Remove features deprecated in version 1.29 (#1891)

lballabio · Jan 22, 2024 · ce606b0 · ce606b0
2 parents 806e455 + 8be4136
commit ce606b0
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Showing 59 changed files with 86 additions and 1,270 deletions.
diff --git a/QuantLib.vcxproj b/QuantLib.vcxproj
@@ -649,7 +649,6 @@
     <ClInclude Include="ql\experimental\credit\recursivelossmodel.hpp" />
     <ClInclude Include="ql\experimental\credit\riskyassetswap.hpp" />
     <ClInclude Include="ql\experimental\credit\riskyassetswapoption.hpp" />
-    <ClInclude Include="ql\experimental\credit\riskybond.hpp" />
     <ClInclude Include="ql\experimental\credit\saddlepointlossmodel.hpp" />
     <ClInclude Include="ql\experimental\credit\spotlosslatentmodel.hpp" />
     <ClInclude Include="ql\experimental\credit\spreadedhazardratecurve.hpp" />

diff --git a/QuantLib.vcxproj.filters b/QuantLib.vcxproj.filters
@@ -3360,9 +3360,6 @@
     <ClInclude Include="ql\experimental\credit\riskyassetswapoption.hpp">
       <Filter>experimental\credit</Filter>
     </ClInclude>
-    <ClInclude Include="ql\experimental\credit\riskybond.hpp">
-      <Filter>experimental\credit</Filter>
-    </ClInclude>
     <ClInclude Include="ql\experimental\credit\saddlepointlossmodel.hpp">
       <Filter>experimental\credit</Filter>
     </ClInclude>

diff --git a/cmake/GenerateHeaders.cmake b/cmake/GenerateHeaders.cmake
@@ -55,7 +55,6 @@ function(generate_dir_headers source_dir binary_dir)
         list(FILTER children_hpp EXCLUDE REGEX "analyticcomplexchooserengine.hpp")
     endif ()
 
-    list(FILTER children_hpp EXCLUDE REGEX "riskybond.hpp")
     list(FILTER children_hpp EXCLUDE REGEX "composite.hpp")
     list(FILTER children_hpp EXCLUDE REGEX "lexicographicalview.hpp")
     list(FILTER children_hpp EXCLUDE REGEX "^curve.hpp")

diff --git a/ql/CMakeLists.txt b/ql/CMakeLists.txt
@@ -1087,7 +1087,6 @@ set(QL_HEADERS
     experimental/credit/recursivelossmodel.hpp
     experimental/credit/riskyassetswap.hpp
     experimental/credit/riskyassetswapoption.hpp
-    experimental/credit/riskybond.hpp
     experimental/credit/saddlepointlossmodel.hpp
     experimental/credit/spotlosslatentmodel.hpp
     experimental/credit/spreadedhazardratecurve.hpp

diff --git a/ql/cashflow.hpp b/ql/cashflow.hpp
@@ -79,24 +79,6 @@ namespace QuantLib {
 
     template <>
     struct earlier_than<CashFlow> {
-        /*! \deprecated Use `auto` or `decltype` instead.
-                        Deprecated in version 1.29.
-        */
-        QL_DEPRECATED
-        typedef CashFlow first_argument_type;
-
-        /*! \deprecated Use `auto` or `decltype` instead.
-                        Deprecated in version 1.29.
-        */
-        QL_DEPRECATED
-        typedef CashFlow second_argument_type;
-
-        /*! \deprecated Use `auto` or `decltype` instead.
-                        Deprecated in version 1.29.
-        */
-        QL_DEPRECATED
-        typedef bool result_type;
-
         bool operator()(const CashFlow& c1,
                         const CashFlow& c2) const {
             return c1.date() < c2.date();

diff --git a/ql/cashflows/cashflows.cpp b/ql/cashflows/cashflows.cpp
@@ -470,17 +470,6 @@ namespace QuantLib {
         return basisPoint_*calc.bps()/discountCurve.discount(npvDate);
     }
 
