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Inner classes are implicitly friends since C++11 #1486

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merged 1 commit into from Sep 21, 2022
Merged

Inner classes are implicitly friends since C++11 #1486

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2 changes: 0 additions & 2 deletions ql/cashflows/conundrumpricer.hpp
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Expand Up @@ -149,8 +149,6 @@ namespace QuantLib {
Real der2Rs_derX2(Real x);
Real der2Z_derX2(Real x);

class ObjectiveFunction;
friend class ObjectiveFunction;
class ObjectiveFunction {
const GFunctionWithShifts& o_;
Real Rs_;
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1 change: 0 additions & 1 deletion ql/cashflows/lineartsrpricer.hpp
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Expand Up @@ -189,7 +189,6 @@ namespace QuantLib {
Real a_, b_;

class integrand_f;
friend class integrand_f;

class VegaRatioHelper {
public:
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1 change: 0 additions & 1 deletion ql/experimental/coupons/lognormalcmsspreadpricer.hpp
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Expand Up @@ -84,7 +84,6 @@ namespace QuantLib {
Real integrand_normal(Real) const;

class integrand_f;
friend class integrand_f;

ext::shared_ptr<CmsCouponPricer> cmsPricer_;

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2 changes: 0 additions & 2 deletions ql/experimental/math/fireflyalgorithm.hpp
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Expand Up @@ -81,8 +81,6 @@ namespace QuantLib {
public:
class RandomWalk;
class Intensity;
friend class RandomWalk;
friend class Intensity;
FireflyAlgorithm(Size M,
ext::shared_ptr<Intensity> intensity,
ext::shared_ptr<RandomWalk> randomWalk,
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2 changes: 0 additions & 2 deletions ql/experimental/math/particleswarmoptimization.hpp
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Expand Up @@ -93,8 +93,6 @@ namespace QuantLib {
public:
class Inertia;
class Topology;
friend class Inertia;
friend class Topology;
ParticleSwarmOptimization(Size M,
ext::shared_ptr<Topology> topology,
ext::shared_ptr<Inertia> inertia,
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1 change: 0 additions & 1 deletion ql/experimental/swaptions/haganirregularswaptionengine.hpp
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Expand Up @@ -91,7 +91,6 @@ namespace QuantLib {
Handle<YieldTermStructure> termStructure_;
Handle<SwaptionVolatilityStructure> volatilityStructure_;
class rStarFinder;
friend class rStarFinder;
};

}
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2 changes: 0 additions & 2 deletions ql/experimental/volatility/noarbsabr.hpp
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Expand Up @@ -130,9 +130,7 @@ class NoArbSabrModel {
mutable Real numericalForward_;
ext::shared_ptr<GaussLobattoIntegral> integrator_;
class integrand;
friend class integrand;
class p_integrand;
friend class p_integrand;
};

namespace detail {
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1 change: 0 additions & 1 deletion ql/legacy/libormarketmodels/lfmcovarproxy.hpp
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Expand Up @@ -53,7 +53,6 @@ namespace QuantLib {

private:
class Var_Helper;
friend class Var_Helper;
};

}
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1 change: 0 additions & 1 deletion ql/models/model.hpp
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Expand Up @@ -134,7 +134,6 @@ namespace QuantLib {
class PrivateConstraint;
//! Calibration cost function class
class CalibrationFunction;
friend class CalibrationFunction;
};

//! Abstract short-rate model class
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2 changes: 0 additions & 2 deletions ql/models/shortrate/onefactormodels/markovfunctional.hpp
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Expand Up @@ -477,8 +477,6 @@ namespace QuantLib {
bool zeroFixingDays = false,
const ext::shared_ptr<SwapIndex>& swapIdx = ext::shared_ptr<SwapIndex>()) const;

class ZeroHelper;
friend class ZeroHelper;
class ZeroHelper {
public:
ZeroHelper(const MarkovFunctional *model, const Date &expiry,
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1 change: 0 additions & 1 deletion ql/models/shortrate/twofactormodels/g2.hpp
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Expand Up @@ -113,7 +113,6 @@ namespace QuantLib {
Real V(Time t) const;

class SwaptionPricingFunction;
friend class SwaptionPricingFunction;
};

class G2::Dynamics : public TwoFactorModel::ShortRateDynamics {
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1 change: 0 additions & 1 deletion ql/pricingengines/blackcalculator.hpp
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Expand Up @@ -37,7 +37,6 @@ namespace QuantLib {
class BlackCalculator {
private:
class Calculator;
friend class Calculator;
public:
BlackCalculator(const ext::shared_ptr<StrikedTypePayoff>& payoff,
Real forward,
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2 changes: 0 additions & 2 deletions ql/pricingengines/swaption/basketgeneratingengine.hpp
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Expand Up @@ -98,8 +98,6 @@ namespace QuantLib {
const Handle<Quote> oas_;
const Handle<YieldTermStructure> discountCurve_;

class MatchHelper;
friend class MatchHelper;
class MatchHelper : public CostFunction {
public:
MatchHelper(const Swap::Type type,
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1 change: 0 additions & 1 deletion ql/pricingengines/swaption/gaussian1djamshidianswaptionengine.hpp
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Expand Up @@ -49,7 +49,6 @@ namespace QuantLib {

private:
class rStarFinder;
friend class rStarFinder;
};
}

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1 change: 0 additions & 1 deletion ql/pricingengines/swaption/jamshidianswaptionengine.hpp
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Expand Up @@ -61,7 +61,6 @@ namespace QuantLib {
private:
Handle<YieldTermStructure> termStructure_;
class rStarFinder;
friend class rStarFinder;
};

}
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2 changes: 0 additions & 2 deletions ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp
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Expand Up @@ -67,8 +67,6 @@ class Gaussian1dSwaptionVolatility : public SwaptionVolatilityStructure {
ext::shared_ptr<Gaussian1dSwaptionEngine> engine_;
const Period maxSwapTenor_;

class DateHelper;
friend class DateHelper;
class DateHelper {
public:
DateHelper(const TermStructure &ts, const Time t) : ts_(ts), t_(t) {}
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1 change: 0 additions & 1 deletion ql/termstructures/yield/fittedbonddiscountcurve.hpp
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Expand Up @@ -81,7 +81,6 @@ namespace QuantLib {
public LazyObject {
public:
class FittingMethod;
friend class FittingMethod;

//! \name Constructors
//@{
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