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Deprecate old vanilla engine.
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lballabio committed Feb 10, 2021
1 parent c3633e6 commit e9152a9
Showing 1 changed file with 4 additions and 1 deletion.
5 changes: 4 additions & 1 deletion ql/pricingengines/vanilla/fdshoutengine.hpp
Expand Up @@ -36,9 +36,12 @@ namespace QuantLib {
\test the correctness of the returned greeks is tested by
reproducing numerical derivatives.
\deprecated Use FdBlackScholesShoutEngine instead.
Deprecated in version 1.22.
*/
template <template <class> class Scheme = CrankNicolson>
class FDShoutEngine
class QL_DEPRECATED FDShoutEngine
: public FDEngineAdapter<FDShoutCondition<
FDStepConditionEngine<Scheme> >,
OneAssetOption::engine> {
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