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Removed features deprecated in version 1.30
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‎QuantLib.vcxproj

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@@ -811,7 +811,6 @@
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<ClInclude Include="ql\experimental\volatility\sviinterpolatedsmilesection.hpp" />
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<ClInclude Include="ql\experimental\volatility\sviinterpolation.hpp" />
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<ClInclude Include="ql\experimental\volatility\svismilesection.hpp" />
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<ClInclude Include="ql\experimental\volatility\swaptionvolcube1a.hpp" />
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<ClInclude Include="ql\experimental\volatility\volcube.hpp" />
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<ClInclude Include="ql\experimental\volatility\zabr.hpp" />
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<ClInclude Include="ql\experimental\volatility\zabrinterpolatedsmilesection.hpp" />
@@ -1744,8 +1743,6 @@
17441743
<ClInclude Include="ql\termstructures\volatility\swaption\spreadedswaptionvol.hpp" />
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<ClInclude Include="ql\termstructures\volatility\swaption\swaptionconstantvol.hpp" />
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<ClInclude Include="ql\termstructures\volatility\swaption\swaptionvolcube.hpp" />
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<ClInclude Include="ql\termstructures\volatility\swaption\swaptionvolcube1.hpp" />
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<ClInclude Include="ql\termstructures\volatility\swaption\swaptionvolcube2.hpp" />
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<ClInclude Include="ql\termstructures\volatility\swaption\swaptionvoldiscrete.hpp" />
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<ClInclude Include="ql\termstructures\volatility\swaption\swaptionvolmatrix.hpp" />
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<ClInclude Include="ql\termstructures\volatility\swaption\swaptionvolstructure.hpp" />
@@ -2178,8 +2175,6 @@
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<ClCompile Include="ql\instruments\cpicapfloor.cpp" />
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<ClCompile Include="ql\instruments\cpiswap.cpp" />
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<ClCompile Include="ql\instruments\creditdefaultswap.cpp" />
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<ClCompile Include="ql\instruments\dividendbarrieroption.cpp" />
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<ClCompile Include="ql\instruments\dividendvanillaoption.cpp" />
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<ClCompile Include="ql\instruments\doublebarrieroption.cpp" />
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<ClCompile Include="ql\instruments\doublebarriertype.cpp" />
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<ClCompile Include="ql\instruments\equitytotalreturnswap.cpp" />

‎QuantLib.vcxproj.filters

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@@ -2097,12 +2097,6 @@
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<ClInclude Include="ql\termstructures\volatility\swaption\swaptionvolcube.hpp">
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<Filter>termstructures\volatility\swaption</Filter>
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</ClInclude>
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<ClInclude Include="ql\termstructures\volatility\swaption\swaptionvolcube1.hpp">
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<Filter>termstructures\volatility\swaption</Filter>
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</ClInclude>
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<ClInclude Include="ql\termstructures\volatility\swaption\swaptionvolcube2.hpp">
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<Filter>termstructures\volatility\swaption</Filter>
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</ClInclude>
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<ClInclude Include="ql\termstructures\volatility\swaption\swaptionvoldiscrete.hpp">
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<Filter>termstructures\volatility\swaption</Filter>
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</ClInclude>
@@ -3054,9 +3048,6 @@
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<ClInclude Include="ql\experimental\volatility\svismilesection.hpp">
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<Filter>experimental\volatility</Filter>
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</ClInclude>
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<ClInclude Include="ql\experimental\volatility\swaptionvolcube1a.hpp">
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<Filter>experimental\volatility</Filter>
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</ClInclude>
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<ClInclude Include="ql\experimental\volatility\volcube.hpp">
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<Filter>experimental\volatility</Filter>
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</ClInclude>
@@ -4703,9 +4694,6 @@
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<ClCompile Include="ql\instruments\creditdefaultswap.cpp">
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<Filter>instruments</Filter>
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</ClCompile>
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<ClCompile Include="ql\instruments\dividendvanillaoption.cpp">
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<Filter>instruments</Filter>
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</ClCompile>
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<ClCompile Include="ql\instruments\europeanoption.cpp">
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<Filter>instruments</Filter>
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</ClCompile>
@@ -6772,9 +6760,6 @@
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<ClCompile Include="ql\methods\finitedifferences\meshers\concentrating1dmesher.cpp">
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<Filter>methods\finitedifferences\meshers</Filter>
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</ClCompile>
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<ClCompile Include="ql\instruments\dividendbarrieroption.cpp">
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<Filter>instruments</Filter>
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</ClCompile>
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<ClCompile Include="ql\methods\finitedifferences\meshers\exponentialjump1dmesher.cpp">
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<Filter>methods\finitedifferences\meshers</Filter>
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</ClCompile>

