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Re: Deprecated example in Bonds.cpp

Posted by Luigi Ballabio on Mar 18, 2014; 10:20am
URL: http://quantlib.414.s1.nabble.com/Deprecated-example-in-Bonds-cpp-tp15067p15069.html

Hi Dirk,
    it's not FixedRateBondHelper that is deprecated; it's just that
particular constructor of FittedBondDiscountCurve, which takes a
vector<shared_ptr<FixedRateBondHelper>> and now is superseded by the
one that takes a more general vector<shared_ptr<BondHelper>>.
You should be able to fix your code simply by changing the type of the
vector you're passing.

Luigi


On Mon, Mar 17, 2014 at 12:24 AM, Dirk Eddelbuettel <[hidden email]> wrote:

>
> 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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Learn Graph Databases - Download FREE O'Reilly Book
"Graph Databases" is the definitive new guide to graph databases and their
applications. Written by three acclaimed leaders in the field,
this first edition is now available. Download your free book today!
http://p.sf.net/sfu/13534_NeoTech
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