Remove features deprecated in version 1.16

lballabio · Jul 20, 2020 · 0f5b47c · 0f5b47c
1 parent 9e6042b
commit 0f5b47c
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diff --git a/ql/methods/finitedifferences/operators/fdmornsteinuhlenbeckop.cpp b/ql/methods/finitedifferences/operators/fdmornsteinuhlenbeckop.cpp
@@ -59,36 +59,6 @@ namespace QuantLib {
                       *Array(mesher->layout()->size(), 1.0)), Array());
     }
 
-    FdmOrnsteinUhlenbeckOp::FdmOrnsteinUhlenbeckOp(
-            const ext::shared_ptr<FdmMesher>& mesher,
-            const ext::shared_ptr<OrnsteinUhlenbeckProcess>& process,
-            const ext::shared_ptr<YieldTermStructure>& rTS,
-            const FdmBoundaryConditionSet&,
-            Size direction)
-    : mesher_   (mesher),
-      process_  (process),
-      rTS_      (rTS),
-      direction_(direction),
-      m_        (direction, mesher),
-      mapX_     (direction, mesher)  {
-
-        const ext::shared_ptr<FdmLinearOpLayout> layout=mesher_->layout();
-
-        Array drift(layout->size());
-        const Array x(mesher_->locations(direction));
-
-        for (FdmLinearOpIterator iter=layout->begin(), endIter=layout->end();
-             iter!=endIter; ++iter) {
-            const Size i = iter.index();
-            drift[i] = process_->drift(0.0, x[i]);
-        }
-
-        m_.axpyb(drift, FirstDerivativeOp(direction, mesher),
-            SecondDerivativeOp(direction, mesher)
-                .mult(0.5*square<Real>()(process_->volatility())
-                      *Array(mesher->layout()->size(), 1.0)), Array());
-    }
-
     Size FdmOrnsteinUhlenbeckOp::size() const {
         return mesher_->layout()->dim().size();;
     }

diff --git a/ql/methods/finitedifferences/operators/fdmornsteinuhlenbeckop.hpp b/ql/methods/finitedifferences/operators/fdmornsteinuhlenbeckop.hpp
@@ -44,17 +44,6 @@ namespace QuantLib {
             const ext::shared_ptr<YieldTermStructure>& rTS,
             Size direction = 0);
 
-        /*! \deprecated use the other constructor.
-                        Deprecated in version 1.16.
-        */
-        QL_DEPRECATED
-        FdmOrnsteinUhlenbeckOp(
-            const ext::shared_ptr<FdmMesher>& mesher,
-            const ext::shared_ptr<OrnsteinUhlenbeckProcess>& p,
-            const ext::shared_ptr<YieldTermStructure>& rTS,
-            const FdmBoundaryConditionSet& bcSet,
-            Size direction = 0);
-
         Size size() const;
         void setTime(Time t1, Time t2);
 

diff --git a/ql/termstructures/volatility/swaption/swaptionvolmatrix.cpp b/ql/termstructures/volatility/swaption/swaptionvolmatrix.cpp
@@ -254,53 +254,6 @@ namespace QuantLib {
     }
 
 
-    SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(
-                    const Date& today,
-                    const std::vector<Date>& optionDates,
-                    const std::vector<Period>& swapT,
-                    const Matrix& vols,
-                    const DayCounter& dc,
-                    const bool flatExtrapolation,
-                    const VolatilityType type,
-                    const Matrix& shifts)
-    : SwaptionVolatilityDiscrete(optionDates, swapT, today, Calendar(), Following, dc),
-      volHandles_(vols.rows()), shiftValues_(vols.rows()),
-      volatilities_(vols.rows(), vols.columns()),
-      shifts_(shifts.rows(),shifts.columns(),0.0), volatilityType_(type) {
-
-        checkInputs(vols.rows(), vols.columns(), shifts.rows(), shifts.columns());
-
-        // fill dummy handles to allow generic handle-based
-        // computations later on
-        for (Size i=0; i<vols.rows(); ++i) {
-            volHandles_[i].resize(vols.columns());
-            shiftValues_[i].resize(vols.columns());
-            for (Size j=0; j<vols.columns(); ++j) {
-                volHandles_[i][j] = Handle<Quote>(ext::shared_ptr<Quote>(new
-                    SimpleQuote(vols[i][j])));
-                shiftValues_[i][j] = shifts.rows() > 0 ? shifts[i][j] : 0.0;
-            }
-        }
-        if (flatExtrapolation) {
-            interpolation_ =
-                FlatExtrapolator2D(ext::make_shared<BilinearInterpolation>(
-                    swapLengths_.begin(), swapLengths_.end(),
-                    optionTimes_.begin(), optionTimes_.end(), volatilities_));
-            interpolationShifts_ =
-                FlatExtrapolator2D(ext::make_shared<BilinearInterpolation>(
-                    swapLengths_.begin(), swapLengths_.end(),
-                    optionTimes_.begin(), optionTimes_.end(), shifts_));
-        } else {
-            interpolation_ = BilinearInterpolation(
-                swapLengths_.begin(), swapLengths_.end(), optionTimes_.begin(),
-                optionTimes_.end(), volatilities_);
-            interpolationShifts_ = BilinearInterpolation(
-                swapLengths_.begin(), swapLengths_.end(), optionTimes_.begin(),
-                optionTimes_.end(), shifts_);
-        }
-    }
-
-
     void SwaptionVolatilityMatrix::checkInputs(Size volRows,
                                                Size volsColumns,
                                                Size shiftRows,

diff --git a/ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp b/ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp
@@ -107,19 +107,6 @@ namespace QuantLib {
                                  bool flatExtrapolation = false,
                                  VolatilityType type = ShiftedLognormal,
                                  const Matrix& shifts = Matrix());
-        /*! \deprecated Use the constructor also taking a calendar and
-                        business-day convention instead.
-                        Deprecated in version 1.16.
-        */
-        QL_DEPRECATED
-        SwaptionVolatilityMatrix(const Date& referenceDate,
-                                 const std::vector<Date>& optionDates,
-                                 const std::vector<Period>& swapTenors,
-                                 const Matrix& volatilities,
-                                 const DayCounter& dayCounter,
-                                 bool flatExtrapolation = false,
-                                 VolatilityType type = ShiftedLognormal,
-                                 const Matrix& shifts = Matrix());
 
         //! \name LazyObject interface
         //@{