[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata marketmodels.xml, 1.55, 1.56
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From: Ferdinando A. <na...@us...> - 2006-11-10 17:59:28
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23006/gensrc/metadata Modified Files: marketmodels.xml Log Message: using Payoff to generalize from caplet to optionlet (cap, floor, digital, etc) Index: marketmodels.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/marketmodels.xml,v retrieving revision 1.55 retrieving revision 1.56 diff -C2 -d -r1.55 -r1.56 *** marketmodels.xml 9 Nov 2006 17:32:53 -0000 1.55 --- marketmodels.xml 10 Nov 2006 17:59:25 -0000 1.56 *************** *** 102,107 **** </Constructor> ! <Constructor name='qlMarketModelOneStepCaplets'> ! <libraryFunction>OneStepCaplets</libraryFunction> <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> --- 102,107 ---- </Constructor> ! <!--<Constructor name='qlMarketModelOneStepOptionlets'> ! <libraryFunction>OneStepOptionlets</libraryFunction> <functionCategory>QuantLib</functionCategory> <SupportedPlatforms> *************** *** 125,136 **** <description>payment times of the product</description> </Parameter> ! <Parameter name='strikes' libraryType='QuantLib::Rate'> ! <type>double</type> <tensorRank>vector</tensorRank> ! <description>forward strikes</description> </Parameter> </Parameters> </ParameterList> ! </Constructor> <!-- EvolutionDescription class interface and costructor --> --- 125,136 ---- <description>payment times of the product</description> </Parameter> ! <Parameter name='payoffIDs' libraryClass='Payoff'> ! <type>string</type> <tensorRank>vector</tensorRank> ! <description>ID of striked type payoff objects</description> </Parameter> </Parameters> </ParameterList> ! </Constructor>--> <!-- EvolutionDescription class interface and costructor --> |