fix ext::get and includes

lballabio · Sep 20, 2020 · d256f06 · d256f06
1 parent 20543ff
commit d256f06
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Showing 2 changed files with 13 additions and 12 deletions.
diff --git a/ql/experimental/credit/saddlepointlossmodel.hpp b/ql/experimental/credit/saddlepointlossmodel.hpp
@@ -1032,10 +1032,10 @@ namespace QuantLib {
         ext::tuple<Real, Real, Real, Real> cumulants = 
             CumGen0234DerivCond(invUncondProbs, 
                 saddlePt, mktFactor);
-        Real baseVal = cumulants.get<0>();
-        Real secondVal = cumulants.get<1>();
-        Real K3Saddle = cumulants.get<2>();
-        Real K4Saddle = cumulants.get<3>();
+        Real baseVal = ext::get<0>(cumulants);
+        Real secondVal = ext::get<1>(cumulants);
+        Real K3Saddle = ext::get<2>(cumulants);
+        Real K4Saddle = ext::get<3>(cumulants);
 
         Real saddleTo2 = saddlePt * saddlePt;
         Real saddleTo3 = saddleTo2 * saddlePt;
@@ -1121,8 +1121,8 @@ namespace QuantLib {
         ext::tuple<Real, Real> cumulants = 
             CumGen02DerivCond(invUncondPs,
                 saddlePt, mktFactor);
-        Real baseVal = cumulants.get<0>();
-        Real secondVal = cumulants.get<1>();
+        Real baseVal = ext::get<0>(cumulants);
+        Real secondVal = ext::get<1>(cumulants);
 
         Real saddleTo2 = saddlePt * saddlePt;
 
@@ -1177,10 +1177,10 @@ namespace QuantLib {
             CumGen0234DerivCond(invUncondPs,
             saddlePt, mktFactor);
         /// access them directly rather than through this copy
-        Real K0Saddle = cumulants.get<0>();
-        Real K2Saddle = cumulants.get<1>();
-        Real K3Saddle = cumulants.get<2>();
-        Real K4Saddle = cumulants.get<3>();
+        Real K0Saddle = ext::get<0>(cumulants);
+        Real K2Saddle = ext::get<1>(cumulants);
+        Real K3Saddle = ext::get<2>(cumulants);
+        Real K4Saddle = ext::get<3>(cumulants);
         /* see, for instance R.Martin "he saddle point method and portfolio 
         optionalities." in Risk December 2006 p.93 */
         //\todo the exponentials below are dangerous and agressive, tame them.
@@ -1387,8 +1387,8 @@ namespace QuantLib {
         ext::tuple<Real, Real, Real, Real> cumulants = 
             CumGen0234DerivCond(uncondProbs, 
                 saddlePt, mktFactor);
-        Real K0Saddle = cumulants.get<0>();///USE THEM DIRECTLY
-        Real K2Saddle = cumulants.get<1>();
+        Real K0Saddle = ext::get<0>(cumulants);///USE THEM DIRECTLY
+        Real K2Saddle = ext::get<1>(cumulants);
 
         Real wq = std::sqrt(2. * saddlePt * lossPercRatio - 2. * K0Saddle);
         //std::sqrt(-2. * saddlePt * lossPerc + 2. * K0Saddle);????

diff --git a/ql/quantlib.hpp b/ql/quantlib.hpp
@@ -38,6 +38,7 @@
 #include <ql/termstructure.hpp>
 #include <ql/timegrid.hpp>
 #include <ql/timeseries.hpp>
+#include <ql/tuple.hpp>
 #include <ql/types.hpp>
 #include <ql/volatilitymodel.hpp>