QPR-11772 update docs

Author: pcaspers

Docs/UserGuide/tradecomponents/floatinglegdata.tex

@@ -250,7 +250,7 @@ \subsubsection{Floating Leg Data, Spreads, Gearings, Caps and Floors}
 
 \item Caps [Optional]: This node contains child elements of type \lstinline!Cap! indicating that the coupon rate is
   capped at the given rate (after applying gearing and spread, if any). The mode of specification is analogous to
-  spreads, see above. Caps / Floors are supported for Ibor and compounded / averaged OIS coupons, but not for coupons
+  spreads, see above. Caps / Floors are supported for Ibor, SIFMA, compounded / averaged OIS coupons, but not for coupons
   with subperiods.
 
   For OIS coupons notice how the gearing $g$ and spread $s$ enter the calculation of the coupon amount $A$ dependent on

Docs/UserGuide/tradedata/capfloor.tex

@@ -1,8 +1,9 @@
 \subsubsection{Cap/Floor}
 \label{ss:capfloor}
 
-The \lstinline!CapFloorData! node is the trade data container for the \emph{CapFloor} trade type.  It's a cap, floor or collar
-(i.e. a portfolio of a long cap and a short floor for a long position in the collar) on a series of Ibor or CMS rates. 
+The \lstinline!CapFloorData! node is the trade data container for the \emph{CapFloor} trade type.  It's a cap, floor or
+collar (i.e. a portfolio of a long cap and a short floor for a long position in the collar) on a series of Ibor, SIFMA,
+OIS, CMS, Duration-adjusted CMS, CMS Spread, CPI, YY coupons.
 
 The \lstinline!CapFloorData! node contains a \lstinline!LongShort! sub-node which indicates whether the cap (floor, collar)
 is long or short, and a \lstinline!LegData!  sub-node where the