[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata forwardrateagreement.xml, 1.22, 1.23

[Marco B. <mar...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1796/gensrc/metadata

Modified Files:
	forwardrateagreement.xml 
Log Message:
Vary small adjustments in comments

Index: forwardrateagreement.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/forwardrateagreement.xml,v
retrieving revision 1.22
retrieving revision 1.23
diff -C2 -d -r1.22 -r1.23
*** forwardrateagreement.xml	22 Nov 2006 13:34:14 -0000	1.22
--- forwardrateagreement.xml	27 Nov 2006 14:12:29 -0000	1.23
***************
*** 20,54 ****
              <type>long</type>
              <tensorRank>scalar</tensorRank>
!             <description>value date</description>
            </Parameter>
            <Parameter name='maturityDate' libraryType='QuantLib::Date'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
!             <description>maturity date</description>
            </Parameter>
            <Parameter name='position' enumeration='QuantLib::Position::Type'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>instrument position (Long for a purchase, Short for a sale)</description>
            </Parameter>
            <Parameter name='strike' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>strike rate</description>
            </Parameter>
            <Parameter name='notional'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>Notional Amount</description>
            </Parameter>
            <Parameter name="index" libraryClass='Xibor'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>underlying index object ID</description>
            </Parameter>
            <Parameter name='YieldCurve' libToHandle='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>discounting yield term structure object ID</description>
            </Parameter>
          </Parameters>
--- 20,54 ----
              <type>long</type>
              <tensorRank>scalar</tensorRank>
!             <description>Value date</description>
            </Parameter>
            <Parameter name='maturityDate' libraryType='QuantLib::Date'>
              <type>long</type>
              <tensorRank>scalar</tensorRank>
!             <description>Maturity date</description>
            </Parameter>
            <Parameter name='position' enumeration='QuantLib::Position::Type'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>Instrument position (Long = purchase, Short = sale)</description>
            </Parameter>
            <Parameter name='strike' libraryType='QuantLib::Rate'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>Strike rate</description>
            </Parameter>
            <Parameter name='notional'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
!             <description>Notional amount</description>
            </Parameter>
            <Parameter name="index" libraryClass='Xibor'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>Underlying index object ID</description>
            </Parameter>
            <Parameter name='YieldCurve' libToHandle='YieldTermStructure'>
              <type>string</type>
              <tensorRank>scalar</tensorRank>
!             <description>Discounting yield term structure object ID</description>
            </Parameter>
          </Parameters>