C++ fixes and missing implementations

ql/experimental/commodities/commoditycurve.hpp

@@ -111,6 +111,18 @@ namespace QuantLib {
  return c1.name() == c2.name();
  }
 
+ inline const CommodityType& CommodityCurve::commodityType() const {
+ return commodityType_;
+ }
+
+ inline const UnitOfMeasure& CommodityCurve::unitOfMeasure() const {
+ return unitOfMeasure_;
+ }
+
+ inline const Currency& CommodityCurve::currency() const {
+ return currency_;
+ }
+
  inline const std::string& CommodityCurve::name() const {
  return name_;
  }

ql/experimental/credit/defaultevent.hpp

@@ -107,8 +107,8 @@ namespace QuantLib {
  Currency curr,
  Seniority bondsSen,
  // Settlement information:
- const Date& settleDate = Null<Date>(),
- Real recoveryRate = 0.4);
+ const Date& settleDate,
+ Real recoveryRate);
 
  Date date() const override;
  bool isRestructuring() const { return eventType_.isRestructuring(); }

ql/experimental/finitedifferences/fdmvppstepcondition.hpp

@@ -27,6 +27,7 @@
 #include <ql/methods/finitedifferences/stepcondition.hpp>
 #include <ql/shared_ptr.hpp>
 #include <ql/functional.hpp>
+#include <ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp>
 #include <vector>
 
 namespace QuantLib {
@@ -35,16 +36,16 @@ namespace QuantLib {
  class FdmInnerValueCalculator;
 
  struct FdmVPPStepConditionParams {
- const Real heatRate;
- const Real pMin; const Real pMax;
- const Size tMinUp; const Size tMinDown;
- const Real startUpFuel; const Real startUpFixCost;
- const Real fuelCostAddon;
+ Real heatRate;
+ Real pMin; Real pMax;
+ Size tMinUp; Size tMinDown;
+ Real startUpFuel; Real startUpFixCost;
+ Real fuelCostAddon;
  };
 
  struct FdmVPPStepConditionMesher {
- const Size stateDirection;
- const ext::shared_ptr<FdmMesher> mesher;
+ Size stateDirection;
+ ext::shared_ptr<FdmMesher> mesher;
  };
 
  class FdmVPPStepCondition : public StepCondition<Array> {

ql/experimental/math/latentmodel.hpp

@@ -512,7 +512,7 @@ namespace QuantLib {
  explicit LatentModel(
  const std::vector<std::vector<Real> >& factorsWeights, 
  const typename copulaType::initTraits& ini = 
- copulaType::initTraits());
+ typename copulaType::initTraits());
  /*! Constructs a LM with an arbitrary number of latent variables 
  depending only on one random factor but contributing to each latent
  variable through different weights.
@@ -524,7 +524,7 @@ namespace QuantLib {
  */
  explicit LatentModel(const std::vector<Real>& factorsWeight,
  const typename copulaType::initTraits& ini = 
- copulaType::initTraits());
+ typename copulaType::initTraits());
  /*! Constructs a LM with an arbitrary number of latent variables 
  depending only on one random factor with the same weight for all
  latent variables.
@@ -538,7 +538,7 @@ namespace QuantLib {
  */
  explicit LatentModel(Real correlSqr,
  Size nVariables,
- const typename copulaType::initTraits& ini = copulaType::initTraits());
+ const typename copulaType::initTraits& ini = typename copulaType::initTraits());
  /*! Constructs a LM with an arbitrary number of latent variables 
  depending only on one random factor with the same weight for all
  latent variables. The weight is observed and this constructor is
@@ -554,7 +554,7 @@ namespace QuantLib {
  explicit LatentModel(const Handle<Quote>& singleFactorCorrel,
  Size nVariables,
  const typename copulaType::initTraits& ini = 
- copulaType::initTraits());
+ typename copulaType::initTraits());
 
  //! Provides values of the factors \f$ a_{i,k} \f$ 
  const std::vector<std::vector<Real> >& factorWeights() const {

ql/experimental/volatility/zabrinterpolatedsmilesection.hpp

@@ -171,6 +171,12 @@ inline Real ZabrInterpolatedSmileSection<Evaluation>::rho() const {
  return zabrInterpolation_->rho();
 }
 
+template <typename Evaluation>
+inline Real ZabrInterpolatedSmileSection<Evaluation>::gamma() const {
+ calculate();
+ return zabrInterpolation_->gamma();
+}
+
 template <typename Evaluation>
 inline Real ZabrInterpolatedSmileSection<Evaluation>::rmsError() const {
  calculate();

ql/models/equity/hestonslvfdmmodel.hpp

@@ -41,33 +41,33 @@ class SimpleQuote;
  class LocalVolTermStructure;
 
  struct HestonSLVFokkerPlanckFdmParams {
- const Size xGrid, vGrid;
- const Size tMaxStepsPerYear, tMinStepsPerYear;
- const Real tStepNumberDecay;
+ Size xGrid, vGrid;
+ Size tMaxStepsPerYear, tMinStepsPerYear;
+ Real tStepNumberDecay;
 
  // Rannacher smoothing steps at the beginning
- const Size nRannacherTimeSteps;
+ Size nRannacherTimeSteps;
 
- const Size predictionCorretionSteps;
+ Size predictionCorretionSteps;
 
  // local volatility forward equation
- const Real x0Density;
- const Real localVolEpsProb;
- const Size maxIntegrationIterations;
+ Real x0Density;
+ Real localVolEpsProb;
+ Size maxIntegrationIterations;
 
  // variance mesher definition
- const Real vLowerEps, vUpperEps, vMin;
- const Real v0Density, vLowerBoundDensity, vUpperBoundDensity;
+ Real vLowerEps, vUpperEps, vMin;
+ Real v0Density, vLowerBoundDensity, vUpperBoundDensity;
 
  // do not calculate leverage function if prob is smaller than eps
- const Real leverageFctPropEps;
+ Real leverageFctPropEps;
 
  // algorithm to get to the start configuration at time point one
- const FdmHestonGreensFct::Algorithm greensAlgorithm;
- const FdmSquareRootFwdOp::TransformationType trafoType;
+ FdmHestonGreensFct::Algorithm greensAlgorithm;
+ FdmSquareRootFwdOp::TransformationType trafoType;
 
  // define finite difference scheme
- const FdmSchemeDesc schemeDesc;
+ FdmSchemeDesc schemeDesc;
  };
 
  class HestonSLVFDMModel : public LazyObject {