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Deprecate a few specific indexes no longer fixed. (#1977)
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@lballabio
lballabio authored May 21, 2024
2 parents 3bd2288 + 45ebcfd commit ba36810
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Showing 3 changed files with 154 additions and 77 deletions.
10 changes: 6 additions & 4 deletions ql/indexes/ibor/bibor.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -45,14 +45,14 @@ namespace QuantLib {
};


//! 1-month %Euribor index
//! 1-month %Bibor index
class Bibor1M : public Bibor {
public:
explicit Bibor1M(Handle<YieldTermStructure> h = {})
: Bibor(Period(1, Months), std::move(h)) {}
};

//! 2-months %Euribor index
//! 2-months %Bibor index
class Bibor2M : public Bibor {
public:
explicit Bibor2M(Handle<YieldTermStructure> h = {})
Expand All @@ -73,8 +73,10 @@ namespace QuantLib {
: Bibor(Period(6, Months), std::move(h)) {}
};

//! 9-months %Bibor index
class Bibor9M : public Bibor {
/*! \deprecated If needed, use the Bibor class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If needed, use the Bibor class with an explicit tenor instead")]] Bibor9M : public Bibor {
public:
explicit Bibor9M(Handle<YieldTermStructure> h = {})
: Bibor(Period(9, Months), std::move(h)) {}
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160 changes: 108 additions & 52 deletions ql/indexes/ibor/euribor.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -57,21 +57,31 @@ namespace QuantLib {
};

//! 1-week %Euribor index
class EuriborSW : public Euribor {
class Euribor1W : public Euribor {
public:
explicit EuriborSW(Handle<YieldTermStructure> h = {})
explicit Euribor1W(Handle<YieldTermStructure> h = {})
: Euribor(Period(1, Weeks), std::move(h)) {}
};

//! 2-weeks %Euribor index
class Euribor2W : public Euribor {
/*! \deprecated Renamed to Euribor1W.
Deprecated in version 1.35.
*/
[[deprecated("Renamed to Euribor1W")]]
typedef Euribor1W EuriborSW;

/*! \deprecated If really needed, use the Euribor class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If really needed, use the Euribor class with an explicit tenor instead")]] Euribor2W : public Euribor {
public:
explicit Euribor2W(Handle<YieldTermStructure> h = {})
: Euribor(Period(2, Weeks), std::move(h)) {}
};

//! 3-weeks %Euribor index
class Euribor3W : public Euribor {
/*! \deprecated If really needed, use the Euribor class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If really needed, use the Euribor class with an explicit tenor instead")]] Euribor3W : public Euribor {
public:
explicit Euribor3W(Handle<YieldTermStructure> h = {})
: Euribor(Period(3, Weeks), std::move(h)) {}
Expand All @@ -84,8 +94,10 @@ namespace QuantLib {
: Euribor(Period(1, Months), std::move(h)) {}
};

//! 2-months %Euribor index
class Euribor2M : public Euribor {
/*! \deprecated If really needed, use the Euribor class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If really needed, use the Euribor class with an explicit tenor instead")]] Euribor2M : public Euribor {
public:
explicit Euribor2M(Handle<YieldTermStructure> h = {})
: Euribor(Period(2, Months), std::move(h)) {}
Expand All @@ -98,15 +110,19 @@ namespace QuantLib {
: Euribor(Period(3, Months), std::move(h)) {}
};

//! 4-months %Euribor index
class Euribor4M : public Euribor {
/*! \deprecated If really needed, use the Euribor class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If really needed, use the Euribor class with an explicit tenor instead")]] Euribor4M : public Euribor {
public:
explicit Euribor4M(Handle<YieldTermStructure> h = {})
: Euribor(Period(4, Months), std::move(h)) {}
};

//! 5-months %Euribor index
class Euribor5M : public Euribor {
/*! \deprecated If really needed, use the Euribor class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If really needed, use the Euribor class with an explicit tenor instead")]] Euribor5M : public Euribor {
public:
explicit Euribor5M(Handle<YieldTermStructure> h = {})
: Euribor(Period(5, Months), std::move(h)) {}
Expand All @@ -119,36 +135,46 @@ namespace QuantLib {
: Euribor(Period(6, Months), std::move(h)) {}
};

