[QuantLibAddin-cvs] QuantLibAddin/qlo enumclassctors.cpp, 1.28, 1.29 enumclassctors.hpp, 1.25, 1.26 typefactory.hpp, 1.40, 1.41

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv31634/qlo

Modified Files:
	enumclassctors.cpp enumclassctors.hpp typefactory.hpp 
Log Message:
esposed to excel the following indexes:
EURIBORSSWAPFIX 2yrs, 5yrs, 10yrs and 30yrs published by IFR Markets.
Murex strings used for these indexes are: EURIBOR SW 2Y, EURIBOR SW 5Y, EURIBOR SW 10Y
 and EURIBOR SW 30Y. These strings are no more attached to Euribor Swap Isda Fix A.

Index: enumclassctors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.cpp,v
retrieving revision 1.28
retrieving revision 1.29
diff -C2 -d -r1.28 -r1.29
*** enumclassctors.cpp	20 Sep 2006 14:38:21 -0000	1.28
--- enumclassctors.cpp	20 Sep 2006 16:14:35 -0000	1.29
***************
*** 822,825 ****
--- 822,846 ----
                  EuriborHandle::instance().handleYieldTermStructure()));
      }
+       /* *** EuriborSwapFixIFR *** */
+     boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXIFR_2Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EuriborSwapFixIFR2Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXIFR_5Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EuriborSwapFixIFR5Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXIFR_10Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EuriborSwapFixIFR10Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
+     boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXIFR_30Y() {
+         return boost::shared_ptr<QuantLib::Index>(
+             new QuantLib::EuriborSwapFixIFR30Y(
+                 EuriborHandle::instance().handleYieldTermStructure()));
+     }
  
  }

Index: enumclassctors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/enumclassctors.hpp,v
retrieving revision 1.25
retrieving revision 1.26
diff -C2 -d -r1.25 -r1.26
*** enumclassctors.hpp	20 Sep 2006 14:38:21 -0000	1.25
--- enumclassctors.hpp	20 Sep 2006 16:14:35 -0000	1.26
***************
*** 264,267 ****
--- 264,272 ----
      boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXIFR_10Y();
      boost::shared_ptr<QuantLib::Index> EURLIBORSWAPFIXIFR_30Y();
+     /* *** EuriborSwapFixIFR *** */
+     boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXIFR_2Y();
+     boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXIFR_5Y();
+     boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXIFR_10Y();
+     boost::shared_ptr<QuantLib::Index> EURIBORSWAPFIXIFR_30Y();
  }
  

Index: typefactory.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/typefactory.hpp,v
retrieving revision 1.40
retrieving revision 1.41
diff -C2 -d -r1.40 -r1.41
*** typefactory.hpp	20 Sep 2006 14:38:21 -0000	1.40
--- typefactory.hpp	20 Sep 2006 16:14:35 -0000	1.41
***************
*** 31,34 ****
--- 31,35 ----
  #include <ql/Indexes/eurliborswapfixb.hpp>
  #include <ql/Indexes/eurliborswapfixifr.hpp>
+ #include <ql/Indexes/euriborswapfixifr.hpp>
  #include <ql/TermStructures/ratehelpers.hpp>
  #include <ql/CashFlows/cmscoupon.hpp>