‎cmake/GenerateHeaders.cmake

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Original file line numberDiff line numberDiff line change
@@ -37,9 +37,6 @@ function(generate_dir_headers source_dir binary_dir)
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set(children_all "")
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file(GLOB children_hpp RELATIVE ${source_dir} "${source_dir}/*.hpp")
3939
list(FILTER children_hpp EXCLUDE REGEX "all.hpp")
40-
list(FILTER children_hpp EXCLUDE REGEX "swaptionvolcube1.hpp")
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list(FILTER children_hpp EXCLUDE REGEX "swaptionvolcube2.hpp")
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list(FILTER children_hpp EXCLUDE REGEX "swaptionvolcube1a.hpp")
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# These headers were moved to another location.
4542
# Therefore, we can ignore them as they only contain a warning and the new includes.
@@ -66,6 +63,7 @@ function(generate_dir_headers source_dir binary_dir)
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list(FILTER children_hpp EXCLUDE REGEX "fddividendengine.hpp")
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list(FILTER children_hpp EXCLUDE REGEX "fdstepconditionengine.hpp")
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list(FILTER children_hpp EXCLUDE REGEX "duffsdeviceinnerproduct.hpp")
66+
list(FILTER children_hpp EXCLUDE REGEX "dividendvanillaoption.hpp")
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file(GLOB children_dir RELATIVE ${source_dir} "${source_dir}/*")
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list(FILTER children_dir EXCLUDE REGEX "CMakeFiles")

‎ql/CMakeLists.txt

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@@ -280,8 +280,6 @@ set(QL_SOURCES
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instruments/cpicapfloor.cpp
281281
instruments/cpiswap.cpp
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instruments/creditdefaultswap.cpp
283-
instruments/dividendbarrieroption.cpp
284-
instruments/dividendvanillaoption.cpp
285283
instruments/doublebarrieroption.cpp
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instruments/doublebarriertype.cpp
287285
instruments/equitytotalreturnswap.cpp
@@ -1233,7 +1231,6 @@ set(QL_HEADERS
12331231
experimental/volatility/sviinterpolatedsmilesection.hpp
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experimental/volatility/sviinterpolation.hpp
12351233
experimental/volatility/svismilesection.hpp
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experimental/volatility/swaptionvolcube1a.hpp
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experimental/volatility/volcube.hpp
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experimental/volatility/zabr.hpp
12391236
experimental/volatility/zabrinterpolatedsmilesection.hpp
@@ -2109,8 +2106,6 @@ set(QL_HEADERS
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termstructures/volatility/swaption/spreadedswaptionvol.hpp
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termstructures/volatility/swaption/swaptionconstantvol.hpp
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termstructures/volatility/swaption/swaptionvolcube.hpp
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termstructures/volatility/swaption/swaptionvolcube1.hpp
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termstructures/volatility/swaption/swaptionvolcube2.hpp
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termstructures/volatility/swaption/swaptionvoldiscrete.hpp
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termstructures/volatility/swaption/swaptionvolmatrix.hpp
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termstructures/volatility/swaption/swaptionvolstructure.hpp

