Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27675/gensrc/metadata
Modified Files:
assetswap.xml bonds.xml capletvolstructure.xml
couponvectors.xml forwardrateagreement.xml index.xml
ratehelpers.xml swaptionvolstructure.xml
Log Message:
disable functionality to allow null index references
Index: index.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v
retrieving revision 1.44
retrieving revision 1.45
diff -C2 -d -r1.44 -r1.45
*** index.xml 26 Oct 2006 08:49:27 -0000 1.44
--- index.xml 30 Oct 2006 10:30:57 -0000 1.45
***************
*** 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>
--- 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>
Index: bonds.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/bonds.xml,v
retrieving revision 1.38
retrieving revision 1.39
diff -C2 -d -r1.38 -r1.39
*** bonds.xml 26 Oct 2006 08:49:27 -0000 1.38
--- bonds.xml 30 Oct 2006 10:30:57 -0000 1.39
***************
*** 494,498 ****
<description>settlement days</description>
</Parameter>
! <Parameter name='indexID' libraryClass='Xibor' failIfEmpty='false'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 494,498 ----
<description>settlement days</description>
</Parameter>
! <Parameter name='indexID' libraryClass='Xibor'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: ratehelpers.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v
retrieving revision 1.33
retrieving revision 1.34
diff -C2 -d -r1.33 -r1.34
*** ratehelpers.xml 27 Oct 2006 21:12:57 -0000 1.33
--- ratehelpers.xml 30 Oct 2006 10:30:57 -0000 1.34
***************
*** 145,149 ****
<description>day counter (e.g. Actual/360)</description>
</Parameter>
! <Parameter name="indexID" libraryClass='Xibor' failIfEmpty='false'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 145,149 ----
<description>day counter (e.g. Actual/360)</description>
</Parameter>
! <Parameter name="indexID" libraryClass='Xibor'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: forwardrateagreement.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** forwardrateagreement.xml 26 Oct 2006 08:49:27 -0000 1.20
--- forwardrateagreement.xml 30 Oct 2006 10:30:57 -0000 1.21
***************
*** 42,46 ****
<description>Notional Amount</description>
</Parameter>
! <Parameter name="indexID" libraryClass='Xibor' failIfEmpty='false'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 42,46 ----
<description>Notional Amount</description>
</Parameter>
! <Parameter name="indexID" libraryClass='Xibor'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: assetswap.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/assetswap.xml,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** assetswap.xml 19 Oct 2006 11:16:28 -0000 1.13
--- assetswap.xml 30 Oct 2006 10:30:57 -0000 1.14
***************
*** 41,45 ****
<description>floating leg schedule</description>
</Parameter>
! <Parameter name='indexID' libraryClass='Xibor' failIfEmpty='false'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 41,45 ----
<description>floating leg schedule</description>
</Parameter>
! <Parameter name='indexID' libraryClass='Xibor'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: capletvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v
retrieving revision 1.25
retrieving revision 1.26
diff -C2 -d -r1.25 -r1.26
*** capletvolstructure.xml 19 Oct 2006 15:05:40 -0000 1.25
--- capletvolstructure.xml 30 Oct 2006 10:30:57 -0000 1.26
***************
*** 202,206 ****
<description>day counter (e.g. Actual/360)</description>
</Parameter>
! <Parameter name="indexID" libraryClass='Xibor' failIfEmpty='false'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 202,206 ----
<description>day counter (e.g. Actual/360)</description>
</Parameter>
! <Parameter name="indexID" libraryClass='Xibor'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: couponvectors.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v
retrieving revision 1.39
retrieving revision 1.40
diff -C2 -d -r1.39 -r1.40
*** couponvectors.xml 26 Oct 2006 08:49:27 -0000 1.39
--- couponvectors.xml 30 Oct 2006 10:30:57 -0000 1.40
***************
*** 109,113 ****
<description>coupon nominals</description>
</Parameter>
! <Parameter name='indexID' libraryClass='SwapIndex' failIfEmpty='false'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 109,113 ----
<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>
--- 190,194 ----
<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>
--- 271,275 ----
<description>coupon nominals</description>
</Parameter>
! <Parameter name='indexID' libraryClass='SwapIndex'>
<type>string</type>
<tensorRank>scalar</tensorRank>
Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.67
retrieving revision 1.68
diff -C2 -d -r1.67 -r1.68
*** swaptionvolstructure.xml 26 Oct 2006 08:49:29 -0000 1.67
--- swaptionvolstructure.xml 30 Oct 2006 10:30:57 -0000 1.68
***************
*** 431,435 ****
<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>
--- 431,435 ----
<description>swap's fixed leg day counter (e.g. Actual/360)</description>
</Parameter>
! <Parameter name='iborIndexID' libraryClass='Xibor'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 441,445 ****
<description>time indicating the short tenor</description>
</Parameter>
! <Parameter name='iborIndexShortTenorID' libraryClass='Xibor' failIfEmpty='false'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 441,445 ----
<description>time indicating the short tenor</description>
</Parameter>
! <Parameter name='iborIndexShortTenorID' libraryClass='Xibor'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 535,539 ****
<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>
--- 535,539 ----
<description>swap's fixed leg day counter (e.g. Actual/360)</description>
</Parameter>
! <Parameter name='iborIndexID' libraryClass='Xibor'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 545,549 ****
<description>time indicating the short tenor</description>
</Parameter>
! <Parameter name='iborIndexShortTenorID' libraryClass='Xibor' failIfEmpty='false'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 545,549 ----
<description>time indicating the short tenor</description>
</Parameter>
! <Parameter name='iborIndexShortTenorID' libraryClass='Xibor'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 628,632 ****
<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>
--- 628,632 ----
<description>swap's fixed leg day counter (e.g. Actual/360)</description>
</Parameter>
! <Parameter name='iborIndexID' libraryClass='Xibor'>
<type>string</type>
<tensorRank>scalar</tensorRank>
***************
*** 638,642 ****
<description>time indicating the short tenor</description>
</Parameter>
! <Parameter name='iborIndexShortTenorID' libraryClass='Xibor' failIfEmpty='false'>
<type>string</type>
<tensorRank>scalar</tensorRank>
--- 638,642 ----
<description>time indicating the short tenor</description>
</Parameter>
! <Parameter name='iborIndexShortTenorID' libraryClass='Xibor'>
<type>string</type>
<tensorRank>scalar</tensorRank>
|