[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata quotes.xml, 1.5, 1.6
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From: Giorgio F. <gi...@us...> - 2006-12-14 16:02:34
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20984/gensrc/metadata Modified Files: quotes.xml Log Message: Added FuturesConvAdjustmentQuote Index: quotes.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/quotes.xml,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** quotes.xml 13 Dec 2006 20:16:02 -0000 1.5 --- quotes.xml 14 Dec 2006 16:01:21 -0000 1.6 *************** *** 204,207 **** --- 204,244 ---- </ParameterList> </Constructor> + + <Constructor name='qlFuturesConvAdjustmentQuote'> + <libraryFunction>FuturesConvAdjustmentQuote</libraryFunction> + <SupportedPlatforms> + <Excel/> + </SupportedPlatforms> + <ParameterList> + <Parameters> + <Parameter name='index' libraryClass='IborIndex'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>floating IborIndex object ID</description> + </Parameter> + <Parameter name='futuresDate' libraryType='QuantLib::Date'> + <type>long</type> + <tensorRank>scalar</tensorRank> + <description>futures Date</description> + </Parameter> + <Parameter name='futuresQuote' libToHandle='Quote'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>futures quote</description> + </Parameter> + <Parameter name='volatility' libToHandle='Quote'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>HullWhite volatility</description> + </Parameter> + <Parameter name='meanReversion' libToHandle='Quote'> + <type>string</type> + <tensorRank>scalar</tensorRank> + <description>HullWhite mean reversion</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> + </Functions> </Category> |