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Rename base class
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lballabio committed Jan 18, 2022
1 parent ea3f1f4 commit 7e2054e
Showing 1 changed file with 10 additions and 9 deletions.
19 changes: 10 additions & 9 deletions ql/pricingengines/asian/mcdiscreteasianenginebase.hpp
Expand Up @@ -46,13 +46,10 @@ namespace QuantLib {
}

//! Pricing engine for discrete average Asians using Monte Carlo simulation
/*! \warning control-variate calculation is disabled under VC++6.
\ingroup asianengines
*/

/*! \ingroup asianengines */
template<template <class> class MC,
class RNG = PseudoRandom, class S = Statistics>
class MCDiscreteAveragingAsianEngineBase :
class MCDiscreteAveragingAsianEngine :
public DiscreteAveragingAsianOption::engine,
public McSimulation<MC,RNG,S> {
public:
Expand All @@ -64,7 +61,7 @@ namespace QuantLib {
typedef typename McSimulation<MC,RNG,S>::stats_type
stats_type;
// constructor
MCDiscreteAveragingAsianEngineBase(ext::shared_ptr<StochasticProcess> process,
MCDiscreteAveragingAsianEngine(ext::shared_ptr<StochasticProcess> process,
bool brownianBridge,
bool antitheticVariate,
bool controlVariate,
Expand Down Expand Up @@ -125,11 +122,15 @@ namespace QuantLib {
BigNatural seed_;
};

// backward compatibility

template <template <class> class MC, class RNG, class S>
using MCDiscreteAveragingAsianEngineBase QL_DEPRECATED = MCDiscreteAveragingAsianEngine<MC, RNG, S>;

// template definitions

template <template <class> class MC, class RNG, class S>
inline MCDiscreteAveragingAsianEngineBase<MC, RNG, S>::MCDiscreteAveragingAsianEngineBase(
inline MCDiscreteAveragingAsianEngine<MC, RNG, S>::MCDiscreteAveragingAsianEngine(
ext::shared_ptr<StochasticProcess> process,
bool brownianBridge,
bool antitheticVariate,
Expand All @@ -148,7 +149,7 @@ namespace QuantLib {
}

template <template <class> class MC, class RNG, class S>
inline TimeGrid MCDiscreteAveragingAsianEngineBase<MC,RNG,S>::timeGrid() const {
inline TimeGrid MCDiscreteAveragingAsianEngine<MC,RNG,S>::timeGrid() const {

std::vector<Time> fixingTimes;
Size i;
Expand Down Expand Up @@ -180,7 +181,7 @@ namespace QuantLib {

template<template <class> class MC, class RNG, class S>
inline
Real MCDiscreteAveragingAsianEngineBase<MC,RNG,S>::controlVariateValue() const {
Real MCDiscreteAveragingAsianEngine<MC,RNG,S>::controlVariateValue() const {

ext::shared_ptr<PricingEngine> controlPE =
this->controlPricingEngine();
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