Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4751
Modified Files:
capletvolstructure.xml
Log Message:
FloatingLeg Helper class has been removed, makeCapFloor is used instead
the following arguments have been removed:
capScheduleConvention, capScheduleFixingDays, calendar
since they are deduced by makeCapFloor
redudant includes pruned from test-suite\capsstripper.cpp
Index: capletvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/capletvolstructure.xml,v
retrieving revision 1.28
retrieving revision 1.29
diff -C2 -d -r1.28 -r1.29
*** capletvolstructure.xml 17 Nov 2006 09:21:24 -0000 1.28
--- capletvolstructure.xml 17 Nov 2006 11:14:37 -0000 1.29
***************
*** 168,186 ****
<ParameterList>
<Parameters>
- <Parameter name='calendar' enumeration='QuantLib::Calendar'>
- <type>string</type>
- <tensorRank>scalar</tensorRank>
- <description>holiday calendar (e.g. TARGET)</description>
- </Parameter>
- <Parameter name='convention' enumeration='QuantLib::BusinessDayConvention'>
- <type>string</type>
- <tensorRank>scalar</tensorRank>
- <description>business day convention (e.g. ModifiedFollowing)</description>
- </Parameter>
- <Parameter name='fixingDays'>
- <type>long</type>
- <tensorRank>scalar</tensorRank>
- <description>fixing days (e.g. 2)</description>
- </Parameter>
<Parameter name='capTenors' libraryType='QuantLib::Period'>
<type>string</type>
--- 168,171 ----
***************
*** 198,206 ****
<description>cap volatilities.</description>
</Parameter>
- <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
- <type>string</type>
- <tensorRank>scalar</tensorRank>
- <description>day counter (e.g. Actual/360)</description>
- </Parameter>
<Parameter name="indexID" libraryClass='Xibor'>
<type>string</type>
--- 183,186 ----
***************
*** 213,216 ****
--- 193,201 ----
<description>discounting term structure</description>
</Parameter>
+ <Parameter name='dayCounter' enumeration='QuantLib::DayCounter'>
+ <type>string</type>
+ <tensorRank>scalar</tensorRank>
+ <description>day counter (e.g. Actual/360)</description>
+ </Parameter>
<Parameter name='impliedVolatilityAccuracy' libraryType='QuantLib::Real'>
<type>double</type>
|