Skip to content

Commit

Permalink
Merge 27133d5 into 4805001
Browse files Browse the repository at this point in the history
  • Loading branch information
@sweemer
sweemer committed Aug 21, 2022
2 parents 4805001 + 27133d5 commit ad9459e
Show file tree
Hide file tree
Showing 34 changed files with 107 additions and 105 deletions.
2 changes: 1 addition & 1 deletion ql/cashflows/couponpricer.hpp
View file
Expand Up @@ -146,7 +146,7 @@ namespace QuantLib {
probably won't.
Deprecated in version 1.25.
*/
QL_DEPRECATED
[[deprecated]]
Real spreadLegValue_;

private:
Expand Down
14 changes: 7 additions & 7 deletions ql/cashflows/cpicoupon.hpp
View file
Expand Up @@ -71,7 +71,7 @@ namespace QuantLib {
/*! \deprecated Use the other constructor instead.
Deprecated in version 1.26.
*/
QL_DEPRECATED
[[deprecated]]
CPICoupon(Real baseCPI,
const Date& paymentDate,
Real nominal,
Expand Down Expand Up @@ -114,13 +114,13 @@ namespace QuantLib {
/*! \deprecated Use CPI::laggedFixing instead.
Deprecated in version 1.26.
*/
QL_DEPRECATED
[[deprecated]]
Rate indexObservation(const Date& onDate) const;

/*! \deprecated Renamed to adjustedIndexGrowth.
Deprecated in version 1.26.
*/
QL_DEPRECATED
[[deprecated]]
Rate adjustedFixing() const;

//! index used
Expand All @@ -142,7 +142,7 @@ namespace QuantLib {
/*! \deprecated Use CPI::laggedFixing instead.
Deprecated in version 1.26.
*/
QL_DEPRECATED
[[deprecated]]
Rate indexFixing(const Date &) const;
};

Expand All @@ -164,7 +164,7 @@ namespace QuantLib {
/*! \deprecated Use the other constructor.
Deprecated in version 1.26.
*/
QL_DEPRECATED
[[deprecated]]
CPICashFlow(Real notional,
const ext::shared_ptr<ZeroInflationIndex>& index,
const Date& baseDate,
Expand Down Expand Up @@ -227,12 +227,12 @@ namespace QuantLib {
/*! \deprecated No-op; do not use.
Deprecated in version 1.26.
*/
QL_DEPRECATED
[[deprecated]]
CPILeg& withFixingDays(Natural fixingDays);
/*! \deprecated No-op; do not use.
Deprecated in version 1.26.
*/
QL_DEPRECATED
[[deprecated]]
CPILeg& withFixingDays(const std::vector<Natural>& fixingDays);
CPILeg& withObservationInterpolation(CPI::InterpolationType);
CPILeg& withSubtractInflationNominal(bool);
Expand Down
6 changes: 3 additions & 3 deletions ql/cashflows/iborcoupon.hpp
View file
Expand Up @@ -102,15 +102,15 @@ namespace QuantLib {
/*! \deprecated Use IborCouponSettings::Settings::instance().createAtParCoupons() instead
Deprecated in version 1.24.
*/
QL_DEPRECATED static void createAtParCoupons();
[[deprecated]] static void createAtParCoupons();
/*! \deprecated Use IborCouponSettings::Settings::instance().createIndexedCoupons() instead
Deprecated in version 1.24.
*/
QL_DEPRECATED static void createIndexedCoupons();
[[deprecated]] static void createIndexedCoupons();
/*! \deprecated Use IborCouponSettings::Settings::instance().usingAtParCoupons() instead
Deprecated in version 1.24.
*/
QL_DEPRECATED static bool usingAtParCoupons();
[[deprecated]] static bool usingAtParCoupons();
};


Expand Down
2 changes: 1 addition & 1 deletion ql/cashflows/zeroinflationcashflow.hpp
View file
Expand Up @@ -52,7 +52,7 @@ namespace QuantLib {
/*! \deprecated Use the other constructor.
Deprecated in version 1.26.
*/
QL_DEPRECATED
[[deprecated]]
ZeroInflationCashFlow(Real notional,
const ext::shared_ptr<ZeroInflationIndex>& index,
CPI::InterpolationType observationInterpolation,
Expand Down
2 changes: 1 addition & 1 deletion ql/experimental/barrieroption/suowangdoublebarrierengine.hpp
View file
Expand Up @@ -64,7 +64,7 @@ namespace QuantLib {
/*! \deprecated Use SuoWangDoubleBarrierEngine instead.
Deprecated in version 1.25.
*/
QL_DEPRECATED
[[deprecated]]
typedef SuoWangDoubleBarrierEngine WulinYongDoubleBarrierEngine;

}
Expand Down
6 changes: 3 additions & 3 deletions ql/experimental/credit/riskybond.hpp
View file
Expand Up @@ -45,7 +45,7 @@ namespace QuantLib {
\deprecated Use RiskyBondEngine with regular bonds instead.
Deprecated in version 1.24.
*/
class QL_DEPRECATED RiskyBond : public Instrument {
class [[deprecated]] RiskyBond : public Instrument {
public:
/*! The value is contingent to survival, i.e., the knockout
probability is considered. To compute the npv given that
Expand Down Expand Up @@ -147,7 +147,7 @@ namespace QuantLib {
\deprecated Use RiskyBondEngine with regular bonds instead.
Deprecated in version 1.24.
*/
class QL_DEPRECATED RiskyFixedBond : public RiskyBond {
class [[deprecated]] RiskyFixedBond : public RiskyBond {
public:
RiskyFixedBond(const std::string& name,
const Currency& ccy,
Expand Down Expand Up @@ -185,7 +185,7 @@ namespace QuantLib {
\deprecated Use RiskyBondEngine with regular bonds instead.
Deprecated in version 1.24.
*/
class QL_DEPRECATED RiskyFloatingBond : public RiskyBond {
class [[deprecated]] RiskyFloatingBond : public RiskyBond {
public:
RiskyFloatingBond(const std::string& name,
const Currency& ccy,
Expand Down
2 changes: 1 addition & 1 deletion ql/experimental/termstructures/crosscurrencyratehelpers.hpp
View file
Expand Up @@ -120,7 +120,7 @@ namespace QuantLib {
/*! \deprecated Use ConstNotionalCrossCurrencyBasisSwapRateHelper instead.
Deprecated in version 1.24.
*/
QL_DEPRECATED
[[deprecated]]
typedef ConstNotionalCrossCurrencyBasisSwapRateHelper CrossCurrencyBasisSwapRateHelper;


