Changed paymentLag type to Integer (#1818)

lballabio · Oct 26, 2023 · 428bdd4 · 428bdd4
2 parents 6441d1b + 90028ed
commit 428bdd4
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Showing 22 changed files with 37 additions and 37 deletions.
diff --git a/ql/cashflows/cashflowvectors.hpp b/ql/cashflows/cashflowvectors.hpp
@@ -70,7 +70,7 @@ namespace QuantLib {
                     const std::vector<Rate>& floors,
                     bool isInArrears,
                     bool isZero,
-                    Natural paymentLag = 0,
+                    Integer paymentLag = 0,
                     Calendar paymentCalendar = Calendar(),
                     Period exCouponPeriod = Period(),
                     Calendar exCouponCalendar = Calendar(),

diff --git a/ql/cashflows/fixedratecoupon.cpp b/ql/cashflows/fixedratecoupon.cpp
@@ -156,7 +156,7 @@ namespace QuantLib {
         return *this;
     }
 
-    FixedRateLeg& FixedRateLeg::withPaymentLag(Natural lag) {
+    FixedRateLeg& FixedRateLeg::withPaymentLag(Integer lag) {
         paymentLag_ = lag;
         return *this;
     }

diff --git a/ql/cashflows/fixedratecoupon.hpp b/ql/cashflows/fixedratecoupon.hpp
@@ -106,7 +106,7 @@ namespace QuantLib {
         FixedRateLeg& withFirstPeriodDayCounter(const DayCounter&);
         FixedRateLeg& withLastPeriodDayCounter(const DayCounter&);
         FixedRateLeg& withPaymentCalendar(const Calendar&);
-        FixedRateLeg& withPaymentLag(Natural lag);
+        FixedRateLeg& withPaymentLag(Integer lag);
         FixedRateLeg& withExCouponPeriod(const Period&,
                                          const Calendar&,
                                          BusinessDayConvention,
@@ -119,7 +119,7 @@ namespace QuantLib {
         DayCounter firstPeriodDC_ , lastPeriodDC_;
         Calendar paymentCalendar_;
         BusinessDayConvention paymentAdjustment_ = Following;
-        Natural paymentLag_ = 0;
+        Integer paymentLag_ = 0;
         Period exCouponPeriod_;
         Calendar exCouponCalendar_;
         BusinessDayConvention exCouponAdjustment_ = Following;

diff --git a/ql/cashflows/iborcoupon.cpp b/ql/cashflows/iborcoupon.cpp
@@ -175,7 +175,7 @@ namespace QuantLib {
         return *this;
     }
 
-    IborLeg& IborLeg::withPaymentLag(Natural lag) {
+    IborLeg& IborLeg::withPaymentLag(Integer lag) {
         paymentLag_ = lag;
         return *this;
     }

diff --git a/ql/cashflows/iborcoupon.hpp b/ql/cashflows/iborcoupon.hpp
@@ -137,7 +137,7 @@ namespace QuantLib {
         IborLeg& withNotionals(const std::vector<Real>& notionals);
         IborLeg& withPaymentDayCounter(const DayCounter&);
         IborLeg& withPaymentAdjustment(BusinessDayConvention);
-        IborLeg& withPaymentLag(Natural lag);
+        IborLeg& withPaymentLag(Integer lag);
         IborLeg& withPaymentCalendar(const Calendar&);
         IborLeg& withFixingDays(Natural fixingDays);
         IborLeg& withFixingDays(const std::vector<Natural>& fixingDays);
@@ -165,7 +165,7 @@ namespace QuantLib {
         std::vector<Real> notionals_;
         DayCounter paymentDayCounter_;
         BusinessDayConvention paymentAdjustment_ = Following;
-        Natural paymentLag_ = 0;
+        Integer paymentLag_ = 0;
         Calendar paymentCalendar_;
         std::vector<Natural> fixingDays_;
         std::vector<Real> gearings_;

diff --git a/ql/cashflows/overnightindexedcoupon.cpp b/ql/cashflows/overnightindexedcoupon.cpp
@@ -300,7 +300,7 @@ namespace QuantLib {
         return *this;
     }
 
