From 51274e71746af9a383f303913f7b4dad400ea0ae Mon Sep 17 00:00:00 2001
From: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 15 Jul 2021 10:17:33 +0200
Subject: [PATCH 1/5] Deprecate obsolete data member

---
 ql/models/calibrationhelper.hpp | 7 ++++++-
 1 file changed, 6 insertions(+), 1 deletion(-)

diff --git a/ql/models/calibrationhelper.hpp b/ql/models/calibrationhelper.hpp
index b085236441f..a7424a7f0bf 100644
--- a/ql/models/calibrationhelper.hpp
+++ b/ql/models/calibrationhelper.hpp
@@ -96,7 +96,12 @@ namespace QuantLib {
       protected:
         mutable Real marketValue_;
         Handle<Quote> volatility_;
-        Handle<YieldTermStructure> termStructure_;
+        /*! \deprecated Don't use this data member.  It you're
+                        inheriting from BlackCalibrationHelper, move
+                        `termStructure_` to your derived class.
+                        Deprecated in version 1.24.
+        */
+        QL_DEPRECATED Handle<YieldTermStructure> termStructure_;
         ext::shared_ptr<PricingEngine> engine_;
         const VolatilityType volatilityType_;
         const Real shift_;

From 8077d228e40507e757d7d206ba1813d5a5df7097 Mon Sep 17 00:00:00 2001
From: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 14 Jul 2021 18:42:53 +0200
Subject: [PATCH 2/5] Disable warning when default-initializing deprecated
 member

---
 ql/models/calibrationhelper.hpp | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/ql/models/calibrationhelper.hpp b/ql/models/calibrationhelper.hpp
index a7424a7f0bf..dba3a311444 100644
--- a/ql/models/calibrationhelper.hpp
+++ b/ql/models/calibrationhelper.hpp
@@ -49,6 +49,8 @@ namespace QuantLib {
       public:
         enum CalibrationErrorType {
                             RelativePriceError, PriceError, ImpliedVolError};
+
+        QL_DEPRECATED_DISABLE_WARNING
         BlackCalibrationHelper(Handle<Quote> volatility,
                                CalibrationErrorType calibrationErrorType = RelativePriceError,
                                const VolatilityType type = ShiftedLognormal,
@@ -57,6 +59,7 @@ namespace QuantLib {
           calibrationErrorType_(calibrationErrorType) {
             registerWith(volatility_);
         }
+        QL_DEPRECATED_ENABLE_WARNING
 
         void performCalculations() const override {
             marketValue_ = blackPrice(volatility_->value());

From 2b65df0c976d56809ed659a3cb223524f883631a Mon Sep 17 00:00:00 2001
From: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 15 Jul 2021 10:19:03 +0200
Subject: [PATCH 3/5] Disable warning when destroying deprecated member

---
 ql/models/calibrationhelper.hpp | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/ql/models/calibrationhelper.hpp b/ql/models/calibrationhelper.hpp
index dba3a311444..484c5ca9c78 100644
--- a/ql/models/calibrationhelper.hpp
+++ b/ql/models/calibrationhelper.hpp
@@ -59,6 +59,8 @@ namespace QuantLib {
           calibrationErrorType_(calibrationErrorType) {
             registerWith(volatility_);
         }
+
+        ~BlackCalibrationHelper() = default;
         QL_DEPRECATED_ENABLE_WARNING
 
         void performCalculations() const override {

From d656cd1dfb40c8f4e0b97b88e7c002c8e64e218b Mon Sep 17 00:00:00 2001
From: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 15 Jul 2021 12:03:34 +0200
Subject: [PATCH 4/5] Try disabling deprecation warnings again

---
 ql/models/calibrationhelper.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/ql/models/calibrationhelper.hpp b/ql/models/calibrationhelper.hpp
index 484c5ca9c78..e6068eafa7f 100644
--- a/ql/models/calibrationhelper.hpp
+++ b/ql/models/calibrationhelper.hpp
@@ -44,13 +44,13 @@ namespace QuantLib {
         virtual Real calibrationError() = 0;
     };
 
+    QL_DEPRECATED_DISABLE_WARNING
     //! liquid Black76 market instrument used during calibration
     class BlackCalibrationHelper : public LazyObject, public CalibrationHelper {
       public:
         enum CalibrationErrorType {
                             RelativePriceError, PriceError, ImpliedVolError};
 
-        QL_DEPRECATED_DISABLE_WARNING
         BlackCalibrationHelper(Handle<Quote> volatility,
                                CalibrationErrorType calibrationErrorType = RelativePriceError,
                                const VolatilityType type = ShiftedLognormal,
@@ -61,7 +61,6 @@ namespace QuantLib {
         }
 
         ~BlackCalibrationHelper() = default;
-        QL_DEPRECATED_ENABLE_WARNING
 
         void performCalculations() const override {
             marketValue_ = blackPrice(volatility_->value());
@@ -115,6 +114,7 @@ namespace QuantLib {
         class ImpliedVolatilityHelper;
         const CalibrationErrorType calibrationErrorType_;
     };
+    QL_DEPRECATED_ENABLE_WARNING
 
 }
 

From e398fc0f3f69969ca42cc411e88a18d0c40d0434 Mon Sep 17 00:00:00 2001
From: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 15 Jul 2021 16:02:49 +0200
Subject: [PATCH 5/5] Remove redundant destructor

---
 ql/models/calibrationhelper.hpp | 2 --
 1 file changed, 2 deletions(-)

diff --git a/ql/models/calibrationhelper.hpp b/ql/models/calibrationhelper.hpp
index e6068eafa7f..4521fbc0a93 100644
--- a/ql/models/calibrationhelper.hpp
+++ b/ql/models/calibrationhelper.hpp
@@ -60,8 +60,6 @@ namespace QuantLib {
             registerWith(volatility_);
         }
 
-        ~BlackCalibrationHelper() = default;
-
         void performCalculations() const override {
             marketValue_ = blackPrice(volatility_->value());
         }