[QuantLibAddin-cvs] QuantLibAddin/qlo enumclassctors.cpp, 1.21, 1.22 enumclassctors.hpp, 1.20, 1.21 typefactory.hpp, 1.33, 1.34

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22664/qlo

Modified Files:
	enumclassctors.cpp enumclassctors.hpp typefactory.hpp 
Log Message:
Euribor365 indexes esposed to excel

Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** enumclassctors.cpp	7 Sep 2006 13:28:32 -0000	1.21
--- enumclassctors.cpp	7 Sep 2006 15:40:56 -0000	1.22
***************
*** 436,439 ****
--- 436,515 ----
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
+         /* *** Euribor365 *** */
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_SW() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::Euribor365_SW(
+                 Euribor365Handle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_2W() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::Euribor365_2W(
+                 Euribor365Handle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_3W() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::Euribor365_3W(
+                 Euribor365Handle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_1M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::Euribor365_1M(
+                 Euribor365Handle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_2M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::Euribor365_2M(
+                 Euribor365Handle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_3M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::Euribor365_3M(
+                 Euribor365Handle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_4M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::Euribor365_4M(
+                 Euribor365Handle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_5M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::Euribor365_5M(
+                 Euribor365Handle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_6M() {
+         return  boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::Euribor365_6M(
+                 Euribor365Handle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_7M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::Euribor365_7M(
+                 Euribor365Handle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_8M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::Euribor365_8M(
+                 Euribor365Handle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_9M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::Euribor365_9M(
+                 Euribor365Handle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_10M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::Euribor365_10M(
+                 Euribor365Handle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_11M() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::Euribor365_11M(
+                 Euribor365Handle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_1Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::Euribor365_1Y(
+                 Euribor365Handle::instance().handleYieldTermStructure()));
+     }
      /* *** EURLibor *** */
      boost::shared_ptr<QuantLib::Index> EURLIBOR_1WK() {

Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** enumclassctors.hpp	7 Sep 2006 13:28:32 -0000	1.20
--- enumclassctors.hpp	7 Sep 2006 15:40:57 -0000	1.21
***************
*** 182,185 ****
--- 182,201 ----
      boost::shared_ptr<QuantLib::Index> EURIBOR_11M();
      boost::shared_ptr<QuantLib::Index> EURIBOR_1Y();
+      /* *** Euribor365 *** */
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_SW();
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_2W();
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_3W();
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_1M();
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_2M();
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_3M();
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_4M();
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_5M();
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_6M();
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_7M();
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_8M();
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_9M();
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_10M();
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_11M();
+     boost::shared_ptr<QuantLib::Index> EURIBOR365_1Y();
      /* *** EURLibor *** */
      boost::shared_ptr<QuantLib::Index> EURLIBOR_1WK();

Index: typefactory.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v
retrieving revision 1.33
retrieving revision 1.34
diff -C2 -d -r1.33 -r1.34
*** typefactory.hpp	6 Sep 2006 10:01:00 -0000	1.33
--- typefactory.hpp	7 Sep 2006 15:40:57 -0000	1.34
***************
*** 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
***************
*** 243,247 ****
          QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure_;
      };
! 
      // a singleton to store the Handle<YieldTermStructure>
      // shared by all enumerated EURLibor classes
--- 244,261 ----
          QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure_;
      };
!   // a singleton to store the Handle<YieldTermStructure>
!     // shared by all enumerated Euribor365 classes
!     class Euribor365Handle : public QuantLib::Singleton<Euribor365Handle> {
!         friend class QuantLib::Singleton<Euribor365Handle>;
!     public:
!         const QuantLib::Handle<QuantLib::YieldTermStructure> &handleYieldTermStructure() const {
!             return handleYieldTermStructure_;
!         }
!         void linkEuribor365Handle(boost::shared_ptr<QuantLib::YieldTermStructure> yieldTermStructure) {
!             handleYieldTermStructure_.linkTo(yieldTermStructure);
!         }
!     private:
!         QuantLib::Handle<QuantLib::YieldTermStructure> handleYieldTermStructure_;
!     };
      // a singleton to store the Handle<YieldTermStructure>
      // shared by all enumerated EURLibor classes