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>
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