Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6036/qlo
Modified Files:
enumclassctors.cpp enumclassctors.hpp typefactory.hpp
Log Message:
added new eriliborswapfixb indexes and correposnding strings to receive murex export
Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.26
retrieving revision 1.27
diff -C2 -d -r1.26 -r1.27
*** enumclassctors.cpp 15 Sep 2006 15:19:27 -0000 1.26
--- enumclassctors.cpp 19 Sep 2006 10:52:57 -0000 1.27
***************
*** 735,738 ****
--- 735,815 ----
EuriborHandle::instance().handleYieldTermStructure()));
}
+ /* *** EurliborSwapFixB *** */
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_1Y() {
+ return boost::shared_ptr<QuantLib::Index>(
+ new QuantLib::EurliborSwapFixB1Y(
+ EuriborHandle::instance().handleYieldTermStructure()));
+ }
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_2Y() {
+ return boost::shared_ptr<QuantLib::Index>(
+ new QuantLib::EurliborSwapFixB2Y(
+ EuriborHandle::instance().handleYieldTermStructure()));
+ }
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_3Y() {
+ return boost::shared_ptr<QuantLib::Index>(
+ new QuantLib::EurliborSwapFixB3Y(
+ EuriborHandle::instance().handleYieldTermStructure()));
+ }
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_4Y() {
+ return boost::shared_ptr<QuantLib::Index>(
+ new QuantLib::EurliborSwapFixB4Y(
+ EuriborHandle::instance().handleYieldTermStructure()));
+ }
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_5Y() {
+ return boost::shared_ptr<QuantLib::Index>(
+ new QuantLib::EurliborSwapFixB5Y(
+ EuriborHandle::instance().handleYieldTermStructure()));
+ }
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_6Y() {
+ return boost::shared_ptr<QuantLib::Index>(
+ new QuantLib::EurliborSwapFixB6Y(
+ EuriborHandle::instance().handleYieldTermStructure()));
+ }
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_7Y() {
+ return boost::shared_ptr<QuantLib::Index>(
+ new QuantLib::EurliborSwapFixB7Y(
+ EuriborHandle::instance().handleYieldTermStructure()));
+ }
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_8Y() {
+ return boost::shared_ptr<QuantLib::Index>(
+ new QuantLib::EurliborSwapFixB8Y(
+ EuriborHandle::instance().handleYieldTermStructure()));
+ }
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_9Y() {
+ return boost::shared_ptr<QuantLib::Index>(
+ new QuantLib::EurliborSwapFixB9Y(
+ EuriborHandle::instance().handleYieldTermStructure()));
+ }
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_10Y() {
+ return boost::shared_ptr<QuantLib::Index>(
+ new QuantLib::EurliborSwapFixB10Y(
+ EuriborHandle::instance().handleYieldTermStructure()));
+ }
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_12Y() {
+ return boost::shared_ptr<QuantLib::Index>(
+ new QuantLib::EurliborSwapFixB12Y(
+ EuriborHandle::instance().handleYieldTermStructure()));
+ }
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_15Y() {
+ return boost::shared_ptr<QuantLib::Index>(
+ new QuantLib::EurliborSwapFixB15Y(
+ EuriborHandle::instance().handleYieldTermStructure()));
+ }
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_20Y() {
+ return boost::shared_ptr<QuantLib::Index>(
+ new QuantLib::EurliborSwapFixB20Y(
+ EuriborHandle::instance().handleYieldTermStructure()));
+ }
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_25Y() {
+ return boost::shared_ptr<QuantLib::Index>(
+ new QuantLib::EurliborSwapFixB25Y(
+ EuriborHandle::instance().handleYieldTermStructure()));
+ }
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_30Y() {
+ return boost::shared_ptr<QuantLib::Index>(
+ new QuantLib::EurliborSwapFixB30Y(
+ EuriborHandle::instance().handleYieldTermStructure()));
+ }
+
}
Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.23
retrieving revision 1.24
diff -C2 -d -r1.23 -r1.24
*** enumclassctors.hpp 13 Sep 2006 08:04:07 -0000 1.23
--- enumclassctors.hpp 19 Sep 2006 10:52:57 -0000 1.24
***************
*** 245,248 ****
--- 245,264 ----
boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_25Y();
boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXA_30Y();
+ /* *** EurliborSwapFixB *** */
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_1Y();
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_2Y();
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_3Y();
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_4Y();
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_5Y();
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_6Y();
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_7Y();
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_8Y();
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_9Y();
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_10Y();
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_12Y();
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_15Y();
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_20Y();
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_25Y();
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_30Y();
}
Index: typefactory.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v
retrieving revision 1.38
retrieving revision 1.39
diff -C2 -d -r1.38 -r1.39
*** typefactory.hpp 13 Sep 2006 08:04:07 -0000 1.38
--- typefactory.hpp 19 Sep 2006 10:52:57 -0000 1.39
***************
*** 29,32 ****
--- 29,33 ----
#include <ql/Indexes/eurlibor.hpp>
#include <ql/Indexes/eurliborswapfixa.hpp>
+ #include <ql/Indexes/eurliborswapfixb.hpp>
#include <ql/TermStructures/ratehelpers.hpp>
#include <ql/CashFlows/cmscoupon.hpp>
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