|
From: Katiuscia M. <kma...@us...> - 2006-08-29 12:07:27
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5612/gensrc/metadata Modified Files: swaptionvolstructure.xml Log Message: added new parameter (SwapSettlementDays) in the SwaptionVolatilityCube constructor Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.32 retrieving revision 1.33 diff -C2 -d -r1.32 -r1.33 *** swaptionvolstructure.xml 28 Aug 2006 10:05:24 -0000 1.32 --- swaptionvolstructure.xml 29 Aug 2006 12:07:18 -0000 1.33 *************** *** 410,413 **** --- 410,418 ---- <description>holiday calendar (e.g. TARGET)</description> </Parameter> + <Parameter name='swapSettlementDays'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>underlying swap settlement days (e.g. 2)</description> + </Parameter> <Parameter name='fixedLegFrequency' enumeration='QuantLib::Frequency'> <type>string</type> |
