Rename files

QuantLib.vcxproj

@@ -533,6 +533,7 @@
     <ClInclude Include="ql\cashflows\inflationcoupon.hpp" />
     <ClInclude Include="ql\cashflows\inflationcouponpricer.hpp" />
     <ClInclude Include="ql\cashflows\lineartsrpricer.hpp" />
+    <ClInclude Include="ql\cashflows\multipleresetscoupon.hpp" />
     <ClInclude Include="ql\cashflows\overnightindexedcoupon.hpp" />
     <ClInclude Include="ql\cashflows\overnightindexedcouponpricer.hpp" />
     <ClInclude Include="ql\cashflows\rangeaccrual.hpp" />
@@ -1933,12 +1934,12 @@
     <ClCompile Include="ql\cashflows\inflationcoupon.cpp" />
     <ClCompile Include="ql\cashflows\inflationcouponpricer.cpp" />
     <ClCompile Include="ql\cashflows\lineartsrpricer.cpp" />
+    <ClCompile Include="ql\cashflows\multipleresetscoupon.cpp" />
     <ClCompile Include="ql\cashflows\overnightindexedcoupon.cpp" />
     <ClCompile Include="ql\cashflows\overnightindexedcouponpricer.cpp" />
     <ClCompile Include="ql\cashflows\rangeaccrual.cpp" />
     <ClCompile Include="ql\cashflows\replication.cpp" />
     <ClCompile Include="ql\cashflows\simplecashflow.cpp" />
-    <ClCompile Include="ql\cashflows\subperiodcoupon.cpp" />
     <ClCompile Include="ql\cashflows\timebasket.cpp" />
     <ClCompile Include="ql\cashflows\yoyinflationcoupon.cpp" />
     <ClCompile Include="ql\cashflows\zeroinflationcashflow.cpp" />

QuantLib.vcxproj.filters

@@ -558,6 +558,9 @@
     <ClInclude Include="ql\cashflows\inflationcouponpricer.hpp">
       <Filter>cashflows</Filter>
     </ClInclude>
+    <ClInclude Include="ql\cashflows\multipleresetscoupon.hpp">
+      <Filter>cashflows</Filter>
+    </ClInclude>
     <ClInclude Include="ql\cashflows\overnightindexedcoupon.hpp">
       <Filter>cashflows</Filter>
     </ClInclude>
@@ -4544,6 +4547,9 @@
     <ClCompile Include="ql\cashflows\inflationcouponpricer.cpp">
       <Filter>cashflows</Filter>
     </ClCompile>
+    <ClCompile Include="ql\cashflows\multipleresetscoupon.cpp">
+      <Filter>cashflows</Filter>
+    </ClCompile>
     <ClCompile Include="ql\cashflows\overnightindexedcoupon.cpp">
       <Filter>cashflows</Filter>
     </ClCompile>
@@ -4559,9 +4565,6 @@
     <ClCompile Include="ql\cashflows\simplecashflow.cpp">
       <Filter>cashflows</Filter>
     </ClCompile>
-    <ClCompile Include="ql\cashflows\subperiodcoupon.cpp">
-      <Filter>cashflows</Filter>
-    </ClCompile>
     <ClCompile Include="ql\cashflows\timebasket.cpp">
       <Filter>cashflows</Filter>
     </ClCompile>

cmake/GenerateHeaders.cmake

@@ -61,6 +61,7 @@ function(generate_dir_headers source_dir binary_dir)
     list(FILTER children_hpp EXCLUDE REGEX "duffsdeviceinnerproduct.hpp")
     list(FILTER children_hpp EXCLUDE REGEX "dividendvanillaoption.hpp")
     list(FILTER children_hpp EXCLUDE REGEX "averageoiscouponpricer.hpp")
+    list(FILTER children_hpp EXCLUDE REGEX "subperiodcoupon.hpp")
 
     file(GLOB children_dir RELATIVE ${source_dir} "${source_dir}/*")
     list(FILTER children_dir EXCLUDE REGEX "CMakeFiles")

