[QuantLibAddin-cvs] QuantLibAddin/qlo enumclassctors.cpp, 1.6, 1.7 enumclassctors.hpp, 1.6, 1.7 index.cpp, 1.5, 1.6 index.hpp, 1.5, 1.6 typefactory.hpp, 1.18, 1.19

[Katiuscia M. <kma...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31168/qlo

Modified Files:
	enumclassctors.cpp enumclassctors.hpp index.cpp index.hpp 
	typefactory.hpp 
Log Message:


Index: index.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.hpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** index.hpp	21 Jul 2006 17:27:37 -0000	1.5
--- index.hpp	21 Jul 2006 18:19:17 -0000	1.6
***************
*** 55,62 ****
                   QuantLib::BusinessDayConvention fixedLegBDC,
                   const QuantLib::DayCounter& fixedLegDayCounter,
!                  const boost::shared_ptr<QuantLib::Xibor>& index,
!                  long indexFixingDays,
!                  QuantLib::Frequency floatingLegFreq,
!                  QuantLib::BusinessDayConvention floatingLegBDC);
      };
  }
--- 55,59 ----
                   QuantLib::BusinessDayConvention fixedLegBDC,
                   const QuantLib::DayCounter& fixedLegDayCounter,
!                  const boost::shared_ptr<QuantLib::Xibor>& index);
      };
  }

Index: index.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.cpp,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** index.cpp	21 Jul 2006 17:27:37 -0000	1.5
--- index.cpp	21 Jul 2006 18:19:17 -0000	1.6
***************
*** 54,61 ****
                         QuantLib::BusinessDayConvention fixedLegBDC,
                         const QuantLib::DayCounter& fixedLegDayCounter,
!                        const boost::shared_ptr<QuantLib::Xibor>& index,
!                        long indexFixingDays,
!                        QuantLib::Frequency floatingLegFreq,
!                        QuantLib::BusinessDayConvention floatingLegBDC)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::SwapRate>(
--- 54,58 ----
                         QuantLib::BusinessDayConvention fixedLegBDC,
                         const QuantLib::DayCounter& fixedLegDayCounter,
!                        const boost::shared_ptr<QuantLib::Xibor>& index)
      {
          libraryObject_ = boost::shared_ptr<QuantLib::SwapRate>(
***************
*** 63,69 ****
                                     fixingDays, crr, calendar, 
                                     fixedLegFreq, fixedLegBDC,
!                                    fixedLegDayCounter, index,
!                                    indexFixingDays, floatingLegFreq,
!                                    floatingLegBDC));
      }
  }
--- 60,64 ----
                                     fixingDays, crr, calendar, 
                                     fixedLegFreq, fixedLegBDC,
!                                    fixedLegDayCounter, index));
      }
  }

Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** enumclassctors.cpp	10 Jul 2006 13:58:41 -0000	1.6
--- enumclassctors.cpp	21 Jul 2006 18:19:17 -0000	1.7
***************
*** 301,304 ****
--- 301,380 ----
      }
  
+         /* *** EuriborSwapFixA *** */
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_1Y() {
+         return boost::shared_ptr<QuantLib::EuriborSwapFixA>(
+             new QuantLib::EuriborSwapFixA1Y());
+     }
+  
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_2Y() {
+         return boost::shared_ptr<QuantLib::EuriborSwapFixA>(
+             new QuantLib::EuriborSwapFixA2Y());
+     }
+ 
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_3Y() {
+         return boost::shared_ptr<QuantLib::EuriborSwapFixA>(
+             new QuantLib::EuriborSwapFixA3Y());
+     }
+ 
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_4Y() {
+         return boost::shared_ptr<QuantLib::EuriborSwapFixA>(
+             new QuantLib::EuriborSwapFixA4Y());
+     }
+ 
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_5Y() {
+         return boost::shared_ptr<QuantLib::EuriborSwapFixA>(
+             new QuantLib::EuriborSwapFixA5Y());
+     }
+ 
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_6Y() {
+         return boost::shared_ptr<QuantLib::EuriborSwapFixA>(
+             new QuantLib::EuriborSwapFixA6Y());
+     }
+ 
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_7Y() {
+         return boost::shared_ptr<QuantLib::EuriborSwapFixA>(
+             new QuantLib::EuriborSwapFixA7Y());
+     }
+ 
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_8Y() {
+         return boost::shared_ptr<QuantLib::EuriborSwapFixA>(
+             new QuantLib::EuriborSwapFixA8Y());
+     }
+ 
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_9Y() {
+         return boost::shared_ptr<QuantLib::EuriborSwapFixA>(
+             new QuantLib::EuriborSwapFixA9Y());
+     }
+ 
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_10Y() {
+         return boost::shared_ptr<QuantLib::EuriborSwapFixA>(
+             new QuantLib::EuriborSwapFixA10Y());
+     }
+ 
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_12Y() {
+         return boost::shared_ptr<QuantLib::EuriborSwapFixA>(
+             new QuantLib::EuriborSwapFixA12Y());
+     }
+ 
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_15Y() {
+         return boost::shared_ptr<QuantLib::EuriborSwapFixA>(
+             new QuantLib::EuriborSwapFixA15Y());
+     }
+ 
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_20Y() {
+         return boost::shared_ptr<QuantLib::EuriborSwapFixA>(
+             new QuantLib::EuriborSwapFixA20Y());
+     }
+ 
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_25Y() {
+         return boost::shared_ptr<QuantLib::EuriborSwapFixA>(
+             new QuantLib::EuriborSwapFixA25Y());
+     }
+ 
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_30Y() {
+         return boost::shared_ptr<QuantLib::EuriborSwapFixA>(
+             new QuantLib::EuriborSwapFixA30Y());
+     }
+ 
      /* *** YieldTermStructure *** */
      boost::shared_ptr<QuantLib::YieldTermStructure> DISCOUNT_LOGLINEAR_PiecewiseYieldCurve(

Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** enumclassctors.hpp	10 Jul 2006 13:58:41 -0000	1.6
--- enumclassctors.hpp	21 Jul 2006 18:19:17 -0000	1.7
***************
*** 121,124 ****
--- 121,141 ----
      boost::shared_ptr<QuantLib::Euribor> EURIBOR_1Y();
  
+     /* *** EuriborSwapFixA *** */
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_1Y();
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_2Y();
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_3Y();
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_4Y();
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_5Y();
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_6Y();
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_7Y();
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_8Y();
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_9Y();
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_10Y();
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_12Y();
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_15Y();
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_20Y();
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_25Y();
+     boost::shared_ptr<QuantLib::EuriborSwapFixA> EURIBORSWAPFIXA_30Y();
+ 
      /* *** YieldTermStructure *** */
      boost::shared_ptr<QuantLib::YieldTermStructure> DISCOUNT_LOGLINEAR_PiecewiseYieldCurve(

Index: typefactory.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** typefactory.hpp	10 Jul 2006 13:58:41 -0000	1.18
--- typefactory.hpp	21 Jul 2006 18:19:17 -0000	1.19
***************
*** 26,29 ****
--- 26,30 ----
  #include <ql/Math/interpolation2D.hpp>
  #include <ql/Indexes/euribor.hpp>
+ #include <ql/Indexes/euriborswapfixa.hpp>
  #include <ql/TermStructures/ratehelpers.hpp>
  #include <oh/exception.hpp>