QuantLib: Deprecated Features

A free/open-source library for quantitative finance Reference manual - version 1.20

Deprecated Features

Member CPICouponPricer::CPICouponPricer ()
  Use one of the other constructors. Deprecated in version 1.19.
Member YoYInflationCouponPricer::YoYInflationCouponPricer ()
  Use one of the other constructors. Deprecated in version 1.19.
Member BlackYoYInflationCouponPricer::BlackYoYInflationCouponPricer ()
  Use one of the other constructors. Deprecated in version 1.19.
Member UnitDisplacedBlackYoYInflationCouponPricer::UnitDisplacedBlackYoYInflationCouponPricer ()
  Use one of the other constructors. Deprecated in version 1.19.
Member BachelierYoYInflationCouponPricer::BachelierYoYInflationCouponPricer ()
  Use one of the other constructors. Deprecated in version 1.19.
Member BMAIndex::BMAIndex (const Handle< YieldTermStructure > &h, const Calendar &fixingCalendar)
  Use the other constructor instead. Deprecated in version 1.19.
Member Callability::Price
  Use Bond::Price instead. Deprecated in version 1.17.
Member AmericanCondition::AmericanCondition (Option::Type type, Real strike)
  Use the other constructor. Deprecated in version 1.19.
Member QuantLib::StandardCurveDependentStepCondition
  Inherit from StandardStepCondition directly. Deprecated in version 1.19.
Member QuantLib::FdmOrnsteinUhlenbackOp
  Renamed to FdmOrnsteinUhlenbeckOp. Deprecated in version 1.17.
Member ShoutCondition::ShoutCondition (Option::Type type, Real strike, Time resTime, Rate rate)
  Use the other constructor. Deprecated in version 1.19.
Class CurveDependentStepCondition< array_type >
  Inherit from StepCondition directly instead. Deprecated in version 1.19.
Member QuantLib::CalibrationHelperBase
  Renamed to CalibrationHelper. Deprecated in version 1.18.
Member BlackCalibrationHelper::BlackCalibrationHelper (const Handle< Quote > &volatility, const Handle< YieldTermStructure > &termStructure, CalibrationErrorType calibrationErrorType=RelativePriceError, const VolatilityType type=ShiftedLognormal, const Real shift=0.0)
  Use the other constructor. It you're inheriting from BlackCalibrationHelper, move `termStructure_` to your derived class. Deprecated in version 1.19.
Member CalibratedModel::calibrate (const std::vector< ext::shared_ptr< BlackCalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >(), const std::vector< bool > &fixParameters=std::vector< bool >())
  Use the other overload. Deprecated in version 1.18.
Member CalibratedModel::value (const Array &params, const std::vector< ext::shared_ptr< BlackCalibrationHelper > > &)
  Use the other overload. Deprecated in version 1.18.
Class FDAmericanEngine< Scheme >
  Use FdBlackScholesVanillaEngine instead. Deprecated in version 1.17.
Class FDBermudanEngine< Scheme >
  Use FdBlackScholesVanillaEngine instead. Deprecated in version 1.17.
Class FDDividendAmericanEngine< Scheme >
  Use FdBlackScholesVanillaEngine instead. Deprecated in version 1.17.
Class FDDividendAmericanEngineMerton73< Scheme >
  Use FdBlackScholesVanillaEngine instead. Deprecated in version 1.17.
Class FDDividendAmericanEngineShiftScale< Scheme >
  Use FdBlackScholesVanillaEngine instead. Deprecated in version 1.17.
Class FDDividendEuropeanEngine< Scheme >
  Use FdBlackScholesVanillaEngine instead. Deprecated in version 1.17.
Class FDDividendEuropeanEngineMerton73< Scheme >
  Use FdBlackScholesVanillaEngine instead. Deprecated in version 1.17.
Class FDDividendEuropeanEngineShiftScale< Scheme >
  Use FdBlackScholesVanillaEngine instead. Deprecated in version 1.17.
Class FDEuropeanEngine< Scheme >
  Use FdBlackScholesVanillaEngine instead. Deprecated in version 1.17.
Member PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >::PiecewiseDefaultCurve (const Date &referenceDate, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const std::vector< Handle< Quote > > &jumps, const std::vector< Date > &jumpDates, Real accuracy, const Interpolator &i=Interpolator(), const bootstrap_type &bootstrap=bootstrap_type())
  Pass the accuracy inside the bootstrap object (or don't pass it at all). Deprecated in version 1.18.
Member PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >::PiecewiseDefaultCurve (const Date &referenceDate, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, Real accuracy, const Interpolator &i=Interpolator(), const bootstrap_type &bootstrap=bootstrap_type())
  Pass the accuracy inside the bootstrap object (or don't pass it at all). Deprecated in version 1.18.
