QuantLib: 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.
Class Bibor9M: If needed, use the Bibor class with an explicit tenor instead. Deprecated in version 1.35.
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 CashFlows::zSpread (const Leg &leg, const ext::shared_ptr< YieldTermStructure > &d, Real npv, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.0): Use the other overload. Deprecated in version 1.35.
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.
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 DatedOISRateHelper::DatedOISRateHelper (const Date &startDate, const Date &endDate, const Handle< Quote > &fixedRate, const ext::shared_ptr< OvernightIndex > &overnightIndex, Handle< YieldTermStructure > discountingCurve, bool telescopicValueDates, RateAveraging::Type averagingMethod, Integer paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, const Calendar &paymentCalendar, const Period &forwardStart, Spread overnightSpread={}, ext::optional< bool > endOfMonth=ext::nullopt, ext::optional< Frequency > fixedPaymentFrequency=ext::nullopt, const Calendar &fixedCalendar=Calendar()): Use the overload without forward start. Deprecated in version 1.35.
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 Euribor10M: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor11M: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor2M: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor2W: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_10M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_11M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_1M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_1Y: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_2M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_2W: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_3M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_3W: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_4M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_5M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_6M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_7M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_8M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_9M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_SW: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor3W: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor4M: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor5M: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor7M: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor8M: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor9M: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLibor10M: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLibor11M: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLibor2M: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLibor2W: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLibor4M: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLibor5M: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLibor7M: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLibor8M: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLibor9M: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLiborSW: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
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 InterpolatedYoYCapFloorTermPriceSurface< Interpolator2D, Interpolator1D >::InterpolatedYoYCapFloorTermPriceSurface (Natural fixingDays, const Period &yyLag, const ext::shared_ptr< YoYInflationIndex > &yii, Rate baseRate, const 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, const Interpolator2D &interpolator2d=Interpolator2D(), const Interpolator1D &interpolator1d=Interpolator1D()): Use the overload that passes an interpolation type instead. Deprecated in version 1.36.
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.
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 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 (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::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< 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 (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::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.
Member QuantLib::EuriborSW: Renamed to Euribor1W. Deprecated in version 1.35.
Member QuantLib::ext::function: Use std::function instead. Deprecated in version 1.36.
Namespace QuantLib::ext::placeholders: Use the std::placeholders namespace instead. Deprecated in version 1.36.
Member QuantLib::ext::tuple: Use std::tuple instead. 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::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::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 RelinkableHandle< T >::RelinkableHandle (T *p, bool registerAsObserver=true): Use one of the constructors taking shared_ptr. Deprecated in version 1.35.
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, 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 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 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 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 (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 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 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.