[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata ratehelpers.xml, 1.32, 1.33
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From: Ferdinando A. <na...@us...> - 2006-10-27 21:13:03
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18758/gensrc/metadata Modified Files: ratehelpers.xml Log Message: improved description Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.32 retrieving revision 1.33 diff -C2 -d -r1.32 -r1.33 *** ratehelpers.xml 26 Oct 2006 08:49:28 -0000 1.32 --- ratehelpers.xml 27 Oct 2006 21:12:57 -0000 1.33 *************** *** 176,183 **** <ParameterList> <Parameters> ! <Parameter name='price' libToHandle='Quote'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>future price</description> </Parameter> <Parameter name='IMM'> --- 176,183 ---- <ParameterList> <Parameters> ! <Parameter name='priceQuote' libToHandle='Quote'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>price quote</description> </Parameter> <Parameter name='IMM'> *************** *** 206,213 **** <description>day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='convexityAdj' libToHandle='Quote'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>convexity adjustment (i.e. Forward rate = Futures rate - convexity adjustment)</description> </Parameter> </Parameters> --- 206,213 ---- <description>day counter (e.g. Actual/360)</description> </Parameter> ! <Parameter name='convexityAdjQuote' libToHandle='Quote'> <type>string</type> <tensorRank>scalar</tensorRank> ! <description>convexity adjustment quote (i.e. Forward rate = Futures rate - convexity adjustment)</description> </Parameter> </Parameters> |