Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22318/qlo
Modified Files:
enumclassctors.cpp enumclassctors.hpp typefactory.hpp
Log Message:
esposed to excel EurliborSwapFixIFR 10Y and EurliborSwapFixIFR 30Y and Murex strings
Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.27
retrieving revision 1.28
diff -C2 -d -r1.27 -r1.28
*** enumclassctors.cpp 19 Sep 2006 10:52:57 -0000 1.27
--- enumclassctors.cpp 20 Sep 2006 14:38:21 -0000 1.28
***************
*** 811,815 ****
EuriborHandle::instance().handleYieldTermStructure()));
}
!
}
--- 811,825 ----
EuriborHandle::instance().handleYieldTermStructure()));
}
! /* *** EurliborSwapFixIFR *** */
! boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXIFR_10Y() {
! return boost::shared_ptr<QuantLib::Index>(
! new QuantLib::EurliborSwapFixIFR10Y(
! EuriborHandle::instance().handleYieldTermStructure()));
! }
! boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXIFR_30Y() {
! return boost::shared_ptr<QuantLib::Index>(
! new QuantLib::EurliborSwapFixIFR30Y(
! EuriborHandle::instance().handleYieldTermStructure()));
! }
}
Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.24
retrieving revision 1.25
diff -C2 -d -r1.24 -r1.25
*** enumclassctors.hpp 19 Sep 2006 10:52:57 -0000 1.24
--- enumclassctors.hpp 20 Sep 2006 14:38:21 -0000 1.25
***************
*** 261,264 ****
--- 261,267 ----
boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_25Y();
boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXB_30Y();
+ /* *** EurliborSwapFixIFR *** */
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXIFR_10Y();
+ boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXIFR_30Y();
}
Index: typefactory.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v
retrieving revision 1.39
retrieving revision 1.40
diff -C2 -d -r1.39 -r1.40
*** typefactory.hpp 19 Sep 2006 10:52:57 -0000 1.39
--- typefactory.hpp 20 Sep 2006 14:38:21 -0000 1.40
***************
*** 30,33 ****
--- 30,34 ----
#include <ql/Indexes/eurliborswapfixa.hpp>
#include <ql/Indexes/eurliborswapfixb.hpp>
+ #include <ql/Indexes/eurliborswapfixifr.hpp>
#include <ql/TermStructures/ratehelpers.hpp>
#include <ql/CashFlows/cmscoupon.hpp>
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