[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata date.xml, 1.13, 1.14
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From: Ferdinando A. <na...@us...> - 2006-09-28 17:03:26
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17533/gensrc/metadata Modified Files: date.xml Log Message: static bool isIMMdate(const Date& d, bool mainCycle = true); static Date nextIMMdate(const Date& d, bool mainCycle = true); default to the main H, M, U, Z cycle as before, but can now also handle other futures. Index: date.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/date.xml,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** date.xml 24 Sep 2006 21:20:22 -0000 1.13 --- date.xml 28 Sep 2006 17:03:19 -0000 1.14 *************** *** 66,69 **** --- 66,74 ---- <description>date</description> </Parameter> + <Parameter name='mainCycle' default='true'> + <type>bool</type> + <tensorRank>scalar</tensorRank> + <description>FALSE to consider all futures, not just the main H, M, U, Z cycle</description> + </Parameter> </Parameters> </ParameterList> *************** *** 87,90 **** --- 92,100 ---- <description>date with respect to which the next IMM date is calculated</description> </Parameter> + <Parameter name='mainCycle' default='true'> + <type>bool</type> + <tensorRank>scalar</tensorRank> + <description>FALSE to consider all futures, not just the main H, M, U, Z cycle</description> + </Parameter> </Parameters> </ParameterList> |