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From: Eric E. <eri...@us...> - 2006-08-30 15:16:37
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17578/qlo Modified Files: enumclassctors.cpp enumclassctors.hpp typefactory.hpp Log Message: fix for EuriborSwapFixA Index: enumclassctors.cpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** enumclassctors.cpp 29 Aug 2006 08:07:52 -0000 1.18 --- enumclassctors.cpp 30 Aug 2006 15:16:33 -0000 1.19 *************** *** 224,380 **** } - /* *** Euribor *** */ - boost::shared_ptr<QuantLib::Euribor> EURIBOR_SW() { - return boost::shared_ptr<QuantLib::Euribor>( - new QuantLib::EuriborSW( - EuriborHandle::instance().handleYieldTermStructure())); - } - boost::shared_ptr<QuantLib::Euribor> EURIBOR_2W() { - return boost::shared_ptr<QuantLib::Euribor>( - new QuantLib::Euribor2W( - EuriborHandle::instance().handleYieldTermStructure())); - } - boost::shared_ptr<QuantLib::Euribor> EURIBOR_3W() { - return boost::shared_ptr<QuantLib::Euribor>( - new QuantLib::Euribor3W( - EuriborHandle::instance().handleYieldTermStructure())); - } - boost::shared_ptr<QuantLib::Euribor> EURIBOR_1M() { - return boost::shared_ptr<QuantLib::Euribor>( - new QuantLib::Euribor1M( - EuriborHandle::instance().handleYieldTermStructure())); - } - boost::shared_ptr<QuantLib::Euribor> EURIBOR_2M() { - return boost::shared_ptr<QuantLib::Euribor>( - new QuantLib::Euribor2M( - EuriborHandle::instance().handleYieldTermStructure())); - } - boost::shared_ptr<QuantLib::Euribor> EURIBOR_3M() { - return boost::shared_ptr<QuantLib::Euribor>( - new QuantLib::Euribor3M( - EuriborHandle::instance().handleYieldTermStructure())); - } - boost::shared_ptr<QuantLib::Euribor> EURIBOR_4M() { - return boost::shared_ptr<QuantLib::Euribor>( - new QuantLib::Euribor4M( - EuriborHandle::instance().handleYieldTermStructure())); - } - boost::shared_ptr<QuantLib::Euribor> EURIBOR_5M() { - return boost::shared_ptr<QuantLib::Euribor>( - new QuantLib::Euribor5M( - EuriborHandle::instance().handleYieldTermStructure())); - } - boost::shared_ptr<QuantLib::Euribor> EURIBOR_6M() { - return boost::shared_ptr<QuantLib::Euribor>( - new QuantLib::Euribor6M( - EuriborHandle::instance().handleYieldTermStructure())); - } - boost::shared_ptr<QuantLib::Euribor> EURIBOR_7M() { - return boost::shared_ptr<QuantLib::Euribor>( - new QuantLib::Euribor7M( - EuriborHandle::instance().handleYieldTermStructure())); - } - boost::shared_ptr<QuantLib::Euribor> EURIBOR_8M() { - return boost::shared_ptr<QuantLib::Euribor>( - new QuantLib::Euribor8M( - EuriborHandle::instance().handleYieldTermStructure())); - } - boost::shared_ptr<QuantLib::Euribor> EURIBOR_9M() { - return boost::shared_ptr<QuantLib::Euribor>( - new QuantLib::Euribor9M( - EuriborHandle::instance().handleYieldTermStructure())); - } - boost::shared_ptr<QuantLib::Euribor> EURIBOR_10M() { - return boost::shared_ptr<QuantLib::Euribor>( - new QuantLib::Euribor10M( - EuriborHandle::instance().handleYieldTermStructure())); - } - boost::shared_ptr<QuantLib::Euribor> EURIBOR_11M() { - return boost::shared_ptr<QuantLib::Euribor>( - new QuantLib::Euribor11M( - EuriborHandle::instance().handleYieldTermStructure())); - } - boost::shared_ptr<QuantLib::Euribor> EURIBOR_1Y() { - return boost::shared_ptr<QuantLib::Euribor>( - new QuantLib::Euribor1Y( - EuriborHandle::instance().handleYieldTermStructure())); - } - - /* *** 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 *** */ //Discount based yield term structures --- 224,227 ---- *************** *** 511,514 **** }; ! } --- 358,514 ---- }; ! /* *** Index *** */ ! /* *** Euribor *** */ ! boost::shared_ptr<QuantLib::Index> EURIBOR_SW() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::EuriborSW( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBOR_2W() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::Euribor2W( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBOR_3W() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::Euribor3W( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBOR_1M() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::Euribor1M( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBOR_2M() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::Euribor2M( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBOR_3M() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::Euribor3M( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBOR_4M() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::Euribor4M( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBOR_5M() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::Euribor5M( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBOR_6M() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::Euribor6M( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBOR_7M() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::Euribor7M( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBOR_8M() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::Euribor8M( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBOR_9M() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::Euribor9M( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBOR_10M() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::Euribor10M( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBOR_11M() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::Euribor11M( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBOR_1Y() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::Euribor1Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! /* *** EuriborSwapFixA *** */ ! boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_1Y() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::EuriborSwapFixA1Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_2Y() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::EuriborSwapFixA2Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_3Y() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::EuriborSwapFixA3Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_4Y() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::EuriborSwapFixA4Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_5Y() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::EuriborSwapFixA5Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_6Y() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::EuriborSwapFixA6Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_7Y() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::EuriborSwapFixA7Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_8Y() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::EuriborSwapFixA8Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_9Y() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::EuriborSwapFixA9Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_10Y() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::EuriborSwapFixA10Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_12Y() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::EuriborSwapFixA12Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_15Y() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::EuriborSwapFixA15Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_20Y() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::EuriborSwapFixA20Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_25Y() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::EuriborSwapFixA25Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } ! boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_30Y() { ! return boost::shared_ptr<QuantLib::Index>( ! new QuantLib::EuriborSwapFixA30Y( ! EuriborHandle::instance().handleYieldTermStructure())); ! } + } Index: enumclassctors.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v retrieving revision 1.16 retrieving revision 1.17 diff -C2 -d -r1.16 -r1.17 *** enumclassctors.hpp 29 Aug 2006 08:07:52 -0000 1.16 --- enumclassctors.hpp 30 Aug 2006 15:16:33 -0000 1.17 *************** *** 106,143 **** const QuantLib::Matrix& zData); - /* *** Euribor *** */ - boost::shared_ptr<QuantLib::Euribor> EURIBOR_SW(); - boost::shared_ptr<QuantLib::Euribor> EURIBOR_2W(); - boost::shared_ptr<QuantLib::Euribor> EURIBOR_3W(); - boost::shared_ptr<QuantLib::Euribor> EURIBOR_1M(); - boost::shared_ptr<QuantLib::Euribor> EURIBOR_2M(); - boost::shared_ptr<QuantLib::Euribor> EURIBOR_3M(); - boost::shared_ptr<QuantLib::Euribor> EURIBOR_4M(); - boost::shared_ptr<QuantLib::Euribor> EURIBOR_5M(); - boost::shared_ptr<QuantLib::Euribor> EURIBOR_6M(); - boost::shared_ptr<QuantLib::Euribor> EURIBOR_7M(); - boost::shared_ptr<QuantLib::Euribor> EURIBOR_8M(); - boost::shared_ptr<QuantLib::Euribor> EURIBOR_9M(); - boost::shared_ptr<QuantLib::Euribor> EURIBOR_10M(); - boost::shared_ptr<QuantLib::Euribor> EURIBOR_11M(); - boost::shared_ptr<QuantLib::Euribor> EURIBOR_1Y(); - - /* *** 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 *** */ //Discount based yield term structures --- 106,109 ---- *************** *** 198,201 **** --- 164,201 ---- const QuantLib::GFunctionFactory::ModelOfYieldCurve modelOfYieldCurve ); + /* *** Index *** */ + /* *** Euribor *** */ + boost::shared_ptr<QuantLib::Index> EURIBOR_SW(); + boost::shared_ptr<QuantLib::Index> EURIBOR_2W(); + boost::shared_ptr<QuantLib::Index> EURIBOR_3W(); + boost::shared_ptr<QuantLib::Index> EURIBOR_1M(); + boost::shared_ptr<QuantLib::Index> EURIBOR_2M(); + boost::shared_ptr<QuantLib::Index> EURIBOR_3M(); + boost::shared_ptr<QuantLib::Index> EURIBOR_4M(); + boost::shared_ptr<QuantLib::Index> EURIBOR_5M(); + boost::shared_ptr<QuantLib::Index> EURIBOR_6M(); + boost::shared_ptr<QuantLib::Index> EURIBOR_7M(); + boost::shared_ptr<QuantLib::Index> EURIBOR_8M(); + boost::shared_ptr<QuantLib::Index> EURIBOR_9M(); + boost::shared_ptr<QuantLib::Index> EURIBOR_10M(); + boost::shared_ptr<QuantLib::Index> EURIBOR_11M(); + boost::shared_ptr<QuantLib::Index> EURIBOR_1Y(); + /* *** EuriborSwapFixA *** */ + boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_1Y(); + boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_2Y(); + boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_3Y(); + boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_4Y(); + boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_5Y(); + boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_6Y(); + boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_7Y(); + boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_8Y(); + boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_9Y(); + boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_10Y(); + boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_12Y(); + boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_15Y(); + boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_20Y(); + boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_25Y(); + boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_30Y(); + } Index: typefactory.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v retrieving revision 1.31 retrieving revision 1.32 diff -C2 -d -r1.31 -r1.32 *** typefactory.hpp 28 Aug 2006 15:56:17 -0000 1.31 --- typefactory.hpp 30 Aug 2006 15:16:33 -0000 1.32 *************** *** 186,238 **** }; - ///* *** Euribor *** */ - typedef boost::shared_ptr<QuantLib::Euribor>(*EuriborConstructor)( - const std::string& handleYieldTermStructureID); - - template<> - class Create<boost::shared_ptr<QuantLib::Euribor> > : - private RegistryManager<QuantLib::Euribor, EnumClassRegistry> { - public: - boost::shared_ptr<QuantLib::Euribor> operator() ( - const std::string& euriborID, - const std::string& handleYieldTermStructureID = "") { - EuriborConstructor euriborConstructor = - (EuriborConstructor)(getType(euriborID)); - return euriborConstructor(handleYieldTermStructureID); - } - using RegistryManager<QuantLib::Euribor, EnumClassRegistry>::checkType; - }; - - /* *** 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> - // shared by all enumerated Euribor classes - class EuriborHandle : public QuantLib::Singleton<EuriborHandle> { - friend class QuantLib::Singleton<EuriborHandle>; - public: - const QuantLib::Handle<QuantLib::YieldTermStructure> &handleYieldTermStructure() const { - return handleYieldTermStructure_; - } - void linkEuriborHandle(boost::shared_ptr<QuantLib::YieldTermStructure> yieldTermStructure) { - handleYieldTermStructure_.linkTo(yieldTermStructure); - } - private: - QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure_; - }; - /* *** YieldTermStructure *** */ typedef boost::shared_ptr<QuantLib::YieldTermStructure>(*YieldTermStructureConstructor)( --- 186,189 ---- *************** *** 276,297 **** } }; - - ///* *** InterestRateIndex *** */ - //typedef boost::shared_ptr<QuantLib::InterestRateIndex>(*InterestRateIndexConstructor)( - // const std::string& handleYieldTermStructureID); ! //template<> ! // class Create<boost::shared_ptr<QuantLib::InterestRateIndex> > : ! // private RegistryManager<QuantLib::InterestRateIndex, EnumClassRegistry> { ! //public: ! // boost::shared_ptr<QuantLib::InterestRateIndex> operator() ( ! // const std::string& InterestRateIndexID, ! // const std::string& handleYieldTermStructureID = "") { ! // InterestRateIndexConstructor interestRateIndexConstructor = ! // getType<std::string, InterestRateIndexConstructor>(InterestRateIndexID); ! // return interestRateIndexConstructor(handleYieldTermStructureID); ! // } ! // using RegistryManager<QuantLib::InterestRateIndex, EnumClassRegistry>::checkType; ! //}; } --- 227,262 ---- } }; ! // a singleton to store the Handle<YieldTermStructure> ! // shared by all enumerated Euribor classes ! class EuriborHandle : public QuantLib::Singleton<EuriborHandle> { ! friend class QuantLib::Singleton<EuriborHandle>; ! public: ! const QuantLib::Handle<QuantLib::YieldTermStructure> &handleYieldTermStructure() const { ! return handleYieldTermStructure_; ! } ! void linkEuriborHandle(boost::shared_ptr<QuantLib::YieldTermStructure> yieldTermStructure) { ! handleYieldTermStructure_.linkTo(yieldTermStructure); ! } ! private: ! QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure_; ! }; ! ! ///* *** Index *** */ ! typedef boost::shared_ptr<QuantLib::Index>(*IndexConstructor)(); ! ! template<> ! class Create<boost::shared_ptr<QuantLib::Index> > : ! private RegistryManager<QuantLib::Index, EnumClassRegistry> { ! public: ! boost::shared_ptr<QuantLib::Index> operator() ( ! const std::string& euriborID) { ! IndexConstructor euriborConstructor = ! (IndexConstructor)(getType(euriborID)); ! return euriborConstructor(); ! } ! using RegistryManager<QuantLib::Index, EnumClassRegistry>::checkType; ! }; ! } |
