[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata couponvectors.xml, 1.12, 1.13
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From: Giorgio F. <gi...@us...> - 2006-07-28 21:18:59
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10488/gensrc/metadata Modified Files: couponvectors.xml Log Message: exported CMSCouponVector Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** couponvectors.xml 19 Jul 2006 16:39:46 -0000 1.12 --- couponvectors.xml 28 Jul 2006 16:08:35 -0000 1.13 *************** *** 80,83 **** --- 80,151 ---- </Constructor> + <Constructor name='qlCMSCouponVector'> + <libraryFunction>CMSCouponVector</libraryFunction> + <ParameterList> + <Parameters> + <Parameter name='scheduleID' libraryClass='Schedule'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>schedule</description> + </Parameter> + <Parameter name='paymentAdjustment' enumeration='QuantLib::BusinessDayConvention'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>payment adjustment</description> + </Parameter> + <Parameter name='nominals'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>coupon nominals</description> + </Parameter> + <Parameter name='indexID' libraryClass='SwapRate'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>underlying swap index</description> + </Parameter> + <Parameter name='fixingDays'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>fixingDays</description> + </Parameter> + <Parameter name='dayCountID' enumeration='QuantLib::DayCounter'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>day counter</description> + </Parameter> + <Parameter name='spreads'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>spreads</description> + </Parameter> + <Parameter name='gearings'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>gearings</description> + </Parameter> + <Parameter name='caps'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>caps</description> + </Parameter> + <Parameter name='floors'> + <type>double</type> + <tensorRank>vector</tensorRank> + <description>floors</description> + </Parameter> + <Parameter name='volatility' libToHandle='SwaptionVolatilityStructure'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>Swaption Volatility Structure</description> + </Parameter> + <Parameter name='typeOfConvexityAdjustment' enumeration='QuantLib::ConvexityAdjustmentPricer::Type'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>type Of Convexity Adjustment</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> + <Member name='qlGetLeg' objectClass='CouponVector' dependencyTrigger='true'> <description>return coupon details</description> |