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Remove unused variables and include
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lballabio committed Jul 8, 2024
1 parent 9536a5a commit 4ded3b0
Showing 1 changed file with 0 additions and 3 deletions.
3 changes: 0 additions & 3 deletions ql/termstructures/yield/overnightindexfutureratehelper.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -20,21 +20,18 @@

#include <ql/termstructures/yield/overnightindexfutureratehelper.hpp>
#include <ql/indexes/ibor/sofr.hpp>
#include <ql/time/calendars/unitedstates.hpp>
#include <ql/utilities/null_deleter.hpp>

namespace QuantLib {

namespace {

Date getSofrStart(Month month, Year year, Frequency freq) {
static auto calendar = UnitedStates(UnitedStates::SOFR);
return freq == Monthly ? Date(1, month, year) :
Date::nthWeekday(3, Wednesday, month, year);
}

Date getSofrEnd(Month month, Year year, Frequency freq) {
static auto calendar = UnitedStates(UnitedStates::SOFR);
if (freq == Monthly) {
return Date::endOfMonth(Date(1, month, year)) + 1;
} else {
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