-    void CashFlows::npvbps(const Leg& leg,
-                           const YieldTermStructure& discountCurve,
-                           bool includeSettlementDateFlows,
-                           Date settlementDate,
-                           Date npvDate,
-                           Real& npv,
-                           Real& bps) {
-        std::tie(npv, bps) =
-            npvbps(leg, discountCurve, includeSettlementDateFlows, settlementDate, npvDate);
-    }
-
     std::pair<Real, Real> CashFlows::npvbps(const Leg& leg,
                                             const YieldTermStructure& discountCurve,
                                             bool includeSettlementDateFlows,

diff --git a/ql/cashflows/cashflows.hpp b/ql/cashflows/cashflows.hpp
@@ -197,19 +197,6 @@ namespace QuantLib {
                                             Date settlementDate = Date(),
                                             Date npvDate = Date());
 
-        //! NPV and BPS of the cash flows.
-        /*! \deprecated Use the overload returning a pair of Reals.
-                        Deprecated in version 1.29.
-        */
-        QL_DEPRECATED
-        static void npvbps(const Leg& leg,
-                           const YieldTermStructure& discountCurve,
-                           bool includeSettlementDateFlows,
-                           Date settlementDate,
-                           Date npvDate,
-                           Real& npv,
-                           Real& bps);
-
         //! At-the-money rate of the cash flows.
         /*! The result is the fixed rate for which a fixed rate cash flow
             vector, equivalent to the input vector, has the required NPV

diff --git a/ql/cashflows/conundrumpricer.hpp b/ql/cashflows/conundrumpricer.hpp
@@ -268,17 +268,6 @@ namespace QuantLib {
         // private:
         class Function {
           public:
-            /*! \deprecated Use `auto` or `decltype` instead.
-                            Deprecated in version 1.29.
-            */
-            QL_DEPRECATED
-            typedef Real argument_type;
-
-            /*! \deprecated Use `auto` or `decltype` instead.
-                            Deprecated in version 1.29.
-            */
-            QL_DEPRECATED
-            typedef Real result_type;
             virtual ~Function() = default;
             virtual Real operator()(Real x) const = 0;
         };

diff --git a/ql/cashflows/inflationcouponpricer.hpp b/ql/cashflows/inflationcouponpricer.hpp
@@ -73,11 +73,6 @@ namespace QuantLib {
       void update() override { notifyObservers(); }
       //@}
     protected:
-      /*! \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
@@ -44,7 +44,6 @@ this_include_HEADERS = \
     recursivelossmodel.hpp \
     riskyassetswap.hpp \
     riskyassetswapoption.hpp \
-    riskybond.hpp \
     saddlepointlossmodel.hpp \
     spotlosslatentmodel.hpp \
     spreadedhazardratecurve.hpp \
@@ -105,7 +104,7 @@ 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 riskybond.hpp, $(this_include_HEADERS)); do \
+	for i in $(filter-out all.hpp, $(this_include_HEADERS)); do \
 		echo "#include <${subdir}/$$i>" >> ${srcdir}/$@; \
 	done
 	echo >> ${srcdir}/$@

diff --git a/ql/experimental/credit/riskybond.hpp b/ql/experimental/credit/riskybond.hpp
diff --git a/ql/experimental/inflation/cpicapfloortermpricesurface.cpp b/ql/experimental/inflation/cpicapfloortermpricesurface.cpp
@@ -114,7 +114,7 @@ namespace QuantLib {
 
         Time T = inflationYearFraction(
             zii_->frequency(),
-            detail::CPI::isInterpolated(zii_, interpolationType_), dayCounter(),
+            detail::CPI::isInterpolated(interpolationType_), dayCounter(),
             referenceDate() - observationLag_, maturity - observationLag_);
 
         return T > 0.0 ? std::pow(F1 / F0, 1 / T) - 1.0 : baseRate();

diff --git a/ql/experimental/inflation/genericindexes.hpp b/ql/experimental/inflation/genericindexes.hpp
@@ -50,22 +50,6 @@ namespace QuantLib {
             const Currency& ccy,
             const Handle<ZeroInflationTermStructure>& ts = {})
         : ZeroInflationIndex("CPI", GenericRegion(), revised, frequency, lag, ccy, ts) {}
-
-        /*! \deprecated Use the constructor without the "interpolated" parameter.
-                        Deprecated in version 1.29.
-        */
-        QL_DEPRECATED
-        GenericCPI(Frequency frequency,
-                   bool revised,
-                   bool interpolated,
-                   const Period &lag,
-                   const Currency &ccy,
-                   const Handle<ZeroInflationTermStructure>& ts = {})
-        : GenericCPI(frequency, revised, lag, ccy, ts) {
-            QL_DEPRECATED_DISABLE_WARNING
-            interpolated_ = interpolated;
-            QL_DEPRECATED_ENABLE_WARNING
-        }
     };
 
