Merge 88c7967 into a57eb97

lballabio · Sep 21, 2022 · 15fb027 · 15fb027
2 parents a57eb97 + 88c7967
commit 15fb027
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Showing 17 changed files with 0 additions and 24 deletions.
diff --git a/ql/cashflows/conundrumpricer.hpp b/ql/cashflows/conundrumpricer.hpp
@@ -149,8 +149,6 @@ namespace QuantLib {
             Real der2Rs_derX2(Real x);
             Real der2Z_derX2(Real x);
 
-            class ObjectiveFunction;
-            friend class ObjectiveFunction;
             class ObjectiveFunction {
                 const GFunctionWithShifts& o_;
                 Real Rs_;

diff --git a/ql/cashflows/lineartsrpricer.hpp b/ql/cashflows/lineartsrpricer.hpp
@@ -189,7 +189,6 @@ namespace QuantLib {
         Real a_, b_;
 
         class integrand_f;
-        friend class integrand_f;
 
         class VegaRatioHelper {
           public:

diff --git a/ql/experimental/coupons/lognormalcmsspreadpricer.hpp b/ql/experimental/coupons/lognormalcmsspreadpricer.hpp
@@ -84,7 +84,6 @@ namespace QuantLib {
         Real integrand_normal(Real) const;
 
         class integrand_f;
-        friend class integrand_f;
 
         ext::shared_ptr<CmsCouponPricer> cmsPricer_;
 

diff --git a/ql/experimental/math/fireflyalgorithm.hpp b/ql/experimental/math/fireflyalgorithm.hpp
@@ -81,8 +81,6 @@ namespace QuantLib {
       public:
         class RandomWalk;
         class Intensity;
-        friend class RandomWalk;
-        friend class Intensity;
         FireflyAlgorithm(Size M,
                          ext::shared_ptr<Intensity> intensity,
                          ext::shared_ptr<RandomWalk> randomWalk,

diff --git a/ql/experimental/math/particleswarmoptimization.hpp b/ql/experimental/math/particleswarmoptimization.hpp
@@ -93,8 +93,6 @@ namespace QuantLib {
       public:
         class Inertia;
         class Topology;
-        friend class Inertia;
-        friend class Topology;
         ParticleSwarmOptimization(Size M,
                                   ext::shared_ptr<Topology> topology,
                                   ext::shared_ptr<Inertia> inertia,

diff --git a/ql/experimental/swaptions/haganirregularswaptionengine.hpp b/ql/experimental/swaptions/haganirregularswaptionengine.hpp
@@ -91,7 +91,6 @@ namespace QuantLib {
         Handle<YieldTermStructure>          termStructure_;
         Handle<SwaptionVolatilityStructure> volatilityStructure_;
         class rStarFinder;
-        friend class rStarFinder;
     };
 
 }

diff --git a/ql/experimental/volatility/noarbsabr.hpp b/ql/experimental/volatility/noarbsabr.hpp
@@ -130,9 +130,7 @@ class NoArbSabrModel {
       mutable Real numericalForward_;
       ext::shared_ptr<GaussLobattoIntegral> integrator_;
       class integrand;
-      friend class integrand;
       class p_integrand;
-      friend class p_integrand;
 };
 
 namespace detail {

diff --git a/ql/legacy/libormarketmodels/lfmcovarproxy.hpp b/ql/legacy/libormarketmodels/lfmcovarproxy.hpp
@@ -53,7 +53,6 @@ namespace QuantLib {
 
       private:
         class Var_Helper;
-        friend class Var_Helper;
     };
 
 }

diff --git a/ql/models/model.hpp b/ql/models/model.hpp
@@ -134,7 +134,6 @@ namespace QuantLib {
         class PrivateConstraint;
         //! Calibration cost function class
         class CalibrationFunction;
-        friend class CalibrationFunction;
     };
 
     //! Abstract short-rate model class

diff --git a/ql/models/shortrate/onefactormodels/markovfunctional.hpp b/ql/models/shortrate/onefactormodels/markovfunctional.hpp
@@ -477,8 +477,6 @@ namespace QuantLib {
             bool zeroFixingDays = false,
             const ext::shared_ptr<SwapIndex>& swapIdx = ext::shared_ptr<SwapIndex>()) const;
 
-        class ZeroHelper;
-        friend class ZeroHelper;
         class ZeroHelper {
           public:
             ZeroHelper(const MarkovFunctional *model, const Date &expiry,

diff --git a/ql/models/shortrate/twofactormodels/g2.hpp b/ql/models/shortrate/twofactormodels/g2.hpp
@@ -113,7 +113,6 @@ namespace QuantLib {
         Real V(Time t) const;
 
         class SwaptionPricingFunction;
-        friend class SwaptionPricingFunction;
     };
 
     class G2::Dynamics : public TwoFactorModel::ShortRateDynamics {

diff --git a/ql/pricingengines/blackcalculator.hpp b/ql/pricingengines/blackcalculator.hpp
@@ -37,7 +37,6 @@ namespace QuantLib {
     class BlackCalculator {
       private:
         class Calculator;
-        friend class Calculator;
       public:
         BlackCalculator(const ext::shared_ptr<StrikedTypePayoff>& payoff,
                         Real forward,

diff --git a/ql/pricingengines/swaption/basketgeneratingengine.hpp b/ql/pricingengines/swaption/basketgeneratingengine.hpp
@@ -98,8 +98,6 @@ namespace QuantLib {
         const Handle<Quote> oas_;
         const Handle<YieldTermStructure> discountCurve_;
 
-        class MatchHelper;
-        friend class MatchHelper;
         class MatchHelper : public CostFunction {
           public:
             MatchHelper(const Swap::Type type,

diff --git a/ql/pricingengines/swaption/gaussian1djamshidianswaptionengine.hpp b/ql/pricingengines/swaption/gaussian1djamshidianswaptionengine.hpp
@@ -49,7 +49,6 @@ namespace QuantLib {
 
       private:
         class rStarFinder;
-        friend class rStarFinder;
     };
 }
 

diff --git a/ql/pricingengines/swaption/jamshidianswaptionengine.hpp b/ql/pricingengines/swaption/jamshidianswaptionengine.hpp
@@ -61,7 +61,6 @@ namespace QuantLib {
       private:
         Handle<YieldTermStructure> termStructure_;
         class rStarFinder;
-        friend class rStarFinder;
     };
 
 }

diff --git a/ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp b/ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp
@@ -67,8 +67,6 @@ class Gaussian1dSwaptionVolatility : public SwaptionVolatilityStructure {
     ext::shared_ptr<Gaussian1dSwaptionEngine> engine_;
     const Period maxSwapTenor_;
 
-    class DateHelper;
-    friend class DateHelper;
     class DateHelper {
       public:
         DateHelper(const TermStructure &ts, const Time t) : ts_(ts), t_(t) {}

diff --git a/ql/termstructures/yield/fittedbonddiscountcurve.hpp b/ql/termstructures/yield/fittedbonddiscountcurve.hpp
@@ -81,7 +81,6 @@ namespace QuantLib {
                                     public LazyObject {
       public:
         class FittingMethod;
-        friend class FittingMethod;
 
         //! \name Constructors
         //@{