[Quantlib-dev] Deprecated example in Bonds.cpp

[Dirk E. <ed...@de...>]

RQuantLib has a bonds.cpp example which is pretty much a transcription of
Bonds.cpp example in QL itself.  When I build this now, I get a lot of line
noise about the deprecated FixedRateBondHelper:

bonds.cpp: In function ‘SEXPREC* FittedBondCurve(SEXP, SEXP, SEXP, SEXP, SEXP)’:
bonds.cpp:1242:88: warning: ‘QuantLib::FittedBondDiscountCurve::FittedBondDiscountCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::FixedRateBondHelper> >&, const QuantLib::DayCounter&, const QuantLib::FittedBondDiscountCurve::FittingMethod&, QuantLib::Real, QuantLib::Size, const QuantLib::Array&, QuantLib::Real)’ is deprecated (declared at /usr/include/ql/termstructures/yield/fittedbonddiscountcurve.hpp:115) [-Wdeprecated-declarations]
                                                  dc, exponentialSplines, tolerance, max));
                                                                                        ^
bonds.cpp:1251:92: warning: ‘QuantLib::FittedBondDiscountCurve::FittedBondDiscountCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::FixedRateBondHelper> >&, const QuantLib::DayCounter&, const QuantLib::FittedBondDiscountCurve::FittingMethod&, QuantLib::Real, QuantLib::Size, const QuantLib::Array&, QuantLib::Real)’ is deprecated (declared at /usr/include/ql/termstructures/yield/fittedbonddiscountcurve.hpp:115) [-Wdeprecated-declarations]
                                                            simplePolynomial, tolerance, max));
                                                                                            ^  
bonds.cpp:1259:88: warning: ‘QuantLib::FittedBondDiscountCurve::FittedBondDiscountCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::FixedRateBondHelper> >&, const QuantLib::DayCounter&, const QuantLib::FittedBondDiscountCurve::FittingMethod&, QuantLib::Real, QuantLib::Size, const QuantLib::Array&, QuantLib::Real)’ is deprecated (declared at /usr/include/ql/termstructures/yield/fittedbonddiscountcurve.hpp:115) [-Wdeprecated-declarations]
                                                            nelsonSiegel, tolerance, max));  
                                                                                        ^

I poked around a little and must admit that I didn't immediately see how to
fix that.  

Could someone wave the cluebat my way? I'd be happy to fix Bonds.cpp along
with what I need to update in RQuantLib.

Thanks!

Dirk

-- 
Dirk Eddelbuettel | ed...@de... | http://dirk.eddelbuettel.com