Deprecated Features

Class ArithmeticAverageOIS

Use OvernightIndexedSwap instead. Deprecated in version 1.36.

Class ArithmeticOISRateHelper

Use OISRateHelper instead. Deprecated in version 1.36.

Member AssetSwap::AssetSwap (bool parAssetSwap, ext::shared_ptr< Bond > bond, Real bondCleanPrice, Real nonParRepayment, Real gearing, const ext::shared_ptr< IborIndex > &iborIndex, Spread spread=0.0, const DayCounter &floatingDayCount=DayCounter(), Date dealMaturity=Date(), bool payBondCoupon=false)

Use the other overload. Deprecated in version 1.37.

Member BlackDeltaCalculator::cumD1 (Real strike) const

Internal: do not use. Deprecated in version 1.40. This method will be moved in the private section

Member BlackDeltaCalculator::cumD2 (Real strike) const

Internal: do not use. Deprecated in version 1.40. This method will be moved in the private section

Member BlackDeltaCalculator::nD1 (Real strike) const

Internal: do not use. Deprecated in version 1.40. This method will be moved in the private section

Member BlackDeltaCalculator::nD2 (Real strike) const

Internal: do not use. Deprecated in version 1.40. This method will be moved in the private section

Class BlackDeltaPremiumAdjustedMaxStrikeClass

Obsolete: do not use. Deprecated in version 1.40.

Class BlackDeltaPremiumAdjustedSolverClass

Obsolete: do not use. Deprecated in version 1.40.

Class BootstrapError< Curve >

Use a lambda instead (see e.g. the IterativeBootstrap class). Deprecated in version 1.40.

Class BSMOperator

Part of the old FD framework; copy this function in your codebase if needed. Deprecated in version 1.37.

Member CappedFlooredYoYInflationCoupon::CappedFlooredYoYInflationCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< YoYInflationIndex > &index, const Period &observationLag, const DayCounter &dayCounter, Real gearing=1.0, Spread spread=0.0, const Rate cap=Null< Rate >(), const Rate floor=Null< Rate >(), const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())

Use the overload that passes an interpolation type instead. Deprecated in version 1.36.

Member CommodityIndex::addQuote (const Date &quoteDate, Real quote)

Use addFixing instead. Deprecated in version 1.37.

Member CommodityIndex::addQuotes (const std::map< Date, Real > &quotes)

Use addFixings instead. Deprecated in version 1.37.

Member CommodityIndex::calendar () const

Use fixingCalendar instead. Deprecated in version 1.37.

Member CommodityIndex::clearQuotes ()

Use clearFixings instead. Deprecated in version 1.37.

Member CommodityIndex::isValidQuoteDate (const Date &quoteDate) const

Use isValidFixingDate instead. Deprecated in version 1.37.

Member CommodityIndex::price (const Date &date)

Use fixing instead. Deprecated in version 1.37.

Member CommodityIndex::quotes () const

Use timeSeries instead. Deprecated in version 1.37.

Member CPIBond::CPIBond (Natural settlementDays, Real faceAmount, bool growthOnly, Real baseCPI, const Period &observationLag, ext::shared_ptr< ZeroInflationIndex > cpiIndex, CPI::InterpolationType observationInterpolation, Schedule schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=ModifiedFollowing, const Date &issueDate=Date(), const Calendar &paymentCalendar=Calendar(), const Period &exCouponPeriod=Period(), const Calendar &exCouponCalendar=Calendar(), BusinessDayConvention exCouponConvention=Unadjusted, bool exCouponEndOfMonth=false)

Use the overload without the growthOnly parameter. Deprecated in version 1.40.

Member CPIBondHelper::CPIBondHelper (const Handle< Quote > &price, Natural settlementDays, Real faceAmount, bool growthOnly, Real baseCPI, const Period &observationLag, const ext::shared_ptr< ZeroInflationIndex > &cpiIndex, CPI::InterpolationType observationInterpolation, Schedule schedule, const std::vector< Rate > &fixedRate, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, const Date &issueDate=Date(), const Calendar &paymentCalendar=Calendar(), const Period &exCouponPeriod=Period(), const Calendar &exCouponCalendar=Calendar(), BusinessDayConvention exCouponConvention=Unadjusted, bool exCouponEndOfMonth=false, Bond::Price::Type priceType=Bond::Price::Clean)

Use the overload without the growthOnly parameter. Deprecated in version 1.40.

