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From: Ferdinando A. <na...@us...> - 2006-10-16 13:12:45
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1593/gensrc/metadata Modified Files: enumtypes.xml index.xml Log Message: 1) deprecated MonthEndReference 2) Xibor constructor with endOfMonth boolean Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.40 retrieving revision 1.41 diff -C2 -d -r1.40 -r1.41 *** index.xml 11 Oct 2006 11:53:24 -0000 1.40 --- index.xml 16 Oct 2006 13:12:41 -0000 1.41 *************** *** 271,274 **** --- 271,289 ---- </Member> + <Member name='qlXiborIndexEndOfMonth' libraryClass='Xibor'> + <description>Returns TRUE if the index follow the 'end of month' convention</description> + <libraryFunction>endOfMonth</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters/> + </ParameterList> + <ReturnValue> + <type>bool</type> + <tensorRank>scalar</tensorRank> + </ReturnValue> + </Member> + <!--<Member name='qlIndexTermStructure' libraryClass='Xibor'> <description>retrieve the term structure for the given Index (e.g. EURYC)</description> *************** *** 325,328 **** --- 340,348 ---- <description>business day convention (e.g. ModifiedFollowing)</description> </Parameter> + <Parameter name='endOfMonth'> + <type>bool</type> + <tensorRank>scalar</tensorRank> + <description>TRUE if the index follow the 'end of month' convention</description> + </Parameter> <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'> <type>string</type> Index: enumtypes.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/enumtypes.xml,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** enumtypes.xml 12 Oct 2006 14:39:15 -0000 1.24 --- enumtypes.xml 16 Oct 2006 13:12:41 -0000 1.25 *************** *** 142,163 **** </EnumerationDefinition> <EnumerationDefinition> <string>Modified Following</string> <value>QuantLib::ModifiedFollowing</value> </EnumerationDefinition> <EnumerationDefinition> <string>Preceding</string> <value>QuantLib::Preceding</value> </EnumerationDefinition> <EnumerationDefinition> ! <string>Modified Preceding</string> ! <value>QuantLib::ModifiedPreceding</value> </EnumerationDefinition> <EnumerationDefinition> ! <string>Month End Reference</string> ! <value>QuantLib::MonthEndReference</value> </EnumerationDefinition> <EnumerationDefinition> ! <string>Unadjusted Month End</string> ! <value>QuantLib::MonthEndReference</value> </EnumerationDefinition> <EnumerationDefinition> --- 142,171 ---- </EnumerationDefinition> <EnumerationDefinition> + <string>F</string> + <value>QuantLib::Following</value> + </EnumerationDefinition> + <EnumerationDefinition> <string>Modified Following</string> <value>QuantLib::ModifiedFollowing</value> </EnumerationDefinition> <EnumerationDefinition> + <string>MF</string> + <value>QuantLib::ModifiedFollowing</value> + </EnumerationDefinition> + <EnumerationDefinition> <string>Preceding</string> <value>QuantLib::Preceding</value> </EnumerationDefinition> <EnumerationDefinition> ! <string>P</string> ! <value>QuantLib::Preceding</value> </EnumerationDefinition> <EnumerationDefinition> ! <string>Modified Preceding</string> ! <value>QuantLib::ModifiedPreceding</value> </EnumerationDefinition> <EnumerationDefinition> ! <string>MP</string> ! <value>QuantLib::ModifiedPreceding</value> </EnumerationDefinition> <EnumerationDefinition> |