‎ql/cashflows/capflooredinflationcoupon.cpp

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@@ -70,9 +70,7 @@ namespace QuantLib {
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underlying->referencePeriodStart(),
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underlying->referencePeriodEnd()),
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underlying_(underlying), isFloored_(false), isCapped_(false) {
73-
QL_DEPRECATED_DISABLE_WARNING
7473
CappedFlooredYoYInflationCoupon::setCommon(cap, floor);
75-
QL_DEPRECATED_ENABLE_WARNING
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registerWith(underlying);
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}
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‎ql/cashflows/capflooredinflationcoupon.hpp

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@@ -90,9 +90,7 @@ namespace QuantLib {
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fixingDays, index, observationLag, dayCounter,
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gearing, spread, refPeriodStart, refPeriodEnd),
9292
isFloored_(false), isCapped_(false) {
93-
QL_DEPRECATED_DISABLE_WARNING
9493
setCommon(cap, floor);
95-
QL_DEPRECATED_ENABLE_WARNING
9694
}
9795

9896
//! \name augmented Coupon interface
@@ -128,21 +126,13 @@ namespace QuantLib {
128126
void setPricer(const ext::shared_ptr<YoYInflationCouponPricer>&);
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130128
protected:
131-
// to be made private and non-virtual after deprecation, not removed
132-
/*! \deprecated Do not use this method and rely on its being
133-
called by the constructor of the base class.
134-
If you have overridden it, move the code to the
135-
constructor of your derived class.
136-
Deprecated in version 1.30.
137-
*/
138-
QL_DEPRECATED
139-
virtual void setCommon(Rate cap, Rate floor);
140-
141129
// data, we only use underlying_ if it was constructed that way,
142130
// generally we use the shared_ptr conversion to boolean to test
143131
ext::shared_ptr<YoYInflationCoupon> underlying_;
144132
bool isFloored_, isCapped_;
145133
Rate cap_, floor_;
134+
private:
135+
virtual void setCommon(Rate cap, Rate floor);
146136
};
147137

148138
}

‎ql/experimental/finitedifferences/fdornsteinuhlenbeckvanillaengine.cpp

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Original file line numberDiff line numberDiff line change
@@ -65,8 +65,7 @@ namespace QuantLib {
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Size dampingSteps,
6666
Real epsilon,
6767
const FdmSchemeDesc& schemeDesc)
68-
: process_(std::move(process)), rTS_(rTS), explicitDividends_(false),
69-
tGrid_(tGrid), xGrid_(xGrid),
68+
: process_(std::move(process)), rTS_(rTS), tGrid_(tGrid), xGrid_(xGrid),
7069
dampingSteps_(dampingSteps), epsilon_(epsilon), schemeDesc_(schemeDesc) {
7170
registerWith(process_);
7271
registerWith(rTS);
@@ -82,20 +81,14 @@ namespace QuantLib {
8281
Real epsilon,
8382
const FdmSchemeDesc& schemeDesc)
8483
: process_(std::move(process)), rTS_(rTS),
85-
dividends_(std::move(dividends)), explicitDividends_(true),
86-
tGrid_(tGrid), xGrid_(xGrid),
84+
dividends_(std::move(dividends)), tGrid_(tGrid), xGrid_(xGrid),
8785
dampingSteps_(dampingSteps), epsilon_(epsilon), schemeDesc_(schemeDesc) {
8886
registerWith(process_);
8987
registerWith(rTS);
9088
}
9189

9290
void FdOrnsteinUhlenbeckVanillaEngine::calculate() const {
9391

94-
// dividends will eventually be moved out of arguments, but for now we need the switch
95-
QL_DEPRECATED_DISABLE_WARNING
96-
const DividendSchedule& passedDividends = explicitDividends_ ? dividends_ : arguments_.cashFlow;
97-
QL_DEPRECATED_ENABLE_WARNING
98-
9992
// 1. Mesher
10093
const ext::shared_ptr<StrikedTypePayoff> payoff =
10194
ext::dynamic_pointer_cast<StrikedTypePayoff>(arguments_.payoff);
@@ -120,7 +113,7 @@ namespace QuantLib {
120113
// 3. Step conditions
121114
const ext::shared_ptr<FdmStepConditionComposite> conditions =
122115
FdmStepConditionComposite::vanillaComposite(
123-
passedDividends, arguments_.exercise,
116+
dividends_, arguments_.exercise,
124117
mesher, calculator,
125118
referenceDate, dc);
126119

