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From: Eric E. <eri...@us...> - 2006-10-19 11:16:39
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19633/gensrc/metadata Modified Files: assetswap.xml bonds.xml capletvolstructure.xml couponvectors.xml forwardrateagreement.xml index.xml ratehelpers.xml swaptionvolstructure.xml Log Message: reverse default behavior for invalid index handles: - by default, raise an exception when an invalid index ID is provided - when XML says "failIfEmpty='false'", then return an empty object instead Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.42 retrieving revision 1.43 diff -C2 -d -r1.42 -r1.43 *** index.xml 17 Oct 2006 10:22:53 -0000 1.42 --- index.xml 19 Oct 2006 11:16:33 -0000 1.43 *************** *** 501,505 **** <description>day counter of the underlying swap's fixed leg (e.g. 30/360::BondBasis)</description> </Parameter> ! <Parameter name='indexID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> --- 501,505 ---- <description>day counter of the underlying swap's fixed leg (e.g. 30/360::BondBasis)</description> </Parameter> ! <Parameter name='indexID' libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> Index: bonds.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v retrieving revision 1.36 retrieving revision 1.37 diff -C2 -d -r1.36 -r1.37 *** bonds.xml 9 Oct 2006 11:18:09 -0000 1.36 --- bonds.xml 19 Oct 2006 11:16:28 -0000 1.37 *************** *** 494,498 **** <description>settlement days</description> </Parameter> ! <Parameter name='indexID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> --- 494,498 ---- <description>settlement days</description> </Parameter> ! <Parameter name='indexID' libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.30 retrieving revision 1.31 diff -C2 -d -r1.30 -r1.31 *** ratehelpers.xml 11 Oct 2006 17:22:30 -0000 1.30 --- ratehelpers.xml 19 Oct 2006 11:16:33 -0000 1.31 *************** *** 145,149 **** <description>day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name="indexID" libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> --- 145,149 ---- <description>day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name="indexID" libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> Index: forwardrateagreement.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** forwardrateagreement.xml 11 Oct 2006 11:53:24 -0000 1.18 --- forwardrateagreement.xml 19 Oct 2006 11:16:28 -0000 1.19 *************** *** 42,46 **** <description>Notional Amount</description> </Parameter> ! <Parameter name="indexID" libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> --- 42,46 ---- <description>Notional Amount</description> </Parameter> ! <Parameter name="indexID" libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> Index: assetswap.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/assetswap.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** assetswap.xml 5 Oct 2006 20:17:09 -0000 1.12 --- assetswap.xml 19 Oct 2006 11:16:28 -0000 1.13 *************** *** 41,45 **** <description>floating leg schedule</description> </Parameter> ! <Parameter name='indexID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> --- 41,45 ---- <description>floating leg schedule</description> </Parameter> ! <Parameter name='indexID' libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> Index: capletvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v retrieving revision 1.23 retrieving revision 1.24 diff -C2 -d -r1.23 -r1.24 *** capletvolstructure.xml 17 Oct 2006 10:38:50 -0000 1.23 --- capletvolstructure.xml 19 Oct 2006 11:16:28 -0000 1.24 *************** *** 202,206 **** <description>day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name="indexID" libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> --- 202,206 ---- <description>day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name="indexID" libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.37 retrieving revision 1.38 diff -C2 -d -r1.37 -r1.38 *** couponvectors.xml 18 Oct 2006 20:11:37 -0000 1.37 --- couponvectors.xml 19 Oct 2006 11:16:28 -0000 1.38 *************** *** 109,113 **** <description>coupon nominals</description> </Parameter> ! <Parameter name='indexID' libraryClass='SwapIndex'> <type>string</type> <tensorRank>scalar</tensorRank> --- 109,113 ---- <description>coupon nominals</description> </Parameter> ! <Parameter name='indexID' libraryClass='SwapIndex' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 190,194 **** <description>coupon nominals</description> </Parameter> ! <Parameter name='indexID' libraryClass='SwapIndex'> <type>string</type> <tensorRank>scalar</tensorRank> --- 190,194 ---- <description>coupon nominals</description> </Parameter> ! <Parameter name='indexID' libraryClass='SwapIndex' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 271,275 **** <description>coupon nominals</description> </Parameter> ! <Parameter name='indexID' libraryClass='SwapIndex'> <type>string</type> <tensorRank>scalar</tensorRank> --- 271,275 ---- <description>coupon nominals</description> </Parameter> ! <Parameter name='indexID' libraryClass='SwapIndex' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> Index: swaptionvolstructure.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v retrieving revision 1.62 retrieving revision 1.63 diff -C2 -d -r1.62 -r1.63 *** swaptionvolstructure.xml 18 Oct 2006 13:48:53 -0000 1.62 --- swaptionvolstructure.xml 19 Oct 2006 11:16:33 -0000 1.63 *************** *** 395,409 **** <description>swap's fixed leg day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='iborIndexID' libraryClass='Xibor'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>floating leg Index</description> </Parameter> <Parameter name='shortTenor' libraryType='QuantLib::Time'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>time indicating the short tenor</description> </Parameter> ! <Parameter name='iborIndexShortTenorID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> --- 395,409 ---- <description>swap's fixed leg day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='iborIndexID' libraryClass='Xibor' failIfEmpty='false'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>floating leg Index</description> </Parameter> <Parameter name='shortTenor' libraryType='QuantLib::Time'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>time indicating the short tenor</description> </Parameter> ! <Parameter name='iborIndexShortTenorID' libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 502,516 **** <description>swap's fixed leg day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='iborIndexID' libraryClass='Xibor'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>floating leg Index</description> </Parameter> <Parameter name='shortTenor' libraryType='QuantLib::Time'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>time indicating the short tenor</description> </Parameter> ! <Parameter name='iborIndexShortTenorID' libraryClass='Xibor'> <type>string</type> <tensorRank>scalar</tensorRank> --- 502,516 ---- <description>swap's fixed leg day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='iborIndexID' libraryClass='Xibor' failIfEmpty='false'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>floating leg Index</description> </Parameter> <Parameter name='shortTenor' libraryType='QuantLib::Time'> ! <type>double</type> ! <tensorRank>scalar</tensorRank> ! <description>time indicating the short tenor</description> </Parameter> ! <Parameter name='iborIndexShortTenorID' libraryClass='Xibor' failIfEmpty='false'> <type>string</type> <tensorRank>scalar</tensorRank> |