-    OvernightLeg& OvernightLeg::withPaymentLag(Natural lag) {
+    OvernightLeg& OvernightLeg::withPaymentLag(Integer lag) {
         paymentLag_ = lag;
         return *this;
     }

diff --git a/ql/cashflows/overnightindexedcoupon.hpp b/ql/cashflows/overnightindexedcoupon.hpp
@@ -101,7 +101,7 @@ namespace QuantLib {
         OvernightLeg& withPaymentDayCounter(const DayCounter&);
         OvernightLeg& withPaymentAdjustment(BusinessDayConvention);
         OvernightLeg& withPaymentCalendar(const Calendar&);
-        OvernightLeg& withPaymentLag(Natural lag);
+        OvernightLeg& withPaymentLag(Integer lag);
         OvernightLeg& withGearings(Real gearing);
         OvernightLeg& withGearings(const std::vector<Real>& gearings);
         OvernightLeg& withSpreads(Spread spread);
@@ -116,7 +116,7 @@ namespace QuantLib {
         DayCounter paymentDayCounter_;
         Calendar paymentCalendar_;
         BusinessDayConvention paymentAdjustment_ = Following;
-        Natural paymentLag_ = 0;
+        Integer paymentLag_ = 0;
         std::vector<Real> gearings_;
         std::vector<Spread> spreads_;
         bool telescopicValueDates_ = false;

diff --git a/ql/cashflows/subperiodcoupon.cpp b/ql/cashflows/subperiodcoupon.cpp
@@ -185,7 +185,7 @@ namespace QuantLib {
         return *this;
     }
 
-    SubPeriodsLeg& SubPeriodsLeg::withPaymentLag(Natural lag) {
+    SubPeriodsLeg& SubPeriodsLeg::withPaymentLag(Integer lag) {
         paymentLag_ = lag;
         return *this;
     }

diff --git a/ql/cashflows/subperiodcoupon.hpp b/ql/cashflows/subperiodcoupon.hpp
@@ -126,7 +126,7 @@ namespace QuantLib {
         SubPeriodsLeg& withPaymentDayCounter(const DayCounter&);
         SubPeriodsLeg& withPaymentAdjustment(BusinessDayConvention);
         SubPeriodsLeg& withPaymentCalendar(const Calendar&);
-        SubPeriodsLeg& withPaymentLag(Natural lag);
+        SubPeriodsLeg& withPaymentLag(Integer lag);
         SubPeriodsLeg& withFixingDays(Natural fixingDays);
         SubPeriodsLeg& withFixingDays(const std::vector<Natural>& fixingDays);
         SubPeriodsLeg& withGearings(Real gearing);
@@ -149,7 +149,7 @@ namespace QuantLib {
         DayCounter paymentDayCounter_;
         Calendar paymentCalendar_;
         BusinessDayConvention paymentAdjustment_ = Following;
-        Natural paymentLag_ = 0;
+        Integer paymentLag_ = 0;
         std::vector<Natural> fixingDays_;
         std::vector<Real> gearings_;
         std::vector<Spread> couponSpreads_;

diff --git a/ql/instruments/bonds/amortizingfixedratebond.cpp b/ql/instruments/bonds/amortizingfixedratebond.cpp
@@ -37,7 +37,7 @@ namespace QuantLib {
                                       const BusinessDayConvention exCouponConvention,
                                       bool exCouponEndOfMonth,
                                       const std::vector<Real>& redemptions,
-                                      Natural paymentLag)
+                                      Integer paymentLag)
     : Bond(settlementDays, schedule.calendar(), issueDate),
       frequency_(schedule.tenor().frequency()),
       dayCounter_(accrualDayCounter) {

diff --git a/ql/instruments/bonds/amortizingfixedratebond.hpp b/ql/instruments/bonds/amortizingfixedratebond.hpp
@@ -46,7 +46,7 @@ namespace QuantLib {
                                 BusinessDayConvention exCouponConvention = Unadjusted,
                                 bool exCouponEndOfMonth = false,
                                 const std::vector<Real>& redemptions = { 100.0 },
-                                Natural paymentLag = 0);
+                                Integer paymentLag = 0);
 
         Frequency frequency() const { return frequency_; }
         const DayCounter& dayCounter() const { return dayCounter_; }

diff --git a/ql/instruments/bonds/amortizingfloatingratebond.cpp b/ql/instruments/bonds/amortizingfloatingratebond.cpp
@@ -44,7 +44,7 @@ namespace QuantLib {
                                     const BusinessDayConvention exCouponConvention,
                                     bool exCouponEndOfMonth,
                                     const std::vector<Real>& redemptions,
-                                    Natural paymentLag)
+                                    Integer paymentLag)
     : Bond(settlementDays, schedule.calendar(), issueDate) {
 
         maturityDate_ = schedule.endDate();

diff --git a/ql/instruments/bonds/amortizingfloatingratebond.hpp b/ql/instruments/bonds/amortizingfloatingratebond.hpp
@@ -52,7 +52,7 @@ namespace QuantLib {
                                    BusinessDayConvention exCouponConvention = Unadjusted,
                                    bool exCouponEndOfMonth = false,
                                    const std::vector<Real>& redemptions = { 100.0 },
-                                   Natural paymentLag = 0);
+                                   Integer paymentLag = 0);
     };
 