Member PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >::PiecewiseDefaultCurve (Natural settlementDays, const Calendar &calendar, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const std::vector< Handle< Quote > > &jumps, const std::vector< Date > &jumpDates, Real accuracy, const Interpolator &i=Interpolator(), const bootstrap_type &bootstrap=bootstrap_type())
  Pass the accuracy inside the bootstrap object (or don't pass it at all). Deprecated in version 1.18.
Member PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >::PiecewiseDefaultCurve (Natural settlementDays, const Calendar &calendar, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, Real accuracy, const Interpolator &i=Interpolator(), const bootstrap_type &bootstrap=bootstrap_type())
  Pass the accuracy inside the bootstrap object (or don't pass it at all). Deprecated in version 1.18.
Member PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >::PiecewiseDefaultCurve (const Date &referenceDate, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, Real accuracy, const ext::shared_ptr< OneFactorAffineModel > &model, const Interpolator &i=Interpolator(), const bootstrap_type &bootstrap=bootstrap_type())
  Pass the accuracy inside the bootstrap object (or don't pass it at all). Deprecated in version 1.18.
Member InterpolatedYoYInflationCurve< Interpolator >::InterpolatedYoYInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const std::vector< Date > &dates, const std::vector< Rate > &rates, const Interpolator &interpolator=Interpolator())
  Use the constructor not taking a yield term structure. Deprecated in version 1.19.
Member InterpolatedYoYInflationCurve< Interpolator >::InterpolatedYoYInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const Interpolator &interpolator=Interpolator())
  Use the constructor not taking a yield term structure. Deprecated in version 1.19.
Member InterpolatedZeroInflationCurve< Interpolator >::InterpolatedZeroInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const std::vector< Date > &dates, const std::vector< Rate > &rates, const Interpolator &interpolator=Interpolator())
  Use the constructor not taking a yield term structure. Deprecated in version 1.19.
Member InterpolatedZeroInflationCurve< Interpolator >::InterpolatedZeroInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, Rate baseZeroRate, const Handle< YieldTermStructure > &yTS, const Interpolator &interpolator=Interpolator())
  Use the constructor not taking a yield term structure. Deprecated in version 1.19.
Member PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >::PiecewiseYoYInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, Rate baseYoYRate, const Handle< YieldTermStructure > &nominalTS, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, Real accuracy=1.0e-12, const Interpolator &i=Interpolator())
  Use the constructor not taking a yield term structure. Deprecated in version 1.19.
Member PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >::PiecewiseZeroInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, Rate baseZeroRate, const Handle< YieldTermStructure > &nominalTS, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, Real accuracy=1.0e-12, const Interpolator &i=Interpolator())
  Use the constructor not taking a yield term structure. Deprecated in version 1.19.
Member InflationTermStructure::InflationTermStructure (Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter(), const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >())
  Use one of the constructors not taking a yield term structure. Deprecated in version 1.19.
Member InflationTermStructure::InflationTermStructure (const Date &referenceDate, Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const Calendar &calendar=Calendar(), const DayCounter &dayCounter=DayCounter(), const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >())
  Use one of the constructors not taking a yield term structure. Deprecated in version 1.19.
Member InflationTermStructure::InflationTermStructure (Natural settlementDays, const Calendar &calendar, Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter(), const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >())
  Use one of the constructors not taking a yield term structure. Deprecated in version 1.19.
Member ZeroInflationTermStructure::ZeroInflationTermStructure (const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >())
  Use one of the constructors not taking a yield term structure. Deprecated in version 1.19.
Member ZeroInflationTermStructure::ZeroInflationTermStructure (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >())
  Use one of the constructors not taking a yield term structure. Deprecated in version 1.19.
Member ZeroInflationTermStructure::ZeroInflationTermStructure (Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >())
  Use one of the constructors not taking a yield term structure. Deprecated in version 1.19.
Member YoYInflationTermStructure::YoYInflationTermStructure (const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yieldTS, const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >())
  Use one of the constructors not taking a yield term structure. Deprecated in version 1.19.
Member YoYInflationTermStructure::YoYInflationTermStructure (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yieldTS, const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >())
  Use one of the constructors not taking a yield term structure. Deprecated in version 1.19.
Member YoYInflationTermStructure::YoYInflationTermStructure (Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yieldTS, const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >())
  Use one of the constructors not taking a yield term structure. Deprecated in version 1.19.
Member BondHelper::BondHelper (const Handle< Quote > &price, const ext::shared_ptr< Bond > &bond, bool useCleanPrice)
  Use the other overload instead. Deprecated in version 1.18.
Member BondHelper::useCleanPrice () const
  Use the priceType() method instead. Deprecated in version 1.18.
