[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata ratehelpers.xml, 1.36, 1.37
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From: Marco B. <mar...@us...> - 2006-12-14 15:22:58
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5530/gensrc/metadata Modified Files: ratehelpers.xml Log Message: Updated qlRateHelperSelection with 1 more parameter, still unused. Index: ratehelpers.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/ratehelpers.xml,v retrieving revision 1.36 retrieving revision 1.37 diff -C2 -d -r1.36 -r1.37 *** ratehelpers.xml 11 Dec 2006 09:40:04 -0000 1.36 --- ratehelpers.xml 14 Dec 2006 15:22:44 -0000 1.37 *************** *** 225,249 **** <type>string</type> <tensorRank>vector</tensorRank> ! <description>vector of rate-helper</description> </Parameter> <Parameter name='includeFlag'> <type>bool</type> <tensorRank>vector</tensorRank> ! <description>inclusion boolean</description> </Parameter> <Parameter name='priority'> <type>long</type> <tensorRank>vector</tensorRank> ! <description>priority integer (higher number for higher priority)</description> </Parameter> <Parameter name='nFutures'> <type>long</type> <tensorRank>scalar</tensorRank> ! <description>max number of futures to be included</description> </Parameter> ! <Parameter name='frontContractRollingDays' default='0'> <type>long</type> <tensorRank>scalar</tensorRank> ! <description>discard the front contract the given number of days in advance of its expiry (e.g zero implies the usage of the front contract during its expiry day)</description> </Parameter> </Parameters> --- 225,254 ---- <type>string</type> <tensorRank>vector</tensorRank> ! <description>vector of rate-helpers</description> </Parameter> <Parameter name='includeFlag'> <type>bool</type> <tensorRank>vector</tensorRank> ! <description>vector of instrument inclusion boolean</description> </Parameter> <Parameter name='priority'> <type>long</type> <tensorRank>vector</tensorRank> ! <description>vector of priority integers (higher number for higher priority)</description> </Parameter> <Parameter name='nFutures'> <type>long</type> <tensorRank>scalar</tensorRank> ! <description>max number of Futures to be included</description> </Parameter> ! <Parameter name='frontFuturesRollingDays' default='0'> <type>long</type> <tensorRank>scalar</tensorRank> ! <description>discard the front Futures the given number of days before its expiry (e.g zero implies the use of the front Futures during its expiry day)</description> ! </Parameter> ! <Parameter name='depoIncludeFlag'> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>inclusion boolean to use the Deposits after front Futures expiry</description> </Parameter> </Parameters> |