Deprecated superseded experimental classes

lballabio · Aug 7, 2024 · 1a81cb1 · 1a81cb1
1 parent 506ff1f
commit 1a81cb1
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Showing 6 changed files with 33 additions and 17 deletions.
diff --git a/ql/experimental/averageois/arithmeticaverageois.cpp b/ql/experimental/averageois/arithmeticaverageois.cpp
@@ -25,6 +25,8 @@
 
 namespace QuantLib {
 
+ QL_DEPRECATED_DISABLE_WARNING
+
  ArithmeticAverageOIS::ArithmeticAverageOIS(Type type,
  Real nominal,
  Schedule fixedLegSchedule,
@@ -143,4 +145,6 @@ namespace QuantLib {
  return legNPV_[1];
  }
 
+ QL_DEPRECATED_ENABLE_WARNING
+
 }
diff --git a/ql/experimental/averageois/arithmeticaverageois.hpp b/ql/experimental/averageois/arithmeticaverageois.hpp
@@ -32,8 +32,10 @@ namespace QuantLib {
  class Schedule;
  class OvernightIndex;
 
- //! Arithemtic Average OIS: fix vs arithmetic average of overnight rate
- class ArithmeticAverageOIS : public Swap {
+ /*! \deprecated Use OvernightIndexedSwap instead.
+ Deprecated in version 1.36.
+ */
+ class [[deprecated("Use OvernightIndexedSwap instead")]] ArithmeticAverageOIS : public Swap {
  public:
  ArithmeticAverageOIS(Type type,
  Real nominal,
@@ -60,7 +62,10 @@ namespace QuantLib {
  //! \name Inspectors
  //@{
  Type type() const { return type_; }
- Real nominal() const;
+ Real nominal() const {
+ QL_REQUIRE(nominals_.size()==1, "varying nominals");
+ return nominals_[0];
+ }
  std::vector<Real> nominals() const { return nominals_; }
 
  //const Schedule& schedule() { return schedule_; }
@@ -107,14 +112,6 @@ namespace QuantLib {
  Real vol_;
  };
 
-
- // inline
-
- inline Real ArithmeticAverageOIS::nominal() const {
- QL_REQUIRE(nominals_.size()==1, "varying nominals");
- return nominals_[0];
- }
-
 }
 
 #endif
diff --git a/ql/experimental/averageois/arithmeticoisratehelper.cpp b/ql/experimental/averageois/arithmeticoisratehelper.cpp
@@ -25,6 +25,8 @@
 
 namespace QuantLib {
 
+ QL_DEPRECATED_DISABLE_WARNING
+
  ArithmeticOISRateHelper::ArithmeticOISRateHelper(Natural settlementDays,
  const Period& tenor, // swap maturity
  Frequency fixedLegPaymentFrequency,
@@ -106,4 +108,6 @@ namespace QuantLib {
  RateHelper::accept(v);
  }
 
+ QL_DEPRECATED_ENABLE_WARNING
+
 }
diff --git a/ql/experimental/averageois/arithmeticoisratehelper.hpp b/ql/experimental/averageois/arithmeticoisratehelper.hpp
@@ -29,9 +29,12 @@
 
 namespace QuantLib {
 
- //! Rate helper for bootstrapping over Overnight Indexed Swap rates
- class ArithmeticOISRateHelper : public RelativeDateRateHelper {
+ /*! \deprecated Use OISRateHelper instead.
+ Deprecated in version 1.36.
+ */
+ class [[deprecated("Use OISRateHelper instead")]] ArithmeticOISRateHelper : public RelativeDateRateHelper {
  public:
+ QL_DEPRECATED_DISABLE_WARNING
  ArithmeticOISRateHelper(
  Natural settlementDays,
  const Period& tenor, // swap maturity
@@ -80,6 +83,7 @@ namespace QuantLib {
  Real vol_;
  bool byApprox_;
 
+ QL_DEPRECATED_ENABLE_WARNING
  };
 
 }

diff --git a/ql/experimental/averageois/makearithmeticaverageois.cpp b/ql/experimental/averageois/makearithmeticaverageois.cpp
@@ -24,6 +24,8 @@
 
 namespace QuantLib {
 
+ QL_DEPRECATED_DISABLE_WARNING
+
  MakeArithmeticAverageOIS::MakeArithmeticAverageOIS(
  const Period& swapTenor,
  const ext::shared_ptr<OvernightIndex>& overnightIndex,
@@ -234,4 +236,6 @@ namespace QuantLib {
  return *this;
  }
 
+ QL_DEPRECATED_ENABLE_WARNING
+
 }
diff --git a/ql/experimental/averageois/makearithmeticaverageois.hpp b/ql/experimental/averageois/makearithmeticaverageois.hpp
@@ -30,12 +30,13 @@
 
 namespace QuantLib {
 
- //! helper class
- /*! This class provides a more comfortable way
- to instantiate arithemtic average overnight indexed swaps.
+ /*! \deprecated Use MakeOIS instead.
+ Deprecated in version 1.36.
  */
- class MakeArithmeticAverageOIS {
+ class [[deprecated("Use MakeOIS instead")]] MakeArithmeticAverageOIS {
  public:
+ QL_DEPRECATED_DISABLE_WARNING
+
  MakeArithmeticAverageOIS(const Period& swapTenor,
  const ext::shared_ptr<OvernightIndex>& overnightIndex,
  Rate fixedRate = Null<Rate>(),
@@ -95,6 +96,8 @@ namespace QuantLib {
  DayCounter fixedDayCount_;
 
  ext::shared_ptr<PricingEngine> engine_;
+
+ QL_DEPRECATED_ENABLE_WARNING
  };
 
 }