Re: [Quantlib-users] Deprecated functions in Quantlib

[Ashish B. <ash...@gm...>]

My mistake. We are using v1.17 only. We have not upgraded. Till when this
version will be supported? Is there a date for sunsetting old versions?
Or, Can we keep using v1.17 indefinitely? FYI, we are using the
python-based quantlib.

Regards,
Ashish

On Wed, 20 Oct 2021 at 02:41, Luigi Ballabio <lui...@gm...>
wrote:

> 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
>>>>
>>>