[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata payoffs.xml, 1.12, 1.13
Brought to you by:
ericehlers,
nando
|
From: Chiara F. <chi...@us...> - 2007-01-10 11:00:59
|
Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15490/gensrc/metadata Modified Files: payoffs.xml Log Message: Index: payoffs.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/payoffs.xml,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** payoffs.xml 11 Dec 2006 15:09:50 -0000 1.12 --- payoffs.xml 10 Jan 2007 11:00:48 -0000 1.13 *************** *** 179,183 **** <type>double</type> <tensorRank>scalar</tensorRank> ! <description>the 3rd paramenter for the payoff definition of CashOrNothing (cash), Gap (effective strike), SuperShare (strike increment)</description> </Parameter> </Parameters> --- 179,183 ---- <type>double</type> <tensorRank>scalar</tensorRank> ! <description>the 3rd paramenter for the payoff definition of CashOrNothing (cash), Gap (determines the size of the payoff), SuperFund (second strike)</description> </Parameter> </Parameters> |