 }

diff --git a/ql/instruments/fixedvsfloatingswap.cpp b/ql/instruments/fixedvsfloatingswap.cpp
@@ -41,7 +41,7 @@ namespace QuantLib {
                                              Spread spread,
                                              DayCounter floatingDayCount,
                                              ext::optional<BusinessDayConvention> paymentConvention,
-                                             Natural paymentLag,
+                                             Integer paymentLag,
                                              const Calendar& paymentCalendar)
     : Swap(2), type_(type), fixedNominals_(std::move(fixedNominals)), fixedSchedule_(std::move(fixedSchedule)),
       fixedRate_(fixedRate), fixedDayCount_(std::move(fixedDayCount)),

diff --git a/ql/instruments/fixedvsfloatingswap.hpp b/ql/instruments/fixedvsfloatingswap.hpp
@@ -64,7 +64,7 @@ namespace QuantLib {
                             Spread spread,
                             DayCounter floatingDayCount,
                             ext::optional<BusinessDayConvention> paymentConvention = ext::nullopt,
-                            Natural paymentLag = 0,
+                            Integer paymentLag = 0,
                             const Calendar& paymentCalendar = Calendar());
         //! \name Inspectors
         //@{

diff --git a/ql/instruments/makeois.cpp b/ql/instruments/makeois.cpp
@@ -176,7 +176,7 @@ namespace QuantLib {
         return *this;
     }
 
-    MakeOIS& MakeOIS::withPaymentLag(Natural lag) {
+    MakeOIS& MakeOIS::withPaymentLag(Integer lag) {
         paymentLag_ = lag;
         return *this;
     }

diff --git a/ql/instruments/makeois.hpp b/ql/instruments/makeois.hpp
@@ -57,7 +57,7 @@ namespace QuantLib {
 
         MakeOIS& withPaymentFrequency(Frequency f);
         MakeOIS& withPaymentAdjustment(BusinessDayConvention convention);
-        MakeOIS& withPaymentLag(Natural lag);
+        MakeOIS& withPaymentLag(Integer lag);
         MakeOIS& withPaymentCalendar(const Calendar& cal);
 
         MakeOIS& withEndOfMonth(bool flag = true);
@@ -88,7 +88,7 @@ namespace QuantLib {
         Frequency paymentFrequency_ = Annual;
         Calendar paymentCalendar_;
         BusinessDayConvention paymentAdjustment_ = Following;
-        Natural paymentLag_ = 0;
+        Integer paymentLag_ = 0;
 
         DateGeneration::Rule rule_ = DateGeneration::Backward;
         bool endOfMonth_ = false, isDefaultEOM_ = true;

diff --git a/ql/instruments/overnightindexedswap.cpp b/ql/instruments/overnightindexedswap.cpp
@@ -34,7 +34,7 @@ namespace QuantLib {
                                                DayCounter fixedDC,
                                                const ext::shared_ptr<OvernightIndex>& overnightIndex,
                                                Spread spread,
-                                               Natural paymentLag,
+                                               Integer paymentLag,
                                                BusinessDayConvention paymentAdjustment,
                                                const Calendar& paymentCalendar,
                                                bool telescopicValueDates,
@@ -59,7 +59,7 @@ namespace QuantLib {
                                                DayCounter fixedDC,
                                                const ext::shared_ptr<OvernightIndex>& overnightIndex,
                                                Spread spread,
-                                               Natural paymentLag,
+                                               Integer paymentLag,
                                                BusinessDayConvention paymentAdjustment,
                                                const Calendar& paymentCalendar,
                                                bool telescopicValueDates,
@@ -87,7 +87,7 @@ namespace QuantLib {
                                                const Schedule& overnightSchedule,
                                                const ext::shared_ptr<OvernightIndex>& overnightIndex,
                                                Spread spread,
-                                               Natural paymentLag,
+                                               Integer paymentLag,
                                                BusinessDayConvention paymentAdjustment,
                                                const Calendar& paymentCalendar,
                                                bool telescopicValueDates,
@@ -116,7 +116,7 @@ namespace QuantLib {
                                                const Schedule& overnightSchedule,
                                                const ext::shared_ptr<OvernightIndex>& overnightIndex,
                                                Spread spread,
-                                               Natural paymentLag,
+                                               Integer paymentLag,
                                                BusinessDayConvention paymentAdjustment,
                                                const Calendar& paymentCalendar,
                                                bool telescopicValueDates,

