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From: Katiuscia M. <kma...@us...> - 2006-07-10 18:10:34
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20572/gensrc/metadata Modified Files: forwardrateagreement.xml Log Message: in synch with QuantLib 0.3.13 Index: forwardrateagreement.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** forwardrateagreement.xml 4 Jul 2006 10:06:52 -0000 1.8 --- forwardrateagreement.xml 10 Jul 2006 18:10:30 -0000 1.9 *************** *** 8,11 **** --- 8,12 ---- <Functions> + <Constructor name='qlFRA'> <libraryFunction>ForwardRateAgreement</libraryFunction> *************** *** 38,110 **** <description>Notional Amount</description> </Parameter> - <Parameter name='settlementDays'> - <type>long</type> - <tensorRank>scalar</tensorRank> - <description>settlement days</description> - </Parameter> - <Parameter name='dayCount' enumeration='QuantLib::DayCounter'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>day counter (e.g. Actual360)</description> - </Parameter> - <Parameter name='calendar' enumeration='QuantLib::Calendar'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>holiday calendar (e.g. TARGET)</description> - </Parameter> - <Parameter name='businessDayConvention' enumeration='QuantLib::BusinessDayConvention'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>Business Day Convention</description> - </Parameter> - <Parameter name='termStructureID' libraryClass='YieldTermStructure' libToHandle='true'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>discounting term structure</description> - </Parameter> - <Parameter name='compounding' enumeration='QuantLib::Compounding'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> - </Parameter> - <Parameter name='frequency' enumeration='QuantLib::Frequency'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>Frequency</description> - </Parameter> - </Parameters> - </ParameterList> - </Constructor> - - <Constructor name='qlFRA2'> - <libraryFunction>ForwardRateAgreement</libraryFunction> - <functionCategory>QuantLib</functionCategory> - <ParameterList> - <Parameters> - <Parameter name='valueDate' libraryType='QuantLib::Date'> - <type>long</type> - <tensorRank>scalar</tensorRank> - <description>value date</description> - </Parameter> - <Parameter name='maturityDate' libraryType='QuantLib::Date'> - <type>long</type> - <tensorRank>scalar</tensorRank> - <description>maturity date</description> - </Parameter> - <Parameter name='position' enumeration='QuantLib::Position::Type'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>instrument position (Long for a purchase, Short for a sale)</description> - </Parameter> - <Parameter name='strike'> - <type>double</type> - <tensorRank>scalar</tensorRank> - <description>strike rate</description> - </Parameter> - <Parameter name='notional'> - <type>double</type> - <tensorRank>scalar</tensorRank> - <description>Notional Amount</description> - </Parameter> <Parameter name="indexID" libraryClass='Xibor'> <type>string</type> --- 39,42 ---- *************** *** 117,125 **** <description>discounting term structure</description> </Parameter> - <Parameter name='compounding' enumeration='QuantLib::Compounding'> - <type>string</type> - <tensorRank>scalar</tensorRank> - <description>Interest rate coumpounding rule (Simple:1+rt, Compounded:(1+r)^t, Continuous:e^{rt})</description> - </Parameter> </Parameters> </ParameterList> --- 49,52 ---- |
