[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata capfloor.xml, 1.25, 1.26
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From: Ferdinando A. <na...@us...> - 2006-10-13 18:41:51
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26818/gensrc/metadata Modified Files: capfloor.xml Log Message: added no-collar constructor with slimmer input list. Shouldn't we deprecate Collar at all? Index: capfloor.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capfloor.xml,v retrieving revision 1.25 retrieving revision 1.26 diff -C2 -d -r1.25 -r1.26 *** capfloor.xml 13 Oct 2006 16:26:00 -0000 1.25 --- capfloor.xml 13 Oct 2006 18:41:48 -0000 1.26 *************** *** 127,139 **** <description>coupon vector</description> </Parameter> ! <Parameter name='capStrikes' libraryType='QuantLib::Rate'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>cap strikes</description> ! </Parameter> ! <Parameter name='floorStrikes' libraryType='QuantLib::Rate'> <type>double</type> <tensorRank>vector</tensorRank> ! <description>floor strikes</description> </Parameter> <Parameter name='termStructureID' libToHandle='YieldTermStructure'> --- 127,134 ---- <description>coupon vector</description> </Parameter> ! <Parameter name='strikes' libraryType='QuantLib::Rate'> <type>double</type> <tensorRank>vector</tensorRank> ! <description>strikes</description> </Parameter> <Parameter name='termStructureID' libToHandle='YieldTermStructure'> |