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Remove deprecated MCDiscreteAveragingAsianEngine class
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lballabio committed Jan 19, 2022
1 parent 74b3301 commit 9d01dcb
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Showing 7 changed files with 1 addition and 80 deletions.
1 change: 0 additions & 1 deletion QuantLib.vcxproj
Expand Up @@ -1471,7 +1471,6 @@
<ClInclude Include="ql\pricingengines\asian\mc_discr_arith_av_strike.hpp" />
<ClInclude Include="ql\pricingengines\asian\mc_discr_geom_av_price.hpp" />
<ClInclude Include="ql\pricingengines\asian\mc_discr_geom_av_price_heston.hpp" />
<ClInclude Include="ql\pricingengines\asian\mcdiscreteasianengine.hpp" />
<ClInclude Include="ql\pricingengines\asian\mcdiscreteasianenginebase.hpp" />
<ClInclude Include="ql\pricingengines\barrier\all.hpp" />
<ClInclude Include="ql\pricingengines\barrier\analyticbarrierengine.hpp" />
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3 changes: 0 additions & 3 deletions QuantLib.vcxproj.filters
Expand Up @@ -2373,9 +2373,6 @@
<ClInclude Include="ql\pricingengines\asian\mc_discr_geom_av_price_heston.hpp">
<Filter>pricingengines\asian</Filter>
</ClInclude>
<ClInclude Include="ql\pricingengines\asian\mcdiscreteasianengine.hpp">
<Filter>pricingengines\asian</Filter>
</ClInclude>
<ClInclude Include="ql\pricingengines\asian\mcdiscreteasianenginebase.hpp">
<Filter>pricingengines\asian</Filter>
</ClInclude>
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1 change: 0 additions & 1 deletion ql/CMakeLists.txt
Expand Up @@ -1837,7 +1837,6 @@ set(QL_HEADERS
pricingengines/asian/mc_discr_arith_av_strike.hpp
pricingengines/asian/mc_discr_geom_av_price.hpp
pricingengines/asian/mc_discr_geom_av_price_heston.hpp
pricingengines/asian/mcdiscreteasianengine.hpp
pricingengines/asian/mcdiscreteasianenginebase.hpp
pricingengines/barrier/analyticbarrierengine.hpp
pricingengines/barrier/analyticbinarybarrierengine.hpp
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1 change: 0 additions & 1 deletion ql/pricingengines/asian/Makefile.am
Expand Up @@ -13,7 +13,6 @@ this_include_HEADERS = \
mc_discr_arith_av_strike.hpp \
mc_discr_geom_av_price.hpp \
mc_discr_geom_av_price_heston.hpp \
mcdiscreteasianengine.hpp \
mcdiscreteasianenginebase.hpp

cpp_files = \
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1 change: 0 additions & 1 deletion ql/pricingengines/asian/all.hpp
Expand Up @@ -10,6 +10,5 @@
#include <ql/pricingengines/asian/mc_discr_arith_av_strike.hpp>
#include <ql/pricingengines/asian/mc_discr_geom_av_price.hpp>
#include <ql/pricingengines/asian/mc_discr_geom_av_price_heston.hpp>
#include <ql/pricingengines/asian/mcdiscreteasianengine.hpp>
#include <ql/pricingengines/asian/mcdiscreteasianenginebase.hpp>

72 changes: 0 additions & 72 deletions ql/pricingengines/asian/mcdiscreteasianengine.hpp

This file was deleted.

2 changes: 1 addition & 1 deletion ql/pricingengines/asian/mcdiscreteasianenginebase.hpp
Expand Up @@ -19,7 +19,7 @@
FOR A PARTICULAR PURPOSE. See the license for more details.
*/

/*! \file mcdiscreteasianengine.hpp
/*! \file mcdiscreteasianenginebase.hpp
\brief Monte Carlo pricing engine for discrete average Asians
*/

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