[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata termstructures.xml, 1.24, 1.25
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From: Ferdinando A. <na...@us...> - 2006-07-24 15:45:28
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv16039/gensrc/metadata Modified Files: termstructures.xml Log Message: exporting PiecewiseYield alternatives Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** termstructures.xml 19 Jul 2006 16:39:46 -0000 1.24 --- termstructures.xml 24 Jul 2006 15:45:24 -0000 1.25 *************** *** 11,16 **** <Functions> - - <Member name='qlTermStructureReferenceDate' libraryClass='TermStructure'> <description>Returns the reference date for the given TermStructure object</description> --- 11,14 ---- *************** *** 39,43 **** </Member> - <Member name='qlTermStructureMaxDate' libraryClass='TermStructure'> <description>Returns the max date for the given TermStructure object</description> --- 37,40 ---- *************** *** 66,71 **** </Member> - - <Member name='qlDiscount' libraryClass='YieldTermStructure' loopParameter='DfDates' dependencyTrigger='true'> <description>Returns a vector of discount factors corresponding to a vector of dates for a given yield term structure</description> --- 63,66 ---- *************** *** 289,292 **** --- 284,297 ---- <description>day counter (e.g. Actual/360)</description> </Parameter> + <Parameter name='traitsID' default='"Discount"'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>Discount, ZeroRate, or ForwardRate</description> + </Parameter> + <Parameter name='interpolatorID' default='"LogLinear"'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>Linear, LogLinear, or Cubic</description> + </Parameter> </Parameters> </ParameterList> |