From b7426015bb0070f6e2e0e7cc9fbaabc66d7fdf3c Mon Sep 17 00:00:00 2001 From: Luigi Ballabio Date: Wed, 20 Sep 2023 17:29:36 +0200 Subject: [PATCH] Reorder parameters --- ql/instruments/bonds/amortizingcmsratebond.hpp | 2 +- ql/instruments/bonds/amortizingfixedratebond.cpp | 2 +- ql/instruments/bonds/amortizingfixedratebond.hpp | 6 ++---- ql/instruments/bonds/amortizingfloatingratebond.cpp | 8 ++++---- ql/instruments/bonds/amortizingfloatingratebond.hpp | 7 +++---- 5 files changed, 11 insertions(+), 14 deletions(-) diff --git a/ql/instruments/bonds/amortizingcmsratebond.hpp b/ql/instruments/bonds/amortizingcmsratebond.hpp index bd7e92beae5..2c9560e2427 100644 --- 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& redemptions = { 100.0 }); }; - + } #endif diff --git a/ql/instruments/bonds/amortizingfixedratebond.cpp b/ql/instruments/bonds/amortizingfixedratebond.cpp index df77edda995..824f2ec2e40 100644 --- 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& notionals, diff --git a/ql/instruments/bonds/amortizingfixedratebond.hpp b/ql/instruments/bonds/amortizingfixedratebond.hpp index 2f2cc8ffef5..b966947fb1c 100644 --- 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& notionals, const Schedule& schedule, const std::vector& coupons, @@ -46,8 +46,7 @@ namespace QuantLib { BusinessDayConvention exCouponConvention = Unadjusted, bool exCouponEndOfMonth = false, const std::vector& 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 index 13b597f07de..be2b9078c10 100644 --- 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& notionals, const Schedule& schedule, const ext::shared_ptr& index, const DayCounter& paymentDayCounter, BusinessDayConvention paymentConvention, - Natural fixingDays, Natural paymentLag, + Natural fixingDays, const std::vector& gearings, const std::vector& spreads, const std::vector& caps, @@ -44,7 +43,8 @@ namespace QuantLib { const Calendar& exCouponCalendar, const BusinessDayConvention exCouponConvention, bool exCouponEndOfMonth, - const std::vector& redemptions) + const std::vector& 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 index 46353fac820..3db44a14ee6 100644 --- a/ql/instruments/bonds/amortizingfloatingratebond.hpp +++ b/ql/instruments/bonds/amortizingfloatingratebond.hpp @@ -34,7 +34,6 @@ namespace QuantLib { //! amortizing floating-rate bond (possibly capped and/or floored) class AmortizingFloatingRateBond : public Bond { public: - AmortizingFloatingRateBond(Natural settlementDays, const std::vector& notional, const Schedule& schedule, @@ -42,7 +41,6 @@ namespace QuantLib { const DayCounter& accrualDayCounter, BusinessDayConvention paymentConvention = Following, Natural fixingDays = Null(), - Natural paymentLag = Null(), const std::vector& gearings = { 1.0 }, const std::vector& spreads = { 0.0 }, const std::vector& caps = {}, @@ -53,8 +51,9 @@ namespace QuantLib { const Calendar& exCouponCalendar = Calendar(), BusinessDayConvention exCouponConvention = Unadjusted, bool exCouponEndOfMonth = false, - const std::vector& redemptions = { 100.0 }); - }; + const std::vector& redemptions = { 100.0 }, + Natural paymentLag = 0); + }; }