euribor.hpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
 Copyright (C) 2003, 2004, 2005, 2006 StatPro Italia srl
 Copyright (C) 2006 Katiuscia Manzoni
 Copyright (C) 2006 Chiara Fornarola
 Copyright (C) 2009 Roland Lichters
 Copyright (C) 2009 Ferdinando Ametrano
 
 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 
 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.
 
 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
 
#ifndef quantlib_euribor_hpp
#define quantlib_euribor_hpp
 
#include <ql/indexes/iborindex.hpp>
 
namespace QuantLib {
 
 
    class Euribor : public IborIndex {
      public:
        Euribor(const Period& tenor,
                const Handle<YieldTermStructure>& h = {});
    };
 
 
    class Euribor365 : public IborIndex {
      public:
        Euribor365(const Period& tenor,
                   const Handle<YieldTermStructure>& h = {});
    };
 
    class EuriborSW : public Euribor {
      public:
        explicit EuriborSW(const Handle<YieldTermStructure>& h = {})
        : Euribor(Period(1, Weeks), h) {}
    };
 
    class Euribor2W : public Euribor {
      public:
        explicit Euribor2W(const Handle<YieldTermStructure>& h = {})
        : Euribor(Period(2, Weeks), h) {}
    };
 
    class Euribor3W : public Euribor {
      public:
        explicit Euribor3W(const Handle<YieldTermStructure>& h = {})
        : Euribor(Period(3, Weeks), h) {}
    };
 
    class Euribor1M : public Euribor {
      public:
        explicit Euribor1M(const Handle<YieldTermStructure>& h = {})
        : Euribor(Period(1, Months), h) {}
    };
 
    class Euribor2M : public Euribor {
      public:
        explicit Euribor2M(const Handle<YieldTermStructure>& h = {})
        : Euribor(Period(2, Months), h) {}
    };
 
    class Euribor3M : public Euribor {
      public:
        explicit Euribor3M(const Handle<YieldTermStructure>& h = {})
        : Euribor(Period(3, Months), h) {}
    };
 
    class Euribor4M : public Euribor {
      public:
        explicit Euribor4M(const Handle<YieldTermStructure>& h = {})
        : Euribor(Period(4, Months), h) {}
    };
 
    class Euribor5M : public Euribor {
      public:
        explicit Euribor5M(const Handle<YieldTermStructure>& h = {})
        : Euribor(Period(5, Months), h) {}
    };
 
    class Euribor6M : public Euribor {
      public:
        explicit Euribor6M(const Handle<YieldTermStructure>& h = {})
        : Euribor(Period(6, Months), h) {}
    };
 
    class Euribor7M : public Euribor {
      public:
        explicit Euribor7M(const Handle<YieldTermStructure>& h = {})
        : Euribor(Period(7, Months), h) {}
    };
 
    class Euribor8M : public Euribor {
      public:
        explicit Euribor8M(const Handle<YieldTermStructure>& h = {})
        : Euribor(Period(8, Months), h) {}
    };
 
    class Euribor9M : public Euribor {
      public:
        explicit Euribor9M(const Handle<YieldTermStructure>& h = {})
        : Euribor(Period(9, Months), h) {}
    };
 
    class Euribor10M : public Euribor {
      public:
        explicit Euribor10M(const Handle<YieldTermStructure>& h = {})
        : Euribor(Period(10, Months), h) {}
    };
 
    class Euribor11M : public Euribor {
      public:
        explicit Euribor11M(const Handle<YieldTermStructure>& h = {})
        : Euribor(Period(11, Months), h) {}
    };
 
    class Euribor1Y : public Euribor {
      public:
        explicit Euribor1Y(const Handle<YieldTermStructure>& h = {})
        : Euribor(Period(1, Years), h) {}
    };
 
 
    class Euribor365_SW : public Euribor365 {
      public:
        explicit Euribor365_SW(const Handle<YieldTermStructure>& h = {})
        : Euribor365(Period(1, Weeks), h) {}
    };
 
    class Euribor365_2W : public Euribor365 {
      public:
        explicit Euribor365_2W(const Handle<YieldTermStructure>& h = {})
        : Euribor365(Period(2, Weeks), h) {}
    };
 
    class Euribor365_3W : public Euribor365 {
      public:
        explicit Euribor365_3W(const Handle<YieldTermStructure>& h = {})
        : Euribor365(Period(3, Weeks), h) {}
    };
 
    class Euribor365_1M : public Euribor365 {
      public:
        explicit Euribor365_1M(const Handle<YieldTermStructure>& h = {})
        : Euribor365(Period(1, Months), h) {}
    };
 
    class Euribor365_2M : public Euribor365 {
      public:
        explicit Euribor365_2M(const Handle<YieldTermStructure>& h = {})
        : Euribor365(Period(2, Months), h) {}
    };
 
    class Euribor365_3M : public Euribor365 {
      public:
        explicit Euribor365_3M(const Handle<YieldTermStructure>& h = {})
        : Euribor365(Period(3, Months), h) {}
    };
 
    class Euribor365_4M : public Euribor365 {
      public:
        explicit Euribor365_4M(const Handle<YieldTermStructure>& h = {})
        : Euribor365(Period(4, Months), h) {}
    };
 
    class Euribor365_5M : public Euribor365 {
      public:
        explicit Euribor365_5M(const Handle<YieldTermStructure>& h = {})
        : Euribor365(Period(5, Months), h) {}
    };
 
    class Euribor365_6M : public Euribor365 {
      public:
        explicit Euribor365_6M(const Handle<YieldTermStructure>& h = {})
        : Euribor365(Period(6, Months), h) {}
    };
 
    class Euribor365_7M : public Euribor365 {
      public:
        explicit Euribor365_7M(const Handle<YieldTermStructure>& h = {})
        : Euribor365(Period(7, Months), h) {}
    };
 
    class Euribor365_8M : public Euribor365 {
      public:
        explicit Euribor365_8M(const Handle<YieldTermStructure>& h = {})
        : Euribor365(Period(8, Months), h) {}
    };
 
    class Euribor365_9M : public Euribor365 {
      public:
        explicit Euribor365_9M(const Handle<YieldTermStructure>& h = {})
        : Euribor365(Period(9, Months), h) {}
    };
 
    class Euribor365_10M : public Euribor365 {
      public:
        explicit Euribor365_10M(const Handle<YieldTermStructure>& h = {})
        : Euribor365(Period(10, Months), h) {}
    };
 
    class Euribor365_11M : public Euribor365 {
      public:
        explicit Euribor365_11M(const Handle<YieldTermStructure>& h = {})
        : Euribor365(Period(11, Months), h) {}
    };
 
    class Euribor365_1Y : public Euribor365 {
      public:
        explicit Euribor365_1Y(const Handle<YieldTermStructure>& h = {})
        : Euribor365(Period(1, Years), h) {}
    };
 
}
 
#endif