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Bond API #1368

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merged 3 commits into from Oct 4, 2016
Merged

Bond API #1368

merged 3 commits into from Oct 4, 2016

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@jodastephen
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jodastephen commented Oct 3, 2016

This change renames LegalEntityDiscountingProvider to ImmutableLegalEntityDiscountingProvider and adds a new interface called LegalEntityDiscountingProvider. It also renames BondGroup to RepoGroup with all associated access methods and properties renamed. Within ImmutableLegalEntityDiscountingProvider, bondMap is renamed to repoCurveGroups, and legalEntityMap is renamed to issuerCurveGroups. 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

Interface for `LegalEntityDiscountingProvider`
See #1331
`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
}

//-------------------------------------------------------------------------
/**

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yukiiwashita Oct 4, 2016

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Remove this as the same comment is in the interface.

}

//-------------------------------------------------------------------------
/**

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yukiiwashita Oct 4, 2016

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Remove this as the same comment is in the interface.

@jodastephen jodastephen changed the title Add BondDiscountingProvider interface Bond API Oct 4, 2016
@yukiiwashita yukiiwashita merged commit 20d5df5 into master Oct 4, 2016
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@yukiiwashita yukiiwashita deleted the topic/bond-measures branch Oct 4, 2016
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