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From: Ferdinando A. <na...@us...> - 2006-08-01 11:54:10
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25073/qlo Modified Files: Tag: R000313f0-branch couponvectors.cpp couponvectors.hpp enumclassctors.cpp enumclassctors.hpp index.cpp index.hpp optimization.cpp optimization.hpp typefactory.hpp Log Message: commenting out features not available in QuantLib 0.3.13 Index: couponvectors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v retrieving revision 1.12 retrieving revision 1.12.2.1 diff -C2 -d -r1.12 -r1.12.2.1 *** couponvectors.hpp 31 Jul 2006 11:21:16 -0000 1.12 --- couponvectors.hpp 1 Aug 2006 11:54:06 -0000 1.12.2.1 *************** *** 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> *************** *** 68,88 **** }; ! 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(); ! }; } --- 68,88 ---- }; ! //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 1.13 retrieving revision 1.13.2.1 diff -C2 -d -r1.13 -r1.13.2.1 *** couponvectors.cpp 31 Jul 2006 11:21:16 -0000 1.13 --- couponvectors.cpp 1 Aug 2006 11:54:06 -0000 1.13.2.1 *************** *** 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; ! } } --- 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 1.12 retrieving revision 1.12.2.1 diff -C2 -d -r1.12 -r1.12.2.1 *** index.cpp 31 Jul 2006 11:21:16 -0000 1.12 --- index.cpp 1 Aug 2006 11:54:06 -0000 1.12.2.1 *************** *** 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 { *************** *** 46,65 **** } ! SwapIndex::SwapIndex(const std::string& familyName, ! long years, ! long fixingDays, ! QuantLib::Currency& crr, ! const QuantLib::Calendar& calendar, ! QuantLib::Frequency fixedLegFreq, ! QuantLib::BusinessDayConvention fixedLegBDC, ! const QuantLib::DayCounter& fixedLegDayCounter, ! 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)); ! } } --- 46,65 ---- } ! //SwapIndex::SwapIndex(const std::string& familyName, ! // long years, ! // long fixingDays, ! // QuantLib::Currency& crr, ! // const QuantLib::Calendar& calendar, ! // QuantLib::Frequency fixedLegFreq, ! // QuantLib::BusinessDayConvention fixedLegBDC, ! // const QuantLib::DayCounter& fixedLegDayCounter, ! // 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: optimization.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/optimization.hpp,v retrieving revision 1.2 retrieving revision 1.2.2.1 diff -C2 -d -r1.2 -r1.2.2.1 *** optimization.hpp 18 Jul 2006 16:01:08 -0000 1.2 --- optimization.hpp 1 Aug 2006 11:54:06 -0000 1.2.2.1 *************** *** 36,46 **** QuantLib::OptimizationMethod> {}; ! class ConjugateGradient : public OptimizationMethod ! { ! public: ! ConjugateGradient(const QuantLib::EndCriteria& endCriteria, ! const QuantLib::Array& initialValue, ! const boost::shared_ptr<QuantLib::LineSearch>& lineSearch); ! }; class LevenbergMarquardt : public OptimizationMethod --- 36,46 ---- QuantLib::OptimizationMethod> {}; ! //class ConjugateGradient : public OptimizationMethod ! //{ ! // public: ! // ConjugateGradient(const QuantLib::EndCriteria& endCriteria, ! // const QuantLib::Array& initialValue, ! // const boost::shared_ptr<QuantLib::LineSearch>& lineSearch); ! //}; class LevenbergMarquardt : public OptimizationMethod Index: enumclassctors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v retrieving revision 1.10 retrieving revision 1.10.2.1 diff -C2 -d -r1.10 -r1.10.2.1 *** enumclassctors.hpp 31 Jul 2006 11:21:16 -0000 1.10 --- enumclassctors.hpp 1 Aug 2006 11:54:06 -0000 1.10.2.1 *************** *** 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: typefactory.