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From: Eric E. <eri...@us...> - 2006-07-10 13:58:47
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26647/qlo Modified Files: enumclassctors.cpp enumclassctors.hpp typefactory.hpp Log Message: link enumerated EURIBORs to a global Handle<YieldTermStructure> Index: enumclassctors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** enumclassctors.cpp 10 Jul 2006 11:24:57 -0000 1.5 --- enumclassctors.cpp 10 Jul 2006 13:58:41 -0000 1.6 *************** *** 225,347 **** /* *** Euribor *** */ ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_SW( ! const std::string& handleYieldTermStructureID) { ! QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure = ! libToHandle<QuantLib::YieldTermStructure, QuantLibAddin::YieldTermStructure> ! (handleYieldTermStructureID); return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::EuriborSW(handleYieldTermStructure)); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_2W( ! const std::string& handleYieldTermStructureID) { ! QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure = ! libToHandle<QuantLib::YieldTermStructure, QuantLibAddin::YieldTermStructure> ! (handleYieldTermStructureID); return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor2W(handleYieldTermStructure)); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_3W( ! const std::string& handleYieldTermStructureID) { ! QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure = ! libToHandle<QuantLib::YieldTermStructure, QuantLibAddin::YieldTermStructure> ! (handleYieldTermStructureID); return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor3W(handleYieldTermStructure)); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_1M( ! const std::string& handleYieldTermStructureID) { ! QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure = ! libToHandle<QuantLib::YieldTermStructure, QuantLibAddin::YieldTermStructure> ! (handleYieldTermStructureID); return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor1M(handleYieldTermStructure)); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_2M( ! const std::string& handleYieldTermStructureID) { ! QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure = ! libToHandle<QuantLib::YieldTermStructure, QuantLibAddin::YieldTermStructure> ! (handleYieldTermStructureID); return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor2M(handleYieldTermStructure)); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_3M( ! const std::string& handleYieldTermStructureID) { ! QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure = ! libToHandle<QuantLib::YieldTermStructure, QuantLibAddin::YieldTermStructure> ! (handleYieldTermStructureID); return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor3M(handleYieldTermStructure)); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_4M( ! const std::string& handleYieldTermStructureID) { ! QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure = ! libToHandle<QuantLib::YieldTermStructure, QuantLibAddin::YieldTermStructure> ! (handleYieldTermStructureID); return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor4M(handleYieldTermStructure)); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_5M( ! const std::string& handleYieldTermStructureID) { ! QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure = ! libToHandle<QuantLib::YieldTermStructure, QuantLibAddin::YieldTermStructure> ! (handleYieldTermStructureID); return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor5M(handleYieldTermStructure)); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_6M( ! const std::string& handleYieldTermStructureID) { ! QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure = ! libToHandle<QuantLib::YieldTermStructure, QuantLibAddin::YieldTermStructure> ! (handleYieldTermStructureID); return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor6M(handleYieldTermStructure)); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_7M( ! const std::string& handleYieldTermStructureID) { ! QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure = ! libToHandle<QuantLib::YieldTermStructure, QuantLibAddin::YieldTermStructure> ! (handleYieldTermStructureID); return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor7M(handleYieldTermStructure)); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_8M( ! const std::string& handleYieldTermStructureID) { ! QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure = ! libToHandle<QuantLib::YieldTermStructure, QuantLibAddin::YieldTermStructure> ! (handleYieldTermStructureID); return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor8M(handleYieldTermStructure)); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_9M( ! const std::string& handleYieldTermStructureID) { ! QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure = ! libToHandle<QuantLib::YieldTermStructure, QuantLibAddin::YieldTermStructure> ! (handleYieldTermStructureID); return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor9M(handleYieldTermStructure)); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_10M( ! const std::string& handleYieldTermStructureID) { ! QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure = ! libToHandle<QuantLib::YieldTermStructure, QuantLibAddin::YieldTermStructure> ! (handleYieldTermStructureID); return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor10M(handleYieldTermStructure)); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_11M( ! const std::string& handleYieldTermStructureID) { ! QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure = ! libToHandle<QuantLib::YieldTermStructure, QuantLibAddin::YieldTermStructure> ! (handleYieldTermStructureID); return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor11M(handleYieldTermStructure)); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_1Y( ! const std::string& handleYieldTermStructureID) { ! QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure = ! libToHandle<QuantLib::YieldTermStructure, QuantLibAddin::YieldTermStructure> ! (handleYieldTermStructureID); return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor1Y(handleYieldTermStructure)); } --- 225,302 ---- /* *** Euribor *** */ ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_SW() { return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::EuriborSW( ! EuriborHandle::instance().handleYieldTermStructure())); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_2W() { return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor2W( ! EuriborHandle::instance().handleYieldTermStructure())); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_3W() { return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor3W( ! EuriborHandle::instance().handleYieldTermStructure())); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_1M() { return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor1M( ! EuriborHandle::instance().handleYieldTermStructure())); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_2M() { return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor2M( ! EuriborHandle::instance().handleYieldTermStructure())); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_3M() { return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor3M( ! EuriborHandle::instance().handleYieldTermStructure())); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_4M() { return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor4M( ! EuriborHandle::instance().handleYieldTermStructure())); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_5M() { return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor5M( ! EuriborHandle::instance().handleYieldTermStructure())); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_6M() { return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor6M( ! EuriborHandle::instance().handleYieldTermStructure())); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_7M() { return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor7M( ! EuriborHandle::instance().handleYieldTermStructure())); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_8M() { return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor8M( ! EuriborHandle::instance().handleYieldTermStructure())); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_9M() { return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor9M( ! EuriborHandle::instance().handleYieldTermStructure())); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_10M() { return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor10M( ! EuriborHandle::instance().handleYieldTermStructure())); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_11M() { return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor11M( ! EuriborHandle::instance().handleYieldTermStructure())); } ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_1Y() { return boost::shared_ptr<QuantLib::Euribor>( ! new QuantLib::Euribor1Y( ! EuriborHandle::instance().handleYieldTermStructure())); } Index: enumclassctors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** enumclassctors.hpp 10 Jul 2006 11:24:57 -0000 1.5 --- enumclassctors.hpp 10 Jul 2006 13:58:41 -0000 1.6 *************** *** 105,138 **** /* *** Euribor *** */ ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_SW( ! const std::string& handleYieldTermStructureID); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_2W( ! const std::string& handleYieldTermStructureID); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_3W( ! const std::string& handleYieldTermStructureID); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_1M( ! const std::string& handleYieldTermStructureID); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_2M( ! const std::string& handleYieldTermStructureID); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_3M( ! const std::string& handleYieldTermStructureID); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_4M( ! const std::string& handleYieldTermStructureID); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_5M( ! const std::string& handleYieldTermStructureID); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_6M( ! const std::string& handleYieldTermStructureID); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_7M( ! const std::string& handleYieldTermStructureID); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_8M( ! const std::string& handleYieldTermStructureID); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_9M( ! const std::string& handleYieldTermStructureID); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_10M( ! const std::string& handleYieldTermStructureID); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_11M( ! const std::string& handleYieldTermStructureID); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_1Y( ! const std::string& handleYieldTermStructureID); /* *** YieldTermStructure *** */ --- 105,123 ---- /* *** Euribor *** */ ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_SW(); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_2W(); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_3W(); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_1M(); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_2M(); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_3M(); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_4M(); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_5M(); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_6M(); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_7M(); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_8M(); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_9M(); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_10M(); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_11M(); ! boost::shared_ptr<QuantLib::Euribor> EURIBOR_1Y(); /* *** YieldTermStructure *** */ Index: typefactory.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** typefactory.hpp 10 Jul 2006 11:24:57 -0000 1.17 --- typefactory.hpp 10 Jul 2006 13:58:41 -0000 1.18 *************** *** 208,211 **** --- 208,226 ---- }; + // a singleton to store the Handle<YieldTermStructure> + // shared by all enumerated Euribor classes + class EuriborHandle : public QuantLib::Singleton<EuriborHandle> { + friend class QuantLib::Singleton<EuriborHandle>; + public: + const QuantLib::Handle<QuantLib::YieldTermStructure> &handleYieldTermStructure() const { + return handleYieldTermStructure_; + } + void linkEuriborHandle(boost::shared_ptr<QuantLib::YieldTermStructure> yieldTermStructure) { + handleYieldTermStructure_.linkTo(yieldTermStructure); + } + private: + QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure_; + }; + /* *** YieldTermStructure *** */ typedef boost::shared_ptr<QuantLib::YieldTermStructure>(*YieldTermStructureConstructor)( |
