Re: [Quantlib-users] Deprecated functions in Quantlib

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

Hello Ashish,
    I'm puzzled.  Here's what happens on my machine when I create a clean
environment with QuantLib 1.22 and try to access FDAmericanEngine:

[/tmp] $ python -m venv test-venv
[/tmp] $ . test-venv/bin/activate
(test-venv) [/tmp] $ pip install QuantLib==1.22
Collecting QuantLib==1.22
  Using cached QuantLib-1.22-cp37-cp37m-macosx_10_9_x86_64.whl (14.5 MB)
Installing collected packages: QuantLib
Successfully installed QuantLib-1.22
WARNING: You are using pip version 20.1.1; however, version 21.3 is
available.
You should consider upgrading via the '/private/tmp/test-venv/bin/python -m
pip install --upgrade pip' command.
(test-venv) [/tmp] $ python
Python 3.7.9 (v3.7.9:13c94747c7, Aug 15 2020, 01:31:08)
[Clang 6.0 (clang-600.0.57)] on darwin
Type "help", "copyright", "credits" or "license" for more information.
>>> import QuantLib as ql
>>> ql.FDAmericanEngine
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
AttributeError: module 'QuantLib' has no attribute 'FDAmericanEngine'
>>>

Are you sure you're using version 1.22 and not an older one?  You can check
with print(ql.__version__)

Luigi



On Tue, Oct 19, 2021 at 10:34 PM Ashish Bansal <ash...@gm...>
wrote:

> Thanks Luigi for the answer.
>
> If it was removed in 1.22, then how come it still works and provide us an
> output? Would the output be wrong?
>
> If we migrate from FDAm..engine to FDBla..engine, would the output remain
> same since both use same inputs? Sorry for my ignorance about it. Am new to
> QL.
>
> Regards
> Ashish
>
>
> On Tue, Oct 19, 2021, 4:46 PM Luigi Ballabio <lui...@gm...>
> wrote:
>
>> Hello,
>>     deprecated functions stay in the library for four or five more
>> releases and then they are removed.  The FDAmericanEngine class was
>> deprecated in version 1.17 and finally removed in version 1.22, so yes, if
>> you upgrade you'll need to use FdBlackScholesVanillaEngine instead.
>>
>> Luigi
>>
>>
>> On Tue, Oct 19, 2021 at 12:36 PM Ashish Bansal <ash...@gm...>
>> wrote:
>>
>>> Hi,
>>>
>>> We are using the quantlib for valuating the european and
>>> american options using functions which were deprecated in v1.22 in
>>> April-2021 e.g. FDAmericanEngine. We are calling through python code.
>>>
>>> Want to know if these will keep working as they were or should they be
>>> replaced with new function FdBlackScholesVanillaEngine soon? Is there any
>>> date till these will work? Does deprecated mean no new development or
>>> existing stops working properly too?
>>>
>>> Thanks
>>> Ashish Bansal
>>> _______________________________________________
>>> QuantLib-users mailing list
>>> Qua...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>>
>>