Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4611/gensrc/metadata
Modified Files:
enumerations.xml swaption.xml
Log Message:
refactored swaption
Index: enumerations.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumerations.xml,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** enumerations.xml 28 Jun 2006 11:16:51 -0000 1.11
--- enumerations.xml 28 Jun 2006 11:46:13 -0000 1.12
***************
*** 428,441 ****
<Enumeration>
! <type>QuantLib::Swaption::Type</type>
<constructor>true</constructor>
<EnumerationDefinitions>
<EnumerationDefinition>
! <string>CashSettlement</string>
! <value>QuantLib::Swaption::CashSettlement</value>
</EnumerationDefinition>
<EnumerationDefinition>
! <string>PhisicalSettlement</string>
! <value>QuantLib::Swaption::PhysicalSettlement</value>
</EnumerationDefinition>
</EnumerationDefinitions>
--- 428,441 ----
<Enumeration>
! <type>QuantLib::Swaption::SettlementType</type>
<constructor>true</constructor>
<EnumerationDefinitions>
<EnumerationDefinition>
! <string>Cash</string>
! <value>QuantLib::Swaption::Cash</value>
</EnumerationDefinition>
<EnumerationDefinition>
! <string>Phisical</string>
! <value>QuantLib::Swaption::Physical</value>
</EnumerationDefinition>
</EnumerationDefinitions>
Index: swaption.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaption.xml,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** swaption.xml 26 Jun 2006 21:31:03 -0000 1.5
--- swaption.xml 28 Jun 2006 11:46:13 -0000 1.6
***************
*** 42,45 ****
--- 42,50 ----
<description>Black swaption pricing engine</description>
</Parameter>
+ <Parameter name='settlementType' enumeration='QuantLib::Swaption::Type'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ <description>settlement type (PhysicalSettlement, CashSettlement)</description>
+ </Parameter>
</Parameters>
</ParameterList>
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