Deprecate day-counter argument in z-spread functions#2465
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lballabio merged 1 commit intolballabio:masterfrom Mar 4, 2026
Merged
Deprecate day-counter argument in z-spread functions#2465lballabio merged 1 commit intolballabio:masterfrom
lballabio merged 1 commit intolballabio:masterfrom
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Since commit 5cb1bff ("Remove day counter argument from spreaded curves"), ZeroSpreadedTermStructure ignores any day counter it is given and always delegates to the underlying curve's day counter. However, the higher-level APIs that build that structure internally still exposed a DayCounter parameter that had become a no-op: - CashFlows::npv() (z-spread overload) - CashFlows::zSpread() - BondFunctions::cleanPrice() (z-spread overload) - BondFunctions::dirtyPrice() (z-spread overload) - BondFunctions::zSpread() Add new primary overloads without the DayCounter argument and mark the old signatures [[deprecated]] ("Deprecated in version 1.42"), following the same pattern used in 5cb1bff for ZeroSpreadedTermStructure itself. The deprecated overloads are one-line delegates to the new primaries. Update all internal callers in test-suite/bonds.cpp and test-suite/assetswap.cpp to use the new overloads. Remove the stale "to be fixed" comment in zerospreadedtermstructure.hpp. Fixes lballabio#2278.
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Since commit 5cb1bff ("Remove day counter argument from spreaded
curves"),
ZeroSpreadedTermStructureignores the day counter it isgiven and always delegates to the underlying curve's. However, the
higher-level APIs still exposed a
DayCounterparameter that hadsilently become a no-op:
CashFlows::npv()(z-spread overload)CashFlows::zSpread()BondFunctions::cleanPrice(),dirtyPrice(),zSpread()(z-spread overloads)This adds new primary overloads without the
DayCounterargument andmarks the old signatures
[[deprecated]](version 1.42), following thesame pattern used in 5cb1bff for
ZeroSpreadedTermStructureitself.Internal callers in the test suite are updated accordingly.
Fixes #2278.