Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19279/gensrc/metadata
Modified Files:
bonds.xml
Log Message:
FloatingCouponBond exported
Index: bonds.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** bonds.xml 14 Jun 2006 18:34:31 -0000 1.1
--- bonds.xml 14 Jun 2006 19:27:11 -0000 1.2
***************
*** 205,208 ****
--- 205,257 ----
</Member>
+ <Constructor name='qlZeroCouponBond'>
+ <libraryFunction>ZeroCouponBond</libraryFunction>
+ <functionCategory>QuantLib</functionCategory>
+ <ParameterList>
+ <Parameters>
+ <Parameter name='issueDate' libraryType='QuantLib::Date'>
+ <type>long</type>
+ <tensorRank>scalar</tensorRank>
+ <description>issue date</description>
+ </Parameter>
+ <Parameter name='maturityDate' libraryType='QuantLib::Date'>
+ <type>long</type>
+ <tensorRank>scalar</tensorRank>
+ <description>maturity date</description>
+ </Parameter>
+ <Parameter name='settlementDays'>
+ <type>long</type>
+ <tensorRank>scalar</tensorRank>
+ <description>settlement days</description>
+ </Parameter>
+ <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ <description>day counter (e.g. Actual365Fixed)</description>
+ </Parameter>
+ <Parameter name='calendar' enumeration='QuantLib::Calendar'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ <description>holiday calendar (e.g. TARGET)</description>
+ </Parameter>
+ <Parameter name='businessDayConvention' enumeration='QuantLib::BusinessDayConvention'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ <description>BusinessDayConvention</description>
+ </Parameter>
+ <Parameter name='redemption'>
+ <type>double</type>
+ <tensorRank>scalar</tensorRank>
+ <description>redemption</description>
+ </Parameter>
+ <Parameter name='termStructureID' libraryClass='YieldTermStructure'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ <description>discounting term structure</description>
+ </Parameter>
+ </Parameters>
+ </ParameterList>
+ </Constructor>
+
<Constructor name='qlFixedCouponBond'>
<libraryFunction>FixedCouponBond</libraryFunction>
***************
*** 284,289 ****
</Constructor>
! <Constructor name='qlZeroCouponBond'>
! <libraryFunction>ZeroCouponBond</libraryFunction>
<functionCategory>QuantLib</functionCategory>
<ParameterList>
--- 333,338 ----
</Constructor>
! <Constructor name='qlFloatingCouponBond'>
! <libraryFunction>FloatingCouponBond</libraryFunction>
<functionCategory>QuantLib</functionCategory>
<ParameterList>
***************
*** 294,297 ****
--- 343,351 ----
<description>issue date</description>
</Parameter>
+ <Parameter name='firstCouponDate' libraryType='QuantLib::Date'>
+ <type>long</type>
+ <tensorRank>scalar</tensorRank>
+ <description>first coupon date</description>
+ </Parameter>
<Parameter name='maturityDate' libraryType='QuantLib::Date'>
<type>long</type>
***************
*** 304,311 ****
<description>settlement days</description>
</Parameter>
! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>day counter (e.g. Actual365Fixed)</description>
</Parameter>
<Parameter name='calendar' enumeration='QuantLib::Calendar'>
--- 358,380 ----
<description>settlement days</description>
</Parameter>
! <Parameter name='indexID' libraryClass='Xibor'>
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>Floating rate index</description>
! </Parameter>
! <Parameter name='fixingDays'>
! <type>long</type>
! <tensorRank>scalar</tensorRank>
! <description>fixing days (e.g. 2)</description>
! </Parameter>
! <Parameter name='spreads' default='0'>
! <type>double</type>
! <tensorRank>vector</tensorRank>
! <description>floating rate spreads</description>
! </Parameter>
! <Parameter name='frequency' enumeration='QuantLib::Frequency'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>frequency ID</description>
</Parameter>
<Parameter name='calendar' enumeration='QuantLib::Calendar'>
***************
*** 314,326 ****
<description>holiday calendar (e.g. TARGET)</description>
</Parameter>
! <Parameter name='businessDayConvention' enumeration='QuantLib::BusinessDayConvention'>
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>BusinessDayConvention</description>
</Parameter>
! <Parameter name='redemption'>
<type>double</type>
<tensorRank>scalar</tensorRank>
! <description>redemption</description>
</Parameter>
<Parameter name='termStructureID' libraryClass='YieldTermStructure'>
--- 383,405 ----
<description>holiday calendar (e.g. TARGET)</description>
</Parameter>
! <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>day counter (e.g. Actual365Fixed)</description>
</Parameter>
! <Parameter name='accrualBusinessDayConvention' enumeration='QuantLib::BusinessDayConvention'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>Accrual Business Day Convention (e.g. ModifiedFollowing)</description>
! </Parameter>
! <Parameter name='paymentBusinessDayConvention' enumeration='QuantLib::BusinessDayConvention'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>Payment Business Day Convention (e.g. ModifiedFollowing)</description>
! </Parameter>
! <Parameter name='Redemption'>
<type>double</type>
<tensorRank>scalar</tensorRank>
! <description>Redemption</description>
</Parameter>
<Parameter name='termStructureID' libraryClass='YieldTermStructure'>
***************
*** 329,332 ****
--- 408,421 ----
<description>discounting term structure</description>
</Parameter>
+ <Parameter name='stubDate' libraryType='QuantLib::Date' default='0'>
+ <type>long</type>
+ <tensorRank>scalar</tensorRank>
+ <description>stub date</description>
+ </Parameter>
+ <Parameter name='startFromEnd'>
+ <type>bool</type>
+ <tensorRank>scalar</tensorRank>
+ <description>build schedule backwards (start from maturity)</description>
+ </Parameter>
</Parameters>
</ParameterList>
|