http://quantlib.414.s1.nabble.com/Deprecated-example-in-Bonds-cpp-tp15067p15069.html
one that takes a more general vector<shared_ptr<BondHelper>>.
vector you're passing.
>
> 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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