From 4fd2c1a3e4680749a8e53e92c0e44dc6068f6981 Mon Sep 17 00:00:00 2001 From: Paul Date: Thu, 18 Apr 2024 23:08:03 +0200 Subject: [PATCH] remove whitespace changes --- ql/termstructures/yield/ratehelpers.cpp | 3 +++ ql/termstructures/yield/ratehelpers.hpp | 3 --- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/ql/termstructures/yield/ratehelpers.cpp b/ql/termstructures/yield/ratehelpers.cpp index 646641614f5..c2ddcba38bf 100644 --- a/ql/termstructures/yield/ratehelpers.cpp +++ b/ql/termstructures/yield/ratehelpers.cpp @@ -553,6 +553,7 @@ namespace QuantLib { fixedDayCount_(std::move(fixedDayCount)), spread_(std::move(spread)), endOfMonth_(endOfMonth), fwdStart_(fwdStart), discountHandle_(std::move(discount)), useIndexedCoupons_(useIndexedCoupons), swapBuiltViaGivenBuilder(false) { + // take fixing into account iborIndex_ = iborIndex->clone(termStructureHandle_); // We want to be notified of changes of fixings, but we don't @@ -675,6 +676,7 @@ namespace QuantLib { } latestDate_ = pillarDate_; // backward compatibility + } void SwapRateHelper::setTermStructure(YieldTermStructure* t) { @@ -687,6 +689,7 @@ namespace QuantLib { ext::shared_ptr temp(t, null_deleter()); termStructureHandle_.linkTo(temp, observer); + if (discountHandle_.empty()) discountRelinkableHandle_.linkTo(temp, observer); else diff --git a/ql/termstructures/yield/ratehelpers.hpp b/ql/termstructures/yield/ratehelpers.hpp index f6db2f26a05..b25a4e77a52 100644 --- a/ql/termstructures/yield/ratehelpers.hpp +++ b/ql/termstructures/yield/ratehelpers.hpp @@ -342,10 +342,8 @@ namespace QuantLib { //@} protected: void initializeDates() override; - Natural settlementDays_; Period tenor_; - Pillar::Choice pillarChoice_; Calendar calendar_; BusinessDayConvention fixedConvention_; @@ -360,7 +358,6 @@ namespace QuantLib { Handle discountHandle_; RelinkableHandle discountRelinkableHandle_; ext::optional useIndexedCoupons_; - bool swapBuiltViaGivenBuilder; };