Class CreditRiskPlus

Out of scope; copy this class in your codebase if needed. Deprecated in version 1.36.

Class DatedOISRateHelper

Use OISRateHelper instead. Deprecated in version 1.37.

Member EquityIndex::EquityIndex (std::string name, Calendar fixingCalendar, Handle< YieldTermStructure > interest={}, Handle< YieldTermStructure > dividend={}, Handle< Quote > spot={})

Use the constructor taking a currency. Deprecated in version 1.36.

Class GenericTimeSetter< PdeClass >

Part of the old FD framework; copy this function in your codebase if needed. Deprecated in version 1.37.

Member IndexManager::clearHistory (const std::string &name)

Use Index::clearFixings instead. Deprecated in version 1.37.

Member IndexManager::getHistory (const std::string &name) const

Use Index::timeSeries instead. Deprecated in version 1.37.

Member IndexManager::hasHistoricalFixing (const std::string &name, const Date &fixingDate) const

Use Index::hasHistoricalFixing instead. Deprecated in version 1.37.

Member IndexManager::hasHistory (const std::string &name) const

Use Index::hasHistoricalFixing instead. Deprecated in version 1.37.

Member IndexManager::notifier (const std::string &name) const

Register with the relevant index instead. Deprecated in version 1.37.

Member IndexManager::setHistory (const std::string &name, TimeSeries< Real > history)

Use Index::addFixings instead. Deprecated in version 1.37.

Member InflationTermStructure::hasExplicitBaseDate () const

Do not use; inflation curves always have an explicit base date now. Deprecated in version 1.39.

Member InflationTermStructure::observationLag () const

Do not use; inflation curves always have an explicit base date now. Deprecated in version 1.39.

Member InflationTermStructure::observationLag_

Do not use; inflation curves always have an explicit base date now. Deprecated in version 1.39.

Member InterpolatedYoYInflationCurve< Interpolator >::InterpolatedYoYInflationCurve (const Date &referenceDate, std::vector< Date > dates, const std::vector< Rate > &rates, Frequency frequency, bool indexIsInterpolated, const DayCounter &dayCounter, const ext::shared_ptr< Seasonality > &seasonality={}, const Interpolator &interpolator=Interpolator())

Use the overload without indexIsInterpolated. Deprecated in version 1.37.

Member InterpolatedYoYInflationCurve< Interpolator >::InterpolatedYoYInflationCurve (const Date &referenceDate, Date baseDate, Rate baseYoYRate, Frequency frequency, bool indexIsInterpolated, const DayCounter &dayCounter, const ext::shared_ptr< Seasonality > &seasonality={}, const Interpolator &interpolator=Interpolator())

Use the overload without indexIsInterpolated. Deprecated in version 1.37.

Class KirkSpreadOptionEngine

Use BasketOption and KirkEngine instead. Deprecated in version 1.37.

Member LevenbergMarquardt::fcn (int m, int n, Real *x, Real *fvec, int *)

Don't use this method; it is for internal use. Deprecated in version 1.37.

Member LevenbergMarquardt::getInfo () const

Don't use this method; inspect the result of minimize instead. Deprecated in version 1.36.

Member LevenbergMarquardt::jacFcn (int m, int n, Real *x, Real *fjac, int *)

Don't use this method; it is for internal use. Deprecated in version 1.37.

Class LogGrid

Part of the old FD framework; copy this function in your codebase if needed. Deprecated in version 1.37.

Class MakeArithmeticAverageOIS

Use MakeOIS instead. Deprecated in version 1.36.

Member MakeYoYInflationCapFloor::MakeYoYInflationCapFloor (YoYInflationCapFloor::Type capFloorType, ext::shared_ptr< YoYInflationIndex > index, const Size &length, Calendar cal, const Period &observationLag)

Use the overload that passes an interpolation type instead. Deprecated in version 1.36.

Member MultipleResetsCoupon::MultipleResetsCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< IborIndex > &index, Real gearing=1.0, Rate couponSpread=0.0, Rate rateSpread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), const Date &exCouponDate=Date())

Use the other constructor. Deprecated in version 1.37.

