[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swap.xml, 1.26, 1.27
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From: Giorgio F. <gi...@us...> - 2006-10-02 14:05:09
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21182/gensrc/metadata Modified Files: swap.xml Log Message: work in progress ... Index: swap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swap.xml,v retrieving revision 1.26 retrieving revision 1.27 diff -C2 -d -r1.26 -r1.27 *** swap.xml 23 Sep 2006 11:00:44 -0000 1.26 --- swap.xml 2 Oct 2006 14:05:05 -0000 1.27 *************** *** 86,89 **** --- 86,111 ---- </ReturnValue> </Member> + + <Member name='qlSwapLegNPV' libraryClass='Swap'> + <description>the NPV of the i-th leg. The indexing is zero based: use 0 for the first leg.</description> + <libraryFunction>legNPV</libraryFunction> + <supportedPlatforms> + <supportedPlatform>excel</supportedPlatform> + <supportedPlatform>calc</supportedPlatform> + </supportedPlatforms> + <ParameterList> + <Parameters> + <Parameter name='legNumber'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>Zero based leg number (e.g. 0 for the first leg, 1 for the second leg, etc)</description> + </Parameter> + </Parameters> + </ParameterList> + <ReturnValue> + <type>double</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> <Member name='qlSwapStartDate' libraryClass='Swap'> |