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

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

thank you Roland.
I've muted those two parameters you wanted/had to keep.

ciao -- Nando

On Wed, Dec 2, 2009 at 5:21 PM, Roland Lichters
<rol...@go...> wrote:
>> 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
>