[QuantLibAddin-cvs] QuantLibAddin/qlo couponvectors.cpp, 1.12, 1.13 couponvectors.hpp, 1.11, 1.12 enumclassctors.cpp, 1.11, 1.12 enumclassctors.hpp, 1.9, 1.10 index.cpp, 1.11, 1.12 marketmodels.cpp, 1.11, 1.12 marketmodels.hpp, 1.10, 1.11 optimization.cpp, 1.3, 1.4 typefactory.hpp, 1.23, 1.24

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20107/qlo

Modified Files:
	couponvectors.cpp couponvectors.hpp enumclassctors.cpp 
	enumclassctors.hpp index.cpp marketmodels.cpp marketmodels.hpp 
	optimization.cpp typefactory.hpp 
Log Message:


Index: couponvectors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** couponvectors.hpp	30 Jul 2006 07:12:21 -0000	1.11
--- couponvectors.hpp	31 Jul 2006 11:21:16 -0000	1.12
***************
*** 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>
  
***************
*** 33,52 ****
      std::vector<std::vector<double> > flowAnalysis(CashFlowVector);
  
!     
      class CouponVector : public ObjHandler::Object {
      public:
          virtual std::vector<std::vector<double> >  getLeg() = 0;
!         
!         double getBPS(const QuantLib::Handle<
!             QuantLib::YieldTermStructure>& hYTS) const
!         {
!             return QuantLib::Cashflows::bps(cashFlowVector_, hYTS);
!         }
! 
! 
!         const CashFlowVector &getVector() {
!             return cashFlowVector_;
!         }
!         
        protected:
          CashFlowVector cashFlowVector_;
--- 33,43 ----
      std::vector<std::vector<double> > flowAnalysis(CashFlowVector);
  
!         
      class CouponVector : public ObjHandler::Object {
      public:
          virtual std::vector<std::vector<double> >  getLeg() = 0;
!         double getBPS(
!             const QuantLib::Handle<QuantLib::YieldTermStructure>& h) const;
!         const CashFlowVector& getVector();        
        protected:
          CashFlowVector cashFlowVector_;
***************
*** 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();        
!     //};
  }
  
--- 68,89 ----
      };
      
!     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 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** couponvectors.cpp	30 Jul 2006 07:12:21 -0000	1.12
--- couponvectors.cpp	31 Jul 2006 11:21:16 -0000	1.13
***************
*** 33,38 ****
  namespace QuantLibAddin {
  
!     std::vector<std::vector<double> > flowAnalysis(CashFlowVector cashflows) {
! 
          std::vector<std::vector<double> > flowAnalysis_;
          for(QuantLib::Size i = 0; i < cashflows.size(); i++) {
--- 33,38 ----
  namespace QuantLibAddin {
  
!     std::vector<std::vector<double> > flowAnalysis(CashFlowVector cashflows)
!     {
          std::vector<std::vector<double> > flowAnalysis_;
          for(QuantLib::Size i = 0; i < cashflows.size(); i++) {
***************
*** 83,101 ****
      }
  
      FixedRateCouponVector::FixedRateCouponVector(
!             const boost::shared_ptr < QuantLib::Schedule > &schedule,
!             const QuantLib::BusinessDayConvention   &convention,
!             const std::vector<double>               &nominals,
!             const std::vector<double>               &couponRates,
!             const QuantLib::DayCounter              &dayCount) {        
!         cashFlowVector_ =
!             QuantLib::FixedRateCouponVector(*schedule,
!                                             convention,
!                                             nominals,
!                                             couponRates,
!                                             dayCount);
      }
  
!     std::vector<std::vector<double> > FixedRateCouponVector::getLeg() {
          std::vector<std::vector<double> > leg;
  
--- 83,115 ----
      }
  
+     double CouponVector::getBPS(const QuantLib::Handle<
+         QuantLib::YieldTermStructure>& hYTS) const
+     {
+         return QuantLib::Cashflows::bps(cashFlowVector_, hYTS);
+     }
+ 
+ 
+     const CashFlowVector& CouponVector::getVector()
+     {
+         return cashFlowVector_;
+     }
+         
+     
      FixedRateCouponVector::FixedRateCouponVector(
!             const boost::shared_ptr<QuantLib::Schedule>& schedule,
!             const QuantLib::BusinessDayConvention& convention,
!             const std::vector<double>& nominals,
!             const std::vector<double>& couponRates,
!             const QuantLib::DayCounter& dayCount)
!     {        
!         cashFlowVector_ = QuantLib::FixedRateCouponVector(*schedule,
!                                                           convention,
!                                                           nominals,
!                                                           couponRates,
!                                                           dayCount);
      }
  
!     std::vector<std::vector<double> > FixedRateCouponVector::getLeg()
!     {
          std::vector<std::vector<double> > leg;
  
***************
*** 112,116 ****
              leg.push_back(cf);
          }
- 
          return leg;
      }
--- 126,129 ----
***************
*** 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;
!     //}
  
  }
--- 167,217 ----
      }
  
!     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 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** index.cpp	30 Jul 2006 07:12:22 -0000	1.11
--- index.cpp	31 Jul 2006 11:21:16 -0000	1.12
***************
*** 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: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** enumclassctors.hpp	30 Jul 2006 07:12:21 -0000	1.9
--- enumclassctors.hpp	31 Jul 2006 11:21:16 -0000	1.10
***************
*** 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 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** marketmodels.cpp	30 Jul 2006 07:12:22 -0000	1.11
--- marketmodels.cpp	31 Jul 2006 11:21:16 -0000	1.12
***************
*** 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>
***************
*** 180,182 ****
  
  }
- */
\ No newline at end of file
--- 180,181 ----

Index: optimization.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/optimization.cpp,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** optimization.cpp	30 Jul 2006 07:12:22 -0000	1.3
--- optimization.cpp	31 Jul 2006 11:21:16 -0000	1.4
***************
*** 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 1.23
retrieving revision 1.24
diff -C2 -d -r1.23 -r1.24
*** typefactory.hpp	30 Jul 2006 07:12:22 -0000	1.23
--- typefactory.hpp	31 Jul 2006 11:21:16 -0000	1.24
***************
*** 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 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** marketmodels.hpp	30 Jul 2006 07:12:22 -0000	1.10
--- marketmodels.hpp	31 Jul 2006 11:21:16 -0000	1.11
***************
*** 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 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** enumclassctors.cpp	30 Jul 2006 07:12:21 -0000	1.11
--- enumclassctors.cpp	31 Jul 2006 11:21:16 -0000	1.12
***************
*** 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 *** */