Is it possible to swim, bike, run and do strength workouts all in the same gym?

I think this is a simple request.  I want to be able to swim, bike and run (indoors) at the same place. 

The following is a (short) list of the amenities my dream gym would have: computrainer, laundry, open 24/7, a 25 meter pool (an olympic distance would also work), masters swim practices in the morning and after work, brand new equipment w/ TVs (treadmill, elliptical, stair climber, rowing machine), located in my office, bike storage, nice shower gel and shampoo/conditioner, professional hair dryers, a locker, not super busy but has people there, hot tub, sauna, steam room, yoga class, good music in the weight room, hot (male) personal trainers. 
 
But seriously, I would settle for a gym that is conveniently located to the brown line, has a computrainer, pool, treadmill, some dumbells and a stability ball. 
 
Since it's the middle of winter and I'm not crazy enough to ride outside and swim in the lake for my swim workouts I am forced to go inside to a gym. To meet the needs of my Ironman training schedule I currently  I have memberships to two gyms and pay a master swimming fee.  It's annoying.  It's not just annoying becuase of the cost and the locations, but it's annoying becuase I have to always make sure I have the proper change of clothes with me for whatever that days workout it.  Since I don't drive to work it means that I have to carry these bags with me on the train and busses of Chicago.   I can't tell you the number of times I've shown up to do a bike/run brick workout with no sports bra or running shoes and instead a swim cap and a speedo. 
 
For the record, I wore my speedo in hopes that it would give the girls some added support while on the treadmill.  It did. 
 
I thought about making a spread sheet that outlined what each gym has that the other one doesn't but that just seemed obnoxcious.  My point it, it's tough in Chicago.  The perfect Triathlete gym doesn't exist out there and as a result my life can get rather hectic.  The gym that is super convenient to work/home doesn't have a pool or computrainers.  If a gym has the cycling equipment there is no pool or it's a endless pool which is just hard to do good workouts in.  Plus it's super inconvenient to public transportation. The gym that has the pool doesn't have a masters group.  When I find a masters group that's convenient and works with my schedule it's super duper expensive.  Blah Blah Blah, I could go on and on. 
 
If there are any investors looking for a business idea you should call me.  I don't think I'm asking for that much!