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Roland Lichtersjenkins
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QPR-12317 update leg data notionals docs in ORE
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Docs/UserGuide/tradecomponents/legdatanotionals.tex

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@@ -41,7 +41,7 @@ \subsubsection{Leg Data and Notionals}
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\item LegType: Determines which of the available sub-nodes must be
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used.
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Allowable values: \emph{Fixed, Floating, Cashflow, CMS, DigitalCMS, DurationAdjustedCMS, CMSSpread, DigitalCMSSpread, Equity, CPI, YY, ZeroCouponFixed}
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Allowable values: \emph{Fixed, Floating, Cashflow, CMS, CMB, DigitalCMS, DurationAdjustedCMS, CMSSpread, DigitalCMSSpread, Equity, CPI, YY, ZeroCouponFixed, FormulaBased, CommodityFloating, CommodityFixed, EquityMargin}
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\item Payer: The flows of the leg are paid to the counterparty if
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\emph{true}, and received if \emph{false}.
@@ -210,8 +210,8 @@ \subsubsection{Leg Data and Notionals}
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outlined in section \ref{ss:cashflowlegdata}.
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\item CMSLegData: This trade component sub-node is required if \lstinline!LegType! is set to \emph{CMS} (Constant Maturity Swap). It is
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outlined in section \ref{ss:cmslegdata}.
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% \item CMBLegData: This trade component sub-node is required if \lstinline!LegType! is set to \emph{CMB} (Constant Maturity Bond). It is
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% outlined in section \ref{ss:cmblegdata}.
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\item CMBLegData: This trade component sub-node is required if \lstinline!LegType! is set to \emph{CMB} (Constant Maturity Bond). It is
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outlined in section \ref{ss:cmblegdata}.
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\item DigitalCMSLegData: This trade component sub-node is required if \lstinline!LegType! is set to \emph{DigitalCMS}. It is
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outlined in section \ref{ss:digitalcmslegdata}.
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\item DurationAdjustedCMSLegData: This trade component sub-node is required if \lstinline!LegType! is set to \emph{DurationAdjustedCMS}. It is
@@ -228,10 +228,10 @@ \subsubsection{Leg Data and Notionals}
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outlined in section \ref{ss:yylegdata}.
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\item ZeroCouponFixedLegData: This trade component sub-node is required if \lstinline!LegType! is set to \emph{ZeroCouponFixed}. It is
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outlined in section \ref{ss:zerolegdata}.
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% \item FormulaBasedLegData: This trade component sub-node is required if \lstinline!LegType! is set to \emph{FormulaBased}. It is
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% outlined in section \ref{ss:formulalegdata}.
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% \item CommodityFloatingLegData: This trade component sub-node is required if \lstinline!LegType! is set to \emph{CommodityFloating} It is
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% outlined in section \ref{ss:commodity_floating_leg_data}.
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% \item CommodityFixedLegData: This trade component sub-node is required if \lstinline!LegType! is set to \emph{CommodityFixed} It is outlined in section \ref{ss:commodity_fixed_leg_data}.
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% \item EquityMarginLegData: This trade component sub-node is required if \lstinline!LegType! is set to \emph{EquityMargin} It is outlined in section \ref{ss:equity_margin_leg_data}.
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\item FormulaBasedLegData: This trade component sub-node is required if \lstinline!LegType! is set to \emph{FormulaBased}. It is
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outlined in section \ref{ss:formulalegdata}.
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\item CommodityFloatingLegData: This trade component sub-node is required if \lstinline!LegType! is set to \emph{CommodityFloating} It is
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outlined in section \ref{ss:commodity_floating_leg_data}.
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\item CommodityFixedLegData: This trade component sub-node is required if \lstinline!LegType! is set to \emph{CommodityFixed} It is outlined in section \ref{ss:commodity_fixed_leg_data}.
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\item EquityMarginLegData: This trade component sub-node is required if \lstinline!LegType! is set to \emph{EquityMargin} It is outlined in section \ref{ss:equity_margin_leg_data}.
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\end{itemize}

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