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From: Eric E. <eri...@us...> - 2006-07-30 07:12:27
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv23471/qlo Modified Files: conversions.hpp couponvectors.cpp couponvectors.hpp enumclassctors.cpp enumclassctors.hpp index.cpp marketmodels.cpp marketmodels.hpp optimization.cpp typefactory.hpp Log Message: edit QLA trunk for compatibility with QL branch Index: couponvectors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** couponvectors.hpp 28 Jul 2006 16:35:23 -0000 1.10 --- couponvectors.hpp 30 Jul 2006 07:12:21 -0000 1.11 *************** *** 24,28 **** #include <qlo/index.hpp> #include <ql/CashFlows/cashflowvectors.hpp> ! #include <ql/CashFlows/cmscoupon.hpp> #include <ql/CashFlows/analysis.hpp> --- 24,28 ---- #include <qlo/index.hpp> #include <ql/CashFlows/cashflowvectors.hpp> ! //#include <ql/CashFlows/cmscoupon.hpp> #include <ql/CashFlows/analysis.hpp> *************** *** 77,97 **** }; ! class CMSCouponVector : public CouponVector { ! public: ! CMSCouponVector( ! const boost::shared_ptr<QuantLib::Schedule>& schedule, ! QuantLib::BusinessDayConvention paymentAdjustment, ! const std::vector<QuantLib::Real>& nominals, ! const boost::shared_ptr<QuantLib::SwapIndex>& index, ! QuantLib::Integer fixingDays, ! const QuantLib::DayCounter& dayCounter, ! const std::vector<QuantLib::Real>& baseRates, ! const std::vector<QuantLib::Real>& fractions, ! const std::vector<QuantLib::Real>& caps, ! const std::vector<QuantLib::Real>& floors, ! const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! QuantLib::ConvexityAdjustmentPricer::Type typeOfConvexityAdjustment); ! virtual std::vector<std::vector<double> > getLeg(); ! }; } --- 77,97 ---- }; ! //class CMSCouponVector : public CouponVector { ! // public: ! // CMSCouponVector( ! // const boost::shared_ptr<QuantLib::Schedule>& schedule, ! // QuantLib::BusinessDayConvention paymentAdjustment, ! // const std::vector<QuantLib::Real>& nominals, ! // const boost::shared_ptr<QuantLib::SwapIndex>& index, ! // QuantLib::Integer fixingDays, ! // const QuantLib::DayCounter& dayCounter, ! // const std::vector<QuantLib::Real>& baseRates, ! // const std::vector<QuantLib::Real>& fractions, ! // const std::vector<QuantLib::Real>& caps, ! // const std::vector<QuantLib::Real>& floors, ! // const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! // QuantLib::ConvexityAdjustmentPricer::Type typeOfConvexityAdjustment); ! // virtual std::vector<std::vector<double> > getLeg(); ! //}; } Index: couponvectors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** couponvectors.cpp 28 Jul 2006 16:35:23 -0000 1.11 --- couponvectors.cpp 30 Jul 2006 07:12:21 -0000 1.12 *************** *** 154,205 **** } ! CMSCouponVector::CMSCouponVector( ! const boost::shared_ptr<QuantLib::Schedule>& schedule, ! QuantLib::BusinessDayConvention paymentAdjustment, ! const std::vector<QuantLib::Real>& nominals, ! const boost::shared_ptr<QuantLib::SwapIndex>& index, ! QuantLib::Integer fixingDays, ! const QuantLib::DayCounter& dayCounter, ! const std::vector<QuantLib::Rate>& baseRates, ! const std::vector<QuantLib::Real>& fractions, ! const std::vector<QuantLib::Rate>& caps, ! const std::vector<QuantLib::Rate>& floors, ! const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! QuantLib::ConvexityAdjustmentPricer::Type typeOfConvexityAdjustment) { ! cashFlowVector_ = QuantLib::CMSCouponVector(*schedule, ! paymentAdjustment, ! nominals, ! index, ! fixingDays, ! dayCounter, ! baseRates, ! fractions, ! caps, ! floors, ! vol, ! typeOfConvexityAdjustment); ! } ! std::vector<std::vector<double> > CMSCouponVector::getLeg() { ! std::vector<std::vector<double> > leg; ! for (std::size_t i=0 ; i < cashFlowVector_.size() ; i++) { ! std::vector<double> cf; ! QuantLib::ParCoupon& c = ! (QuantLib::ParCoupon&) *(cashFlowVector_[i]); ! cf.push_back(c.accrualStartDate().serialNumber()); ! cf.push_back(c.accrualEndDate().serialNumber()); ! cf.push_back(c.date().serialNumber()); ! cf.push_back(c.fixingDate().serialNumber()); ! cf.push_back(c.accrualPeriod()); ! cf.push_back(c.accrualDays()); ! cf.push_back(c.amount()); ! cf.push_back(c.indexFixing()); ! leg.push_back(cf); ! } ! return