 

diff --git a/ql/experimental/math/convolvedstudentt.hpp b/ql/experimental/math/convolvedstudentt.hpp
@@ -59,17 +59,6 @@ namespace QuantLib {
     */
     class CumulativeBehrensFisher { // ODD orders only by now, rename?
     public:
-        /*! \deprecated Use `auto` or `decltype` instead.
-                        Deprecated in version 1.29.
-        */
-        QL_DEPRECATED
-        typedef Probability result_type;
-
-        /*! \deprecated Use `auto` or `decltype` instead.
-                        Deprecated in version 1.29.
-        */
-        QL_DEPRECATED
-        typedef Real argument_type;
         /*!
             @param degreesFreedom Degrees of freedom of the Ts convolved. The
                 algorithm is limited to odd orders only.
@@ -171,17 +160,6 @@ namespace QuantLib {
      */
     class InverseCumulativeBehrensFisher {
     public:
-        /*! \deprecated Use `auto` or `decltype` instead.
-                        Deprecated in version 1.29.
-        */
-        QL_DEPRECATED
-        typedef Real result_type;
-
-        /*! \deprecated Use `auto` or `decltype` instead.
-                        Deprecated in version 1.29.
-        */
-        QL_DEPRECATED
-        typedef Probability argument_type;
         /*!
             @param degreesFreedom Degrees of freedom of the Ts convolved. The
                 algorithm is limited to odd orders only.

diff --git a/ql/experimental/math/latentmodel.hpp b/ql/experimental/math/latentmodel.hpp
@@ -42,12 +42,6 @@ namespace QuantLib {
     namespace detail {
         // havent figured out how to do this in-place
         struct multiplyV {
-            /*! \deprecated Use `auto` or `decltype` instead.
-                            Deprecated in version 1.29.
-            */
-            QL_DEPRECATED
-            typedef std::vector<Real> result_type;
-
             std::vector<Real> operator()(Real d, std::vector<Real> v) 
             {
                 std::transform(v.begin(), v.end(), v.begin(), 

diff --git a/ql/indexes/inflation/aucpi.hpp b/ql/indexes/inflation/aucpi.hpp
@@ -38,20 +38,6 @@ namespace QuantLib {
               const Handle<ZeroInflationTermStructure>& ts = {})
         : ZeroInflationIndex(
               "CPI", AustraliaRegion(), revised, frequency, Period(2, Months), AUDCurrency(), ts) {}
-
-        /*! \deprecated Use the constructor without the "interpolated" parameter.
-                        Deprecated in version 1.29.
-        */
-        QL_DEPRECATED
-        AUCPI(Frequency frequency,
-              bool revised,
-              bool interpolated,
-              const Handle<ZeroInflationTermStructure>& ts = {})
-        : AUCPI(frequency, revised, ts) {
-            QL_DEPRECATED_DISABLE_WARNING
-            interpolated_ = interpolated;
-            QL_DEPRECATED_ENABLE_WARNING
-        }
     };
 
 

diff --git a/ql/indexes/inflation/euhicp.hpp b/ql/indexes/inflation/euhicp.hpp
@@ -42,19 +42,6 @@ namespace QuantLib {
                              Period(1, Months), // availability
                              EURCurrency(),
                              ts) {}
-
-        /*! \deprecated Use the constructor without the "interpolated" parameter.
-                        Deprecated in version 1.29.
-        */
-        QL_DEPRECATED
-        explicit EUHICP(
-            bool interpolated,
-            const Handle<ZeroInflationTermStructure>& ts = {})
-        : EUHICP(ts) {
-            QL_DEPRECATED_DISABLE_WARNING
-            interpolated_ = interpolated;
-            QL_DEPRECATED_ENABLE_WARNING
-        }
     };
 
