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Merge f3ce838 into 605ce81
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github-actions[bot] committed Jan 28, 2024
2 parents 605ce81 + f3ce838 commit 7d90744
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Showing 3 changed files with 5 additions and 6 deletions.
4 changes: 2 additions & 2 deletions ql/experimental/inflation/cpicapfloortermpricesurface.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -31,7 +31,7 @@ namespace QuantLib {
const Calendar& cal, // calendar in index may not be useful
const BusinessDayConvention& bdc,
const DayCounter& dc,
const ext::shared_ptr<ZeroInflationIndex>& zii,
ext::shared_ptr<ZeroInflationIndex> zii,
CPI::InterpolationType interpolationType,
Handle<YieldTermStructure> yts,
const std::vector<Rate>& cStrikes,
Expand All @@ -40,7 +40,7 @@ namespace QuantLib {
const Matrix& cPrice,
const Matrix& fPrice)
: TermStructure(0, cal, dc),
zii_(zii), interpolationType_(interpolationType), nominalTS_(std::move(yts)),
zii_(std::move(zii)), interpolationType_(interpolationType), nominalTS_(std::move(yts)),
cStrikes_(cStrikes), fStrikes_(fStrikes), cfMaturities_(cfMaturities),
cPrice_(cPrice), fPrice_(fPrice), nominal_(nominal), bdc_(bdc),
observationLag_(observationLag), baseRate_(baseRate) {
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2 changes: 1 addition & 1 deletion ql/experimental/inflation/cpicapfloortermpricesurface.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -60,7 +60,7 @@ namespace QuantLib {
const Calendar& cal, // calendar in index may not be useful
const BusinessDayConvention& bdc,
const DayCounter& dc,
const ext::shared_ptr<ZeroInflationIndex>& zii,
ext::shared_ptr<ZeroInflationIndex> zii,
CPI::InterpolationType interpolationType,
Handle<YieldTermStructure> yts,
const std::vector<Rate>& cStrikes,
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5 changes: 2 additions & 3 deletions test-suite/curvestates.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -202,9 +202,8 @@ struct CommonVars {
std::copy(vars.rateTimes.begin(), vars.rateTimes.end() - 1,
evolutionTimes.begin());
EvolutionDescription evolution(vars.rateTimes, evolutionTimes);
std::vector<Time> taus = evolution.rateTaus();
std::vector<Size> alive = evolution.firstAliveRate();

const std::vector<Time>& taus = evolution.rateTaus();


SMMDriftCalculator smmDriftcalculator(vars.pseudo, vars.displacements, taus, vars.numeraire,
vars.firstAliveRates[0]);
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