From 985ad0de238497347d688099e6146aab4c4d5b4f Mon Sep 17 00:00:00 2001 From: Luigi Ballabio Date: Fri, 3 Dec 2021 10:13:48 +0100 Subject: [PATCH] Restore defaults for backward compatibility --- .../yield/overnightindexfutureratehelper.hpp | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/ql/termstructures/yield/overnightindexfutureratehelper.hpp b/ql/termstructures/yield/overnightindexfutureratehelper.hpp index 376eec640ef..1b7db15366f 100644 --- a/ql/termstructures/yield/overnightindexfutureratehelper.hpp +++ b/ql/termstructures/yield/overnightindexfutureratehelper.hpp @@ -76,8 +76,8 @@ namespace QuantLib { Year referenceYear, Frequency referenceFreq, const ext::shared_ptr& overnightIndex, - const Handle& convexityAdjustment, - RateAveraging::Type averagingMethod); + const Handle& convexityAdjustment = Handle(), + RateAveraging::Type averagingMethod = RateAveraging::Compound); /*! \deprecated Use the constructor without index and averaging method. Deprecated in version 1.25. @@ -88,8 +88,8 @@ namespace QuantLib { Year referenceYear, Frequency referenceFreq, const ext::shared_ptr& overnightIndex, - Real convexityAdjustment, - RateAveraging::Type averagingMethod); + Real convexityAdjustment = 0.0, + RateAveraging::Type averagingMethod = RateAveraging::Compound); SofrFutureRateHelper(const Handle& price, Month referenceMonth, @@ -101,7 +101,7 @@ namespace QuantLib { Month referenceMonth, Year referenceYear, Frequency referenceFreq, - Real convexityAdjustment = 0); + Real convexityAdjustment = 0.0); }; }