Even more lambdas

lballabio · Feb 16, 2021 · c1e5065 · c1e5065
1 parent ccc4591
commit c1e5065
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Showing 7 changed files with 16 additions and 31 deletions.
diff --git a/ql/cashflows/conundrumpricer.cpp b/ql/cashflows/conundrumpricer.cpp
@@ -257,10 +257,7 @@ namespace QuantLib {
 
     }
 
-    Real NumericHaganPricer::integrate(Real a,
-        Real b, const ConundrumIntegrand& integrand) const {
-
-            using namespace ext::placeholders;
+    Real NumericHaganPricer::integrate(Real a, Real b, const ConundrumIntegrand& integrand) const {
 
             Real result =.0;
             //double abserr =.0;
@@ -292,7 +289,7 @@ namespace QuantLib {
                     Size k = 3;
                     ext::function<Real (Real)> temp = ext::cref(integrand);
                     VariableChange variableChange(temp, a, upperBoundary, k);
-                    f = ext::bind(&VariableChange::value, &variableChange, _1);
+                    f = [&](Real _x) { return variableChange.value(_x); };
                     result = gaussKronrodNonAdaptive(f, .0, 1.0);
                 } else {
                     f = ext::cref(integrand);

diff --git a/ql/experimental/math/tcopulapolicy.cpp b/ql/experimental/math/tcopulapolicy.cpp
@@ -18,7 +18,6 @@
 */
 
 #include <ql/experimental/math/tcopulapolicy.hpp>
-#include <ql/functional.hpp>
 #include <numeric>
 #include <algorithm>
 
@@ -73,17 +72,14 @@ namespace QuantLib {
             "Incompatible sample and latent model sizes");
     #endif
 
-        using namespace ext::placeholders;
-
         std::vector<Real> result(probs.size());
         Size indexSystemic = 0;
         std::transform(probs.begin(), probs.begin() + varianceFactors_.size()-1,
-            result.begin(), 
-            ext::bind(&TCopulaPolicy::inverseCumulativeDensity, 
-                                this, _1, indexSystemic++));
+                       result.begin(),
+                       [&](Probability p) { return inverseCumulativeDensity(p, indexSystemic++); });
         std::transform(probs.begin() + varianceFactors_.size()-1, probs.end(),
-            result.begin()+ varianceFactors_.size()-1,
-            ext::bind(&TCopulaPolicy::inverseCumulativeZ, this, _1));
+                       result.begin()+ varianceFactors_.size()-1,
+                       [&](Probability p) { return inverseCumulativeZ(p); });
         return result;
     }
 

diff --git a/ql/math/integrals/twodimensionalintegral.hpp b/ql/math/integrals/twodimensionalintegral.hpp
@@ -46,17 +46,14 @@ namespace QuantLib {
         Real operator()(const ext::function<Real (Real, Real)>& f,
                         const std::pair<Real, Real>& a,
                         const std::pair<Real, Real>& b) const {
-            using namespace ext::placeholders;
-            return (*integratorX_)(
-                 ext::bind(&TwoDimensionalIntegral::g, this, f, _1,
-                             a.second, b.second), a.first, b.first);
+            return (*integratorX_)([&](Real x) { return g(f, x, a.second, b.second); },
+                                   a.first, b.first);
         }
 
       private:
         Real g(const ext::function<Real (Real, Real)>& f,
                Real x, Real a, Real b) const {
-            using namespace ext::placeholders;
-            return (*integratorY_)(ext::bind(f, x, _1), a, b);
+            return (*integratorY_)([&](Real y) { return f(x, y); }, a, b);
         }
 
         const ext::shared_ptr<Integrator> integratorX_, integratorY_;

