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Remove a class deprecated in version 1.26 #2104

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Oct 25, 2024
Merged

Remove a class deprecated in version 1.26 #2104

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1 change: 1 addition & 0 deletions cmake/GenerateHeaders.cmake
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Original file line number Diff line number Diff line change
Expand Up @@ -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")
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2 changes: 1 addition & 1 deletion ql/instruments/Makefile.am
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Expand Up @@ -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 >> ${srcdir}/$@
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1 change: 0 additions & 1 deletion ql/instruments/all.hpp
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Expand Up @@ -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>
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45 changes: 5 additions & 40 deletions ql/instruments/fixedratebondforward.hpp
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Expand Up @@ -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
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