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From: Eric E. <eri...@us...> - 2006-06-19 08:29:48
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24048/gensrc/metadata Modified Files: couponvectors.xml ratehelpers.xml Log Message: restore overwritten changes Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** couponvectors.xml 19 Jun 2006 08:10:00 -0000 1.6 --- couponvectors.xml 19 Jun 2006 08:29:45 -0000 1.7 *************** *** 62,65 **** --- 62,70 ---- <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> *************** *** 123,125 **** </Functions> </Category> - --- 128,129 ---- Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** ratehelpers.xml 19 Jun 2006 08:10:01 -0000 1.6 --- ratehelpers.xml 19 Jun 2006 08:29:45 -0000 1.7 *************** *** 292,295 **** --- 292,300 ---- <description>max number of futures to be included</description> </Parameter> + <Parameter name='frontContractRollingDays' 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> |
