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From: Ferdinando A. <na...@us...> - 2006-06-18 19:47:17
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5289/gensrc/metadata Modified Files: bonds.xml couponvectors.xml Log Message: introduced gearing (i.e. the multiplicative coefficients of the floating rate index) in floating rate coupons, coupon vectors, bonds, etc Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** couponvectors.xml 16 Jun 2006 17:37:16 -0000 1.4 --- couponvectors.xml 18 Jun 2006 19:47:14 -0000 1.5 *************** *** 58,61 **** --- 58,66 ---- <description>coupon nominals</description> </Parameter> + <Parameter name='gearings' default='0'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>floating rate gearings (i.e. the multiplicative coefficients of the floating rate index)</description> + </Parameter> <Parameter name='indexID' libraryClass='Xibor'> <type>string</type> *************** *** 119,121 **** </Functions> </Category> - --- 124,125 ---- Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** bonds.xml 18 Jun 2006 13:42:03 -0000 1.6 --- bonds.xml 18 Jun 2006 19:47:14 -0000 1.7 *************** *** 388,391 **** --- 388,396 ---- <description>fixing days (e.g. 2)</description> </Parameter> + <Parameter name='gearings' default='0'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>floating rate gearings (i.e. the multiplicative coefficients of the floating rate index)</description> + </Parameter> <Parameter name='spreads' default='0'> <type>double</type> |