ql/CMakeLists.txt

@@ -24,13 +24,13 @@ set(QL_SOURCES
     cashflows/inflationcoupon.cpp
     cashflows/inflationcouponpricer.cpp
     cashflows/lineartsrpricer.cpp
+    cashflows/multipleresetscoupon.cpp
     cashflows/overnightindexedcoupon.cpp
     cashflows/overnightindexedcouponpricer.cpp
     cashflows/rangeaccrual.cpp
     cashflows/replication.cpp
     cashflows/simplecashflow.cpp
     cashflows/timebasket.cpp
-    cashflows/subperiodcoupon.cpp
     cashflows/yoyinflationcoupon.cpp
     cashflows/zeroinflationcashflow.cpp
     currencies/africa.cpp
@@ -960,6 +960,7 @@ set(QL_HEADERS
     cashflows/inflationcoupon.hpp
     cashflows/inflationcouponpricer.hpp
     cashflows/lineartsrpricer.hpp
+    cashflows/multipleresetscoupon.hpp
     cashflows/overnightindexedcoupon.hpp
     cashflows/overnightindexedcouponpricer.hpp
     cashflows/rangeaccrual.hpp

ql/cashflows/Makefile.am

@@ -28,6 +28,7 @@ this_include_HEADERS = \
     inflationcoupon.hpp \
     inflationcouponpricer.hpp \
     lineartsrpricer.hpp \
+    multipleresetscoupon.hpp \
     overnightindexedcoupon.hpp \
     overnightindexedcouponpricer.hpp \
     rangeaccrual.hpp \
@@ -64,12 +65,12 @@ cpp_files = \
     inflationcoupon.cpp \
     inflationcouponpricer.cpp \
     lineartsrpricer.cpp \
+    multipleresetscoupon.cpp \
     overnightindexedcoupon.cpp \
     overnightindexedcouponpricer.cpp \
     rangeaccrual.cpp \
     replication.cpp \
     simplecashflow.cpp \
-    subperiodcoupon.cpp \
     timebasket.cpp \
     yoyinflationcoupon.cpp \
     zeroinflationcashflow.cpp
@@ -100,7 +101,7 @@ all.hpp: Makefile.am
 	echo "/* This file is automatically generated; do not edit.     */" > ${srcdir}/$@
 	echo "/* Add the files to be included into Makefile.am instead. */" >> ${srcdir}/$@
 	echo >> ${srcdir}/$@
-	for i in $(filter-out all.hpp, $(this_include_HEADERS)); do \
+	for i in $(filter-out all.hpp subperiodcoupon.hpp, $(this_include_HEADERS)); do \
 		echo "#include <${subdir}/$$i>" >> ${srcdir}/$@; \
 	done
 	echo >> ${srcdir}/$@

ql/cashflows/all.hpp

@@ -25,13 +25,13 @@
 #include <ql/cashflows/inflationcoupon.hpp>
 #include <ql/cashflows/inflationcouponpricer.hpp>
 #include <ql/cashflows/lineartsrpricer.hpp>
+#include <ql/cashflows/multipleresetscoupon.hpp>
 #include <ql/cashflows/overnightindexedcoupon.hpp>
 #include <ql/cashflows/overnightindexedcouponpricer.hpp>
 #include <ql/cashflows/rangeaccrual.hpp>
 #include <ql/cashflows/rateaveraging.hpp>
 #include <ql/cashflows/replication.hpp>
 #include <ql/cashflows/simplecashflow.hpp>
-#include <ql/cashflows/subperiodcoupon.hpp>
 #include <ql/cashflows/timebasket.hpp>
 #include <ql/cashflows/yoyinflationcoupon.hpp>
 #include <ql/cashflows/zeroinflationcashflow.hpp>

ql/cashflows/couponpricer.cpp

@@ -26,7 +26,7 @@
 #include <ql/cashflows/digitalcoupon.hpp>
 #include <ql/cashflows/digitaliborcoupon.hpp>
 #include <ql/cashflows/rangeaccrual.hpp>
-#include <ql/cashflows/subperiodcoupon.hpp>
+#include <ql/cashflows/multipleresetscoupon.hpp>
 #include <ql/experimental/coupons/cmsspreadcoupon.hpp>        /* internal */
 #include <ql/experimental/coupons/digitalcmsspreadcoupon.hpp> /* internal */
 #include <ql/pricingengines/blackformula.hpp>

ql/cashflows/subperiodcoupon.cpp → ql/cashflows/multipleresetscoupon.cpp

@@ -18,7 +18,7 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/cashflows/subperiodcoupon.hpp>
+#include <ql/cashflows/multipleresetscoupon.hpp>
 #include <ql/cashflows/cashflowvectors.hpp>
 #include <ql/time/schedule.hpp>
 #include <ql/indexes/iborindex.hpp>