leg; ! } } --- 154,205 ---- } ! //CMSCouponVector::CMSCouponVector( ! // const boost::shared_ptr<QuantLib::Schedule>& schedule, ! // QuantLib::BusinessDayConvention paymentAdjustment, ! // const std::vector<QuantLib::Real>& nominals, ! // const boost::shared_ptr<QuantLib::SwapIndex>& index, ! // QuantLib::Integer fixingDays, ! // const QuantLib::DayCounter& dayCounter, ! // const std::vector<QuantLib::Rate>& baseRates, ! // const std::vector<QuantLib::Real>& fractions, ! // const std::vector<QuantLib::Rate>& caps, ! // const std::vector<QuantLib::Rate>& floors, ! // const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol, ! // QuantLib::ConvexityAdjustmentPricer::Type typeOfConvexityAdjustment) { ! // cashFlowVector_ = QuantLib::CMSCouponVector(*schedule, ! // paymentAdjustment, ! // nominals, ! // index, ! // fixingDays, ! // dayCounter, ! // baseRates, ! // fractions, ! // caps, ! // floors, ! // vol, ! // typeOfConvexityAdjustment); ! //} ! //std::vector<std::vector<double> > CMSCouponVector::getLeg() { ! // std::vector<std::vector<double> > leg; ! // for (std::size_t i=0 ; i < cashFlowVector_.size() ; i++) { ! // std::vector<double> cf; ! // QuantLib::ParCoupon& c = ! // (QuantLib::ParCoupon&) *(cashFlowVector_[i]); ! // cf.push_back(c.accrualStartDate().serialNumber()); ! // cf.push_back(c.accrualEndDate().serialNumber()); ! // cf.push_back(c.date().serialNumber()); ! // cf.push_back(c.fixingDate().serialNumber()); ! // cf.push_back(c.accrualPeriod()); ! // cf.push_back(c.accrualDays()); ! // cf.push_back(c.amount()); ! // cf.push_back(c.indexFixing()); ! // leg.push_back(cf); ! // } ! // return leg; ! //} } Index: index.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.cpp,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** index.cpp 28 Jul 2006 17:30:21 -0000 1.10 --- index.cpp 30 Jul 2006 07:12:22 -0000 1.11 *************** *** 25,29 **** #include <qlo/index.hpp> #include <qlo/typefactory.hpp> ! #include <ql/Indexes/swapindex.hpp> namespace QuantLibAddin { --- 25,29 ---- #include <qlo/index.hpp> #include <qlo/typefactory.hpp> ! //#include <ql/Indexes/swapindex.hpp> namespace QuantLibAddin { *************** *** 56,64 **** const boost::shared_ptr<QuantLib::Xibor>& index) { ! libraryObject_ = boost::shared_ptr<QuantLib::Index>( ! new QuantLib::SwapIndex(familyName, years, ! fixingDays, crr, calendar, ! fixedLegFreq, fixedLegBDC, ! fixedLegDayCounter, index)); } --- 56,64 ---- const boost::shared_ptr<QuantLib::Xibor>& index) { ! //libraryObject_ = boost::shared_ptr<QuantLib::Index>( ! // new QuantLib::SwapIndex(familyName, years, ! // fixingDays, crr, calendar, ! // fixedLegFreq, fixedLegBDC, ! // fixedLegDayCounter, index)); } Index: conversions.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/conversions.hpp,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** conversions.hpp 27 Jul 2006 14:06:31 -0000 1.14 --- conversions.hpp 30 Jul 2006 07:12:21 -0000 1.15 *************** *** 25,28 **** --- 25,29 ---- #define qla_conversions_hpp + #include <qlo/qladdindefines.hpp> #include <ql/date.hpp> #include <ql/calendar.hpp> Index: enumclassctors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** enumclassctors.hpp 24 Jul 2006 15:45:24 -0000 1.8 --- enumclassctors.hpp 30 Jul 2006 07:12:21 -0000 1.9 *************** *** 122,140 **** /* *** 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 *** */ --- 122,140 ---- /* *** 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 *** */ Index: marketmodels.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.cpp,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** marketmodels.cpp 24 Jul 2006 11:16:25 -0000 1.10 --- marketmodels.cpp 30 Jul 2006 07:12:22 -0000 1.11 *************** *** 15,19 **** FOR A PARTICULAR PURPOSE. See the license for more details. */ ! #if defined(HAVE_CONFIG_H) // Dynamically created by configure #include <qlo/config.hpp> --- 15,19 ---- FOR A PARTICULAR PURPOSE. See the license for more details. */ ! /* #if defined(HAVE_CONFIG_H) // Dynamically created by configure #include <qlo/config.hpp> *************** *** 129,141 **** } ! /* ! EvolutionDescription MarketModelForwards::suggestedEvolution() const ! { ! QuantLib::EvolitionDescription ed = libraryObject_->suggestedEvolution(); ! ! boost::shared_ptr<ObjHandler::Object> objectPointer( ! new QuantLibAddin::EvolutionDescription()); ! } ! */ --- 129,139 ---- } ! //EvolutionDescription MarketModelForwards::suggestedEvolution() const ! //{ ! // QuantLib::EvolitionDescription ed = libraryObject_->suggestedEvolution(); ! // ! // boost::shared_ptr<ObjHandler::Object> objectPointer( ! // new QuantLibAddin::EvolutionDescription()); ! //} *************** *** 182,183 **** --- 180,182 ---- } + */ \ No newline at end of file Index: optimization.