‎ql/experimental/finitedifferences/fdornsteinuhlenbeckvanillaengine.hpp

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@@ -25,18 +25,15 @@
2525
#define quantlib_fd_ornstein_uhlenbeck_vanilla_engine_hpp
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2727
#include <ql/pricingengine.hpp>
28-
#include <ql/instruments/dividendvanillaoption.hpp>
28+
#include <ql/instruments/vanillaoption.hpp>
2929
#include <ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp>
3030

3131
namespace QuantLib {
3232

3333
class YieldTermStructure;
3434
class OrnsteinUhlenbeckProcess;
3535

36-
QL_DEPRECATED_DISABLE_WARNING
37-
38-
class FdOrnsteinUhlenbeckVanillaEngine : public DividendVanillaOption::engine {
39-
QL_DEPRECATED_ENABLE_WARNING
36+
class FdOrnsteinUhlenbeckVanillaEngine : public VanillaOption::engine {
4037
public:
4138
FdOrnsteinUhlenbeckVanillaEngine(
4239
ext::shared_ptr<OrnsteinUhlenbeckProcess>,
@@ -63,7 +60,6 @@ namespace QuantLib {
6360
const ext::shared_ptr<OrnsteinUhlenbeckProcess> process_;
6461
const ext::shared_ptr<YieldTermStructure> rTS_;
6562
DividendSchedule dividends_;
66-
bool explicitDividends_;
6763
const Size tGrid_, xGrid_, dampingSteps_;
6864
const Real epsilon_;
6965
const FdmSchemeDesc schemeDesc_;

‎ql/experimental/volatility/Makefile.am

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@@ -21,7 +21,6 @@ this_include_HEADERS = \
2121
sviinterpolatedsmilesection.hpp \
2222
sviinterpolation.hpp \
2323
svismilesection.hpp \
24-
swaptionvolcube1a.hpp \
2524
volcube.hpp \
2625
zabr.hpp \
2726
zabrinterpolatedsmilesection.hpp \
@@ -72,7 +71,7 @@ all.hpp: Makefile.am
7271
echo "/* This file is automatically generated; do not edit. */" > ${srcdir}/$@
7372
echo "/* Add the files to be included into Makefile.am instead. */" >> ${srcdir}/$@
7473
echo >> ${srcdir}/$@
75-
for i in $(filter-out all.hpp swaptionvolcube1a.hpp, $(this_include_HEADERS)); do \
74+
for i in $(filter-out all.hpp, $(this_include_HEADERS)); do \
7675
echo "#include <${subdir}/$$i>" >> ${srcdir}/$@; \
7776
done
7877
echo >> ${srcdir}/$@

‎ql/experimental/volatility/noarbsabrswaptionvolatilitycube.hpp

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@@ -39,12 +39,6 @@ namespace QuantLib {
3939
//! no-arbitrage SABR volatility cube for swaptions
4040
typedef XabrSwaptionVolatilityCube<SwaptionVolCubeNoArbSabrModel> NoArbSabrSwaptionVolatilityCube;
4141

42-
/*! \deprecated Renamed to NoArbSabrSwaptionVolatilityCube.
43-
Deprecated in version 1.30.
44-
*/
45-
[[deprecated("renamed to NoArbSabrSwaptionVolatilityCube")]]
46-
typedef XabrSwaptionVolatilityCube<SwaptionVolCubeNoArbSabrModel> SwaptionVolCube1a;
47-
4842
}
4943

5044
#endif

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