Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13494/gensrc/metadata
Modified Files:
couponvectors.xml enumtypes.xml
Log Message:
new CMSCoupon/Conundrum interface (added Model of Yield Curve)
Index: enumtypes.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumtypes.xml,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** enumtypes.xml 3 Aug 2006 15:39:55 -0000 1.11
--- enumtypes.xml 7 Aug 2006 10:33:09 -0000 1.12
***************
*** 909,912 ****
--- 909,935 ----
</Enumeration>
+ <Enumeration>
+ <type>QuantLib::GFunctionFactory::ModelOfYieldCurve</type>
+ <constructor>true</constructor>
+ <EnumerationDefinitions>
+ <EnumerationDefinition>
+ <string>standard</string>
+ <value>QuantLib::GFunctionFactory::standard</value>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>exactYield</string>
+ <value>QuantLib::GFunctionFactory::exactYield</value>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>parallelShifts</string>
+ <value>QuantLib::GFunctionFactory::parallelShifts</value>
+ </EnumerationDefinition>
+ <EnumerationDefinition>
+ <string>nonParallelShifts</string>
+ <value>QuantLib::GFunctionFactory::nonParallelShifts</value>
+ </EnumerationDefinition>
+ </EnumerationDefinitions>
+ </Enumeration>
+
</Enumerations>
Index: couponvectors.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** couponvectors.xml 3 Aug 2006 15:39:55 -0000 1.20
--- couponvectors.xml 7 Aug 2006 10:33:09 -0000 1.21
***************
*** 144,147 ****
--- 144,152 ----
<description>floors</description>
</Parameter>
+ <Parameter name='meanReversions'>
+ <type>double</type>
+ <tensorRank>vector</tensorRank>
+ <description>mean reversions</description>
+ </Parameter>
<Parameter name='volatility' libToHandle='SwaptionVolatilityStructure'>
<type>string</type>
***************
*** 154,157 ****
--- 159,167 ----
<description>Vanilla CMS Coupon Pricer Type (e.g ConundrumByBlack, ConundrumByNumericalIntegration)</description>
</Parameter>
+ <Parameter name='modelOfYieldCurve' enumeration='QuantLib::GFunctionFactory::ModelOfYieldCurve'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ <description>model Of YieldCurve (e.g standard, exactYield, parallelShifts, nonParallelShifts)</description>
+ </Parameter>
</Parameters>
</ParameterList>
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