Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31168/gensrc/metadata
Modified Files:
enumclasses.xml index.xml
Log Message:
Index: index.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** index.xml 21 Jul 2006 17:48:36 -0000 1.15
--- index.xml 21 Jul 2006 18:19:17 -0000 1.16
***************
*** 26,30 ****
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member>
<Member name='qlIndexFixing' libraryClass='Index' loopParameter='fixingDate'>
--- 26,30 ----
<tensorRank>scalar</tensorRank>
</ReturnValue>
! </Member>
<Member name='qlIndexFixing' libraryClass='Index' loopParameter='fixingDate'>
***************
*** 309,327 ****
<description>swap's underlying index</description>
</Parameter>
- <Parameter name='indexFixingDays'>
- <type>long</type>
- <tensorRank>scalar</tensorRank>
- <description>fixing days of the index underlying the swap (e.g. 2)</description>
- </Parameter>
- <Parameter name='floatingLegFrequency' enumeration='QuantLib::Frequency'>
- <type>string</type>
- <tensorRank>scalar</tensorRank>
- <description>frequency of the underlying swap's floating leg (e.g. semiannual)</description>
- </Parameter>
- <Parameter name='floatingLegBDC' enumeration='QuantLib::BusinessDayConvention'>
- <type>string</type>
- <tensorRank>scalar</tensorRank>
- <description>business day convention of the underlying swap's floating leg (e.g. ModifiedFollowing)</description>
- </Parameter>
</Parameters>
</ParameterList>
--- 309,312 ----
Index: enumclasses.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumclasses.xml,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** enumclasses.xml 4 Jul 2006 08:42:51 -0000 1.3
--- enumclasses.xml 21 Jul 2006 18:19:17 -0000 1.4
***************
*** 298,301 ****
--- 298,382 ----
</Enumeration>
+ <Enumeration>
+ <type>QuantLib::EuriborSwapFixA</type>
+ <EnumerationDefinitions>
+ <EnumerationDefinition>
+ <string>EuriborSwapFixA1Y</string>
+ <value>EURIBORSWAPFIXA_1Y</value>
+ <libraryClass>QuantLib::EuriborSwapFixA1Y</libraryClass>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>EuriborSwapFixA2Y</string>
+ <value>EURIBORSWAPFIXA_2Y</value>
+ <libraryClass>QuantLib::EuriborSwapFixA2Y</libraryClass>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>EuriborSwapFixA3Y</string>
+ <value>EURIBORSWAPFIXA_3Y</value>
+ <libraryClass>QuantLib::EuriborSwapFixA3Y</libraryClass>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>EuriborSwapFixA4Y</string>
+ <value>EURIBORSWAPFIXA_4Y</value>
+ <libraryClass>QuantLib::EuriborSwapFixA4Y</libraryClass>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>EuriborSwapFixA5Y</string>
+ <value>EURIBORSWAPFIXA_5Y</value>
+ <libraryClass>QuantLib::EuriborSwapFixA5Y</libraryClass>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>EuriborSwapFixA6Y</string>
+ <value>EURIBORSWAPFIXA_6Y</value>
+ <libraryClass>QuantLib::EuriborSwapFixA6Y</libraryClass>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>EuriborSwapFixA7Y</string>
+ <value>EURIBORSWAPFIXA_7Y</value>
+ <libraryClass>QuantLib::EuriborSwapFixA7Y</libraryClass>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>EuriborSwapFixA8Y</string>
+ <value>EURIBORSWAPFIXA_8Y</value>
+ <libraryClass>QuantLib::EuriborSwapFixA8Y</libraryClass>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>EuriborSwapFixA9Y</string>
+ <value>EURIBORSWAPFIXA_9Y</value>
+ <libraryClass>QuantLib::EuriborSwapFixA9Y</libraryClass>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>EuriborSwapFixA10Y</string>
+ <value>EURIBORSWAPFIXA_10Y</value>
+ <libraryClass>QuantLib::EuriborSwapFixA10Y</libraryClass>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>EuriborSwapFixA12Y</string>
+ <value>EURIBORSWAPFIXA_12Y</value>
+ <libraryClass>QuantLib::EuriborSwapFixA12Y</libraryClass>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>EuriborSwapFixA15Y</string>
+ <value>EURIBORSWAPFIXA_15Y</value>
+ <libraryClass>QuantLib::EuriborSwapFixA15Y</libraryClass>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>EuriborSwapFixA20Y</string>
+ <value>EURIBORSWAPFIXA_20Y</value>
+ <libraryClass>QuantLib::EuriborSwapFixA20Y</libraryClass>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>EuriborSwapFixA25Y</string>
+ <value>EURIBORSWAPFIXA_25Y</value>
+ <libraryClass>QuantLib::EuriborSwapFixA25Y</libraryClass>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>EuriborSwapFixA30Y</string>
+ <value>EURIBORSWAPFIXA_30Y</value>
+ <libraryClass>QuantLib::EuriborSwapFixA30Y</libraryClass>
+ </EnumerationDefinition>
+ </EnumerationDefinitions>
+ </Enumeration>
+
</Enumerations>
</root>
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