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Remove classes deprecated in version 1.32 (#2090)
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@lballabio
lballabio authored Oct 14, 2024
2 parents 980c6ce + 55c163c commit 9036791
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Showing 50 changed files with 29 additions and 1,553 deletions.
18 changes: 0 additions & 18 deletions QuantLib.vcxproj
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Expand Up @@ -663,32 +663,23 @@
<ClInclude Include="ql\experimental\credit\spreadedhazardratecurve.hpp" />
<ClInclude Include="ql\experimental\credit\syntheticcdo.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\all.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\analyticamericanmargrabeengine.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\analyticcomplexchooserengine.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\analyticcompoundoptionengine.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\analyticeuropeanmargrabeengine.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\analyticholderextensibleoptionengine.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\analyticpartialtimebarrieroptionengine.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\analyticpdfhestonengine.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\analyticsimplechooserengine.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\analytictwoassetbarrierengine.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\analytictwoassetcorrelationengine.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\analyticwriterextensibleoptionengine.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\complexchooseroption.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\compoundoption.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\continuousarithmeticasianlevyengine.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\continuousarithmeticasianvecerengine.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\everestoption.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\himalayaoption.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\holderextensibleoption.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\kirkspreadoptionengine.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\margrabeoption.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\mceverestengine.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\mchimalayaengine.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\mcpagodaengine.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\pagodaoption.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\partialtimebarrieroption.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\simplechooseroption.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\spreadoption.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\twoassetbarrieroption.hpp" />
<ClInclude Include="ql\experimental\exoticoptions\twoassetcorrelationoption.hpp" />
Expand Down Expand Up @@ -791,7 +782,6 @@
<ClInclude Include="ql\experimental\termstructures\all.hpp" />
<ClInclude Include="ql\experimental\termstructures\basisswapratehelpers.hpp" />
<ClInclude Include="ql\experimental\termstructures\crosscurrencyratehelpers.hpp" />
<ClInclude Include="ql\experimental\termstructures\multicurvesensitivities.hpp" />
<ClInclude Include="ql\experimental\variancegamma\all.hpp" />
<ClInclude Include="ql\experimental\variancegamma\analyticvariancegammaengine.hpp" />
<ClInclude Include="ql\experimental\variancegamma\fftengine.hpp" />
Expand Down Expand Up @@ -1221,7 +1211,6 @@
<ClInclude Include="ql\methods\finitedifferences\parallelevolver.hpp" />
<ClInclude Include="ql\methods\finitedifferences\pde.hpp" />
<ClInclude Include="ql\methods\finitedifferences\pdebsm.hpp" />
<ClInclude Include="ql\methods\finitedifferences\pdeshortrate.hpp" />
<ClInclude Include="ql\methods\finitedifferences\schemes\all.hpp" />
