[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumclasses.xml, 1.25, 1.26
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[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata enumclasses.xml, 1.25, 1.26
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From: Chiara F. <chi...@us...> - 2006-09-20 16:14:44
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31634/gensrc/metadata Modified Files: enumclasses.xml Log Message: esposed to excel the following indexes: EURIBORSSWAPFIX 2yrs, 5yrs, 10yrs and 30yrs published by IFR Markets. Murex strings used for these indexes are: EURIBOR SW 2Y, EURIBOR SW 5Y, EURIBOR SW 10Y and EURIBOR SW 30Y. These strings are no more attached to Euribor Swap Isda Fix A. Index: enumclasses.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumclasses.xml,v retrieving revision 1.25 retrieving revision 1.26 diff -C2 -d -r1.25 -r1.26 *** enumclasses.xml 20 Sep 2006 14:38:21 -0000 1.25 --- enumclasses.xml 20 Sep 2006 16:14:35 -0000 1.26 *************** *** 754,767 **** </EnumerationDefinition> <EnumerationDefinition> - <string>EURIBOR SW 2Y</string> - <value>EURIBORSWAPFIXA_2Y</value> - <libraryClass>QuantLib::EuriborSwapFixA2Y</libraryClass> - </EnumerationDefinition> - <EnumerationDefinition> - <string>EURIBOR SW 5Y</string> - <value>EURIBORSWAPFIXA_5Y</value> - <libraryClass>QuantLib::EuriborSwapFixA5Y</libraryClass> - </EnumerationDefinition> - <EnumerationDefinition> <string>EURBSW5Y ISFX2</string> <value>EURIBORSWAPFIXA_5Y</value> --- 754,757 ---- *************** *** 774,782 **** </EnumerationDefinition> <EnumerationDefinition> - <string>EURIBOR SW 10Y</string> - <value>EURIBORSWAPFIXA_10Y</value> - <libraryClass>QuantLib::EuriborSwapFixA10Y</libraryClass> - </EnumerationDefinition> - <EnumerationDefinition> <string>EURBSW15Y ISFX2</string> <value>EURIBORSWAPFIXA_15Y</value> --- 764,767 ---- *************** *** 789,797 **** </EnumerationDefinition> <EnumerationDefinition> - <string>EURIBOR SW 30Y</string> - <value>EURIBORSWAPFIXA_30Y</value> - <libraryClass>QuantLib::EuriborSwapFixA30Y</libraryClass> - </EnumerationDefinition> - <EnumerationDefinition> <string>EURBSW30Y ISFX2</string> <value>EURIBORSWAPFIXA_30Y</value> --- 774,777 ---- *************** *** 961,965 **** <libraryClass>QuantLib::EurliborSwapFixB10Y</libraryClass> </EnumerationDefinition> ! <!-- QuantLib::EurliborSwapFixIFR only 10 and 30 years tenors are enumerated strings only to receive Murex Input--> <EnumerationDefinition> <string>EurliborSwapFixIFR10Y</string> --- 941,945 ---- <libraryClass>QuantLib::EurliborSwapFixB10Y</libraryClass> </EnumerationDefinition> ! <!-- QuantLib::EurliborSwapFixIFR only 10 and 30 years tenors are enumerated--> <EnumerationDefinition> <string>EurliborSwapFixIFR10Y</string> *************** *** 972,976 **** <libraryClass>QuantLib::EurliborSwapFixIFR30Y</libraryClass> </EnumerationDefinition> ! <!-- QuantLib::EurliborSwapFixIFR only 10 and 30 years tenors are enumerated --> <EnumerationDefinition> <string>EUR LIBOR SW10Y</string> --- 952,956 ---- <libraryClass>QuantLib::EurliborSwapFixIFR30Y</libraryClass> </EnumerationDefinition> ! <!-- QuantLib::EurliborSwapFixIFR only 10 and 30 years tenors are enumerated strings only to receive Murex Input--> <EnumerationDefinition> <string>EUR LIBOR SW10Y</string> *************** *** 983,987 **** <libraryClass>QuantLib::EurliborSwapFixIFR30Y</libraryClass> </EnumerationDefinition> ! </EnumerationDefinitions> </Enumeration> --- 963,1008 ---- <libraryClass>QuantLib::EurliborSwapFixIFR30Y</libraryClass> </EnumerationDefinition> ! <!-- QuantLib::EuriborSwapFixIFR only 2, 5, 10 and 30 years tenors are enumerated because of missing historical data on other tenors--> ! <EnumerationDefinition> ! <string>EuriborSwapFixIFR2Y</string> ! <value>EURIBORSWAPFIXIFR_2Y</value> ! <libraryClass>QuantLib::EuriborSwapFixIFR2Y</libraryClass> ! </EnumerationDefinition> ! <EnumerationDefinition> ! <string>EuriborSwapFixIFR5Y</string> ! <value>EURIBORSWAPFIXIFR_5Y</value> ! <libraryClass>QuantLib::EuriborSwapFixIFR5Y</libraryClass> ! </EnumerationDefinition> ! <EnumerationDefinition> ! <string>EuriborSwapFixIFR10Y</string> ! <value>EURIBORSWAPFIXIFR_10Y</value> ! <libraryClass>QuantLib::EuriborSwapFixIFR10Y</libraryClass> ! </EnumerationDefinition> ! <EnumerationDefinition> ! <string>EuriborSwapFixIFR30Y</string> ! <value>EURIBORSWAPFIXIFR_30Y</value> ! <libraryClass>QuantLib::EuriborSwapFixIFR30Y</libraryClass> ! </EnumerationDefinition> ! <!-- QuantLib::EuriborSwapFixIFR only 2, 5, 10 and 30 years tenors are enumerated because of missing historical data on other tenors string only for Murex export--> ! <EnumerationDefinition> ! <string>EURIBOR SW 2Y</string> ! <value>EURIBORSWAPFIXIFR_2Y</value> ! <libraryClass>QuantLib::EuriborSwapFixIFR2Y</libraryClass> ! </EnumerationDefinition> ! <EnumerationDefinition> ! <string>EURIBOR SW 5Y</string> ! <value>EURIBORSWAPFIXIFR_5Y</value> ! <libraryClass>QuantLib::EuriborSwapFixIFR5Y</libraryClass> ! </EnumerationDefinition> ! <EnumerationDefinition> ! <string>EURIBOR SW 10Y</string> ! <value>EURIBORSWAPFIXIFR_10Y</value> ! <libraryClass>QuantLib::EuriborSwapFixIFR10Y</libraryClass> ! </EnumerationDefinition> ! <EnumerationDefinition> ! <string>EURIBOR SW 30Y</string> ! <value>EURIBORSWAPFIXIFR_30Y</value> ! <libraryClass>QuantLib::EuriborSwapFixIFR30Y</libraryClass> ! </EnumerationDefinition> </EnumerationDefinitions> </Enumeration> |
