Re: [Quantlib-dev] unreferenced formal parameter in credit code

[Roland L. <rol...@go...>]

>
> warning C4100: 'i' : unreferenced formal
> parameter
> c:\Projects\QuantLib\trunk\QuantLib\ql\experimental\credit\onefactorcopula.hpp
>  264
>
I'd like to keep the parameter to allow varying grid size for the copula
integration in the future.


> warning C4100: 'stepSize' : unreferenced formal
> parameter
> c:\Projects\QuantLib\trunk\QuantLib\ql\experimental\credit\syntheticcdoengines.hpp
>      84
>
Removed the parameter.


> 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
>
Fixed two bugs here, now using the parameters, thanks!


> warning C4100: 'date' : unreferenced formal
> parameter
> c:\Projects\QuantLib\trunk\QuantLib\ql\experimental\credit\riskybond.cpp
>    76
>
Removed the parameter.


> warning C4100: 'd' : unreferenced formal
> parameter
> c:\Projects\QuantLib\trunk\QuantLib\ql\experimental\credit\syntheticcdoengines.hpp
>      164
>
Kept the parameter (due to inheritance)


> warning C4100: 'buckets' : unreferenced formal
> parameter
> c:\Projects\QuantLib\trunk\QuantLib\ql\experimental\credit\distribution.cpp
>     280
>
Removed the parameter.

I have committed the changes to the trunk.

Regards,
Roland