Class PdeBSM

Part of the old FD framework; copy this function in your codebase if needed. Deprecated in version 1.37.

Class PdeConstantCoeff< PdeClass >

Part of the old FD framework; copy this function in your codebase if needed. Deprecated in version 1.37.

Class PdeOperator< PdeClass >

Part of the old FD framework; copy this function in your codebase if needed. Deprecated in version 1.37.

Class PdeSecondOrderParabolic

Part of the old FD framework; copy this function in your codebase if needed. Deprecated in version 1.37.

Class PenaltyFunction< Curve >

Use SimpleCostFunction instead. Deprecated in version 1.40.

Member PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >::PiecewiseYoYInflationCurve (const Date &referenceDate, Date baseDate, Rate baseYoYRate, Frequency frequency, bool indexIsInterpolated, const DayCounter &dayCounter, std::vector< ext::shared_ptr< typename Traits::helper > > instruments, const ext::shared_ptr< Seasonality > &seasonality={}, Real accuracy=1.0e-12, const Interpolator &i=Interpolator())

Use the overload without indexIsInterpolated. Deprecated in version 1.37.

Member QuantLib::aggregateNPV (const std::vector< ext::shared_ptr< Instrument > > &, const std::vector< Real > &quantities)

Out of scope; copy this function in your codebase if needed. Deprecated in version 1.36.

Member QuantLib::AveragingRatePricer

Renamed to AveragingMultipleResetsPricer. Deprecated in version 1.37.

Member QuantLib::BoundedGrid (Real xMin, Real xMax, Size steps)

Part of the old FD framework; copy this function in your codebase if needed. Deprecated in version 1.37.

Member QuantLib::BoundedLogGrid (Real xMin, Real xMax, Size steps)

Part of the old FD framework; copy this function in your codebase if needed. Deprecated in version 1.37.

Member QuantLib::bucketAnalysis (const Handle< SimpleQuote > &quote, const std::vector< ext::shared_ptr< Instrument > > &, const std::vector< Real > &quantities, Real shift=0.0001, SensitivityAnalysis type=Centered, Real referenceNpv=Null< Real >())

Out of scope; copy this function in your codebase if needed. Deprecated in version 1.36.

Member QuantLib::bucketAnalysis (std::vector< Real > &deltaVector, std::vector< Real > &gammaVector, std::vector< Real > &referenceValues, const Handle< SimpleQuote > &quote, const std::vector< Handle< Quote > > &parameters, Real shift=0.0001, SensitivityAnalysis type=Centered)

Out of scope; copy this function in your codebase if needed. Deprecated in version 1.36.

Member QuantLib::bucketAnalysis (const std::vector< Handle< SimpleQuote > > &quotes, const std::vector< ext::shared_ptr< Instrument > > &, const std::vector< Real > &quantities, Real shift=0.0001, SensitivityAnalysis type=Centered)

Out of scope; copy this function in your codebase if needed. Deprecated in version 1.36.

Member QuantLib::bucketAnalysis (std::vector< std::vector< Real > > &deltaMatrix, std::vector< std::vector< Real > > &gammaMatrix, const std::vector< Handle< SimpleQuote > > &quotes, const std::vector< Handle< Quote > > &parameters, Real shift=0.0001, SensitivityAnalysis type=Centered)

Out of scope; copy this function in your codebase if needed. Deprecated in version 1.36.

Member QuantLib::bucketAnalysis (const std::vector< std::vector< Handle< SimpleQuote > > > &, const std::vector< ext::shared_ptr< Instrument > > &, const std::vector< Real > &quantities, Real shift=0.0001, SensitivityAnalysis type=Centered)

Out of scope; copy this function in your codebase if needed. Deprecated in version 1.36.

Member QuantLib::CenteredGrid (Real center, Real dx, Size steps)

Part of the old FD framework; copy this function in your codebase if needed. Deprecated in version 1.37.

Member QuantLib::CompoundingRatePricer

Renamed to CompoundingMultipleResetsPricer. Deprecated in version 1.37.

