Posted by
Dirk Eddelbuettel on
Mar 16, 2014; 11:24pm
URL: http://quantlib.414.s1.nabble.com/Deprecated-example-in-Bonds-cpp-tp15067.html
RQuantLib has a bonds.cpp example which is pretty much a transcription of
Bonds.cpp example in QL itself. When I build this now, I get a lot of line
noise about the deprecated FixedRateBondHelper:
bonds.cpp: In function ‘SEXPREC* FittedBondCurve(SEXP, SEXP, SEXP, SEXP, SEXP)’:
bonds.cpp:1242:88: warning: ‘QuantLib::FittedBondDiscountCurve::FittedBondDiscountCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::FixedRateBondHelper> >&, const QuantLib::DayCounter&, const QuantLib::FittedBondDiscountCurve::FittingMethod&, QuantLib::Real, QuantLib::Size, const QuantLib::Array&, QuantLib::Real)’ is deprecated (declared at /usr/include/ql/termstructures/yield/fittedbonddiscountcurve.hpp:115) [-Wdeprecated-declarations]
dc, exponentialSplines, tolerance, max));
^
bonds.cpp:1251:92: warning: ‘QuantLib::FittedBondDiscountCurve::FittedBondDiscountCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::FixedRateBondHelper> >&, const QuantLib::DayCounter&, const QuantLib::FittedBondDiscountCurve::FittingMethod&, QuantLib::Real, QuantLib::Size, const QuantLib::Array&, QuantLib::Real)’ is deprecated (declared at /usr/include/ql/termstructures/yield/fittedbonddiscountcurve.hpp:115) [-Wdeprecated-declarations]
simplePolynomial, tolerance, max));
^
bonds.cpp:1259:88: warning: ‘QuantLib::FittedBondDiscountCurve::FittedBondDiscountCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::FixedRateBondHelper> >&, const QuantLib::DayCounter&, const QuantLib::FittedBondDiscountCurve::FittingMethod&, QuantLib::Real, QuantLib::Size, const QuantLib::Array&, QuantLib::Real)’ is deprecated (declared at /usr/include/ql/termstructures/yield/fittedbonddiscountcurve.hpp:115) [-Wdeprecated-declarations]
nelsonSiegel, tolerance, max));
^
I poked around a little and must admit that I didn't immediately see how to
fix that.
Could someone wave the cluebat my way? I'd be happy to fix Bonds.cpp along
with what I need to update in RQuantLib.
Thanks!
Dirk
--
Dirk Eddelbuettel |
[hidden email] |
http://dirk.eddelbuettel.com------------------------------------------------------------------------------
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