//! 7-months %Euribor index
class Euribor7M : public Euribor {
/*! \deprecated If really needed, use the Euribor class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If really needed, use the Euribor class with an explicit tenor instead")]] Euribor7M : public Euribor {
public:
explicit Euribor7M(Handle<YieldTermStructure> h = {})
: Euribor(Period(7, Months), std::move(h)) {}
};

//! 8-months %Euribor index
class Euribor8M : public Euribor {
/*! \deprecated If really needed, use the Euribor class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If really needed, use the Euribor class with an explicit tenor instead")]] Euribor8M : public Euribor {
public:
explicit Euribor8M(Handle<YieldTermStructure> h = {})
: Euribor(Period(8, Months), std::move(h)) {}
};

//! 9-months %Euribor index
class Euribor9M : public Euribor {
/*! \deprecated If really needed, use the Euribor class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If really needed, use the Euribor class with an explicit tenor instead")]] Euribor9M : public Euribor {
public:
explicit Euribor9M(Handle<YieldTermStructure> h = {})
: Euribor(Period(9, Months), std::move(h)) {}
};

//! 10-months %Euribor index
class Euribor10M : public Euribor {
/*! \deprecated If really needed, use the Euribor class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If really needed, use the Euribor class with an explicit tenor instead")]] Euribor10M : public Euribor {
public:
explicit Euribor10M(Handle<YieldTermStructure> h = {})
: Euribor(Period(10, Months), std::move(h)) {}
};

//! 11-months %Euribor index
class Euribor11M : public Euribor {
/*! \deprecated If really needed, use the Euribor class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If really needed, use the Euribor class with an explicit tenor instead")]] Euribor11M : public Euribor {
public:
explicit Euribor11M(Handle<YieldTermStructure> h = {})
: Euribor(Period(11, Months), std::move(h)) {}
Expand All @@ -162,106 +188,136 @@ namespace QuantLib {
};


//! 1-week %Euribor365 index
class Euribor365_SW : public Euribor365 {
/*! \deprecated If needed, use the Euribor365 class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If needed, use the Euribor365 class with an explicit tenor instead")]] Euribor365_SW : public Euribor365 {
public:
explicit Euribor365_SW(Handle<YieldTermStructure> h = {})
: Euribor365(Period(1, Weeks), std::move(h)) {}
};

//! 2-weeks %Euribor365 index
class Euribor365_2W : public Euribor365 {
/*! \deprecated If needed, use the Euribor365 class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If needed, use the Euribor365 class with an explicit tenor instead")]] Euribor365_2W : public Euribor365 {
public:
explicit Euribor365_2W(Handle<YieldTermStructure> h = {})
: Euribor365(Period(2, Weeks), std::move(h)) {}
};

//! 3-weeks %Euribor365 index
class Euribor365_3W : public Euribor365 {
/*! \deprecated If needed, use the Euribor365 class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If needed, use the Euribor365 class with an explicit tenor instead")]] Euribor365_3W : public Euribor365 {
public:
explicit Euribor365_3W(Handle<YieldTermStructure> h = {})
: Euribor365(Period(3, Weeks), std::move(h)) {}
};

//! 1-month %Euribor365 index
class Euribor365_1M : public Euribor365 {
/*! \deprecated If needed, use the Euribor365 class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If needed, use the Euribor365 class with an explicit tenor instead")]] Euribor365_1M : public Euribor365 {
public:
explicit Euribor365_1M(Handle<YieldTermStructure> h = {})
: Euribor365(Period(1, Months), std::move(h)) {}
};

//! 2-months %Euribor365 index
class Euribor365_2M : public Euribor365 {
/*! \deprecated If needed, use the Euribor365 class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If needed, use the Euribor365 class with an explicit tenor instead")]] Euribor365_2M : public Euribor365 {
public:
explicit Euribor365_2M(Handle<YieldTermStructure> h = {})
: Euribor365(Period(2, Months), std::move(h)) {}
};

