[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata index.xml, 1.45, 1.46
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From: Ferdinando A. <na...@us...> - 2006-10-31 11:54:20
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27553/gensrc/metadata Modified Files: index.xml Log Message: tenor-based SwapIndex constructor Index: index.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/index.xml,v retrieving revision 1.45 retrieving revision 1.46 diff -C2 -d -r1.45 -r1.46 *** index.xml 30 Oct 2006 10:30:57 -0000 1.45 --- index.xml 31 Oct 2006 11:54:17 -0000 1.46 *************** *** 466,473 **** <description>index name</description> </Parameter> ! <Parameter name='tenor'> ! <type>long</type> <tensorRank>scalar</tensorRank> ! <description>swap tenor in years</description> </Parameter> <Parameter name='fixingDays'> --- 466,473 ---- <description>index name</description> </Parameter> ! <Parameter name='tenor' libraryType='QuantLib::Period'> ! <type>string</type> <tensorRank>scalar</tensorRank> ! <description>index tenor (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year)</description> </Parameter> <Parameter name='fixingDays'> |