[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata capletvolstructure.xml, 1.1, 1.2
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From: Ferdinando A. <na...@us...> - 2006-06-26 22:05:53
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28090/gensrc/metadata Modified Files: capletvolstructure.xml Log Message: 1) exported capletvolstructure 2) refactored cap floor Index: capletvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** capletvolstructure.xml 26 Jun 2006 21:35:25 -0000 1.1 --- capletvolstructure.xml 26 Jun 2006 22:05:48 -0000 1.2 *************** *** 126,139 **** <ParameterList> <Parameters> - <Parameter name='nDays' default='0'> - <type>long</type> - <tensorRank>scalar</tensorRank> - <description>number of days to advance from EvaluationDate (usually zero or two): it fixes the date from which expiry time is calculated</description> - </Parameter> - <Parameter name='calendar' enumeration='QuantLib::Calendar'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>holiday calendar (e.g. TARGET) to advance from global EvaluationDate</description> - </Parameter> <Parameter name='volatility'> <type>double</type> --- 126,129 ---- |