[QuantLibAddin-cvs] QuantLibAddin/qlo enumclassctors.hpp, 1.14, 1.15 index.cpp, 1.13, 1.14 index.hpp, 1.11, 1.12 typefactory.hpp, 1.29, 1.30

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19816/qlo

Modified Files:
	enumclassctors.hpp index.cpp index.hpp typefactory.hpp 
Log Message:
restoring back functionalities

Index: index.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.hpp,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** index.hpp	28 Aug 2006 10:05:25 -0000	1.11
--- index.hpp	28 Aug 2006 15:20:45 -0000	1.12
***************
*** 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,
--- 31,37 ----
      class Index : public ObjHandler::LibraryObject<QuantLib::Index> {};
  
!     class InterestRateIndex : public Index {};
  
!     class Xibor : public InterestRateIndex {
      public:
          Xibor(const std::string& indexName,
***************
*** 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);
!     //};
  
  }
--- 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);
!     };
  
  }

Index: index.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/index.cpp,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** index.cpp	28 Aug 2006 10:05:25 -0000	1.13
--- index.cpp	28 Aug 2006 15:20:45 -0000	1.14
***************
*** 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: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** enumclassctors.hpp	28 Aug 2006 12:04:52 -0000	1.14
--- enumclassctors.hpp	28 Aug 2006 15:20:44 -0000	1.15
***************
*** 124,142 ****
  
      /* *** 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 *** */
--- 124,142 ----
  
      /* *** 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 1.29
retrieving revision 1.30
diff -C2 -d -r1.29 -r1.30
*** typefactory.hpp	28 Aug 2006 12:04:52 -0000	1.29
--- typefactory.hpp	28 Aug 2006 15:20:45 -0000	1.30
***************
*** 26,30 ****
  #include <ql/Math/interpolation2D.hpp>
  #include <ql/Indexes/euribor.hpp>
! //#include <ql/Indexes/euriborswapfixa.hpp>
  #include <ql/TermStructures/ratehelpers.hpp>
  #include <ql/CashFlows/cmscoupon.hpp>
--- 26,30 ----
  #include <ql/Math/interpolation2D.hpp>
  #include <ql/Indexes/euribor.hpp>
! #include <ql/Indexes/euriborswapfixa.hpp>
  #include <ql/TermStructures/ratehelpers.hpp>
  #include <ql/CashFlows/cmscoupon.hpp>