[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumclasses.xml, 1.12, 1.13
Brought to you by:
ericehlers,
nando
Menu
▾
▴
[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumclasses.xml, 1.12, 1.13
|
From: Chiara F. <chi...@us...> - 2006-09-07 09:46:49
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2814/gensrc/metadata Modified Files: enumclasses.xml Log Message: new string added for Euribor (1w, 1m->1y) and for EurLibor (1w, 1m->1y) according to Murex Index Label Index: enumclasses.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumclasses.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** enumclasses.xml 6 Sep 2006 10:01:00 -0000 1.12 --- enumclasses.xml 7 Sep 2006 09:46:46 -0000 1.13 *************** *** 243,246 **** --- 243,251 ---- <libraryClass>QuantLib::EuriborSW</libraryClass> </EnumerationDefinition> + <EnumerationDefinition> + <string>EUR EURIBOR 1W</string> + <value>EURIBOR_SW</value> + <libraryClass>QuantLib::EuriborSW</libraryClass> + </EnumerationDefinition> <EnumerationDefinition> <string>Euribor2W</string> *************** *** 258,261 **** --- 263,271 ---- <libraryClass>QuantLib::Euribor1M</libraryClass> </EnumerationDefinition> + <EnumerationDefinition> + <string>EUR EURIBOR 1M</string> + <value>EURIBOR_1M</value> + <libraryClass>QuantLib::Euribor1M</libraryClass> + </EnumerationDefinition> <EnumerationDefinition> <string>Euribor2M</string> *************** *** 263,266 **** --- 273,281 ---- <libraryClass>QuantLib::Euribor2M</libraryClass> </EnumerationDefinition> + <EnumerationDefinition> + <string>EUR EURIBOR 2M</string> + <value>EURIBOR_2M</value> + <libraryClass>QuantLib::Euribor2M</libraryClass> + </EnumerationDefinition> <EnumerationDefinition> <string>Euribor3M</string> *************** *** 268,271 **** --- 283,291 ---- <libraryClass>QuantLib::Euribor3M</libraryClass> </EnumerationDefinition> + <EnumerationDefinition> + <string>EUR EURIBOR 3M</string> + <value>EURIBOR_3M</value> + <libraryClass>QuantLib::Euribor3M</libraryClass> + </EnumerationDefinition> <EnumerationDefinition> <string>Euribor4M</string> *************** *** 273,276 **** --- 293,301 ---- <libraryClass>QuantLib::Euribor4M</libraryClass> </EnumerationDefinition> + <EnumerationDefinition> + <string>EUR EURIBOR 4M</string> + <value>EURIBOR_4M</value> + <libraryClass>QuantLib::Euribor4M</libraryClass> + </EnumerationDefinition> <EnumerationDefinition> <string>Euribor5M</string> *************** *** 278,281 **** --- 303,311 ---- <libraryClass>QuantLib::Euribor5M</libraryClass> </EnumerationDefinition> + <EnumerationDefinition> + <string>EUR EURIBOR 5M</string> + <value>EURIBOR_5M</value> + <libraryClass>QuantLib::Euribor5M</libraryClass> + </EnumerationDefinition> <EnumerationDefinition> <string>Euribor6M</string> *************** *** 283,286 **** --- 313,321 ---- <libraryClass>QuantLib::Euribor6M</libraryClass> </EnumerationDefinition> + <EnumerationDefinition> + <string>EUR EURIBOR 6M</string> + <value>EURIBOR_6M</value> + <libraryClass>QuantLib::Euribor6M</libraryClass> + </EnumerationDefinition> <EnumerationDefinition> <string>Euribor7M</string> *************** *** 288,291 **** --- 323,331 ---- <libraryClass>QuantLib::Euribor7M</libraryClass> </EnumerationDefinition> + <EnumerationDefinition> + <string>EUR EURIBOR 7M</string> + <value>EURIBOR_7M</value> + <libraryClass>QuantLib::Euribor7M</libraryClass> + </EnumerationDefinition> <EnumerationDefinition> <string>Euribor8M</string> *************** *** 293,296 **** --- 333,341 ---- <libraryClass>QuantLib::Euribor8M</libraryClass> </EnumerationDefinition> + <EnumerationDefinition> + <string>EUR EURIBOR 8M</string> + <value>EURIBOR_8M</value> + <libraryClass>QuantLib::Euribor8M</libraryClass> + </EnumerationDefinition> <EnumerationDefinition> <string>Euribor9M</string> *************** *** 298,301 **** --- 343,351 ---- <libraryClass>QuantLib::Euribor9M</libraryClass> </EnumerationDefinition> + <EnumerationDefinition> + <string>EUR EURIBOR 9M</string> + <value>EURIBOR_9M</value> + <libraryClass>QuantLib::Euribor9M</libraryClass> + </EnumerationDefinition> <EnumerationDefinition> <string>Euribor10M</string> *************** *** 303,306 **** --- 353,361 ---- <libraryClass>QuantLib::Euribor10M</libraryClass> </EnumerationDefinition> + <EnumerationDefinition> + <string>EUR EURIBOR 10M</string> + <value>EURIBOR_10M</value> + <libraryClass>QuantLib::Euribor10M</libraryClass> + </EnumerationDefinition> <EnumerationDefinition> <string>Euribor11M</string> *************** *** 308,311 **** --- 363,371 ---- <libraryClass>QuantLib::Euribor11M</libraryClass> </EnumerationDefinition> + <EnumerationDefinition> + <string>EUR EURIBOR 11M</string> + <value>EURIBOR_11M</value> + <libraryClass>QuantLib::Euribor11M</libraryClass> + </EnumerationDefinition> <EnumerationDefinition> <string>Euribor1Y</string> *************** *** 313,319 **** <libraryClass>QuantLib::Euribor1Y</libraryClass> </EnumerationDefinition> <!-- QuantLib::EurLibor --> <EnumerationDefinition> ! <string>EURLiborSW</string> <value>EURLIBOR_SW</value> <libraryClass>QuantLib::EURLiborSW</libraryClass> --- 373,389 ---- <libraryClass>QuantLib::Euribor1Y</libraryClass> </EnumerationDefinition> + <EnumerationDefinition> + <string>EUR EURIBOR 1Y</string> + <value>EURIBOR_1Y</value> + <libraryClass>QuantLib::Euribor1Y</libraryClass> + </EnumerationDefinition> <!-- QuantLib::EurLibor --> <EnumerationDefinition> ! <string>EURLiborSW</string> ! <value>EURLIBOR_SW</value> ! <libraryClass>QuantLib::EURLiborSW</libraryClass> ! </EnumerationDefinition> ! <EnumerationDefinition> ! <string>EUR LIBOR 1W</string> <value>EURLIBOR_SW</value> <libraryClass>QuantLib::EURLiborSW</libraryClass> *************** *** 335,338 **** --- 405,413 ---- </EnumerationDefinition> <EnumerationDefinition> + <string>EUR LIBOR 1M</string> + <value>EURLIBOR_1M</value> + <libraryClass>QuantLib::EURLibor1M</libraryClass> + </EnumerationDefinition> + <EnumerationDefinition> <string>EURLibor2M</string> <value>EURLIBOR_2M</value> *************** *** 340,343 **** --- 415,423 ---- </EnumerationDefinition> <EnumerationDefinition> + <string>EUR LIBOR 2M</string> + <value>EURLIBOR_2M</value> + <libraryClass>QuantLib::EURLibor2M</libraryClass> + </EnumerationDefinition> + <EnumerationDefinition> <string>EURLibor3M</string> <value>EURLIBOR_3M</value> *************** *** 345,348 **** --- 425,433 ---- </EnumerationDefinition> <EnumerationDefinition> + <string>EUR LIBOR 3M</string> + <value>EURLIBOR_3M</value> + <libraryClass>QuantLib::EURLibor3M</libraryClass> + </EnumerationDefinition> + <EnumerationDefinition> <string>EURLibor4M</string> <value>EURLIBOR_4M</value> *************** *** 350,353 **** --- 435,443 ---- </EnumerationDefinition> <EnumerationDefinition> + <string>EUR LIBOR 4M</string> + <value>EURLIBOR_4M</value> + <libraryClass>QuantLib::EURLibor4M</libraryClass> + </EnumerationDefinition> + <EnumerationDefinition> <string>EURLibor5M</string> <value>EURLIBOR_5M</value> *************** *** 355,358 **** --- 445,453 ---- </EnumerationDefinition> <EnumerationDefinition> + <string>EUR LIBOR 5M</string> + <value>EURLIBOR_5M</value> + <libraryClass>QuantLib::EURLibor5M</libraryClass> + </EnumerationDefinition> + <EnumerationDefinition> <string>EURLibor6M</string> <value>EURLIBOR_6M</value> *************** *** 360,363 **** --- 455,463 ---- </EnumerationDefinition> <EnumerationDefinition> + <string>EUR LIBOR 6M</string> + <value>EURLIBOR_6M</value> + <libraryClass>QuantLib::EURLibor6M</libraryClass> + </EnumerationDefinition> + <EnumerationDefinition> <string>EURLibor7M</string> <value>EURLIBOR_7M</value> *************** *** 365,368 **** --- 465,473 ---- </EnumerationDefinition> <EnumerationDefinition> + <string>EUR LIBOR 7M</string> + <value>EURLIBOR_7M</value> + <libraryClass>QuantLib::EURLibor7M</libraryClass> + </EnumerationDefinition> + <EnumerationDefinition> <string>EURLibor8M</string> <value>EURLIBOR_8M</value> *************** *** 370,373 **** --- 475,483 ---- </EnumerationDefinition> <EnumerationDefinition> + <string>EUR LIBOR 8M</string> + <value>EURLIBOR_8M</value> + <libraryClass>QuantLib::EURLibor8M</libraryClass> + </EnumerationDefinition> + <EnumerationDefinition> <string>EURLibor9M</string> <value>EURLIBOR_9M</value> *************** *** 375,378 **** --- 485,493 ---- </EnumerationDefinition> <EnumerationDefinition> + <string>EUR LIBOR 9M</string> + <value>EURLIBOR_9M</value> + <libraryClass>QuantLib::EURLibor9M</libraryClass> + </EnumerationDefinition> + <EnumerationDefinition> <string>EURLibor10M</string> <value>EURLIBOR_10M</value> *************** *** 380,383 **** --- 495,503 ---- </EnumerationDefinition> <EnumerationDefinition> + <string>EUR LIBOR 10M</string> + <value>EURLIBOR_10M</value> + <libraryClass>QuantLib::EURLibor10M</libraryClass> + </EnumerationDefinition> + <EnumerationDefinition> <string>EURLibor11M</string> <value>EURLIBOR_11M</value> *************** *** 385,392 **** --- 505,523 ---- </EnumerationDefinition> <EnumerationDefinition> + <string>EUR LIBOR 11M</string> + <value>EURLIBOR_11M</value> + <libraryClass>QuantLib::EURLibor11M</libraryClass> + </EnumerationDefinition> + <EnumerationDefinition> <string>EURLibor1Y</string> <value>EURLIBOR_1Y</value> <libraryClass>QuantLib::EURLibor1Y</libraryClass> </EnumerationDefinition> + <EnumerationDefinition> + <string>EUR LIBOR 1Y</string> + <value>EURLIBOR_1Y</value> + <libraryClass>QuantLib::EURLibor1Y</libraryClass> + </EnumerationDefinition> + <!-- QuantLib::EuriborSwapFixA --> <EnumerationDefinition> |
