QPR-12140 remove unneeded member variables

Author: pcaspers

ql/math/randomnumbers/sobolbrownianbridgersg.cpp

@@ -27,30 +27,29 @@
 namespace QuantLib {
 
     namespace {
-        void nextSequence(const SobolBrownianGeneratorBaseG& gen, std::vector<Real>& seq) {
+        void setNextSequence(SobolBrownianGeneratorBase& gen, std::vector<Real>& seq) {
             gen.nextPath();
             std::vector<Real> output(gen.numberOfFactors());
-            for (Size i = 0; i < gen.numberOfSetps(); ++i) {
+            for (Size i = 0; i < gen.numberOfSteps(); ++i) {
                 gen.nextStep(output);
-                std::copy(output.begin(), output.end(), seq.begin() + i * factors_);
+                std::copy(output.begin(), output.end(), seq.begin() + i * gen.numberOfFactors());
             }
         }
     }
 
-    SobolBrownianBridgeRsg::SobolBrownianBridgeRsg(
-        Size factors, Size steps,
-        SobolBrownianGenerator::Ordering ordering,
-        unsigned long seed,
-        SobolRsg::DirectionIntegers directionIntegers)
-    : factors_(factors), steps_(steps), dim_(factors*steps),
-      seq_(sample_type::value_type(factors*steps), 1.0),
-      gen_(factors, steps, ordering, seed, directionIntegers) {
-    }
+    SobolBrownianBridgeRsg::SobolBrownianBridgeRsg(Size factors,
+                                                   Size steps,
+                                                   SobolBrownianGenerator::Ordering ordering,
+                                                   unsigned long seed,
+                                                   SobolRsg::DirectionIntegers directionIntegers)
+    : seq_(sample_type::value_type(factors * steps), 1.0),
+      gen_(factors, steps, ordering, seed, directionIntegers) {}
 
     const SobolBrownianBridgeRsg::sample_type&
     SobolBrownianBridgeRsg::nextSequence() const {
-        nextSequence(gen_, seq_);
+        setNextSequence(gen_, seq_.value);
         return seq_;
+
     }
 
     const SobolBrownianBridgeRsg::sample_type&
@@ -59,23 +58,22 @@ namespace QuantLib {
     }
 
     Size SobolBrownianBridgeRsg::dimension() const {
-        return dim_;
+        return gen_.numberOfFactors() * gen_.numberOfSteps();
     }
 
     Burley2020SobolBrownianBridgeRsg::Burley2020SobolBrownianBridgeRsg(
-        Size factors, Size steps,
+        Size factors,
+        Size steps,
         SobolBrownianGenerator::Ordering ordering,
         unsigned long seed,
         SobolRsg::DirectionIntegers directionIntegers,
         unsigned long scrambleSeed)
-    : factors_(factors), steps_(steps), dim_(factors*steps),
-      seq_(sample_type::value_type(factors*steps), 1.0),
-      gen_(factors, steps, ordering, seed, directionIntegers, scrambleSeed) {
-    }
+    : seq_(sample_type::value_type(factors * steps), 1.0),
+      gen_(factors, steps, ordering, seed, directionIntegers, scrambleSeed) {}
 
     const Burley2020SobolBrownianBridgeRsg::sample_type&
     Burley2020SobolBrownianBridgeRsg::nextSequence() const {
-        nextSequence(gen_, seq_);
+        setNextSequence(gen_, seq_.value);
         return seq_;
     }
 
@@ -85,7 +83,7 @@ namespace QuantLib {
     }
 
     Size Burley2020SobolBrownianBridgeRsg::dimension() const {
-        return dim_;
+        return gen_.numberOfFactors() * gen_.numberOfSteps();
     }
 
 }

ql/math/randomnumbers/sobolbrownianbridgersg.hpp

@@ -45,7 +45,6 @@ namespace QuantLib {
         Size dimension() const;
 
       private:
-        const Size factors_, steps_, dim_;
         mutable sample_type seq_;
         mutable SobolBrownianGenerator gen_;
     };
@@ -67,10 +66,9 @@ namespace QuantLib {
         Size dimension() const;
 
       private:
-        const Size factors_, steps_, dim_;
         mutable sample_type seq_;
         mutable Burley2020SobolBrownianGenerator gen_;
     };
-}}
+}
 
 #endif