[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata termstructures.xml, 1.27, 1.28
Brought to you by:
ericehlers,
nando
Menu
▾
▴
[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata termstructures.xml, 1.27, 1.28
|
From: Ferdinando A. <na...@us...> - 2006-08-02 19:16:16
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25540/gensrc/metadata Modified Files: termstructures.xml Log Message: exporting FlatForward Index: termstructures.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/termstructures.xml,v retrieving revision 1.27 retrieving revision 1.28 diff -C2 -d -r1.27 -r1.28 *** termstructures.xml 29 Jul 2006 15:32:32 -0000 1.27 --- termstructures.xml 2 Aug 2006 19:16:12 -0000 1.28 *************** *** 120,132 **** <description>result DayCounter</description> </Parameter> ! <Parameter name='compID' enumeration='QuantLib::Compounding'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>comp</description> </Parameter> ! <Parameter name='freqID' enumeration='QuantLib::Frequency' default='"Annual"'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>freq</description> </Parameter> <Parameter name='extrapolate' default='false'> --- 120,132 ---- <description>result DayCounter</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' default='"Annual"'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> </Parameter> <Parameter name='extrapolate' default='false'> *************** *** 161,173 **** <description>resultDayCounter</description> </Parameter> ! <Parameter name='compID' enumeration='QuantLib::Compounding'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>comp</description> </Parameter> ! <Parameter name='freqID' enumeration='QuantLib::Frequency' default='"Annual"'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>freq</description> </Parameter> <Parameter name='extrapolate' default='false'> --- 161,173 ---- <description>resultDayCounter</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' default='"Annual"'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> </Parameter> <Parameter name='extrapolate' default='false'> *************** *** 202,209 **** <description>start date</description> </Parameter> ! <Parameter name='freqID' enumeration='QuantLib::Frequency' default='"Annual"'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>freq (e.g. 6M, 10Y)</description> </Parameter> <Parameter name='extrapolate' default='false'> --- 202,209 ---- <description>start date</description> </Parameter> ! <Parameter name='frequency' enumeration='QuantLib::Frequency' default='"Annual"'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> </Parameter> <Parameter name='extrapolate' default='false'> *************** *** 406,409 **** --- 406,450 ---- </Constructor> + <Constructor name='qlFlatForward' dependencyTrigger='true'> + <libraryFunction>FlatForward</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + </supportedPlatforms> + <ParameterList> + <Parameters> + <Parameter name='nDays' default='0'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>number of days to advance from EvaluationDate (usually zero or two): it fixes the date at which the discount factor = 1.0</description> + </Parameter> + <Parameter name='calendar' enumeration='QuantLib::Calendar'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>holiday calendar (e.g. TARGET) to advance from global EvaluationDate</description> + </Parameter> + <Parameter name='rate'> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>the curve level</description> + </Parameter> + <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>day counter (e.g. Actual/360)</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' default='"Annual"'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>frequency (e.g. Annual, Semiannual, Every4Month, Quarterly, Bimonthly, Monthly)</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> + <Constructor name='qlForwardSpreadedTermStructure'> <libraryFunction>ForwardSpreadedTermStructure</libraryFunction> |
