[QuantLibAddin-cvs] QuantLibAddin/qlo enumclassctors.cpp, 1.19, 1.20 enumclassctors.hpp, 1.17, 1.18 typefactory.hpp, 1.32, 1.33

[Chiara F. <chi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25981/qlo

Modified Files:
	enumclassctors.cpp enumclassctors.hpp typefactory.hpp 
Log Message:
Esposed EurLibor index to excel

Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** enumclassctors.cpp	30 Aug 2006 15:16:33 -0000	1.19
--- enumclassctors.cpp	6 Sep 2006 10:01:00 -0000	1.20
***************
*** 435,438 ****
--- 435,514 ----
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
+     /* *** EURLibor *** */
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_SW() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EURLiborSW(
+                 EURLiborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_2W() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EURLibor2W(
+                 EURLiborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_3W() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EURLibor3W(
+                 EURLiborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_1M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EURLibor1M(
+                 EURLiborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_2M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EURLibor2M(
+                 EURLiborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_3M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EURLibor3M(
+                 EURLiborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_4M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EURLibor4M(
+                 EURLiborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_5M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EURLibor5M(
+                 EURLiborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_6M() {
+         return  boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EURLibor6M(
+                 EURLiborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_7M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EURLibor7M(
+                 EURLiborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_8M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EURLibor8M(
+                 EURLiborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_9M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EURLibor9M(
+                 EURLiborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_10M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EURLibor10M(
+                 EURLiborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_11M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EURLibor11M(
+                 EURLiborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_1Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EURLibor1Y(
+                 EURLiborHandle::instance().handleYieldTermStructure()));
+     }
      /* *** EuriborSwapFixA *** */
      boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_1Y() {

Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.17
retrieving revision 1.18
diff -C2 -d -r1.17 -r1.18
*** enumclassctors.hpp	30 Aug 2006 15:16:33 -0000	1.17
--- enumclassctors.hpp	6 Sep 2006 10:01:00 -0000	1.18
***************
*** 181,184 ****
--- 181,200 ----
      boost::shared_ptr<QuantLib::Index> EURIBOR_11M();
      boost::shared_ptr<QuantLib::Index> EURIBOR_1Y();
+     /* *** EURLibor *** */
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_SW();
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_2W();
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_3W();
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_1M();
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_2M();
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_3M();
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_4M();
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_5M();
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_6M();
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_7M();
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_8M();
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_9M();
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_10M();
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_11M();
+     boost::shared_ptr<QuantLib::Index> EURLIBOR_1Y();
      /* *** EuriborSwapFixA *** */
      boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_1Y();

Index: typefactory.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v
retrieving revision 1.32
retrieving revision 1.33
diff -C2 -d -r1.32 -r1.33
*** typefactory.hpp	30 Aug 2006 15:16:33 -0000	1.32
--- typefactory.hpp	6 Sep 2006 10:01:00 -0000	1.33
***************
*** 27,30 ****
--- 27,31 ----
  #include <ql/Indexes/euribor.hpp>
  #include <ql/Indexes/euriborswapfixa.hpp>
+ #include <ql/Indexes/eurlibor.hpp>
  #include <ql/TermStructures/ratehelpers.hpp>
  #include <ql/CashFlows/cmscoupon.hpp>
***************
*** 243,246 ****
--- 244,262 ----
      };
  
+     // a singleton to store the Handle<YieldTermStructure>
+     // shared by all enumerated EURLibor classes
+     class EURLiborHandle : public QuantLib::Singleton<EURLiborHandle> {
+         friend class QuantLib::Singleton<EURLiborHandle>;
+     public:
+         const QuantLib::Handle<QuantLib::YieldTermStructure> &handleYieldTermStructure() const {
+             return handleYieldTermStructure_;
+         }
+         void linkEURLiborHandle(boost::shared_ptr<QuantLib::YieldTermStructure> yieldTermStructure) {
+             handleYieldTermStructure_.linkTo(yieldTermStructure);
+         }
+     private:
+         QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure_;
+     };
+ 
      ///* *** Index *** */
      typedef boost::shared_ptr<QuantLib::Index>(*IndexConstructor)();