Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3979/gensrc/metadata
Modified Files:
daycounter.xml vanillaswap.xml
Log Message:
VanillaSwap new signature
Index: daycounter.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/daycounter.xml,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** daycounter.xml 19 Jun 2006 08:10:00 -0000 1.3
--- daycounter.xml 27 Jun 2006 21:17:33 -0000 1.4
***************
*** 4,8 ****
<includes/>
<copyright>
! Copyright (C) 200? ??? ???
</copyright>
<Functions>
--- 4,8 ----
<includes/>
<copyright>
! Copyright (C) 2006 Ferdinando Ametrano
</copyright>
<Functions>
Index: vanillaswap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/vanillaswap.xml,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** vanillaswap.xml 26 Jun 2006 21:31:03 -0000 1.6
--- vanillaswap.xml 27 Jun 2006 21:17:33 -0000 1.7
***************
*** 19,31 ****
<ParameterList>
<Parameters>
! <Parameter name='StartDate' libraryType='QuantLib::Date'>
! <type>long</type>
! <tensorRank>scalar</tensorRank>
! <description>start date</description>
! </Parameter>
! <Parameter name='maturityDate' libraryType='QuantLib::Date'>
! <type>long</type>
<tensorRank>scalar</tensorRank>
! <description>maturity date</description>
</Parameter>
<Parameter name='Nominal'>
--- 19,26 ----
<ParameterList>
<Parameters>
! <Parameter name='PayFixed'>
! <type>bool</type>
<tensorRank>scalar</tensorRank>
! <description>TRUE if pay the fixed rate, FALSE to receive it</description>
</Parameter>
<Parameter name='Nominal'>
***************
*** 34,107 ****
<description>Notional Amount</description>
</Parameter>
! <Parameter name='PayFixed'>
! <type>bool</type>
<tensorRank>scalar</tensorRank>
! <description>pay or receive the fixed rate</description>
</Parameter>
! <Parameter name='FixRate'>
<type>double</type>
<tensorRank>scalar</tensorRank>
<description>the fixed rate</description>
</Parameter>
! <Parameter name='calendar' enumeration='QuantLib::Calendar'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>holiday calendar (e.g. TARGET)</description>
! </Parameter>
! <Parameter name='FixFrq' enumeration='QuantLib::Frequency'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>Fixed Leg Frequency</description>
! </Parameter>
! <Parameter name='FixBDayConvention' enumeration='QuantLib::BusinessDayConvention'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>Fixed Leg Business Day Convention</description>
! </Parameter>
! <Parameter name='FixDayCounter' enumeration='QuantLib::DayCounter'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>fixed leg day counter (e.g. Actual/360)</description>
</Parameter>
! <Parameter name='fixStartFromEnd'>
! <type>bool</type>
! <tensorRank>scalar</tensorRank>
! <description>build fixed leg schedule backwards (start from maturity)</description>
! </Parameter>
! <Parameter name='fixLongFinal'>
! <type>bool</type>
! <tensorRank>scalar</tensorRank>
! <description>fixed leg schedule long first/last period</description>
! </Parameter>
! <!--Parameter name='FltFrq'>
! <type>string</type>
! <tensorRank>scalar</tensorRank>
! <description>Floating Leg Frequency</description>
! </Parameter-->
! <Parameter name='FloatdayCounter' enumeration='QuantLib::DayCounter'>
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>floating day counter (e.g. Actual/360)</description>
</Parameter>
! <Parameter name='IndexID' libraryClass='Xibor'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>floating leg Index</description>
</Parameter>
! <Parameter name='fltStartFromEnd'>
! <type>bool</type>
! <tensorRank>scalar</tensorRank>
! <description>build floating leg schedule backwards (start from maturity)</description>
! </Parameter>
! <Parameter name='fltLongFinal'>
! <type>bool</type>
<tensorRank>scalar</tensorRank>
! <description>floating leg schedule long first/last period</description>
</Parameter>
! <Parameter name='FloatSpread'>
<type>double</type>
<tensorRank>scalar</tensorRank>
<description>Index Spread</description>
</Parameter>
<Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
<type>string</type>
--- 29,72 ----
<description>Notional Amount</description>
</Parameter>
! <Parameter name='fixedLegScheduleID' libraryClass='Schedule'>
! <type>string</type>
<tensorRank>scalar</tensorRank>
! <description>fixed leg schedule</description>
</Parameter>
! <Parameter name='fixedRate'>
<type>double</type>
<tensorRank>scalar</tensorRank>
<description>the fixed rate</description>
</Parameter>
! <Parameter name='fixedLegDayCounter' enumeration='QuantLib::DayCounter'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>fixed leg day counter (e.g. Actual/360)</description>
</Parameter>
! <Parameter name='floatingLegScheduleID' libraryClass='Schedule'>
<type>string</type>
<tensorRank>scalar</tensorRank>
! <description>floating leg schedule</description>
</Parameter>
! <Parameter name='indexID' libraryClass='Xibor'>
<type>string</type>
<tensorRank>scalar</tensorRank>
<description>floating leg Index</description>
</Parameter>
! <Parameter name='fixingDays'>
! <type>long</type>
<tensorRank>scalar</tensorRank>
! <description>index fixing days (e.g. 2)</description>
</Parameter>
! <Parameter name='floatingLegSpread'>
<type>double</type>
<tensorRank>scalar</tensorRank>
<description>Index Spread</description>
</Parameter>
+ <Parameter name='floatingLegDayCounter' enumeration='QuantLib::DayCounter'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ <description>floating day counter (e.g. Actual/360)</description>
+ </Parameter>
<Parameter name='termStructureID' libraryClass='YieldTermStructure' ql_handle='true'>
<type>string</type>
|