Remove class deprecated in version 1.26

lballabio · Oct 25, 2024 · 92682f6 · 92682f6
1 parent e3e33d4
commit 92682f6
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Showing 4 changed files with 7 additions and 42 deletions.
diff --git a/cmake/GenerateHeaders.cmake b/cmake/GenerateHeaders.cmake
@@ -47,6 +47,7 @@ function(generate_dir_headers source_dir binary_dir)
     list(FILTER children_hpp EXCLUDE REGEX "bsmtermoperator.hpp")
     list(FILTER children_hpp EXCLUDE REGEX "fdtypedefs.hpp")
     list(FILTER children_hpp EXCLUDE REGEX "parallelevolver.hpp")
+    list(FILTER children_hpp EXCLUDE REGEX "fixedratebondforward.hpp")
 
     file(GLOB children_dir RELATIVE ${source_dir} "${source_dir}/*")
     list(FILTER children_dir EXCLUDE REGEX "CMakeFiles")

diff --git a/ql/instruments/Makefile.am b/ql/instruments/Makefile.am
@@ -170,7 +170,7 @@ all.hpp: Makefile.am
 	echo "/* This file is automatically generated; do not edit.     */" > ${srcdir}/$@
 	echo "/* Add the files to be included into Makefile.am instead. */" >> ${srcdir}/$@
 	echo >> ${srcdir}/$@
-	for i in $(filter-out all.hpp dividendbarrieroption.hpp dividendvanillaoption.hpp, $(this_include_HEADERS)); do \
+	for i in $(filter-out all.hpp dividendbarrieroption.hpp dividendvanillaoption.hpp fixedratebondforward.hpp, $(this_include_HEADERS)); do \
 		echo "#include <${subdir}/$$i>" >> ${srcdir}/$@; \
 	done
 	echo >> ${srcdir}/$@

diff --git a/ql/instruments/all.hpp b/ql/instruments/all.hpp
@@ -25,7 +25,6 @@
 #include <ql/instruments/doublebarriertype.hpp>
 #include <ql/instruments/equitytotalreturnswap.hpp>
 #include <ql/instruments/europeanoption.hpp>
-#include <ql/instruments/fixedratebondforward.hpp>
 #include <ql/instruments/fixedvsfloatingswap.hpp>
 #include <ql/instruments/floatfloatswap.hpp>
 #include <ql/instruments/floatfloatswaption.hpp>

diff --git a/ql/instruments/fixedratebondforward.hpp b/ql/instruments/fixedratebondforward.hpp
@@ -18,46 +18,11 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-/*! \file fixedratebondforward.hpp
-    \brief forward contract on a fixed-rate bond
-*/
-
 #ifndef quantlib_fixed_rate_bond_forward_hpp
 #define quantlib_fixed_rate_bond_forward_hpp
 
-#include <ql/instruments/bondforward.hpp>
-#include <ql/instruments/bonds/fixedratebond.hpp>
-
-namespace QuantLib {
-
-    //! %Forward contract on a fixed-rate bond
-    /*! \deprecated Use BondForward instead. */
-    class QL_DEPRECATED FixedRateBondForward : public BondForward {
-      public:
-        FixedRateBondForward(
-            const Date& valueDate,
-            const Date& maturityDate,
-            Position::Type type,
-            Real strike,
-            Natural settlementDays,
-            const DayCounter& dayCounter,
-            const Calendar& calendar,
-            BusinessDayConvention businessDayConvention,
-            const ext::shared_ptr<FixedRateBond>& fixedRateBond,
-            const Handle<YieldTermStructure>& discountCurve = Handle<YieldTermStructure>(),
-            const Handle<YieldTermStructure>& incomeDiscountCurve = Handle<YieldTermStructure>())
-        : BondForward(valueDate,
-                      maturityDate,
-                      type,
-                      strike,
-                      settlementDays,
-                      dayCounter,
-                      calendar,
-                      businessDayConvention,
-                      fixedRateBond,
-                      discountCurve,
-                      incomeDiscountCurve) {}
-    };
-}
-
-#endif
+/* Deprecated in version 1.37 */
+
+#pragma message("Warning: this file is empty and will disappear in a future release; do not include it.")
+
+#endif