Namespace QuantLib::ext::placeholders

Use the std::placeholders namespace instead. Deprecated in version 1.36.

Member QuantLib::parallelAnalysis (const std::vector< Handle< SimpleQuote > > &, const std::vector< ext::shared_ptr< Instrument > > &, const std::vector< Real > &quantities, Real shift=0.0001, SensitivityAnalysis type=Centered, Real referenceNpv=Null< Real >())

Out of scope; copy this function in your codebase if needed. Deprecated in version 1.36.

Member QuantLib::parallelAnalysis (const std::vector< std::vector< Handle< SimpleQuote > > > &, const std::vector< ext::shared_ptr< Instrument > > &, const std::vector< Real > &quantities, Real shift=0.0001, SensitivityAnalysis type=Centered, Real referenceNpv=Null< Real >())

Out of scope; copy this function in your codebase if needed. Deprecated in version 1.36.

Member QuantLib::SensitivityAnalysis

Out of scope; copy this enumeration in your codebase if needed. Deprecated in version 1.36.

Member QuantLib::SubPeriodsCoupon

Renamed to MultipleResetsCoupon. Deprecated in version 1.37.

Member QuantLib::SubPeriodsPricer

Renamed to MultipleResetsPricer. Deprecated in version 1.37.

Member QuantLib::Tona

Renamed to Tonar. Deprecated in version 1.40.

Class SpreadOption

Use BasketOption and KirkEngine instead. Deprecated in version 1.37.

Class SpreadOption::engine

Use BasketOption and KirkEngine instead. Deprecated in version 1.37.

Class SubPeriodsLeg

Use MultipleResetsLeg instead. Deprecated in version 1.37.

Class TransformedGrid

Part of the old FD framework; copy this function in your codebase if needed. Deprecated in version 1.37.

Member YearOnYearInflationSwap::YearOnYearInflationSwap (Type type, Real nominal, Schedule fixedSchedule, Rate fixedRate, DayCounter fixedDayCount, Schedule yoySchedule, ext::shared_ptr< YoYInflationIndex > yoyIndex, const Period &observationLag, Spread spread, DayCounter yoyDayCount, Calendar paymentCalendar, BusinessDayConvention paymentConvention=ModifiedFollowing)

Use the overload that passes an interpolation type instead. Deprecated in version 1.36.

Member YearOnYearInflationSwapHelper::YearOnYearInflationSwapHelper (const Handle< Quote > &quote, const Period &swapObsLag, const Date &maturity, Calendar calendar, BusinessDayConvention paymentConvention, DayCounter dayCounter, const ext::shared_ptr< YoYInflationIndex > &yii, Handle< YieldTermStructure > nominalTermStructure)

Use the overload that passes an interpolation type instead. Deprecated in version 1.36.

Member YoYCapFloorTermPriceSurface::YoYCapFloorTermPriceSurface (Natural fixingDays, const Period &yyLag, const ext::shared_ptr< YoYInflationIndex > &yii, Rate baseRate, Handle< YieldTermStructure > nominal, const DayCounter &dc, const Calendar &cal, const BusinessDayConvention &bdc, const std::vector< Rate > &cStrikes, const std::vector< Rate > &fStrikes, const std::vector< Period > &cfMaturities, const Matrix &cPrice, const Matrix &fPrice)

Use the overload that passes an interpolation type instead. Deprecated in version 1.36.

Member YoYInflationCoupon::YoYInflationCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< YoYInflationIndex > &index, const Period &observationLag, const DayCounter &dayCounter, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())

Use the overload that passes an interpolation type instead. Deprecated in version 1.36.

Member YoYInflationIndex::YoYInflationIndex (const ext::shared_ptr< ZeroInflationIndex > &underlyingIndex, bool interpolated, Handle< YoYInflationTermStructure > ts={})

Use the similar overload without the interpolated parameter. Deprecated in version 1.38.

Member YoYInflationIndex::YoYInflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, Frequency frequency, const Period &availabilityLag, const Currency &currency, Handle< YoYInflationTermStructure > ts={})

Use the similar overload without the interpolated parameter. Deprecated in version 1.38.

Member yoyInflationLeg::yoyInflationLeg (Schedule schedule, Calendar cal, ext::shared_ptr< YoYInflationIndex > index, const Period &observationLag)

Use the overload that passes an interpolation type instead. Deprecated in version 1.36.

