Remove features deprecated in version 1.24 (#1501)

lballabio · Oct 25, 2022 · b942a80 · b942a80
2 parents a9fa1ef + 5a8b7f8
commit b942a80
Show file tree

Hide file tree

Showing 21 changed files with 32 additions and 658 deletions.
diff --git a/QuantLib.vcxproj b/QuantLib.vcxproj
@@ -2005,7 +2005,6 @@
     <ClCompile Include="ql\experimental\credit\recoveryratequote.cpp" />
     <ClCompile Include="ql\experimental\credit\riskyassetswap.cpp" />
     <ClCompile Include="ql\experimental\credit\riskyassetswapoption.cpp" />
-    <ClCompile Include="ql\experimental\credit\riskybond.cpp" />
     <ClCompile Include="ql\experimental\credit\syntheticcdo.cpp" />
     <ClCompile Include="ql\experimental\exoticoptions\analyticamericanmargrabeengine.cpp" />
     <ClCompile Include="ql\experimental\exoticoptions\analyticcomplexchooserengine.cpp" />

diff --git a/QuantLib.vcxproj.filters b/QuantLib.vcxproj.filters
@@ -4403,7 +4403,9 @@
     <ClInclude Include="ql\instruments\zerocouponswap.hpp">
       <Filter>instruments</Filter>
     </ClInclude>
-    <ClInclude Include="ql\pricingengines\bond\riskybondengine.hpp" />
+    <ClInclude Include="ql\pricingengines\bond\riskybondengine.hpp">
+      <Filter>pricingengines\bond</Filter>
+    </ClInclude>
     <ClInclude Include="ql\pricingengines\asian\turnbullwakemanasianengine.hpp">
       <Filter>pricingengines\asian</Filter>
     </ClInclude>
@@ -6329,9 +6331,6 @@
     <ClCompile Include="ql\experimental\credit\riskyassetswapoption.cpp">
       <Filter>experimental\credit</Filter>
     </ClCompile>
-    <ClCompile Include="ql\experimental\credit\riskybond.cpp">
-      <Filter>experimental\credit</Filter>
-    </ClCompile>
     <ClCompile Include="ql\experimental\credit\syntheticcdo.cpp">
       <Filter>experimental\credit</Filter>
     </ClCompile>
@@ -7118,7 +7117,9 @@
     <ClCompile Include="ql\instruments\zerocouponswap.cpp">
       <Filter>instruments</Filter>
     </ClCompile>
-    <ClCompile Include="ql\pricingengines\bond\riskybondengine.cpp" />
+    <ClCompile Include="ql\pricingengines\bond\riskybondengine.cpp">
+      <Filter>pricingengines\bond</Filter>
+    </ClCompile>
     <ClCompile Include="ql\pricingengines\asian\turnbullwakemanasianengine.cpp">
       <Filter>pricingengines\asian</Filter>
     </ClCompile>

diff --git a/ql/CMakeLists.txt b/ql/CMakeLists.txt
@@ -125,7 +125,6 @@ set(QL_SOURCES
     experimental/credit/recoveryratequote.cpp
     experimental/credit/riskyassetswap.cpp
     experimental/credit/riskyassetswapoption.cpp
-    experimental/credit/riskybond.cpp
     experimental/credit/syntheticcdo.cpp
     experimental/exoticoptions/analyticamericanmargrabeengine.cpp
     experimental/exoticoptions/analyticcomplexchooserengine.cpp

diff --git a/ql/cashflows/cpicouponpricer.cpp b/ql/cashflows/cpicouponpricer.cpp
@@ -122,25 +122,16 @@ namespace QuantLib {
         spread_ = coupon_->spread();
         paymentDate_ = coupon_->date();
 
-        QL_DEPRECATED_DISABLE_WARNING
-        rateCurve_ =
-            !nominalTermStructure_.empty() ?
-            nominalTermStructure_ :
-            ext::dynamic_pointer_cast<ZeroInflationIndex>(coupon.index())
-            ->zeroInflationTermStructure()
-            ->nominalTermStructure();
-        QL_DEPRECATED_ENABLE_WARNING
-
         // past or future fixing is managed in YoYInflationIndex::fixing()
         // use yield curve from index (which sets discount)
 
         discount_ = 1.0;
-        if (rateCurve_.empty()) {
+        if (nominalTermStructure_.empty()) {
             // allow to extract rates, but mark the discount as invalid for prices
             discount_ = Null<Real>();
         } else {
-            if (paymentDate_ > rateCurve_->referenceDate())
-                discount_ = rateCurve_->discount(paymentDate_);
+            if (paymentDate_ > nominalTermStructure_->referenceDate())
+                discount_ = nominalTermStructure_->discount(paymentDate_);
         }
     }
 

diff --git a/ql/cashflows/iborcoupon.cpp b/ql/cashflows/iborcoupon.cpp
@@ -31,18 +31,6 @@
 
 namespace QuantLib {
 
-    void IborCoupon::createAtParCoupons() {
-        Settings::instance().createAtParCoupons();
-    }
-
-    void IborCoupon::createIndexedCoupons() {
-        Settings::instance().createIndexedCoupons();
-    }
-
-    bool IborCoupon::usingAtParCoupons() {
-        return Settings::instance().usingAtParCoupons();
-    }
-
     IborCoupon::IborCoupon(const Date& paymentDate,
                            Real nominal,
                            const Date& startDate,

