[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata couponvectors.xml, 1.48, 1.49
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From: Cristina D. <cdu...@us...> - 2007-01-08 15:35:21
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20561/gensrc/metadata Modified Files: couponvectors.xml Log Message: Capflooredcoupon: Added default null vectors for cap and floor rates Index: couponvectors.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/couponvectors.xml,v retrieving revision 1.48 retrieving revision 1.49 diff -C2 -d -r1.48 -r1.49 *** couponvectors.xml 21 Dec 2006 09:16:27 -0000 1.48 --- couponvectors.xml 8 Jan 2007 15:35:17 -0000 1.49 *************** *** 96,135 **** <ParameterList> <Parameters> ! <Parameter name='schedule' libraryClass='Schedule'> <type>string</type> <tensorRank>scalar</tensorRank> <description>schedule object ID</description> </Parameter> ! <Parameter name='nominals'> <type>double</type> <tensorRank>vector</tensorRank> <description>coupon nominals</description> </Parameter> ! <Parameter name='gearings'> <type>double</type> <tensorRank>vector</tensorRank> <description>floating rate gearings (i.e. the multiplicative coefficients of the floating rate index)</description> </Parameter> ! <Parameter name='index' libraryClass='IborIndex'> <type>string</type> <tensorRank>scalar</tensorRank> <description>underlying index object ID</description> </Parameter> ! <Parameter name='spreads' libraryType='QuantLib::Spread' default='0'> <type>double</type> <tensorRank>vector</tensorRank> <description>floating rate spreads</description> </Parameter> ! <Parameter name='caps' libraryType='QuantLib::Rate'> <type>double</type> <tensorRank>vector</tensorRank> ! <description>caps</description> </Parameter> ! <Parameter name='floors' libraryType='QuantLib::Rate'> <type>double</type> <tensorRank>vector</tensorRank> ! <description>floors</description> </Parameter> ! <Parameter name='vol' libToHandle='CapletVolatilityStructure'> <type>string</type> <tensorRank>scalar</tensorRank> --- 96,135 ---- <ParameterList> <Parameters> ! <Parameter name='Schedule' libraryClass='Schedule'> <type>string</type> <tensorRank>scalar</tensorRank> <description>schedule object ID</description> </Parameter> ! <Parameter name='Nominals'> <type>double</type> <tensorRank>vector</tensorRank> <description>coupon nominals</description> </Parameter> ! <Parameter name='Gearings'> <type>double</type> <tensorRank>vector</tensorRank> <description>floating rate gearings (i.e. the multiplicative coefficients of the floating rate index)</description> </Parameter> ! <Parameter name='Index' libraryClass='IborIndex'> <type>string</type> <tensorRank>scalar</tensorRank> <description>underlying index object ID</description> </Parameter> ! <Parameter name='Spreads' libraryType='QuantLib::Spread' default='0'> <type>double</type> <tensorRank>vector</tensorRank> <description>floating rate spreads</description> </Parameter> ! <Parameter name='CapRates' libraryType='QuantLib::Rate' default='std::vector<QuantLib::Rate>()' > <type>double</type> <tensorRank>vector</tensorRank> ! <description>If omitted, no strikes are assigned.</description> </Parameter> ! <Parameter name='FloorRates' libraryType='QuantLib::Rate' default='std::vector<QuantLib::Rate>()'> <type>double</type> <tensorRank>vector</tensorRank> ! <description>If omitted, no strikes are assigned.</description> </Parameter> ! <Parameter name='Volatility' libToHandle='CapletVolatilityStructure'> <type>string</type> <tensorRank>scalar</tensorRank> |