Clean up.

lballabio · May 30, 2020 · 23907f1 · 23907f1
1 parent d24c188
commit 23907f1
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Showing 6 changed files with 3 additions and 32 deletions.
diff --git a/QuantLib.vcxproj.filters b/QuantLib.vcxproj.filters
@@ -2265,9 +2265,6 @@
     <ClInclude Include="ql\processes\hestonprocess.hpp">
       <Filter>processes</Filter>
     </ClInclude>
-    <ClInclude Include="ql\processes\coxingersollross.hpp">
-      <Filter>processes</Filter>
-    </ClInclude>
     <ClInclude Include="ql\processes\hullwhiteprocess.hpp">
       <Filter>processes</Filter>
     </ClInclude>
@@ -5484,9 +5481,6 @@
     <ClCompile Include="ql\processes\hestonprocess.cpp">
       <Filter>processes</Filter>
     </ClCompile>
-    <ClCompile Include="ql\processes\coxingersollross.cpp">
-      <Filter>processes</Filter>
-    </ClCompile>
     <ClCompile Include="ql\processes\hullwhiteprocess.cpp">
       <Filter>processes</Filter>
     </ClCompile>

diff --git a/ql/methods/finitedifferences/operators/fdmcirop.cpp b/ql/methods/finitedifferences/operators/fdmcirop.cpp
@@ -88,7 +88,7 @@ namespace QuantLib {
     void FdmCIRMixedPart::setTime(Time t1, Time t2) {
         const Real v = std::sqrt(sigma1_->blackForwardVariance(t1, t2, strike_)/(t2-t1));
         NinePointLinearOp op(dyMap_.mult(Array(mesher_->layout()->size(), v)));
-        mapT_.reset(op);
+        mapT_.swap(op);
     }
 
     const NinePointLinearOp& FdmCIRMixedPart::getMap() const {

diff --git a/ql/methods/finitedifferences/operators/ninepointlinearop.cpp b/ql/methods/finitedifferences/operators/ninepointlinearop.cpp
@@ -201,29 +201,6 @@ namespace QuantLib {
         return retVal;
     }
 
-    void NinePointLinearOp::reset(NinePointLinearOp m)
-    {
-        const Size size = mesher_->layout()->size();
-
-        std::copy(m.i00_.get(), m.i00_.get()+size, i00_.get());
-        std::copy(m.i10_.get(), m.i10_.get()+size, i10_.get());
-        std::copy(m.i20_.get(), m.i20_.get()+size, i20_.get());
-        std::copy(m.i01_.get(), m.i01_.get()+size, i01_.get());
-        std::copy(m.i21_.get(), m.i21_.get()+size, i21_.get());
-        std::copy(m.i02_.get(), m.i02_.get()+size, i02_.get());
-        std::copy(m.i12_.get(), m.i12_.get()+size, i12_.get());
-        std::copy(m.i22_.get(), m.i22_.get()+size, i22_.get());
-        std::copy(m.a00_.get(), m.a00_.get()+size, a00_.get());
-        std::copy(m.a10_.get(), m.a10_.get()+size, a10_.get());
-        std::copy(m.a20_.get(), m.a20_.get()+size, a20_.get());
-        std::copy(m.a01_.get(), m.a01_.get()+size, a01_.get());
-        std::copy(m.a11_.get(), m.a11_.get()+size, a11_.get());
-        std::copy(m.a21_.get(), m.a21_.get()+size, a21_.get());
-        std::copy(m.a02_.get(), m.a02_.get()+size, a02_.get());
-        std::copy(m.a12_.get(), m.a12_.get()+size, a12_.get());
-        std::copy(m.a22_.get(), m.a22_.get()+size, a22_.get());
-    }
-
     void NinePointLinearOp::swap(NinePointLinearOp& m) {
         std::swap(d0_, m.d0_);
         std::swap(d1_, m.d1_);

diff --git a/ql/methods/finitedifferences/operators/ninepointlinearop.hpp b/ql/methods/finitedifferences/operators/ninepointlinearop.hpp
@@ -47,7 +47,6 @@ namespace QuantLib {
         Disposable<NinePointLinearOp> mult(const Array& u) const;
 
         void swap(NinePointLinearOp& m);
-        void reset(NinePointLinearOp m);
 
 #if !defined(QL_NO_UBLAS_SUPPORT)
         Disposable<SparseMatrix> toMatrix() const;

diff --git a/ql/processes/all.hpp b/ql/processes/all.hpp
@@ -18,6 +18,7 @@
 #include <ql/processes/merton76process.hpp>
 #include <ql/processes/mfstateprocess.hpp>
 #include <ql/processes/ornsteinuhlenbeckprocess.hpp>
+#include <ql/processes/coxingersollrossprocess.hpp>
 #include <ql/processes/squarerootprocess.hpp>
 #include <ql/processes/stochasticprocessarray.hpp>
 
diff --git a/test-suite/quantlibtestsuite.cpp b/test-suite/quantlibtestsuite.cpp
@@ -366,7 +366,6 @@ test_suite* init_unit_test_suite(int, char* []) {
 
     test->add(QUANTLIB_TEST_CASE(startTimer));
 
-    test->add(FdCIRTest::suite(speed));
     test->add(AmericanOptionTest::suite());
     test->add(AndreasenHugeVolatilityInterplTest::suite(speed));
     test->add(ArrayTest::suite());
@@ -405,6 +404,7 @@ test_suite* init_unit_test_suite(int, char* []) {
     test->add(FdHestonTest::suite(speed));
     test->add(FdmLinearOpTest::suite());
     test->add(FdCevTest::suite(speed));
+    test->add(FdCIRTest::suite(speed));
     test->add(FdSabrTest::suite(speed));
     test->add(FittedBondDiscountCurveTest::suite());
     test->add(ForwardOptionTest::suite());