Member YoYInflationTermStructure::indexIsInterpolated () const

This method will disappear. When it does, the curve will behave as if it returned false. Deprecated in version 1.37.

Member YoYInflationTermStructure::indexIsInterpolated_

This data member will disappear. When it does, the curve will behave as if it was false. Deprecated in version 1.37.

Member YoYInflationTermStructure::YoYInflationTermStructure (Date baseDate, Rate baseYoYRate, Frequency frequency, bool indexIsInterpolated, const DayCounter &dayCounter, const ext::shared_ptr< Seasonality > &seasonality={})

Use an overload with an explicit base date and without indexIsInterpolated. Deprecated in version 1.37.

Member YoYInflationTermStructure::YoYInflationTermStructure (const Date &referenceDate, Date baseDate, Rate baseYoYRate, Frequency frequency, bool indexIsInterpolated, const DayCounter &dayCounter, const ext::shared_ptr< Seasonality > &seasonality={})

Use an overload with an explicit base date and without indexIsInterpolated. Deprecated in version 1.37.

Member YoYInflationTermStructure::YoYInflationTermStructure (Natural settlementDays, const Calendar &calendar, Date baseDate, Rate baseYoYRate, Frequency frequency, bool indexIsInterpolated, const DayCounter &dayCounter, const ext::shared_ptr< Seasonality > &seasonality={})

Use an overload with an explicit base date and without indexIsInterpolated. Deprecated in version 1.37.

Member YoYOptionletHelper::YoYOptionletHelper (const Handle< Quote > &price, Real notional, YoYInflationCapFloor::Type capFloorType, Period &lag, DayCounter yoyDayCounter, Calendar paymentCalendar, Natural fixingDays, ext::shared_ptr< YoYInflationIndex > index, Rate strike, Size n, ext::shared_ptr< YoYInflationCapFloorEngine > pricer)

Use the overload that passes an interpolation type instead. Deprecated in version 1.36.

Member YYAUCPI::YYAUCPI (Frequency frequency, bool revised, bool interpolated, const Handle< YoYInflationTermStructure > &ts={})

Use the overload without the interpolated parameter. Deprecated in version 1.38.

Member YYEUHICP::YYEUHICP (bool interpolated, const Handle< YoYInflationTermStructure > &ts={})

Use the overload without the interpolated parameter. Deprecated in version 1.38.

Member YYEUHICPXT::YYEUHICPXT (bool interpolated, const Handle< YoYInflationTermStructure > &ts={})

Use the overload without the interpolated parameter. Deprecated in version 1.38.

Member YYFRHICP::YYFRHICP (bool interpolated, const Handle< YoYInflationTermStructure > &ts={})

Use the overload without the interpolated parameter. Deprecated in version 1.38.

Member YYGenericCPI::YYGenericCPI (Frequency frequency, bool revised, bool interpolated, const Period &lag, const Currency &ccy, const Handle< YoYInflationTermStructure > &ts={})

Use the overload without the interpolated parameter. Deprecated in version 1.38.

Member YYUKRPI::YYUKRPI (bool interpolated, const Handle< YoYInflationTermStructure > &ts={})

Use the overload without the interpolated parameter. Deprecated in version 1.38.

Member YYUSCPI::YYUSCPI (bool interpolated, const Handle< YoYInflationTermStructure > &ts={})

Use the overload without the interpolated parameter. Deprecated in version 1.38.

Member YYZACPI::YYZACPI (bool interpolated, const Handle< YoYInflationTermStructure > &ts={})

Use the overload without the interpolated parameter. Deprecated in version 1.38.

Member ZeroCouponInflationSwapHelper::ZeroCouponInflationSwapHelper (const Handle< Quote > &quote, const Period &swapObsLag, const Date &maturity, Calendar calendar, BusinessDayConvention paymentConvention, DayCounter dayCounter, const ext::shared_ptr< ZeroInflationIndex > &zii, CPI::InterpolationType observationInterpolation, Handle< YieldTermStructure > nominalTermStructure)

Use the overload that does not take a nominal curve. Deprecated in version 1.39.