Merge pull request #1296.

Replace boost::array with std::array
lballabio · Feb 9, 2022 · c7a000e · c7a000e
2 parents d293d29 + eaec95a
commit c7a000e
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Showing 2 changed files with 7 additions and 7 deletions.
diff --git a/ql/experimental/volatility/sabrvolsurface.cpp b/ql/experimental/volatility/sabrvolsurface.cpp
@@ -63,7 +63,7 @@ namespace QuantLib {
         registerWithMarketData();
     }
 
-    boost::array<Real, 4> SabrVolSurface::sabrGuesses(const Date& d) const {
+    std::array<Real, 4> SabrVolSurface::sabrGuesses(const Date& d) const {
 
         // the guesses for sabr parameters are assumed to be piecewise constant
         if (d<=optionDates_[0]) return sabrGuesses_[0];
@@ -73,7 +73,7 @@ namespace QuantLib {
         return sabrGuesses_[i];
     }
 
-    void SabrVolSurface::updateSabrGuesses(const Date& d, boost::array<Real, 4> newGuesses) const {
+    void SabrVolSurface::updateSabrGuesses(const Date& d, std::array<Real, 4> newGuesses) const {
 
         Size i=0;
         while (i<optionDates_.size() && d<=optionDates_[i])
@@ -123,7 +123,7 @@ namespace QuantLib {
         std::vector<Volatility> volSpreads = volatilitySpreads(d);
 
         // calculate sabr fit
-        boost::array<Real, 4> sabrParameters1 = sabrGuesses(d);
+        std::array<Real, 4> sabrParameters1 = sabrGuesses(d);
 
         ext::shared_ptr<SabrInterpolatedSmileSection> tmp(new
             SabrInterpolatedSmileSection(d,

diff --git a/ql/experimental/volatility/sabrvolsurface.hpp b/ql/experimental/volatility/sabrvolsurface.hpp
@@ -28,7 +28,7 @@
 #include <ql/experimental/volatility/blackatmvolcurve.hpp>
 #include <ql/quote.hpp>
 #include <ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp>
-#include <boost/array.hpp>
+#include <array>
 
 namespace QuantLib {
 
@@ -67,7 +67,7 @@ namespace QuantLib {
         std::vector<Volatility> volatilitySpreads(const Period&) const;
         std::vector<Volatility> volatilitySpreads(const Date&) const;
       protected:
-        boost::array<Real, 4> sabrGuesses(const Date&) const;
+        std::array<Real, 4> sabrGuesses(const Date&) const;
       public:
         //@}
         //! \name BlackVolSurface interface
@@ -84,7 +84,7 @@ namespace QuantLib {
       private:
         void registerWithMarketData();
         void checkInputs() const;
-        void updateSabrGuesses(const Date& d, boost::array<Real, 4> newGuesses) const;
+        void updateSabrGuesses(const Date& d, std::array<Real, 4> newGuesses) const;
         Handle<BlackAtmVolCurve> atmCurve_;
         std::vector<Period> optionTenors_;
         std::vector<Time> optionTimes_;
@@ -98,7 +98,7 @@ namespace QuantLib {
         bool isRhoFixed_;
         bool vegaWeighted_;
         //
-        mutable std::vector<boost::array<Real,4> > sabrGuesses_;
+        mutable std::vector<std::array<Real,4>> sabrGuesses_;
     };
 
     // inline