[QuantLibAddin-cvs] QuantLibAddin/qlo enumclassctors.cpp, 1.24, 1.25 enumclassctors.hpp, 1.22, 1.23 typefactory.hpp, 1.37, 1.38

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13946/qlo

Modified Files:
	enumclassctors.cpp enumclassctors.hpp typefactory.hpp 
Log Message:
Eurlibor Swap ISDAFIX Indexes (10:00
 London) esposed to excel (conventional quantlib strings used)

Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.24
retrieving revision 1.25
diff -C2 -d -r1.24 -r1.25
*** enumclassctors.cpp	11 Sep 2006 11:11:33 -0000	1.24
--- enumclassctors.cpp	13 Sep 2006 08:04:07 -0000	1.25
***************
*** 659,662 ****
--- 659,738 ----
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
+     /* *** EurliborSwapFixA *** */
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_1Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixA1Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_2Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixA2Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_3Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixA3Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_4Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixA4Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_5Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixA5Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_6Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixA6Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_7Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixA7Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_8Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixA8Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_9Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixA9Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_10Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixA10Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_12Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixA12Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_15Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixA15Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_20Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixA20Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_25Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixA25Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_30Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EurliborSwapFixA30Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
  
  }

Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.22
retrieving revision 1.23
diff -C2 -d -r1.22 -r1.23
*** enumclassctors.hpp	11 Sep 2006 11:11:33 -0000	1.22
--- enumclassctors.hpp	13 Sep 2006 08:04:07 -0000	1.23
***************
*** 229,233 ****
      boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_25Y();
      boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_30Y();
! 
  }
  
--- 229,248 ----
      boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_25Y();
      boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXA_30Y();
!    /* *** EurliborSwapFixA *** */
!     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_1Y();
!     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_2Y();
!     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_3Y();
!     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_4Y();
!     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_5Y();
!     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_6Y();
!     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_7Y();
!     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_8Y();
!     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_9Y();
!     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_10Y();
!     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_12Y();
!     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_15Y();
!     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_20Y();
!     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_25Y();
!     boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_30Y();
  }
  

Index: typefactory.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v
retrieving revision 1.37
retrieving revision 1.38
diff -C2 -d -r1.37 -r1.38
*** typefactory.hpp	8 Sep 2006 10:40:53 -0000	1.37
--- typefactory.hpp	13 Sep 2006 08:04:07 -0000	1.38
***************
*** 28,31 ****
--- 28,32 ----
  #include <ql/Indexes/euriborswapfixa.hpp>
  #include <ql/Indexes/eurlibor.hpp>
+ #include <ql/Indexes/eurliborswapfixa.hpp>
  #include <ql/TermStructures/ratehelpers.hpp>
  #include <ql/CashFlows/cmscoupon.hpp>