Reorder parameters

lballabio · Sep 20, 2023 · b742601 · b742601
1 parent f8da734
commit b742601
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Showing 5 changed files with 11 additions and 14 deletions.
diff --git a/ql/instruments/bonds/amortizingcmsratebond.hpp b/ql/instruments/bonds/amortizingcmsratebond.hpp
@@ -50,7 +50,7 @@ namespace QuantLib {
                     const Date& issueDate = Date(),
                     const std::vector<Real>& redemptions = { 100.0 });
     };
-    
+
 }
 
 #endif
diff --git a/ql/instruments/bonds/amortizingfixedratebond.cpp b/ql/instruments/bonds/amortizingfixedratebond.cpp
@@ -92,7 +92,7 @@ namespace QuantLib {
         addRedemptionsToCashflows();
     }
 
-  
+
     AmortizingFixedRateBond::AmortizingFixedRateBond(
                                       Natural settlementDays,
                                       const std::vector<Real>& notionals,

diff --git a/ql/instruments/bonds/amortizingfixedratebond.hpp b/ql/instruments/bonds/amortizingfixedratebond.hpp
@@ -34,7 +34,7 @@ namespace QuantLib {
     //! amortizing fixed-rate bond
     class AmortizingFixedRateBond : public Bond {
       public:
-      AmortizingFixedRateBond(Natural settlementDays,
+        AmortizingFixedRateBond(Natural settlementDays,
                                 const std::vector<Real>& notionals,
                                 const Schedule& schedule,
                                 const std::vector<Rate>& coupons,
@@ -46,8 +46,7 @@ namespace QuantLib {
                                 BusinessDayConvention exCouponConvention = Unadjusted,
                                 bool exCouponEndOfMonth = false,
                                 const std::vector<Real>& redemptions = { 100.0 },
-                                Natural PaymentLag = 0);
-
+                                Natural paymentLag = 0);
 
         /*! \deprecated Use the other constructor after calling sinkingSchedule
                         and sinkingNotionals to generate the required parameters.
@@ -82,7 +81,6 @@ namespace QuantLib {
                                 BusinessDayConvention exCouponConvention = Unadjusted,
                                 bool exCouponEndOfMonth = false);
 
-
         Frequency frequency() const { return frequency_; }
         const DayCounter& dayCounter() const { return dayCounter_; }
       protected:

diff --git a/ql/instruments/bonds/amortizingfloatingratebond.cpp b/ql/instruments/bonds/amortizingfloatingratebond.cpp
@@ -25,15 +25,14 @@
 
 namespace QuantLib {
 
-
-   AmortizingFloatingRateBond::AmortizingFloatingRateBond(
+    AmortizingFloatingRateBond::AmortizingFloatingRateBond(
                                     Natural settlementDays,
                                     const std::vector<Real>& notionals,
                                     const Schedule& schedule,
                                     const ext::shared_ptr<IborIndex>& index,
                                     const DayCounter& paymentDayCounter,
                                     BusinessDayConvention paymentConvention,
-                                    Natural fixingDays, Natural paymentLag,
+                                    Natural fixingDays,
                                     const std::vector<Real>& gearings,
                                     const std::vector<Spread>& spreads,
                                     const std::vector<Rate>& caps,
@@ -44,7 +43,8 @@ namespace QuantLib {
                                     const Calendar& exCouponCalendar,
                                     const BusinessDayConvention exCouponConvention,
                                     bool exCouponEndOfMonth,
-                                    const std::vector<Real>& redemptions)
+                                    const std::vector<Real>& redemptions,
+                                    Natural paymentLag)
     : Bond(settlementDays, schedule.calendar(), issueDate) {
 
         maturityDate_ = schedule.endDate();

diff --git a/ql/instruments/bonds/amortizingfloatingratebond.hpp b/ql/instruments/bonds/amortizingfloatingratebond.hpp
@@ -34,15 +34,13 @@ namespace QuantLib {
     //! amortizing floating-rate bond (possibly capped and/or floored)
     class AmortizingFloatingRateBond : public Bond {
       public:
-
         AmortizingFloatingRateBond(Natural settlementDays,
                                    const std::vector<Real>& notional,
                                    const Schedule& schedule,
                                    const ext::shared_ptr<IborIndex>& index,
                                    const DayCounter& accrualDayCounter,
                                    BusinessDayConvention paymentConvention = Following,
                                    Natural fixingDays = Null<Natural>(),
-                                   Natural paymentLag = Null<Natural>(),
                                    const std::vector<Real>& gearings = { 1.0 },
                                    const std::vector<Spread>& spreads = { 0.0 },
                                    const std::vector<Rate>& caps = {},
@@ -53,8 +51,9 @@ namespace QuantLib {
                                    const Calendar& exCouponCalendar = Calendar(),
                                    BusinessDayConvention exCouponConvention = Unadjusted,
                                    bool exCouponEndOfMonth = false,
-                                   const std::vector<Real>& redemptions = { 100.0 });
-  };
+                                   const std::vector<Real>& redemptions = { 100.0 },
+                                   Natural paymentLag = 0);
+    };
 
 }
-Original file line number
+Diff line change
@@ Expand Up / @@ -50,7 +50,7 @@ namespace QuantLib { @@
                         const Date& issueDate = Date(),
                         const std::vector<Real>& redemptions = { 100.0 });
         };
     }
     #endif