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/optimization.cpp,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** optimization.cpp 18 Jul 2006 14:37:12 -0000 1.2 --- optimization.cpp 30 Jul 2006 07:12:22 -0000 1.3 *************** *** 41,48 **** const boost::shared_ptr<QuantLib::LineSearch>& lineSearch) { ! libraryObject_ = boost::shared_ptr<QuantLib::OptimizationMethod>( ! new QuantLib::ConjugateGradient(endCriteria, ! initialValue, ! lineSearch)); } --- 41,48 ---- const boost::shared_ptr<QuantLib::LineSearch>& lineSearch) { ! //libraryObject_ = boost::shared_ptr<QuantLib::OptimizationMethod>( ! // new QuantLib::ConjugateGradient(endCriteria, ! // initialValue, ! // lineSearch)); } Index: typefactory.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v retrieving revision 1.22 retrieving revision 1.23 diff -C2 -d -r1.22 -r1.23 *** typefactory.hpp 27 Jul 2006 14:50:17 -0000 1.22 --- typefactory.hpp 30 Jul 2006 07:12:22 -0000 1.23 *************** *** 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> --- 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> *************** *** 210,227 **** /* *** EuriborSwapFixA *** */ ! typedef boost::shared_ptr<QuantLib::EuriborSwapFixA>(*EuriborSwapFixAConstructor)(); ! template<> ! class Create<boost::shared_ptr<QuantLib::EuriborSwapFixA> > : ! private RegistryManager<QuantLib::EuriborSwapFixA, EnumClassRegistry> { ! public: ! boost::shared_ptr<QuantLib::EuriborSwapFixA> operator() ( ! const std::string& euriborSwapFixAID) { ! EuriborSwapFixAConstructor euriborSwapFixAConstructor = ! getType<std::string, EuriborSwapFixAConstructor>(euriborSwapFixAID); ! return euriborSwapFixAConstructor(); ! } ! using RegistryManager<QuantLib::EuriborSwapFixA, EnumClassRegistry>::checkType; ! }; // a singleton to store the Handle<YieldTermStructure> --- 210,227 ---- /* *** EuriborSwapFixA *** */ ! //typedef boost::shared_ptr<QuantLib::EuriborSwapFixA>(*EuriborSwapFixAConstructor)(); ! //template<> ! //class Create<boost::shared_ptr<QuantLib::EuriborSwapFixA> > : ! // private RegistryManager<QuantLib::EuriborSwapFixA, EnumClassRegistry> { ! //public: ! // boost::shared_ptr<QuantLib::EuriborSwapFixA> operator() ( ! // const std::string& euriborSwapFixAID) { ! // EuriborSwapFixAConstructor euriborSwapFixAConstructor = ! // getType<std::string, EuriborSwapFixAConstructor>(euriborSwapFixAID); ! // return euriborSwapFixAConstructor(); ! // } ! // using RegistryManager<QuantLib::EuriborSwapFixA, EnumClassRegistry>::checkType; ! //}; // a singleton to store the Handle<YieldTermStructure> Index: marketmodels.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/marketmodels.hpp,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** marketmodels.hpp 21 Jul 2006 13:54:44 -0000 1.9 --- marketmodels.hpp 30 Jul 2006 07:12:22 -0000 1.10 *************** *** 18,22 **** #ifndef qla_market_models_hpp #define qla_market_models_hpp ! #include <oh/objhandler.hpp> #include <ql/MarketModels/accountingengine.hpp> --- 18,22 ---- #ifndef qla_market_models_hpp #define qla_market_models_hpp ! /* #include <oh/objhandler.hpp> #include <ql/MarketModels/accountingengine.hpp> *************** *** 149,152 **** } ! #endif --- 149,152 ---- } ! */ #endif Index: enumclassctors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** enumclassctors.cpp 27 Jul 2006 14:06:31 -0000 1.10 --- enumclassctors.cpp 30 Jul 2006 07:12:21 -0000 1.11 *************** *** 302,379 **** /* *** 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 *** */ --- 302,379 ---- /* *** 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 *** */ |