diff --git a/ql/instruments/overnightindexedswap.hpp b/ql/instruments/overnightindexedswap.hpp
@@ -48,7 +48,7 @@ namespace QuantLib {
                              DayCounter fixedDC,
                              const ext::shared_ptr<OvernightIndex>& overnightIndex,
                              Spread spread = 0.0,
-                             Natural paymentLag = 0,
+                             Integer paymentLag = 0,
                              BusinessDayConvention paymentAdjustment = Following,
                              const Calendar& paymentCalendar = Calendar(),
                              bool telescopicValueDates = false,
@@ -61,7 +61,7 @@ namespace QuantLib {
                              DayCounter fixedDC,
                              const ext::shared_ptr<OvernightIndex>& overnightIndex,
                              Spread spread = 0.0,
-                             Natural paymentLag = 0,
+                             Integer paymentLag = 0,
                              BusinessDayConvention paymentAdjustment = Following,
                              const Calendar& paymentCalendar = Calendar(),
                              bool telescopicValueDates = false,
@@ -75,7 +75,7 @@ namespace QuantLib {
                              const Schedule& overnightSchedule,
                              const ext::shared_ptr<OvernightIndex>& overnightIndex,
                              Spread spread = 0.0,
-                             Natural paymentLag = 0,
+                             Integer paymentLag = 0,
                              BusinessDayConvention paymentAdjustment = Following,
                              const Calendar& paymentCalendar = Calendar(),
                              bool telescopicValueDates = false,
@@ -90,7 +90,7 @@ namespace QuantLib {
                              const Schedule& overnightSchedule,
                              const ext::shared_ptr<OvernightIndex>& overnightIndex,
                              Spread spread = 0.0,
-                             Natural paymentLag = 0,
+                             Integer paymentLag = 0,
                              BusinessDayConvention paymentAdjustment = Following,
                              const Calendar& paymentCalendar = Calendar(),
                              bool telescopicValueDates = false,

diff --git a/ql/termstructures/yield/oisratehelper.cpp b/ql/termstructures/yield/oisratehelper.cpp
@@ -33,7 +33,7 @@ namespace QuantLib {
                                  const ext::shared_ptr<OvernightIndex>& overnightIndex,
                                  Handle<YieldTermStructure> discount,
                                  bool telescopicValueDates,
-                                 Natural paymentLag,
+                                 Integer paymentLag,
                                  BusinessDayConvention paymentConvention,
                                  Frequency paymentFrequency,
                                  Calendar paymentCalendar,
@@ -156,7 +156,7 @@ namespace QuantLib {
                                            Handle<YieldTermStructure> discount,
                                            bool telescopicValueDates,
                                            RateAveraging::Type averagingMethod,
-                                           Natural paymentLag,
+                                           Integer paymentLag,
                                            BusinessDayConvention paymentConvention,
                                            Frequency paymentFrequency,
                                            const Calendar& paymentCalendar,

diff --git a/ql/termstructures/yield/oisratehelper.hpp b/ql/termstructures/yield/oisratehelper.hpp
@@ -41,7 +41,7 @@ namespace QuantLib {
                       // exogenous discounting curve
                       Handle<YieldTermStructure> discountingCurve = {},
                       bool telescopicValueDates = false,
-                      Natural paymentLag = 0,
+                      Integer paymentLag = 0,
                       BusinessDayConvention paymentConvention = Following,
                       Frequency paymentFrequency = Annual,
                       Calendar paymentCalendar = Calendar(),
@@ -80,7 +80,7 @@ namespace QuantLib {
       bool telescopicValueDates_;
       RelinkableHandle<YieldTermStructure> discountRelinkableHandle_;
 
-      Natural paymentLag_;
+      Integer paymentLag_;
       BusinessDayConvention paymentConvention_;
       Frequency paymentFrequency_;
       Calendar paymentCalendar_;
@@ -101,7 +101,7 @@ namespace QuantLib {
                            Handle<YieldTermStructure> discountingCurve = {},
                            bool telescopicValueDates = false,
                            RateAveraging::Type averagingMethod = RateAveraging::Compound,
-                           Natural paymentLag = 0,
+                           Integer paymentLag = 0,
                            BusinessDayConvention paymentConvention = Following,
                            Frequency paymentFrequency = Annual,
                            const Calendar& paymentCalendar = Calendar(),

diff --git a/test-suite/overnightindexedswap.cpp b/test-suite/overnightindexedswap.cpp
@@ -136,7 +136,7 @@ namespace overnight_indexed_swap_test {
                  Spread spread,
                  bool telescopicValueDates,
                  Date effectiveDate = Null<Date>(),
-                 Natural paymentLag = 0,
+                 Integer paymentLag = 0,
                  RateAveraging::Type averagingMethod = RateAveraging::Compound) {
             return MakeOIS(length, eoniaIndex, fixedRate, 0 * Days)
                 .withEffectiveDate(effectiveDate == Null<Date>() ? settlement : effectiveDate)
@@ -303,7 +303,7 @@ namespace overnight_indexed_swap_test {
 
     CommonVars vars;
 
-    Natural paymentLag = 2;
+    Integer paymentLag = 2;
 
     std::vector<ext::shared_ptr<RateHelper> > eoniaHelpers;