[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata assetswap.xml, 1.9, 1.10
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From: Ferdinando A. <na...@us...> - 2006-09-27 12:09:34
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9265/gensrc/metadata Modified Files: assetswap.xml Log Message: adopting QuantLib::Spread Index: assetswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/assetswap.xml,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** assetswap.xml 23 Sep 2006 11:00:44 -0000 1.9 --- assetswap.xml 27 Sep 2006 12:09:29 -0000 1.10 *************** *** 10,14 **** </includes> <copyright> ! Copyright (C) 2006 Chiara Fornarola </copyright> <Functions> --- 10,14 ---- </includes> <copyright> ! Copyright (C) 2006 Chiara Fornarola </copyright> <Functions> *************** *** 46,49 **** --- 46,50 ---- <description>floating leg Index</description> </Parameter> + <!--Parameter name='floatingLegSpread' libraryType='QuantLib::Spread'--> <Parameter name='floatingLegSpread'> <type>double</type> *************** *** 64,68 **** </ParameterList> </Constructor> ! <Member name='qlAssetSwapFairSpread' libraryClass='AssetSwap'> <description>the fair rate of the asset swap, i.e. the asset swap spread</description> --- 65,69 ---- </ParameterList> </Constructor> ! <Member name='qlAssetSwapFairSpread' libraryClass='AssetSwap'> <description>the fair rate of the asset swap, i.e. the asset swap spread</description> *************** *** 72,78 **** </supportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> ! <ReturnValue> <type>double</type> <tensorRank>scalar</tensorRank> --- 73,79 ---- </supportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> ! <ReturnValue libraryType='QuantLib::Spread'> <type>double</type> <tensorRank>scalar</tensorRank> *************** *** 103,107 **** </supportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> --- 104,108 ---- </supportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 118,122 **** </supportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> --- 119,123 ---- </supportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 126,130 **** </Member> ! <Member name='qlAssetSwapFairPrice' libraryClass='AssetSwap'> <description>the fair price of the bond</description> <libraryFunction>fairPrice</libraryFunction> --- 127,131 ---- </Member> ! <Member name='qlAssetSwapFairPrice' libraryClass='AssetSwap'> <description>the fair price of the bond</description> <libraryFunction>fairPrice</libraryFunction> *************** *** 133,137 **** </supportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> --- 134,138 ---- </supportedPlatforms> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> *************** *** 142,144 **** </Functions> </Category> - --- 143,144 ---- |