From 9d01dcb368f85d5341e16e27d18763e35c5c7e4e Mon Sep 17 00:00:00 2001 From: Luigi Ballabio Date: Tue, 18 Jan 2022 11:40:47 +0100 Subject: [PATCH] Remove deprecated MCDiscreteAveragingAsianEngine class --- QuantLib.vcxproj | 1 - QuantLib.vcxproj.filters | 3 - ql/CMakeLists.txt | 1 - ql/pricingengines/asian/Makefile.am | 1 - ql/pricingengines/asian/all.hpp | 1 - .../asian/mcdiscreteasianengine.hpp | 72 ------------------- .../asian/mcdiscreteasianenginebase.hpp | 2 +- 7 files changed, 1 insertion(+), 80 deletions(-) delete mode 100644 ql/pricingengines/asian/mcdiscreteasianengine.hpp diff --git a/QuantLib.vcxproj b/QuantLib.vcxproj index 0fbee13c1f3..630668a8a7c 100644 --- a/QuantLib.vcxproj +++ b/QuantLib.vcxproj @@ -1471,7 +1471,6 @@ - diff --git a/QuantLib.vcxproj.filters b/QuantLib.vcxproj.filters index 10c468851d1..da87ebc027e 100644 --- a/QuantLib.vcxproj.filters +++ b/QuantLib.vcxproj.filters @@ -2373,9 +2373,6 @@ pricingengines\asian - - pricingengines\asian - pricingengines\asian diff --git a/ql/CMakeLists.txt b/ql/CMakeLists.txt index d7e07f290ce..f2329d832a8 100644 --- a/ql/CMakeLists.txt +++ b/ql/CMakeLists.txt @@ -1837,7 +1837,6 @@ set(QL_HEADERS pricingengines/asian/mc_discr_arith_av_strike.hpp pricingengines/asian/mc_discr_geom_av_price.hpp pricingengines/asian/mc_discr_geom_av_price_heston.hpp - pricingengines/asian/mcdiscreteasianengine.hpp pricingengines/asian/mcdiscreteasianenginebase.hpp pricingengines/barrier/analyticbarrierengine.hpp pricingengines/barrier/analyticbinarybarrierengine.hpp diff --git a/ql/pricingengines/asian/Makefile.am b/ql/pricingengines/asian/Makefile.am index 654d97bf146..0cbf89d781e 100644 --- a/ql/pricingengines/asian/Makefile.am +++ b/ql/pricingengines/asian/Makefile.am @@ -13,7 +13,6 @@ this_include_HEADERS = \ mc_discr_arith_av_strike.hpp \ mc_discr_geom_av_price.hpp \ mc_discr_geom_av_price_heston.hpp \ - mcdiscreteasianengine.hpp \ mcdiscreteasianenginebase.hpp cpp_files = \ diff --git a/ql/pricingengines/asian/all.hpp b/ql/pricingengines/asian/all.hpp index 077bc4f1c16..258238d3960 100644 --- a/ql/pricingengines/asian/all.hpp +++ b/ql/pricingengines/asian/all.hpp @@ -10,6 +10,5 @@ #include #include #include -#include #include diff --git a/ql/pricingengines/asian/mcdiscreteasianengine.hpp b/ql/pricingengines/asian/mcdiscreteasianengine.hpp deleted file mode 100644 index 313bb6eead3..00000000000 --- a/ql/pricingengines/asian/mcdiscreteasianengine.hpp +++ /dev/null @@ -1,72 +0,0 @@ -/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ - -/* - Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl - Copyright (C) 2003, 2004 Ferdinando Ametrano - Copyright (C) 2007, 2008 StatPro Italia srl - - This file is part of QuantLib, a free-software/open-source library - for financial quantitative analysts and developers - http://quantlib.org/ - - QuantLib is free software: you can redistribute it and/or modify it - under the terms of the QuantLib license. You should have received a - copy of the license along with this program; if not, please email - . The license is also available online at - . - - This program is distributed in the hope that it will be useful, but WITHOUT - ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS - FOR A PARTICULAR PURPOSE. See the license for more details. -*/ - -/*! \file mcdiscreteasianengine.hpp - \brief Monte Carlo pricing engine for discrete average Asians -*/ - -#ifndef quantlib_mcdiscreteasian_engine_hpp -#define quantlib_mcdiscreteasian_engine_hpp - -#include -#include -#include -#include - -namespace QuantLib { - - //! Pricing engine for discrete average Asians using Monte Carlo simulation - /*! \deprecated Use MCDiscreteAveragingAsianEngineBase instead. - Deprecated in version 1.21. - - \ingroup asianengines - */ - template - class QL_DEPRECATED MCDiscreteAveragingAsianEngine : - public MCDiscreteAveragingAsianEngineBase { - public: - typedef typename McSimulation::path_generator_type path_generator_type; - typedef typename McSimulation::path_pricer_type path_pricer_type; - typedef typename McSimulation::stats_type stats_type; - - MCDiscreteAveragingAsianEngine( - const ext::shared_ptr& process, - bool brownianBridge, - bool antitheticVariate, - bool controlVariate, - Size requiredSamples, - Real requiredTolerance, - Size maxSamples, - BigNatural seed) - : MCDiscreteAveragingAsianEngineBase( - process, brownianBridge, antitheticVariate, controlVariate, - requiredSamples, requiredTolerance, maxSamples, seed), - process_(process) {} - protected: - // This hides the one in the base class and gives it the - // "correct" type for existing client code. - ext::shared_ptr process_; - }; - -} - - -#endif diff --git a/ql/pricingengines/asian/mcdiscreteasianenginebase.hpp b/ql/pricingengines/asian/mcdiscreteasianenginebase.hpp index 43bff3ac3bb..2aa4624ef6c 100644 --- a/ql/pricingengines/asian/mcdiscreteasianenginebase.hpp +++ b/ql/pricingengines/asian/mcdiscreteasianenginebase.hpp @@ -19,7 +19,7 @@ FOR A PARTICULAR PURPOSE. See the license for more details. */ -/*! \file mcdiscreteasianengine.hpp +/*! \file mcdiscreteasianenginebase.hpp \brief Monte Carlo pricing engine for discrete average Asians */