Member FixedRateBondHelper::FixedRateBondHelper (const Handle< Quote > &price, Natural settlementDays, Real faceAmount, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &dayCounter, BusinessDayConvention paymentConv, Real redemption, const Date &issueDate, const Calendar &paymentCalendar, const Period &exCouponPeriod, const Calendar &exCouponCalendar, BusinessDayConvention exCouponConvention, bool exCouponEndOfMonth, bool useCleanPrice)
  Use the other overload instead. Deprecated in version 1.18.
Member CPIBondHelper::CPIBondHelper (const Handle< Quote > &price, Natural settlementDays, Real faceAmount, bool growthOnly, Real baseCPI, const Period &observationLag, const ext::shared_ptr< ZeroInflationIndex > &cpiIndex, CPI::InterpolationType observationInterpolation, const Schedule &schedule, const std::vector< Rate > &fixedRate, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention, const Date &issueDate, const Calendar &paymentCalendar, const Period &exCouponPeriod, const Calendar &exCouponCalendar, BusinessDayConvention exCouponConvention, bool exCouponEndOfMonth, bool useCleanPrice)
  Use the other overload instead. Deprecated in version 1.18.
Member InterpolatedDiscountCurve< Interpolator >::InterpolatedDiscountCurve (const DayCounter &, const std::vector< Handle< Quote > > &jumps, const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator())
  Passing jumps without a reference date never worked correctly. Use one of the other constructors instead. Deprecated in version 1.19.
Member InterpolatedForwardCurve< Interpolator >::InterpolatedForwardCurve (const DayCounter &, const std::vector< Handle< Quote > > &jumps, const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator())
  Passing jumps without a reference date never worked correctly. Use one of the other constructors instead. Deprecated in version 1.19.
Member ForwardRateStructure::ForwardRateStructure (const DayCounter &dayCounter, const std::vector< Handle< Quote > > &jumps, const std::vector< Date > &jumpDates=std::vector< Date >())
  Passing jumps without a reference date never worked correctly. Use one of the other constructors instead. Deprecated in version 1.19.
Member InterpolatedSimpleZeroCurve< Interpolator >::InterpolatedSimpleZeroCurve (const DayCounter &, const std::vector< Handle< Quote > > &jumps, const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator())
  Passing jumps without a reference date never worked correctly. Use one of the other constructors instead. Deprecated in version 1.19.
Member PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >::PiecewiseYieldCurve (const Date &referenceDate, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const std::vector< Handle< Quote > > &jumps, const std::vector< Date > &jumpDates, Real accuracy, const Interpolator &i=Interpolator(), const bootstrap_type &bootstrap=bootstrap_type())
  Pass the accuracy inside the bootstrap object (or don't pass it at all). Deprecated in version 1.18.
Member PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >::PiecewiseYieldCurve (const Date &referenceDate, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, Real accuracy, const Interpolator &i=Interpolator(), const bootstrap_type &bootstrap=bootstrap_type())
  Pass the accuracy inside the bootstrap object (or don't pass it at all). Deprecated in version 1.18.
Member PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >::PiecewiseYieldCurve (Natural settlementDays, const Calendar &calendar, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const std::vector< Handle< Quote > > &jumps, const std::vector< Date > &jumpDates, Real accuracy, const Interpolator &i=Interpolator(), const bootstrap_type &bootstrap=bootstrap_type())
  Pass the accuracy inside the bootstrap object (or don't pass it at all). Deprecated in version 1.18.
Member PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >::PiecewiseYieldCurve (Natural settlementDays, const Calendar &calendar, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, Real accuracy, const Interpolator &i=Interpolator(), const bootstrap_type &bootstrap=bootstrap_type())
  Pass the accuracy inside the bootstrap object (or don't pass it at all). Deprecated in version 1.18.
Member InterpolatedZeroCurve< Interpolator >::InterpolatedZeroCurve (const DayCounter &, const std::vector< Handle< Quote > > &jumps, const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator())
  Passing jumps without a reference date never worked correctly. Use one of the other constructors instead. Deprecated in version 1.19.
Member ZeroYieldStructure::ZeroYieldStructure (const DayCounter &dc, const std::vector< Handle< Quote > > &jumps, const std::vector< Date > &jumpDates=std::vector< Date >())
  Passing jumps without a reference date never worked correctly. Use one of the other constructors instead. Deprecated in version 1.19.
Member YieldTermStructure::YieldTermStructure (const DayCounter &dc, const std::vector< Handle< Quote > > &jumps, const std::vector< Date > &jumpDates=std::vector< Date >())
  Passing jumps without a reference date never worked correctly. Use one of the other constructors instead. Deprecated in version 1.19.
Member Calendar::holidayList (const Calendar &calendar, const Date &from, const Date &to, bool includeWeekEnds=false)
  Use the non-static overload. Deprecated in version 1.18.