </Enumeration>
  
!     <Enumeration>
        <type>QuantLibAddin::Interpolation2DType</type>
        <constructor>true</constructor>
--- 77,81 ----
      </Enumeration>
  
!     <!--Enumeration>
        <type>QuantLibAddin::Interpolation2DType</type>
        <constructor>true</constructor>
***************
*** 90,94 ****
          </EnumerationDefinition>
        </EnumerationDefinitions>
!     </Enumeration>
  
      <Enumeration>
--- 90,94 ----
          </EnumerationDefinition>
        </EnumerationDefinitions>
!     </Enumeration-->
  
      <Enumeration>

[QuantLibAddin-cvs] QuantLibAddin QuantLibObjects_vc8.vcproj, 1.22, 1.23

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

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26457

Modified Files:
	QuantLibObjects_vc8.vcproj 
Log Message:
exported ImpliedTermStructure

Index: QuantLibObjects_vc8.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/QuantLibObjects_vc8.vcproj,v
retrieving revision 1.22
retrieving revision 1.23
diff -C2 -d -r1.22 -r1.23
*** QuantLibObjects_vc8.vcproj	23 Jun 2006 17:53:29 -0000	1.22
--- QuantLibObjects_vc8.vcproj	27 Jun 2006 09:54:19 -0000	1.23
***************
*** 358,361 ****
--- 358,369 ----
  			</File>
  			<File
+ 				RelativePath=".\qlo\vo_capletvolstructure.cpp"
+ 				>
+ 			</File>
+ 			<File
+ 				RelativePath=".\qlo\vo_capletvolstructure.hpp"
+ 				>
+ 			</File>
+ 			<File
  				RelativePath="qlo\vo_couponvectors.cpp"
  				>
***************
*** 754,757 ****
--- 762,773 ----
  			>
  			<File
+ 				RelativePath=".\qlo\capletvolstructure.cpp"
+ 				>
+ 			</File>
+ 			<File
+ 				RelativePath=".\qlo\capletvolstructure.hpp"
+ 				>
+ 			</File>
+ 			<File
  				RelativePath=".\qlo\swaptionvolstructure.cpp"
  				>

[QuantLibAddin-cvs] QuantLibAddin/qlo termstructures.cpp, 1.11, 1.12 termstructures.hpp, 1.7, 1.8

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26457/qlo

Modified Files:
	termstructures.cpp termstructures.hpp 
Log Message:
exported ImpliedTermStructure

Index: termstructures.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.hpp,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** termstructures.hpp	20 Jun 2006 09:18:49 -0000	1.7
--- termstructures.hpp	27 Jun 2006 09:54:19 -0000	1.8
***************
*** 76,79 ****
--- 76,86 ----
      };
  
+     class ImpliedTermStructure : public YieldTermStructure {
+       public:
+         ImpliedTermStructure(
+             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
+             const QuantLib::Date& referenceDate);
+     };
+ 
  }
  

Index: termstructures.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/termstructures.cpp,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** termstructures.cpp	20 Jun 2006 09:44:18 -0000	1.11
--- termstructures.cpp	27 Jun 2006 09:54:19 -0000	1.12
***************
*** 31,34 ****
--- 31,35 ----
  #include <ql/TermStructures/discountcurve.hpp>
  #include <ql/TermStructures/forwardcurve.hpp>
+ #include <ql/TermStructures/impliedtermstructure.hpp>
  
  namespace QuantLibAddin {
***************
*** 123,125 ****
--- 124,135 ----
      }
  
+ 
+     ImpliedTermStructure::ImpliedTermStructure(
+             const QuantLib::Handle<QuantLib::YieldTermStructure>& hYTS,
+             const QuantLib::Date& referenceDate)
+     {
+         libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
+             new QuantLib::ImpliedTermStructure(hYTS, referenceDate));
+     }
+ 
  }

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata termstructures.xml, 1.15, 1.16

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26457/gensrc/metadata

Modified Files:
	termstructures.xml 
Log Message:
exported ImpliedTermStructure

Index: termstructures.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** termstructures.xml	26 Jun 2006 21:31:03 -0000	1.15
--- termstructures.xml	27 Jun 2006 09:54:19 -0000	1.16
***************
*** 436,439 ****
--- 436,458 ----
      </Constructor>
  
+     <Constructor name='qlImpliedTermStructure'>
+       <libraryFunction>ImpliedTermStructure</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
+             <type>string</type>
+             <tensorRank>scalar</tensorRank>
+             <description>Base YieldTermStructure to be shifted in time</description>
+           </Parameter>
+           <Parameter name='referenceDate' libraryType='QuantLib::Date'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>the reference date the base YieldTermStructure should be shifted to</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+     </Constructor>
+ 
    </Functions>
  </Category>

[QuantLibAddin-cvs] QuantLibAddin/gensrc gensrc_vc8.vcproj, 1.12, 1.13

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26457/gensrc

Modified Files:
	gensrc_vc8.vcproj 
Log Message:
exported ImpliedTermStructure

Index: gensrc_vc8.vcproj
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/gensrc_vc8.vcproj,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** gensrc_vc8.vcproj	22 Jun 2006 10:18:48 -0000	1.12
--- gensrc_vc8.vcproj	27 Jun 2006 09:54:19 -0000	1.13
***************
*** 68,71 ****
--- 68,75 ----
  			</File>
  			<File
+ 				RelativePath=".\metadata\capletvolstructure.xml"
+ 				>
+ 			</File>
+ 			<File
  				RelativePath="metadata\couponvectors.xml"
  				>

[QuantLibAddin-cvs] QuantLibAddin/qlo interpolation.cpp, 1.10, 1.11 interpolation.hpp, 1.13, 1.14

