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>
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