Re: [Quantlib-dev] Deprecated example in Bonds.cpp

[Luigi B. <lui...@gm...>]

Hi Dirk,
    it's not FixedRateBondHelper that is deprecated; it's just that
particular constructor of FittedBondDiscountCurve, which takes a
vector<shared_ptr<FixedRateBondHelper>> and now is superseded by the
one that takes a more general vector<shared_ptr<BondHelper>>.
You should be able to fix your code simply by changing the type of the
vector you're passing.

Luigi


On Mon, Mar 17, 2014 at 12:24 AM, Dirk Eddelbuettel <ed...@de...> wrote:
>
> 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
>
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