<ClInclude Include="ql\methods\finitedifferences\schemes\boundaryconditionschemehelper.hpp" />
<ClInclude Include="ql\methods\finitedifferences\schemes\craigsneydscheme.hpp" />
Expand All @@ -1233,7 +1222,6 @@
<ClInclude Include="ql\methods\finitedifferences\schemes\methodoflinesscheme.hpp" />
<ClInclude Include="ql\methods\finitedifferences\schemes\modifiedcraigsneydscheme.hpp" />
<ClInclude Include="ql\methods\finitedifferences\schemes\trbdf2scheme.hpp" />
<ClInclude Include="ql\methods\finitedifferences\shoutcondition.hpp" />
<ClInclude Include="ql\methods\finitedifferences\solvers\all.hpp" />
<ClInclude Include="ql\methods\finitedifferences\solvers\fdm1dimsolver.hpp" />
<ClInclude Include="ql\methods\finitedifferences\solvers\fdm2dblackscholessolver.hpp" />
Expand Down Expand Up @@ -1358,7 +1346,6 @@
<ClInclude Include="ql\models\marketmodels\driftcomputation\lmmdriftcalculator.hpp" />
<ClInclude Include="ql\models\marketmodels\driftcomputation\lmmnormaldriftcalculator.hpp" />
<ClInclude Include="ql\models\marketmodels\driftcomputation\smmdriftcalculator.hpp" />
<ClInclude Include="ql\models\marketmodels\duffsdeviceinnerproduct.hpp" />
<ClInclude Include="ql\models\marketmodels\evolutiondescription.hpp" />
<ClInclude Include="ql\models\marketmodels\evolver.hpp" />
<ClInclude Include="ql\models\marketmodels\evolvers\all.hpp" />
Expand Down Expand Up @@ -1607,14 +1594,11 @@
<ClInclude Include="ql\pricingengines\vanilla\fdblackscholesvanillaengine.hpp" />
<ClInclude Include="ql\pricingengines\vanilla\fdcevvanillaengine.hpp" />
<ClInclude Include="ql\pricingengines\vanilla\fdcirvanillaengine.hpp" />
<ClInclude Include="ql\pricingengines\vanilla\fdconditions.hpp" />
<ClInclude Include="ql\pricingengines\vanilla\fddividendengine.hpp" />
<ClInclude Include="ql\pricingengines\vanilla\fdhestonhullwhitevanillaengine.hpp" />
<ClInclude Include="ql\pricingengines\vanilla\fdhestonvanillaengine.hpp" />
<ClInclude Include="ql\pricingengines\vanilla\fdmultiperiodengine.hpp" />
<ClInclude Include="ql\pricingengines\vanilla\fdsabrvanillaengine.hpp" />
<ClInclude Include="ql\pricingengines\vanilla\fdsimplebsswingengine.hpp" />
<ClInclude Include="ql\pricingengines\vanilla\fdstepconditionengine.hpp" />
<ClInclude Include="ql\pricingengines\vanilla\fdvanillaengine.hpp" />
<ClInclude Include="ql\pricingengines\vanilla\hestonexpansionengine.hpp" />
<ClInclude Include="ql\pricingengines\vanilla\integralengine.hpp" />
Expand Down Expand Up @@ -2329,7 +2313,6 @@
<ClCompile Include="ql\math\randomnumbers\xoshiro256starstaruniformrng.cpp" />
<ClCompile Include="ql\math\richardsonextrapolation.cpp" />
<ClCompile Include="ql\math\rounding.cpp" />
<ClCompile Include="ql\math\sampledcurve.cpp" />
<ClCompile Include="ql\math\statistics\discrepancystatistics.cpp" />
<ClCompile Include="ql\math\statistics\generalstatistics.cpp" />
<ClCompile Include="ql\math\statistics\histogram.cpp" />
Expand Down Expand Up @@ -2649,7 +2632,6 @@
<ClCompile Include="ql\pricingengines\vanilla\fdhestonvanillaengine.cpp" />
<ClCompile Include="ql\pricingengines\vanilla\fdsabrvanillaengine.cpp" />
<ClCompile Include="ql\pricingengines\vanilla\fdsimplebsswingengine.cpp" />
<ClCompile Include="ql\pricingengines\vanilla\fdvanillaengine.cpp" />
<ClCompile Include="ql\pricingengines\vanilla\hestonexpansionengine.cpp" />
<ClCompile Include="ql\pricingengines\vanilla\integralengine.cpp" />
<ClCompile Include="ql\pricingengines\vanilla\jumpdiffusionengine.cpp" />
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54 changes: 0 additions & 54 deletions QuantLib.vcxproj.filters
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Expand Up @@ -450,12 +450,6 @@
<ClInclude Include="ql\methods\finitedifferences\pdebsm.hpp">
<Filter>methods\finitedifferences</Filter>
</ClInclude>
<ClInclude Include="ql\methods\finitedifferences\pdeshortrate.hpp">
<Filter>methods\finitedifferences</Filter>
</ClInclude>
<ClInclude Include="ql\methods\finitedifferences\shoutcondition.hpp">
<Filter>methods\finitedifferences</Filter>