diff --git a/ql/math/optimization/levenbergmarquardt.cpp b/ql/math/optimization/levenbergmarquardt.cpp
@@ -86,8 +86,7 @@ namespace QuantLib {
             ext::bind(&LevenbergMarquardt::fcn, this, _1, _2, _3, _4, _5);
         MINPACK::LmdifCostFunction lmdifJacFunction =
             useCostFunctionsJacobian_
-                ? ext::bind(&LevenbergMarquardt::jacFcn, this, _1, _2, _3,
-                              _4, _5)
+                ? ext::bind(&LevenbergMarquardt::jacFcn, this, _1, _2, _3, _4, _5)
                 : MINPACK::LmdifCostFunction();
         MINPACK::lmdif(m, n, xx.get(), fvec.get(),
                        endCriteria.functionEpsilon(),

diff --git a/ql/pricingengines/basket/mcamericanbasketengine.cpp b/ql/pricingengines/basket/mcamericanbasketengine.cpp
@@ -18,7 +18,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/functional.hpp>
 #include <ql/math/functional.hpp>
 #include <ql/methods/montecarlo/lsmbasissystem.hpp>
 #include <ql/pricingengines/basket/mcamericanbasketengine.hpp>
@@ -38,7 +37,7 @@ namespace QuantLib {
                    || polynomType == LsmBasisSystem::Hyperbolic
                    || polynomType == LsmBasisSystem::Chebyshev2nd,
                    "insufficient polynom type");
-        using namespace ext::placeholders;
+
         const ext::shared_ptr<BasketPayoff> basketPayoff
             = ext::dynamic_pointer_cast<BasketPayoff>(payoff_);
         QL_REQUIRE(basketPayoff, "payoff not a basket payoff");
@@ -50,7 +49,7 @@ namespace QuantLib {
             scalingValue_/=strikePayoff->strike();
         }
 
-        v_.emplace_back(ext::bind(&AmericanBasketPathPricer::payoff, this, _1));
+        v_.emplace_back([&](const Array& state) { return this->payoff(state); });
     }
 
     Array AmericanBasketPathPricer::state(const MultiPath& path,

diff --git a/ql/termstructures/volatility/equityfx/gridmodellocalvolsurface.cpp b/ql/termstructures/volatility/equityfx/gridmodellocalvolsurface.cpp
@@ -89,7 +89,7 @@ namespace QuantLib {
 
         std::transform(arguments_.begin(), arguments_.end(),
                        localVolMatrix->begin(),
-                       ext::bind(&Parameter::operator(), _1, 0.0));
+                       [](const Parameter& p) { return p(0.0); });
 
         localVol_ = ext::make_shared<FixedLocalVolSurface>(
                 referenceDate_,

diff --git a/ql/termstructures/volatility/equityfx/hestonblackvolsurface.cpp b/ql/termstructures/volatility/equityfx/hestonblackvolsurface.cpp
@@ -22,7 +22,6 @@
     \brief Black volatility surface back by Heston model
 */
 
-#include <ql/functional.hpp>
 #include <ql/math/functional.hpp>
 #include <ql/math/solvers1d/brent.hpp>
 #include <ql/pricingengines/blackformula.hpp>
@@ -76,7 +75,6 @@ namespace QuantLib {
     }
 
     Volatility HestonBlackVolSurface::blackVolImpl(Time t, Real strike) const {
-        using namespace ext::placeholders;
         const ext::shared_ptr<HestonProcess> process = hestonModel_->process();
 
         const DiscountFactor df = process->riskFreeRate()->discount(t, true);
@@ -117,9 +115,8 @@ namespace QuantLib {
         const Volatility guess = std::sqrt(theta);
         const Real accuracy = std::numeric_limits<Real>::epsilon();
 
-        const ext::function<Real(Real)> f = ext::bind(
-            &blackValue, payoff.optionType(), strike, fwd, t, _1, df, npv);
-
-        return solver.solve(f, accuracy, guess, 0.01);
+        return solver.solve([&](Volatility _v) { return blackValue(payoff.optionType(), strike, fwd,
+                                                                   t, _v, df, npv); },
+                            accuracy, guess, 0.01);
     }
 }