[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumclasses.xml, 1.13, 1.14
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From: Chiara F. <chi...@us...> - 2006-09-07 13:25:43
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv29792/gensrc/metadata Modified Files: enumclasses.xml Log Message: EURLibor Index Enumeration modified according to quoted indexes (i.e. no 3Wk tenor index is quoted) 1W tenor redenominated as EURLibor1W (according to Reuters page denominations) alias for Murex not defined for 2W tenor Index: enumclasses.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumclasses.xml,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** enumclasses.xml 7 Sep 2006 09:46:46 -0000 1.13 --- enumclasses.xml 7 Sep 2006 13:25:38 -0000 1.14 *************** *** 380,401 **** <!-- 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> </EnumerationDefinition> <EnumerationDefinition> <string>EURLibor2W</string> ! <value>EURLIBOR_2W</value> ! <libraryClass>QuantLib::EURLibor2W</libraryClass> ! </EnumerationDefinition> ! <EnumerationDefinition> ! <string>EURLibor3W</string> ! <value>EURLIBOR_3W</value> ! <libraryClass>QuantLib::EURLibor3W</libraryClass> </EnumerationDefinition> <EnumerationDefinition> --- 380,396 ---- <!-- QuantLib::EurLibor --> <EnumerationDefinition> ! <string>EURLibor1W</string> ! <value>EURLIBOR_1WK</value> ! <libraryClass>QuantLib::EURLibor1WK</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>EUR LIBOR 1W</string> ! <value>EURLIBOR_1WK</value> ! <libraryClass>QuantLib::EURLibor1WK</libraryClass> </EnumerationDefinition> <EnumerationDefinition> <string>EURLibor2W</string> ! <value>EURLIBOR_2WK</value> ! <libraryClass>QuantLib::EURLibor2WK</libraryClass> </EnumerationDefinition> <EnumerationDefinition> |