Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv30446/gensrc/metadata
Modified Files:
index.xml
Log Message:
exported to Excel a number of Xibor methods (tenor, dayCounter, calendar, frequency, ...)
Index: index.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** index.xml 14 Jul 2006 10:20:32 -0000 1.7
--- index.xml 18 Jul 2006 18:49:57 -0000 1.8
***************
*** 26,30 ****
</ReturnValue>
</Member>
!
<Member name='qlIndexFixing' libraryClass='Index' loopParameter='fixingDate'>
<description>retrive the fixing for the given Index object</description>
--- 26,30 ----
</ReturnValue>
</Member>
!
<Member name='qlIndexFixing' libraryClass='Index' loopParameter='fixingDate'>
<description>retrive the fixing for the given Index object</description>
***************
*** 172,175 ****
--- 172,295 ----
</Constructor>
+ <Member name='qlIndexFamilyName' libraryClass='Xibor'>
+ <description>retrieve the family name for the given Index (e.g. EURIBOR6m)</description>
+ <libraryFunction>familyName</libraryFunction>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ </ReturnValue>
+ </Member>
+
+ <Member name='qlIndexTenor' libraryClass='Xibor'>
+ <description>retrieve the tenor for the given Index (e.g. 6m)</description>
+ <libraryFunction>tenor</libraryFunction>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue enumeration='QuantLib::Period'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ </ReturnValue>
+ </Member>
+
+ <Member name='qlIndexFrequency' libraryClass='Xibor'>
+ <description>retrieve the frequency for the given Index (e.g. annual)</description>
+ <libraryFunction>frequency</libraryFunction>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue enumeration='QuantLib::Frequency'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ </ReturnValue>
+ </Member>
+
+ <Member name='qlIndexSettlementDays' libraryClass='Xibor'>
+ <description>retrieve the settlement days for the given Index (e.g. 2)</description>
+ <libraryFunction>settlementDays</libraryFunction>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue>
+ <type>long</type>
+ <tensorRank>scalar</tensorRank>
+ </ReturnValue>
+ </Member>
+
+ <Member name='qlIndexCurrency' libraryClass='Xibor'>
+ <description>retrieve the currency for the given Index (e.g. EUR)</description>
+ <libraryFunction>currency</libraryFunction>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue enumeration='QuantLib::Currency'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ </ReturnValue>
+ </Member>
+
+ <Member name='qlIndexCalendar' libraryClass='Xibor'>
+ <description>retrieve the calendar for the given Index (e.g. TARGET)</description>
+ <libraryFunction>calendar</libraryFunction>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue libraryType='QuantLib::Calendar'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ </ReturnValue>
+ </Member>
+
+ <Member name='qlIndexIsAdjusted' libraryClass='Xibor'>
+ <description>returns TRUE if business day convention is of type adjusted and FALSE otherwise.</description>
+ <libraryFunction>isAdjusted</libraryFunction>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue>
+ <type>bool</type>
+ <tensorRank>scalar</tensorRank>
+ </ReturnValue>
+ </Member>
+
+ <Member name='qlIndexBusinessDayConv' libraryClass='Xibor'>
+ <description>retrieve the business day convention for the given Index (e.g. Modified Following)</description>
+ <libraryFunction>businessDayConvention</libraryFunction>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue enumeration='QuantLib::BusinessDayConvention'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ </ReturnValue>
+ </Member>
+
+ <Member name='qlIndexDayCounter' libraryClass='Xibor'>
+ <description>retrieve the day count fraction for the given Index (e.g. Actual/360)</description>
+ <libraryFunction>dayCounter</libraryFunction>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue libraryType='QuantLib::DayCounter'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ </ReturnValue>
+ </Member>
+
+ <!--<Member name='qlIndexTermStructure' libraryClass='Xibor'>
+ <description>retrieve the term structure for the given Index (e.g. EURYC)</description>
+ <libraryFunction>termStructure</libraryFunction>
+ <ParameterList>
+ <Parameters/>
+ </ParameterList>
+ <ReturnValue>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ </ReturnValue>
+ </Member>-->
+
<Procedure name='qlSetEuriborTermStructure'>
<description>set the yield term structure which is linked to by the handle shared by all enumerated Euribor objects</description>
***************
*** 189,193 ****
</ReturnValue>
</Procedure>
!
</Functions>
</Category>
--- 309,313 ----
</ReturnValue>
</Procedure>
!
</Functions>
</Category>
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