http://quantlib.414.s1.nabble.com/Re-QuantLib-svn-SF-net-SVN-quantlib-16775-trunk-QuantLib-ql-experimental-amortizingbonds-amortizingfp-tp9004.html
> Revision: 16775
>
http://quantlib.svn.sourceforge.net/quantlib/?rev=16775&view=rev> Author: nando
> Date: 2009-11-23 16:18:36 +0000 (Mon, 23 Nov 2009)
>
> Log Message:
> -----------
> in anonymous namespace
> - removed unreferenced formal parameter startDate
> - renamed function to start with lower capital letter
> - commented out unused function sinkingRedemptions
>
> Modified Paths:
> --------------
> trunk/QuantLib/ql/experimental/amortizingbonds/amortizingfixedratebond.cpp
>
> Modified: trunk/QuantLib/ql/experimental/amortizingbonds/amortizingfixedratebond.cpp
> ===================================================================
> --- trunk/QuantLib/ql/experimental/amortizingbonds/amortizingfixedratebond.cpp 2009-11-23 14:10:27 UTC (rev 16774)
> +++ trunk/QuantLib/ql/experimental/amortizingbonds/amortizingfixedratebond.cpp 2009-11-23 16:18:36 UTC (rev 16775)
> @@ -104,7 +104,7 @@
> return false;
> }
>
> - Schedule SinkingSchedule(const Date& startDate,
> + Schedule sinkingSchedule(const Date& startDate,
> const Period& maturityTenor,
> const Frequency& sinkingFrequency,
> const Calendar& paymentCalendar) {
> @@ -116,8 +116,7 @@
> return retVal;
> }
>
> - std::vector<Real> SinkingNotionals(const Date& startDate,
> - const Period& maturityTenor,
> + std::vector<Real> sinkingNotionals(const Period& maturityTenor,
> const Frequency& sinkingFrequency,
> Rate couponRate,
> Real initialNotional) {
> @@ -141,24 +140,23 @@
> return notionals;
> }
>
> - std::vector<Real> SinkingRedemptions(const Date& startDate,
> - const Period& maturityTenor,
> - const Frequency& sinkingFrequency,
> - Rate couponRate,
> - Real initialNotional) {
> + //std::vector<Real> sinkingRedemptions(const Period& maturityTenor,
> + // const Frequency& sinkingFrequency,
> + // Rate couponRate,
> + // Real initialNotional) {
>
> - std::vector<Real> notionals =
> - SinkingNotionals(startDate, maturityTenor, sinkingFrequency,
> - couponRate, initialNotional);
> - Size nPeriods = notionals.size()-1;
> - std::vector<Real> redemptions(nPeriods);
> + // std::vector<Real> notionals =
> + // sinkingNotionals(maturityTenor, sinkingFrequency,
> + // couponRate, initialNotional);
> + // Size nPeriods = notionals.size()-1;
> + // std::vector<Real> redemptions(nPeriods);
>
> - for(Size i = 0; i < nPeriods; ++i) {
> - redemptions[i] =
> - (notionals[i] - notionals[i+1]) / initialNotional * 100;
> - }
> - return redemptions;
> - }
> + // for(Size i = 0; i < nPeriods; ++i) {
> + // redemptions[i] =
> + // (notionals[i] - notionals[i+1]) / initialNotional * 100;
> + // }
> + // return redemptions;
> + //}
>
> }
>
> @@ -181,9 +179,9 @@
> maturityDate_ = startDate + bondTenor;
>
> cashflows_ =
> - FixedRateLeg(SinkingSchedule(startDate, bondTenor,
> + FixedRateLeg(sinkingSchedule(startDate, bondTenor,
> sinkingFrequency, calendar))
> - .withNotionals(SinkingNotionals(startDate, bondTenor,
> + .withNotionals(sinkingNotionals(bondTenor,
> sinkingFrequency, coupon,
> initialFaceAmount))
> .withCouponRates(coupon, accrualDayCounter)
>
>
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