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v retrieving revision 1.24 retrieving revision 1.24.2.1 diff -C2 -d -r1.24 -r1.24.2.1 *** typefactory.hpp 31 Jul 2006 11:21:16 -0000 1.24 --- typefactory.hpp 1 Aug 2006 11:54:06 -0000 1.24.2.1 *************** *** 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: index.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.hpp,v retrieving revision 1.8 retrieving revision 1.8.2.1 diff -C2 -d -r1.8 -r1.8.2.1 *** index.hpp 28 Jul 2006 16:10:55 -0000 1.8 --- index.hpp 1 Aug 2006 11:54:06 -0000 1.8.2.1 *************** *** 31,37 **** class Index : public ObjHandler::LibraryObject<QuantLib::Index> {}; ! class InterestRateIndex : public Index {}; ! class Xibor : public InterestRateIndex { public: Xibor(const std::string& indexName, --- 31,38 ---- class Index : public ObjHandler::LibraryObject<QuantLib::Index> {}; ! //class InterestRateIndex : public Index {}; ! //class Xibor : public InterestRateIndex { ! class Xibor : public Index { public: Xibor(const std::string& indexName, *************** *** 45,60 **** }; ! class SwapIndex : public InterestRateIndex { ! public: ! SwapIndex(const std::string& familyName, ! long years, ! long fixingDays, ! QuantLib::Currency& crr, ! const QuantLib::Calendar& calendar, ! QuantLib::Frequency fixedLegFreq, ! QuantLib::BusinessDayConvention fixedLegBDC, ! const QuantLib::DayCounter& fixedLegDayCounter, ! const boost::shared_ptr<QuantLib::Xibor>& index); ! }; } --- 46,61 ---- }; ! //class SwapIndex : public InterestRateIndex { ! //public: ! // SwapIndex(const std::string& familyName, ! // long years, ! // long fixingDays, ! // QuantLib::Currency& crr, ! // const QuantLib::Calendar& calendar, ! // QuantLib::Frequency fixedLegFreq, ! // QuantLib::BusinessDayConvention fixedLegBDC, ! // const QuantLib::DayCounter& fixedLegDayCounter, ! // const boost::shared_ptr<QuantLib::Xibor>& index); ! //}; } Index: optimization.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/optimization.cpp,v retrieving revision 1.4 retrieving revision 1.4.2.1 diff -C2 -d -r1.4 -r1.4.2.1 *** optimization.cpp 31 Jul 2006 11:21:16 -0000 1.4 --- optimization.cpp 1 Aug 2006 11:54:06 -0000 1.4.2.1 *************** *** 36,49 **** ! ConjugateGradient::ConjugateGradient( ! const QuantLib::EndCriteria& endCriteria, ! const QuantLib::Array& initialValue, ! const boost::shared_ptr<QuantLib::LineSearch>& lineSearch) ! { ! libraryObject_ = boost::shared_ptr<QuantLib::OptimizationMethod>( ! new QuantLib::ConjugateGradient(endCriteria, ! initialValue, ! lineSearch)); ! } LevenbergMarquardt::LevenbergMarquardt() --- 36,49 ---- ! //ConjugateGradient::ConjugateGradient( ! // const QuantLib::EndCriteria& endCriteria, ! // const QuantLib::Array& initialValue, ! // const boost::shared_ptr<QuantLib::LineSearch>& lineSearch) ! //{ ! // libraryObject_ = boost::shared_ptr<QuantLib::OptimizationMethod>( ! // new QuantLib::ConjugateGradient(endCriteria, ! // initialValue, ! // lineSearch)); ! //} LevenbergMarquardt::LevenbergMarquardt() Index: enumclassctors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v retrieving revision 1.12 retrieving revision 1.12.2.1 diff -C2 -d -r1.12 -r1.12.2.1 *** enumclassctors.cpp 31 Jul 2006 11:21:16 -0000 1.12 --- enumclassctors.cpp 1 Aug 2006 11:54:06 -0000 1.12.2.1 *************** *** 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 *** */ |
