Deprecate some experimental code

lballabio · Aug 26, 2024 · 9f0c9b9 · 9f0c9b9
1 parent d8e0f1c
commit 9f0c9b9
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Showing 5 changed files with 60 additions and 6 deletions.
diff --git a/ql/experimental/risk/creditriskplus.cpp b/ql/experimental/risk/creditriskplus.cpp
@@ -25,6 +25,8 @@ using std::sqrt;
 
 namespace QuantLib {
 
+ QL_DEPRECATED_DISABLE_WARNING
+
  CreditRiskPlus::CreditRiskPlus(std::vector<Real> exposure,
  std::vector<Real> defaultProbability,
  std::vector<Size> sector,
@@ -233,4 +235,6 @@ namespace QuantLib {
  loss_.push_back(res * pC_ / (pdSum_ * ((Real)(n + 1))));
  }
  }
+
+ QL_DEPRECATED_ENABLE_WARNING
 }
diff --git a/ql/experimental/risk/creditriskplus.hpp b/ql/experimental/risk/creditriskplus.hpp
@@ -37,9 +37,10 @@ namespace QuantLib {
  \warning the input correlation matrix is not checked for positive
  definiteness
 
+ \deprecated Out of scope; copy this class in your codebase if needed.
+ Deprecated in version 1.36.
  */
-
- class CreditRiskPlus {
+ class [[deprecated("Out of scope; copy this class in your codebase if needed")]] CreditRiskPlus {
 
  public:
  CreditRiskPlus(std::vector<Real> exposure,

diff --git a/ql/experimental/risk/sensitivityanalysis.cpp b/ql/experimental/risk/sensitivityanalysis.cpp
@@ -26,6 +26,8 @@ using std::pair;
 
 namespace QuantLib {
 
+ QL_DEPRECATED_DISABLE_WARNING
+
  std::ostream& operator<<(std::ostream& out,
  SensitivityAnalysis s) {
  switch (s) {
@@ -344,4 +346,5 @@ namespace QuantLib {
  return result;
  }
 
+ QL_DEPRECATED_ENABLE_WARNING
 }
diff --git a/ql/experimental/risk/sensitivityanalysis.hpp b/ql/experimental/risk/sensitivityanalysis.hpp
@@ -38,16 +38,29 @@ namespace QuantLib {
  class Instrument;
 
  //! Finite differences calculation
- enum SensitivityAnalysis {
- OneSide, /*!< */
- Centered /*!< */
+ /*! \deprecated Out of scope; copy this enumeration in your codebase if needed.
+ Deprecated in version 1.36.
+ */
+ enum [[deprecated("Out of scope; copy this enumeration in your codebase if needed")]] SensitivityAnalysis {
+ OneSide,
+ Centered
  };
 
- /*! \relates SensitivityAnalysis */
+ QL_DEPRECATED_DISABLE_WARNING
+
+ /*! \relates SensitivityAnalysis
+ \deprecated Out of scope; copy this function in your codebase if needed.
+ Deprecated in version 1.36.
+ */
+ [[deprecated("Out of scope; copy this function in your codebase if needed")]]
  std::ostream& operator<<(std::ostream&,
  SensitivityAnalysis);
 
  //! utility fuction for weighted sum of NPVs
+ /*! \deprecated Out of scope; copy this function in your codebase if needed.
+ Deprecated in version 1.36.
+ */
+ [[deprecated("Out of scope; copy this function in your codebase if needed")]]
  Real aggregateNPV(const std::vector<ext::shared_ptr<Instrument> >&,
  const std::vector<Real>& quantities);
 
@@ -60,7 +73,11 @@ namespace QuantLib {
  the vector is just one single element equal to one.
 
  All SimpleQuotes are tweaked together in a parallel fashion.
+
+ \deprecated Out of scope; copy this function in your codebase if needed.
+ Deprecated in version 1.36.
  */
+ [[deprecated("Out of scope; copy this function in your codebase if needed")]]
  std::pair<Real, Real>
  parallelAnalysis(const std::vector<Handle<SimpleQuote> >&,
  const std::vector<ext::shared_ptr<Instrument> >&,
@@ -78,7 +95,11 @@ namespace QuantLib {
  the vector is of size one.
 