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26014/qlo

Modified Files:
	interpolation.cpp interpolation.hpp 
Log Message:
enum LinearInterpolationType {
        Linear,
        BackwardFlat,
        ForwardFlat
    };

Index: interpolation.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.hpp,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** interpolation.hpp	23 Jun 2006 17:15:31 -0000	1.13
--- interpolation.hpp	27 Jun 2006 09:53:43 -0000	1.14
***************
*** 27,33 ****
  
      enum LinearInterpolationType {
!         LinearType,
!         BackwardFlatType,
!         ForwardFlatType
      };
  
--- 27,33 ----
  
      enum LinearInterpolationType {
!         Linear,
!         BackwardFlat,
!         ForwardFlat
      };
  

Index: interpolation.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/interpolation.cpp,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** interpolation.cpp	23 Jun 2006 17:16:26 -0000	1.10
--- interpolation.cpp	27 Jun 2006 09:53:43 -0000	1.11
***************
*** 37,41 ****
  
          switch (t) {
!           case LinearType:
              libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
                  new QuantLib::LinearInterpolation(x_.begin(),
--- 37,41 ----
  
          switch (t) {
!           case Linear:
              libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
                  new QuantLib::LinearInterpolation(x_.begin(),
***************
*** 43,47 ****
                                                    y_.begin()));
              break;
!           case BackwardFlatType:
              libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
                  new QuantLib::BackwardFlatInterpolation(x_.begin(),
--- 43,47 ----
                                                    y_.begin()));
              break;
!           case BackwardFlat:
              libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
                  new QuantLib::BackwardFlatInterpolation(x_.begin(),
***************
*** 49,53 ****
                                                          y_.begin()));
              break;
!           case ForwardFlatType:
              libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
                  new QuantLib::ForwardFlatInterpolation(x_.begin(),
--- 49,53 ----
                                                          y_.begin()));
              break;
!           case ForwardFlat:
              libraryObject_ = boost::shared_ptr<QuantLib::Extrapolator>(
                  new QuantLib::ForwardFlatInterpolation(x_.begin(),

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumerations.xml, 1.8, 1.9

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26014/gensrc/metadata

Modified Files:
	enumerations.xml 
Log Message:
enum LinearInterpolationType {
        Linear,
        BackwardFlat,
        ForwardFlat
    };

Index: enumerations.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumerations.xml,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** enumerations.xml	23 Jun 2006 17:18:14 -0000	1.8
--- enumerations.xml	27 Jun 2006 09:53:43 -0000	1.9
***************
*** 63,76 ****
        <EnumerationDefinitions>
          <EnumerationDefinition>
!           <string>LinearType</string>
!           <value>QuantLibAddin::LinearType</value>
          </EnumerationDefinition>
          <EnumerationDefinition>
!           <string>BackwardFlatType</string>
!           <value>QuantLibAddin::BackwardFlatType</value>
          </EnumerationDefinition>
          <EnumerationDefinition>
!           <string>ForwardFlatType</string>
!           <value>QuantLibAddin::ForwardFlatType</value>
          </EnumerationDefinition>
        </EnumerationDefinitions>
--- 63,76 ----
        <EnumerationDefinitions>
          <EnumerationDefinition>
!           <string>Linear</string>
!           <value>QuantLibAddin::Linear</value>
          </EnumerationDefinition>
          <EnumerationDefinition>
!           <string>BackwardFlat</string>
!           <value>QuantLibAddin::BackwardFlat</value>
          </EnumerationDefinition>
          <EnumerationDefinition>
!           <string>ForwardFlat</string>
!           <value>QuantLibAddin::ForwardFlat</value>
          </EnumerationDefinition>
        </EnumerationDefinitions>

[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata capletvolstructure.xml, 1.1, 1.2

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28090/gensrc/metadata

Modified Files:
	capletvolstructure.xml 
Log Message:
1) exported capletvolstructure
2) refactored cap floor

Index: capletvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** capletvolstructure.xml	26 Jun 2006 21:35:25 -0000	1.1
--- capletvolstructure.xml	26 Jun 2006 22:05:48 -0000	1.2
***************
*** 126,139 ****
        <ParameterList>
          <Parameters>
-           <Parameter name='nDays' default='0'>
-             <type>long</type>
-             <tensorRank>scalar</tensorRank>
-             <description>number of days to advance from EvaluationDate (usually zero or two): it fixes the date from which expiry time is calculated</description>
-           </Parameter>
-           <Parameter name='calendar' enumeration='QuantLib::Calendar'>
-             <type>string</type>
-             <tensorRank>scalar</tensorRank>
-             <description>holiday calendar (e.g. TARGET) to advance from global EvaluationDate</description>
-           </Parameter>
            <Parameter name='volatility'>
              <type>double</type>
--- 126,129 ----

[QuantLibAddin-cvs] QuantLibAddin todonando.txt,1.21,1.22

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

Update of /cvsroot/quantlibaddin/QuantLibAddin
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28090

Modified Files:
	todonando.txt 
Log Message:
1) exported capletvolstructure
2) refactored cap floor

Index: todonando.txt
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/todonando.txt,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** todonando.txt	23 Jun 2006 18:29:09 -0000	1.21
--- todonando.txt	26 Jun 2006 22:05:47 -0000	1.22
***************
*** 19,24 ****
  - SWAP GRID
  - VANILLA SWAP signature
- - SWAP with fixedcouponstream
- - SWAPTION implied vol
  - why qlSwaptionVTSMatrix (not qlSwaptionVTSMatrix2) crash
  - export discount, loglinear selection
--- 19,22 ----
***************
*** 56,60 ****
  QuantLib
  - corregere OneAssetOption impliedVol
- - impliedVol per Swaption
  - spreaded swaption vol matrix
  - SWAP implement fair rate for floating/fixed rate vector
--- 54,57 ----