[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata xibor.xml,1.3,1.4
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From: Ferdinando A. <na...@us...> - 2006-06-01 12:52:32
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19350/gensrc/metadata Modified Files: xibor.xml Log Message: qlXiborFixing(const Date& fixingDate, bool forecastTodaysFixing = false) Index: xibor.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/xibor.xml,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** xibor.xml 31 May 2006 18:41:24 -0000 1.3 --- xibor.xml 1 Jun 2006 12:51:20 -0000 1.4 *************** *** 52,66 **** <type>string</type> <tensorRank>scalar</tensorRank> ! <description>handle of the Yield Curve used for forecasting</description> </Parameter> ! <Parameter name='dates' default='0'> ! <type>long</type> <tensorRank>vector</tensorRank> ! <description>dates</description> </Parameter> ! <Parameter name='fixings' default='0'> <type>double</type> <tensorRank>vector</tensorRank> ! <description>fixings</description> </Parameter> </Parameters> --- 52,66 ---- <type>string</type> <tensorRank>scalar</tensorRank> ! <description>Yield Curve used for forecasting</description> </Parameter> ! <Parameter name='dates' libraryType='QuantLib::Date'> ! <type>any</type> <tensorRank>vector</tensorRank> ! <description>fixing dates</description> </Parameter> ! <Parameter name='fixings'> <type>double</type> <tensorRank>vector</tensorRank> ! <description>fixing values</description> </Parameter> </Parameters> *************** *** 79,82 **** --- 79,87 ---- <description>fixing date(s)</description> </Parameter> + <Parameter name='forecastTodaysFixing' default='0'> + <type>bool</type> + <tensorRank>scalar</tensorRank> + <description>forecast today's fixing even if the actual fixing is already available</description> + </Parameter> </Parameters> </ParameterList> |