diff --git a/ql/cashflows/iborcoupon.hpp b/ql/cashflows/iborcoupon.hpp
@@ -99,18 +99,6 @@ namespace QuantLib {
       public:
         // IborCoupon::Settings forward declaration
         class Settings;
-        /*! \deprecated Use IborCouponSettings::Settings::instance().createAtParCoupons() instead
-                        Deprecated in version 1.24.
-        */
-        QL_DEPRECATED static void createAtParCoupons();
-        /*! \deprecated Use IborCouponSettings::Settings::instance().createIndexedCoupons() instead
-                        Deprecated in version 1.24.
-        */
-        QL_DEPRECATED static void createIndexedCoupons();
-        /*! \deprecated Use IborCouponSettings::Settings::instance().usingAtParCoupons() instead
-                        Deprecated in version 1.24.
-        */
-        QL_DEPRECATED static bool usingAtParCoupons();
     };
 
 

diff --git a/ql/cashflows/inflationcouponpricer.cpp b/ql/cashflows/inflationcouponpricer.cpp
@@ -139,25 +139,16 @@ namespace QuantLib {
         spread_ = coupon_->spread();
         paymentDate_ = coupon_->date();
 
-        QL_DEPRECATED_DISABLE_WARNING
-        rateCurve_ =
-            !nominalTermStructure_.empty() ?
-            nominalTermStructure_ :
-            ext::dynamic_pointer_cast<YoYInflationIndex>(coupon.index())
-            ->yoyInflationTermStructure()
-            ->nominalTermStructure();
-        QL_DEPRECATED_ENABLE_WARNING
-
         // past or future fixing is managed in YoYInflationIndex::fixing()
         // use yield curve from index (which sets discount)
 
         discount_ = 1.0;
-        if (rateCurve_.empty()) {
+        if (nominalTermStructure_.empty()) {
             // allow to extract rates, but mark the discount as invalid for prices
             discount_ = Null<Real>();
         } else {
-            if (paymentDate_ > rateCurve_->referenceDate())
-                discount_ = rateCurve_->discount(paymentDate_);
+            if (paymentDate_ > nominalTermStructure_->referenceDate())
+                discount_ = nominalTermStructure_->discount(paymentDate_);
         }
     }
 

diff --git a/ql/cashflows/inflationcouponpricer.hpp b/ql/cashflows/inflationcouponpricer.hpp
@@ -53,7 +53,10 @@ namespace QuantLib {
     class InflationCouponPricer: public virtual Observer,
                                  public virtual Observable {
     public:
+      QL_DEPRECATED_DISABLE_WARNING
+      InflationCouponPricer() = default;
       ~InflationCouponPricer() override = default;
+      QL_DEPRECATED_ENABLE_WARNING
       //! \name Interface
       //@{
       virtual Real swapletPrice() const = 0;
@@ -70,8 +73,12 @@ namespace QuantLib {
       void update() override { notifyObservers(); }
       //@}
     protected:
-        Handle<YieldTermStructure> rateCurve_;
-        Date paymentDate_;
+      /*! \deprecated Don't use this data member.  If you need it,
+                      provide it in your derived class.
+                      Deprecated in version 1.29.
+      */
+      QL_DEPRECATED Handle<YieldTermStructure> rateCurve_;
+      Date paymentDate_;
     };
 
 

diff --git a/ql/experimental/credit/Makefile.am b/ql/experimental/credit/Makefile.am
@@ -77,7 +77,6 @@ cpp_files = \
     recoveryratequote.cpp \
     riskyassetswap.cpp \
     riskyassetswapoption.cpp \
-    riskybond.cpp \
     syntheticcdo.cpp
 
 if UNITY_BUILD
@@ -106,7 +105,7 @@ all.hpp: Makefile.am
 	echo "/* This file is automatically generated; do not edit.     */" > ${srcdir}/$@
 	echo "/* Add the files to be included into Makefile.am instead. */" >> ${srcdir}/$@
 	echo >> ${srcdir}/$@
-	for i in $(filter-out all.hpp, $(this_include_HEADERS)); do \
+	for i in $(filter-out all.hpp riskybond.hpp, $(this_include_HEADERS)); do \
 		echo "#include <${subdir}/$$i>" >> ${srcdir}/$@; \
 	done
 	echo >> ${srcdir}/$@

diff --git a/ql/experimental/credit/all.hpp b/ql/experimental/credit/all.hpp
@@ -41,7 +41,6 @@
 #include <ql/experimental/credit/recursivelossmodel.hpp>
 #include <ql/experimental/credit/riskyassetswap.hpp>
 #include <ql/experimental/credit/riskyassetswapoption.hpp>
-#include <ql/experimental/credit/riskybond.hpp>
 #include <ql/experimental/credit/saddlepointlossmodel.hpp>
 #include <ql/experimental/credit/spotlosslatentmodel.hpp>
 #include <ql/experimental/credit/spreadedhazardratecurve.hpp>