[Quantlib-dev] unreferenced formal parameter in credit code

[Ferdinando A. <na...@am...>]

Hi all

as you probably guessed I'm doing some lint activity for 1.0 release,
so expect some more "unreferenced formal parameters" message from me.

Feel free to trash all of them ;-) but if you are the author or you
have some familiarity with the code referenced please consider helping

warning C4100: 'i' : unreferenced formal
parameter	c:\Projects\QuantLib\trunk\QuantLib\ql\experimental\credit\onefactorcopula.hpp	264
warning C4100: 'stepSize' : unreferenced formal
parameter	c:\Projects\QuantLib\trunk\QuantLib\ql\experimental\credit\syntheticcdoengines.hpp	84
warning C4100: 'floatDayCount' : unreferenced formal
parameter	c:\Projects\QuantLib\trunk\QuantLib\ql\experimental\credit\riskyassetswap.cpp	192
warning C4100: 'floatConvention' : unreferenced formal
parameter	c:\Projects\QuantLib\trunk\QuantLib\ql\experimental\credit\riskyassetswap.cpp	191
warning C4100: 'date' : unreferenced formal
parameter	c:\Projects\QuantLib\trunk\QuantLib\ql\experimental\credit\riskybond.cpp	76
warning C4100: 'd' : unreferenced formal
parameter	c:\Projects\QuantLib\trunk\QuantLib\ql\experimental\credit\syntheticcdoengines.hpp	164
warning C4100: 'buckets' : unreferenced formal
parameter	c:\Projects\QuantLib\trunk\QuantLib\ql\experimental\credit\distribution.cpp	280

For unreferenced formal parameter there are 3 possible alternatives:

1) keep the parameter, just remove its name. This might be the case if
you're inheriting the signature, but the parameter doesn't make sense
in your implementation
2) use the parameter. Not using it was a genuine bug
3) remove the parameter as it is not needed

ciao -- Nando

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