//! 3-months %Euribor365 index
class Euribor365_3M : public Euribor365 {
/*! \deprecated If needed, use the Euribor365 class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If needed, use the Euribor365 class with an explicit tenor instead")]] Euribor365_3M : public Euribor365 {
public:
explicit Euribor365_3M(Handle<YieldTermStructure> h = {})
: Euribor365(Period(3, Months), std::move(h)) {}
};

//! 4-months %Euribor365 index
class Euribor365_4M : public Euribor365 {
/*! \deprecated If needed, use the Euribor365 class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If needed, use the Euribor365 class with an explicit tenor instead")]] Euribor365_4M : public Euribor365 {
public:
explicit Euribor365_4M(Handle<YieldTermStructure> h = {})
: Euribor365(Period(4, Months), std::move(h)) {}
};

//! 5-months %Euribor365 index
class Euribor365_5M : public Euribor365 {
/*! \deprecated If needed, use the Euribor365 class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If needed, use the Euribor365 class with an explicit tenor instead")]] Euribor365_5M : public Euribor365 {
public:
explicit Euribor365_5M(Handle<YieldTermStructure> h = {})
: Euribor365(Period(5, Months), std::move(h)) {}
};

//! 6-months %Euribor365 index
class Euribor365_6M : public Euribor365 {
/*! \deprecated If needed, use the Euribor365 class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If needed, use the Euribor365 class with an explicit tenor instead")]] Euribor365_6M : public Euribor365 {
public:
explicit Euribor365_6M(Handle<YieldTermStructure> h = {})
: Euribor365(Period(6, Months), std::move(h)) {}
};

//! 7-months %Euribor365 index
class Euribor365_7M : public Euribor365 {
/*! \deprecated If needed, use the Euribor365 class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If needed, use the Euribor365 class with an explicit tenor instead")]] Euribor365_7M : public Euribor365 {
public:
explicit Euribor365_7M(Handle<YieldTermStructure> h = {})
: Euribor365(Period(7, Months), std::move(h)) {}
};

//! 8-months %Euribor365 index
class Euribor365_8M : public Euribor365 {
/*! \deprecated If needed, use the Euribor365 class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If needed, use the Euribor365 class with an explicit tenor instead")]] Euribor365_8M : public Euribor365 {
public:
explicit Euribor365_8M(Handle<YieldTermStructure> h = {})
: Euribor365(Period(8, Months), std::move(h)) {}
};

//! 9-months %Euribor365 index
class Euribor365_9M : public Euribor365 {
/*! \deprecated If needed, use the Euribor365 class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If needed, use the Euribor365 class with an explicit tenor instead")]] Euribor365_9M : public Euribor365 {
public:
explicit Euribor365_9M(Handle<YieldTermStructure> h = {})
: Euribor365(Period(9, Months), std::move(h)) {}
};

//! 10-months %Euribor365 index
class Euribor365_10M : public Euribor365 {
/*! \deprecated If needed, use the Euribor365 class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If needed, use the Euribor365 class with an explicit tenor instead")]] Euribor365_10M : public Euribor365 {
public:
explicit Euribor365_10M(Handle<YieldTermStructure> h = {})
: Euribor365(Period(10, Months), std::move(h)) {}
};

//! 11-months %Euribor365 index
class Euribor365_11M : public Euribor365 {
/*! \deprecated If needed, use the Euribor365 class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If needed, use the Euribor365 class with an explicit tenor instead")]] Euribor365_11M : public Euribor365 {
public:
explicit Euribor365_11M(Handle<YieldTermStructure> h = {})
: Euribor365(Period(11, Months), std::move(h)) {}
};

//! 1-year %Euribor365 index
class Euribor365_1Y : public Euribor365 {
/*! \deprecated If needed, use the Euribor365 class with an explicit tenor instead.
Deprecated in version 1.35.
*/
class [[deprecated("If needed, use the Euribor365 class with an explicit tenor instead")]] Euribor365_1Y : public Euribor365 {
public:
explicit Euribor365_1Y(Handle<YieldTermStructure> h = {})
: Euribor365(Period(1, Years), std::move(h)) {}
Expand Down
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