[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata cmsmarket.xml, 1.8, 1.9
Brought to you by:
ericehlers,
nando
|
From: Giorgio F. <gi...@us...> - 2006-10-27 10:11:39
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22989/gensrc/metadata Modified Files: cmsmarket.xml Log Message: added pricesCms calibration Index: cmsmarket.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/cmsmarket.xml,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** cmsmarket.xml 26 Oct 2006 08:49:27 -0000 1.8 --- cmsmarket.xml 27 Oct 2006 10:11:30 -0000 1.9 *************** *** 107,110 **** --- 107,115 ---- <description>weights for cms market calibration.</description> </Parameter> + <Parameter name='isSpreadCalibrated'> + <type>bool</type> + <tensorRank>scalar</tensorRank> + <description>if TRUE the beta parameter is calibrated to merket spread .</description> + </Parameter> </Parameters> </ParameterList> |