Expand Down
2 changes: 1 addition & 1 deletion ql/experimental/termstructures/multicurvesensitivities.hpp
View file
Expand Up @@ -61,7 +61,7 @@ quoted par rates.
Deprecated in version 1.27.
*/
class QL_DEPRECATED MultiCurveSensitivities : public LazyObject {
class [[deprecated]] MultiCurveSensitivities : public LazyObject {
private:
typedef std::map< std::string, Handle< YieldTermStructure > > curvespec;

Expand Down
2 changes: 1 addition & 1 deletion ql/instruments/fixedratebondforward.hpp
View file
Expand Up @@ -32,7 +32,7 @@ namespace QuantLib {

//! %Forward contract on a fixed-rate bond
/*! \deprecated Use BondForward instead. */
class QL_DEPRECATED FixedRateBondForward : public BondForward {
class [[deprecated]] FixedRateBondForward : public BondForward {
public:
FixedRateBondForward(
const Date& valueDate,
Expand Down
22 changes: 11 additions & 11 deletions ql/instruments/forwardrateagreement.hpp
View file
Expand Up @@ -93,7 +93,7 @@ namespace QuantLib {
/*! \deprecated This used to be inherited from Forward, but it's not correct for FRAs.
Deprecated in version 1.25.
*/
QL_DEPRECATED
[[deprecated]]
Date settlementDate() const;

const Calendar& calendar() const;
Expand All @@ -105,20 +105,20 @@ namespace QuantLib {
/*! \deprecated This used to be inherited from Forward, but it doesn't make sense for FRAs.
Deprecated in version 1.25.
*/
QL_DEPRECATED
[[deprecated]]
Handle<YieldTermStructure> incomeDiscountCurve() const;

Date fixingDate() const;

/*! \deprecated This used to be inherited from Forward, but it doesn't make sense for FRAs.
Deprecated in version 1.25.
*/
QL_DEPRECATED
[[deprecated]]
Real spotIncome(const Handle<YieldTermStructure>& incomeDiscountCurve) const;
/*! \deprecated This used to be inherited from Forward, but it doesn't make sense for FRAs.
Deprecated in version 1.25.
*/
QL_DEPRECATED
[[deprecated]]
Real spotValue() const;

//! Returns the relevant forward rate associated with the FRA term
Expand All @@ -127,7 +127,7 @@ namespace QuantLib {
/*! \deprecated This used to be inherited from Forward, but it doesn't make sense for FRAs.
Deprecated in version 1.25.
*/
QL_DEPRECATED
[[deprecated]]
InterestRate impliedYield(Real underlyingSpotValue,
Real forwardValue,
Date settlementDate,
Expand All @@ -137,7 +137,7 @@ namespace QuantLib {
/*! \deprecated This used to be inherited from Forward, but it doesn't make sense for FRAs.
Deprecated in version 1.25.
*/
QL_DEPRECATED
[[deprecated]]
virtual Real forwardValue() const;
//@}

Expand All @@ -156,12 +156,12 @@ namespace QuantLib {
/*! \deprecated This used to be inherited from Forward, but it doesn't make sense for FRAs.
Deprecated in version 1.25.
*/
QL_DEPRECATED
[[deprecated]]
mutable Real underlyingIncome_;
/*! \deprecated This used to be inherited from Forward, but it doesn't make sense for FRAs.
Deprecated in version 1.25.
*/
QL_DEPRECATED
[[deprecated]]
mutable Real underlyingSpotValue_;

DayCounter dayCounter_;
Expand All @@ -171,13 +171,13 @@ namespace QuantLib {
/*! \deprecated This used to be inherited from Forward, but it doesn't make sense for FRAs.
Deprecated in version 1.25.
*/
QL_DEPRECATED
[[deprecated]]
Natural settlementDays_;

/*! \deprecated This used to be inherited from Forward, but it doesn't make sense for FRAs.
Deprecated in version 1.25.
*/
QL_DEPRECATED
[[deprecated]]
ext::shared_ptr<Payoff> payoff_;

//! the valueDate is the date the underlying index starts accruing and the FRA is settled.
Expand All @@ -189,7 +189,7 @@ namespace QuantLib {
/*! \deprecated This used to be inherited from Forward, but it doesn't make sense for FRAs.
Deprecated in version 1.25.
*/
QL_DEPRECATED
[[deprecated]]
Handle<YieldTermStructure> incomeDiscountCurve_;

private:
Expand Down
2 changes: 1 addition & 1 deletion ql/math/curve.hpp
View file
Expand Up @@ -33,7 +33,7 @@ namespace QuantLib {
Copy it in your codebase if you need it.
Deprecated in version 1.26.
*/
class QL_DEPRECATED Curve {
class [[deprecated]] Curve {
public:
typedef Real argument_type;
typedef Real result_type;
Expand Down

0 comments on commit ad9459e

Please sign in to comment.