  All SimpleQuotes are tweaked together in a parallel fashion.
+
+ \deprecated Out of scope; copy this function in your codebase if needed.
+ Deprecated in version 1.36.
  */
+ [[deprecated("Out of scope; copy this function in your codebase if needed")]]
  std::pair<Real, Real>
  parallelAnalysis(const std::vector<std::vector<Handle<SimpleQuote> > >&,
  const std::vector<ext::shared_ptr<Instrument> >&,
@@ -94,7 +115,11 @@ namespace QuantLib {
 
  Empty quantities vector is considered as unit vector. The same if
  the vector is of size one.
+
+ \deprecated Out of scope; copy this function in your codebase if needed.
+ Deprecated in version 1.36.
  */
+ [[deprecated("Out of scope; copy this function in your codebase if needed")]]
  std::pair<Real, Real> bucketAnalysis(const Handle<SimpleQuote>& quote,
  const std::vector<ext::shared_ptr<Instrument> >&,
  const std::vector<Real>& quantities,
@@ -110,7 +135,11 @@ namespace QuantLib {
 
  Empty quantities vector is considered as unit vector. The same if
  the vector is of size one.
+
+ \deprecated Out of scope; copy this function in your codebase if needed.
+ Deprecated in version 1.36.
  */
+ [[deprecated("Out of scope; copy this function in your codebase if needed")]]
  void bucketAnalysis(std::vector<Real>& deltaVector, // result
  std::vector<Real>& gammaVector, // result
  std::vector<Real>& referenceValues,
@@ -128,7 +157,11 @@ namespace QuantLib {
  the vector is of size one.
 
  The (bucket) SimpleQuotes are tweaked one by one separately.
+
+ \deprecated Out of scope; copy this function in your codebase if needed.
+ Deprecated in version 1.36.
  */
+ [[deprecated("Out of scope; copy this function in your codebase if needed")]]
  std::pair<std::vector<Real>, std::vector<Real> >
  bucketAnalysis(const std::vector<Handle<SimpleQuote> >& quotes,
  const std::vector<ext::shared_ptr<Instrument> >&,
@@ -146,7 +179,11 @@ namespace QuantLib {
  the vector is of size one.
 
  The (bucket) SimpleQuotes are tweaked one by one separately.
+
+ \deprecated Out of scope; copy this function in your codebase if needed.
+ Deprecated in version 1.36.
  */
+ [[deprecated("Out of scope; copy this function in your codebase if needed")]]
  void
  bucketAnalysis(std::vector<std::vector<Real> >& deltaMatrix, // result
  std::vector<std::vector<Real> >& gammaMatrix, // result
@@ -165,14 +202,19 @@ namespace QuantLib {
  the vector is of size one.
 
  The (bucket) SimpleQuotes are tweaked one by one separately.
+
+ \deprecated Out of scope; copy this function in your codebase if needed.
+ Deprecated in version 1.36.
  */
+ [[deprecated("Out of scope; copy this function in your codebase if needed")]]
  std::pair<std::vector<std::vector<Real> >, std::vector<std::vector<Real> > >
  bucketAnalysis(const std::vector<std::vector<Handle<SimpleQuote> > >&,
  const std::vector<ext::shared_ptr<Instrument> >&,
  const std::vector<Real>& quantities,
  Real shift = 0.0001,
  SensitivityAnalysis type = Centered);
 
+ QL_DEPRECATED_ENABLE_WARNING
 }
 
 #endif
diff --git a/test-suite/creditriskplus.cpp b/test-suite/creditriskplus.cpp
@@ -25,6 +25,8 @@
 using namespace QuantLib;
 using namespace boost::unit_test_framework;
 
+QL_DEPRECATED_DISABLE_WARNING
+
 BOOST_FIXTURE_TEST_SUITE(QuantLibTests, TopLevelFixture)
 
 BOOST_AUTO_TEST_SUITE(CreditRiskPlusTests)
@@ -126,3 +128,5 @@ BOOST_AUTO_TEST_CASE(testReferenceValues) {
 BOOST_AUTO_TEST_SUITE_END()
 
 BOOST_AUTO_TEST_SUITE_END()
+
+QL_DEPRECATED_ENABLE_WARNING