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Interface for `LegalEntityDiscountingProvider` See #1331
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`LegalEntityDiscountingProvider` is now an interface `ImmutableLegalEntityDiscountingProvider` is the class `BondGroup` is renamed to `RepoGroup` It was not possible to deprecate in a sensible way See #1331
yukiiwashita
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Remove this as the same comment is in the interface.
yukiiwashita
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Remove this as the same comment is in the interface.
yukiiwashita
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This change renames
LegalEntityDiscountingProvidertoImmutableLegalEntityDiscountingProviderand adds a new interface calledLegalEntityDiscountingProvider. It also renamesBondGrouptoRepoGroupwith all associated access methods and properties renamed. WithinImmutableLegalEntityDiscountingProvider,bondMapis renamed torepoCurveGroups, andlegalEntityMapis renamed toissuerCurveGroups. All this is backwards incompatible.The incompatibility was driven by two separate flaws. Firstly, the provider should not have referred to bonds, as it will be used for bills at some point in the future. Secondly, there should always have been a separation between the class and interface to allow for the calculation/measure API to be added.
An attempt was made to add deprecated workarounds, but with two interlinked issues, the deprecations were not practical. Migration should not be complex, simply rename each item as listed above.
See #1331