     //! EU HICPXT index
@@ -68,19 +55,6 @@ namespace QuantLib {
                              Period(1, Months), // availability
                              EURCurrency(),
                              ts) {}
-
-        /*! \deprecated Use the constructor without the "interpolated" parameter.
-                        Deprecated in version 1.29.
-        */
-        QL_DEPRECATED
-        explicit EUHICPXT(
-            bool interpolated,
-            const Handle<ZeroInflationTermStructure>& ts = {})
-        : EUHICPXT(ts) {
-            QL_DEPRECATED_DISABLE_WARNING
-            interpolated_ = interpolated;
-            QL_DEPRECATED_ENABLE_WARNING
-        }
     };
 
 

diff --git a/ql/indexes/inflation/frhicp.hpp b/ql/indexes/inflation/frhicp.hpp
@@ -36,19 +36,6 @@ namespace QuantLib {
         explicit FRHICP(const Handle<ZeroInflationTermStructure>& ts = {})
         : ZeroInflationIndex(
               "HICP", FranceRegion(), false, Monthly, Period(1, Months), EURCurrency(), ts) {}
-
-        /*! \deprecated Use the constructor without the "interpolated" parameter.
-                        Deprecated in version 1.29.
-        */
-        QL_DEPRECATED
-        explicit FRHICP(
-            bool interpolated,
-            const Handle<ZeroInflationTermStructure>& ts = {})
-        : FRHICP(ts) {
-            QL_DEPRECATED_DISABLE_WARNING
-            interpolated_ = interpolated;
-            QL_DEPRECATED_ENABLE_WARNING
-        }
     };
 
 

diff --git a/ql/indexes/inflation/ukrpi.hpp b/ql/indexes/inflation/ukrpi.hpp
@@ -36,19 +36,6 @@ namespace QuantLib {
         explicit UKRPI(const Handle<ZeroInflationTermStructure>& ts = {})
         : ZeroInflationIndex(
               "RPI", UKRegion(), false, Monthly, Period(1, Months), GBPCurrency(), ts) {}
-
-        /*! \deprecated Use the constructor without the "interpolated" parameter.
-                        Deprecated in version 1.29.
-        */
-        QL_DEPRECATED
-        explicit UKRPI(
-            bool interpolated,
-            const Handle<ZeroInflationTermStructure>& ts = {})
-        : UKRPI(ts) {
-            QL_DEPRECATED_DISABLE_WARNING
-            interpolated_ = interpolated;
-            QL_DEPRECATED_ENABLE_WARNING
-        }
     };
 
 

diff --git a/ql/indexes/inflation/uscpi.hpp b/ql/indexes/inflation/uscpi.hpp
@@ -41,19 +41,6 @@ namespace QuantLib {
                              Period(1, Months), // availability
                              USDCurrency(),
                              ts) {}
-
-        /*! \deprecated Use the constructor without the "interpolated" parameter.
-                        Deprecated in version 1.29.
-        */
-        QL_DEPRECATED
-        explicit USCPI(
-            bool interpolated,
-            const Handle<ZeroInflationTermStructure>& ts = {})
-        : USCPI(ts) {
-            QL_DEPRECATED_DISABLE_WARNING
-            interpolated_ = interpolated;
-            QL_DEPRECATED_ENABLE_WARNING
-        }
     };
 
 

diff --git a/ql/indexes/inflation/zacpi.hpp b/ql/indexes/inflation/zacpi.hpp
@@ -36,19 +36,6 @@ namespace QuantLib {
         explicit ZACPI(const Handle<ZeroInflationTermStructure>& ts = {})
         : ZeroInflationIndex(
               "CPI", ZARegion(), false, Monthly, Period(1, Months), ZARCurrency(), ts) {}
-
-        /*! \deprecated Use the constructor without the "interpolated" parameter.
-                        Deprecated in version 1.29.
-        */
-        QL_DEPRECATED
-        explicit ZACPI(
-            bool interpolated,
-            const Handle<ZeroInflationTermStructure>& ts = {})
-        : ZACPI(ts) {
-            QL_DEPRECATED_DISABLE_WARNING
-            interpolated_ = interpolated;
-            QL_DEPRECATED_ENABLE_WARNING
-        }
     };