|
From: <be...@us...> - 2006-09-12 11:28:48
|
Revision: 163
http://svn.sourceforge.net/objectlabkit/?rev=163&view=rev
Author: benoitx
Date: 2006-09-12 04:28:37 -0700 (Tue, 12 Sep 2006)
Log Message:
-----------
Improved documentation for Tenor Handling!
Modified Paths:
--------------
trunk/src/site/tenor.xml
Added Paths:
-----------
trunk/src/site/1d.png
trunk/src/site/1m.png
trunk/src/site/1w.png
trunk/src/site/1y.png
trunk/src/site/2d.png
trunk/src/site/spot.png
Added: trunk/src/site/1d.png
===================================================================
(Binary files differ)
Property changes on: trunk/src/site/1d.png
___________________________________________________________________
Name: svn:mime-type
+ application/octet-stream
Added: trunk/src/site/1m.png
===================================================================
(Binary files differ)
Property changes on: trunk/src/site/1m.png
___________________________________________________________________
Name: svn:mime-type
+ application/octet-stream
Added: trunk/src/site/1w.png
===================================================================
(Binary files differ)
Property changes on: trunk/src/site/1w.png
___________________________________________________________________
Name: svn:mime-type
+ application/octet-stream
Added: trunk/src/site/1y.png
===================================================================
(Binary files differ)
Property changes on: trunk/src/site/1y.png
___________________________________________________________________
Name: svn:mime-type
+ application/octet-stream
Added: trunk/src/site/2d.png
===================================================================
(Binary files differ)
Property changes on: trunk/src/site/2d.png
___________________________________________________________________
Name: svn:mime-type
+ application/octet-stream
Added: trunk/src/site/spot.png
===================================================================
(Binary files differ)
Property changes on: trunk/src/site/spot.png
___________________________________________________________________
Name: svn:mime-type
+ application/octet-stream
Modified: trunk/src/site/tenor.xml
===================================================================
--- trunk/src/site/tenor.xml 2006-09-12 10:32:07 UTC (rev 162)
+++ trunk/src/site/tenor.xml 2006-09-12 11:28:37 UTC (rev 163)
@@ -11,8 +11,40 @@
<section name="Tenor Handling">
<subsection name="Spot">
+ <p>Example that shows the calculation of a Spot date with 2 different spotLags. SpotLag is typically 2 days but this may
+ vary by market and/or currencies.</p>
+ <img src="spot.png"/>
</subsection>
+ <subsection name="1D - 1 Day">
+ <p>Example of a 1D calculation, first of all it calculates the Spot Day (spotLag=2) and then adds 1 day to it</p>
+ <img src="1d.png"/>
+ </subsection>
+
+ <subsection name="2D - 2 Day">
+ <p>Example of a 2D calculation, first of all it calculates the Spot Day (spotLag=2) and then adds 2 days to it and it must
+ roll forward as the calculated date falls on a weekend.</p>
+ <img src="2d.png"/>
+ </subsection>
+
+ <subsection name="1W - 1 Week">
+ <p>Example of a 1W calculation, first of all it calculates the Spot Day (spotLag=2) and then adds 1 week to it and it must
+ roll forward as the calculated date falls on a holiday.</p>
+ <img src="1w.png"/>
+ </subsection>
+
+ <subsection name="1M - 1 Month">
+ <p>Example of a 1M calculation, first of all it calculates the Spot Day (spotLag=2) and then adds 1 month to it.
+ Notice that it falls on the last day of the month too.</p>
+ <img src="1m.png"/>
+ </subsection>
+
+ <subsection name="1Y - 1 Year">
+ <p>Example of a 1Y calculation, first of all it calculates the Spot Day (spotLag=2) and then adds 1 year to it.
+ Notice that it falls on a weekend and hence is moved forward (if HandlerHolidayType is 'forward').</p>
+ <img src="1y.png"/>
+ </subsection>
+
</section>
</body>
This was sent by the SourceForge.net collaborative development platform, the world's largest Open Source development site.
|