Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31125/qlo
Modified Files:
enumclassctors.cpp enumclassctors.hpp
Log Message:
EURLibor Index Enumeration
modified according to quoted indexes (i.e. no 3Wk tenor index is quoted)
1W tenor redenominated as EURLibor1W (according to Reuters page denominations)
alias for Murex not defined for 2W tenor.
Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** enumclassctors.cpp 6 Sep 2006 10:01:00 -0000 1.20
--- enumclassctors.cpp 7 Sep 2006 13:28:32 -0000 1.21
***************
*** 3,6 ****
--- 3,7 ----
Copyright (C) 2005 Plamen Neykov
Copyright (C) 2006 Eric Ehlers
+ Copyright (C) 2006 Chiara Fornarola
This file is part of QuantLib, a free-software/open-source library
***************
*** 436,452 ****
}
/* *** 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()));
}
--- 437,448 ----
}
/* *** EURLibor *** */
! boost::shared_ptr<QuantLib::Index> EURLIBOR_1WK() {
return boost::shared_ptr<QuantLib::Index>(
! new QuantLib::EURLibor1WK(
EURLiborHandle::instance().handleYieldTermStructure()));
}
! boost::shared_ptr<QuantLib::Index> EURLIBOR_2WK() {
return boost::shared_ptr<QuantLib::Index>(
! new QuantLib::EURLibor2WK(
EURLiborHandle::instance().handleYieldTermStructure()));
}
Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** enumclassctors.hpp 7 Sep 2006 08:45:47 -0000 1.19
--- enumclassctors.hpp 7 Sep 2006 13:28:32 -0000 1.20
***************
*** 3,6 ****
--- 3,7 ----
Copyright (C) 2005 Plamen Neykov
Copyright (C) 2006 Eric Ehlers
+ Copyright (C) 2006 Chiara Fornarola
This file is part of QuantLib, a free-software/open-source library
***************
*** 182,188 ****
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();
--- 183,188 ----
boost::shared_ptr<QuantLib::Index> EURIBOR_1Y();
/* *** EURLibor *** */
! boost::shared_ptr<QuantLib::Index> EURLIBOR_1WK();
! boost::shared_ptr<QuantLib::Index> EURLIBOR_2WK();
boost::shared_ptr<QuantLib::Index> EURLIBOR_1M();
boost::shared_ptr<QuantLib::Index> EURLIBOR_2M();
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