</ClInclude>
<ClInclude Include="ql\methods\finitedifferences\stepcondition.hpp">
<Filter>methods\finitedifferences</Filter>
</ClInclude>
Expand Down Expand Up @@ -1482,9 +1476,6 @@
<ClInclude Include="ql\models\marketmodels\discounter.hpp">
<Filter>models\marketmodels</Filter>
</ClInclude>
<ClInclude Include="ql\models\marketmodels\duffsdeviceinnerproduct.hpp">
<Filter>models\marketmodels</Filter>
</ClInclude>
<ClInclude Include="ql\models\marketmodels\evolutiondescription.hpp">
<Filter>models\marketmodels</Filter>
</ClInclude>
Expand Down Expand Up @@ -2532,18 +2523,9 @@
<ClInclude Include="ql\pricingengines\vanilla\hestonexpansionengine.hpp">
<Filter>pricingengines\vanilla</Filter>
</ClInclude>
<ClInclude Include="ql\pricingengines\vanilla\fdconditions.hpp">
<Filter>pricingengines\vanilla</Filter>
</ClInclude>
<ClInclude Include="ql\pricingengines\vanilla\fddividendengine.hpp">
<Filter>pricingengines\vanilla</Filter>
</ClInclude>
<ClInclude Include="ql\pricingengines\vanilla\fdmultiperiodengine.hpp">
<Filter>pricingengines\vanilla</Filter>
</ClInclude>
<ClInclude Include="ql\pricingengines\vanilla\fdstepconditionengine.hpp">
<Filter>pricingengines\vanilla</Filter>
</ClInclude>
<ClInclude Include="ql\pricingengines\vanilla\fdvanillaengine.hpp">
<Filter>pricingengines\vanilla</Filter>
</ClInclude>
Expand Down Expand Up @@ -3132,15 +3114,6 @@
<ClInclude Include="ql\experimental\exoticoptions\all.hpp">
<Filter>experimental\exoticoptions</Filter>
</ClInclude>
<ClInclude Include="ql\experimental\exoticoptions\analyticamericanmargrabeengine.hpp">
<Filter>experimental\exoticoptions</Filter>
</ClInclude>
<ClInclude Include="ql\experimental\exoticoptions\analyticcomplexchooserengine.hpp">
<Filter>experimental\exoticoptions</Filter>
</ClInclude>
<ClInclude Include="ql\experimental\exoticoptions\analyticeuropeanmargrabeengine.hpp">
<Filter>experimental\exoticoptions</Filter>
</ClInclude>
<ClInclude Include="ql\experimental\exoticoptions\analyticholderextensibleoptionengine.hpp">
<Filter>experimental\exoticoptions</Filter>
</ClInclude>
Expand All @@ -3156,9 +3129,6 @@
<ClInclude Include="ql\pricingengines\barrier\discretizedbarrieroption.hpp">
<Filter>pricingengines\barrier</Filter>
</ClInclude>
<ClInclude Include="ql\experimental\exoticoptions\analyticsimplechooserengine.hpp">
<Filter>experimental\exoticoptions</Filter>
</ClInclude>
<ClInclude Include="ql\experimental\exoticoptions\analytictwoassetbarrierengine.hpp">
<Filter>experimental\exoticoptions</Filter>
</ClInclude>
Expand All @@ -3168,9 +3138,6 @@
<ClInclude Include="ql\experimental\exoticoptions\analyticwriterextensibleoptionengine.hpp">
<Filter>experimental\exoticoptions</Filter>
</ClInclude>
<ClInclude Include="ql\experimental\exoticoptions\complexchooseroption.hpp">
<Filter>experimental\exoticoptions</Filter>
</ClInclude>
<ClInclude Include="ql\experimental\exoticoptions\continuousarithmeticasianlevyengine.hpp">
<Filter>experimental\exoticoptions</Filter>
</ClInclude>
Expand All @@ -3189,9 +3156,6 @@
<ClInclude Include="ql\experimental\exoticoptions\kirkspreadoptionengine.hpp">
<Filter>experimental\exoticoptions</Filter>
</ClInclude>
<ClInclude Include="ql\experimental\exoticoptions\margrabeoption.hpp">
<Filter>experimental\exoticoptions</Filter>
</ClInclude>
<ClInclude Include="ql\experimental\exoticoptions\mceverestengine.hpp">
<Filter>experimental\exoticoptions</Filter>
</ClInclude>
Expand All @@ -3207,9 +3171,6 @@
<ClInclude Include="ql\experimental\exoticoptions\partialtimebarrieroption.hpp">
<Filter>experimental\exoticoptions</Filter>
</ClInclude>
<ClInclude Include="ql\experimental\exoticoptions\simplechooseroption.hpp">
<Filter>experimental\exoticoptions</Filter>
</ClInclude>
<ClInclude Include="ql\experimental\exoticoptions\spreadoption.hpp">
<Filter>experimental\exoticoptions</Filter>
</ClInclude>
Expand Down Expand Up @@ -3486,9 +3447,6 @@
<ClInclude Include="ql\experimental\termstructures\all.hpp">
