[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata ratehelpers.xml, 1.3, 1.4

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14903

Modified Files:
	ratehelpers.xml 
Log Message:
added Futures front contract rolling days

Index: ratehelpers.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** ratehelpers.xml	18 Jun 2006 12:55:34 -0000	1.3
--- ratehelpers.xml	18 Jun 2006 18:54:07 -0000	1.4
***************
*** 286,289 ****
--- 286,294 ----
              <description>max number of futures to be included</description>
            </Parameter>
+           <Parameter name='rollFrontContractDays' default='0'>
+             <type>long</type>
+             <tensorRank>scalar</tensorRank>
+             <description>discard the front contract the given number of days in advance of its expiry (e.g zero implies the usage of the front contract during its expiry day)</description>
+           </Parameter>
            <Parameter name='trigger' ignore='true'>
              <type>any</type>