<Filter>experimental\termstructures</Filter>
</ClInclude>
<ClInclude Include="ql\experimental\termstructures\multicurvesensitivities.hpp">
<Filter>experimental\termstructures</Filter>
</ClInclude>
<ClInclude Include="ql\experimental\varianceoption\all.hpp">
<Filter>experimental\varianceoption</Filter>
</ClInclude>
Expand Down Expand Up @@ -3639,12 +3597,6 @@
<ClInclude Include="ql\experimental\barrieroption\vannavolgainterpolation.hpp">
<Filter>experimental\barrieroption</Filter>
</ClInclude>
<ClInclude Include="ql\experimental\exoticoptions\analyticcompoundoptionengine.hpp">
<Filter>experimental\exoticoptions</Filter>
</ClInclude>
<ClInclude Include="ql\experimental\exoticoptions\compoundoption.hpp">
<Filter>experimental\exoticoptions</Filter>
</ClInclude>
<ClInclude Include="ql\experimental\inflation\all.hpp">
<Filter>experimental\inflation</Filter>
</ClInclude>
Expand Down Expand Up @@ -4862,9 +4814,6 @@
<ClCompile Include="ql\math\rounding.cpp">
<Filter>math</Filter>
</ClCompile>
<ClCompile Include="ql\math\sampledcurve.cpp">
<Filter>math</Filter>
</ClCompile>
<ClCompile Include="ql\math\statistics\discrepancystatistics.cpp">
<Filter>math\statistics</Filter>
</ClCompile>
Expand Down Expand Up @@ -5792,9 +5741,6 @@
<ClCompile Include="ql\pricingengines\vanilla\hestonexpansionengine.cpp">
<Filter>pricingengines\vanilla</Filter>
</ClCompile>
<ClCompile Include="ql\pricingengines\vanilla\fdvanillaengine.cpp">
<Filter>pricingengines\vanilla</Filter>
</ClCompile>
<ClCompile Include="ql\pricingengines\vanilla\integralengine.cpp">
<Filter>pricingengines\vanilla</Filter>
</ClCompile>
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27 changes: 6 additions & 21 deletions cmake/GenerateHeaders.cmake
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Expand Up @@ -38,29 +38,14 @@ function(generate_dir_headers source_dir binary_dir)
file(GLOB children_hpp RELATIVE ${source_dir} "${source_dir}/*.hpp")
list(FILTER children_hpp EXCLUDE REGEX "all.hpp")

# These headers were moved to another location.
# Therefore, we can ignore them as they only contain a warning and the new includes.
if (${source_dir} MATCHES "experimental" AND ${source_dir} MATCHES "exoticoptions")
list(FILTER children_hpp EXCLUDE REGEX "margrabeoption.hpp")
list(FILTER children_hpp EXCLUDE REGEX "analyticamericanmargrabeengine.hpp")
list(FILTER children_hpp EXCLUDE REGEX "analyticeuropeanmargrabeengine.hpp")
list(FILTER children_hpp EXCLUDE REGEX "compoundoption.hpp")
list(FILTER children_hpp EXCLUDE REGEX "analyticcompoundoptionengine.hpp")
list(FILTER children_hpp EXCLUDE REGEX "simplechooseroption.hpp")
list(FILTER children_hpp EXCLUDE REGEX "analyticsimplechooserengine.hpp")
list(FILTER children_hpp EXCLUDE REGEX "complexchooseroption.hpp")
list(FILTER children_hpp EXCLUDE REGEX "analyticcomplexchooserengine.hpp")
endif ()

list(FILTER children_hpp EXCLUDE REGEX "multicurvesensitivities.hpp")
list(FILTER children_hpp EXCLUDE REGEX "shoutcondition.hpp")
list(FILTER children_hpp EXCLUDE REGEX "fdcondition.hpp")
list(FILTER children_hpp EXCLUDE REGEX "pdeshortrate.hpp")
list(FILTER children_hpp EXCLUDE REGEX "fddividendengine.hpp")
list(FILTER children_hpp EXCLUDE REGEX "fdstepconditionengine.hpp")
list(FILTER children_hpp EXCLUDE REGEX "duffsdeviceinnerproduct.hpp")
list(FILTER children_hpp EXCLUDE REGEX "dividendvanillaoption.hpp")
list(FILTER children_hpp EXCLUDE REGEX "averageoiscouponpricer.hpp")
list(FILTER children_hpp EXCLUDE REGEX "fdmultiperiodengine.hpp")
list(FILTER children_hpp EXCLUDE REGEX "fdvanillaengine.hpp")
list(FILTER children_hpp EXCLUDE REGEX "sampledcurve.hpp")
list(FILTER children_hpp EXCLUDE REGEX "bsmtermoperator.hpp")
list(FILTER children_hpp EXCLUDE REGEX "fdtypedefs.hpp")
list(FILTER children_hpp EXCLUDE REGEX "parallelevolver.hpp")

file(GLOB children_dir RELATIVE ${source_dir} "${source_dir}/*")
list(FILTER children_dir EXCLUDE REGEX "CMakeFiles")
Expand Down
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