QPR-11512 resolve merge conflict after merging 1.29

Author: mgroncki

CMakeLists.txt

@@ -216,7 +216,7 @@ if (QL_TAGGED_LAYOUT)
     endif()
     set(DEBUG_POSTFIX ${DEBUG_POSTFIX}-mt)
     set(RELEASE_POSTFIX ${RELEASE_POSTFIX}-mt)
-    if (CMAKE_MSVC_RUNTIME_LIBRARY MATCHES ".*DLL$")
+    if (MSVC_LINK_DYNAMIC_RUNTIME)
         set(DEBUG_POSTFIX ${DEBUG_POSTFIX}-gd)
     else()
         set(DEBUG_POSTFIX ${DEBUG_POSTFIX}-sgd)

ql/cashflows/cpicoupon.cpp

@@ -214,6 +214,23 @@ namespace QuantLib {
         return baseFixing_;
     }
 
+    Real CPICashFlow::amount() const {
+        Real I0 = baseFixing();
+        Real I1;
+    
+        // Added to handle cases with null baseCPI, look up from index
+        if (I0 == Null<Real>()) {
+            I0 = CPI::laggedFixing(cpiIndex(), baseDate() + observationLag(), observationLag(), interpolation());
+        }
+
+        I1 = indexFixing();
+
+        if (growthOnly())
+            return notional() * (I1 / I0 - 1.0);
+        else
+            return notional() * (I1 / I0);
+    }
+
     Real CPICashFlow::indexFixing() const {
         if (observationDate_ != Date()) {
             return CPI::laggedFixing(cpiIndex(), observationDate_, observationLag_, interpolation_);

ql/cashflows/cpicoupon.hpp

@@ -214,6 +214,8 @@ namespace QuantLib {
 
         ext::shared_ptr<ZeroInflationIndex> cpiIndex() const;
 
+        //! redefined to use baseFixing() and interpolation
+        Real amount() const override;
         Real indexFixing() const override;
 
       protected:

ql/cashflows/cpicouponpricer.cpp

@@ -122,12 +122,6 @@ namespace QuantLib {
 
         if (fixing == Null<Rate>())
             fixing = I1 / I0;
-        //std::cout << " adjustedFixing " << fixing << std::endl;
-        // no adjustment
-        // QL 1.27:
-        //if (fixing == Null<Rate>())
-        //    fixing = coupon_->indexFixing() / coupon_->baseCPI();
-        // no further adjustment
         return fixing;
     }
 

ql/indexes/inflation/aucpi.hpp

@@ -37,7 +37,7 @@ namespace QuantLib {
               bool revised,
               const Handle<ZeroInflationTermStructure>& ts = {})
         : ZeroInflationIndex(
-              "CPI", AustraliaRegion(), revised, frequency, Period(2, Months), AUDCurrency(), ts) {}
+              "CPI", AustraliaRegion(), revised, frequency, Period(1, Months), AUDCurrency(), ts) {}
         // QL1.29 MergeConflict ours
         // Period(1, Months)
         /*! \deprecated Use the constructor without the "interpolated" parameter.

ql/indexes/inflationindex.cpp

@@ -143,13 +143,15 @@ namespace QuantLib {
         Date historicalFixingKnown = lastAvailableFixingPeriod.first - 1;
         Date historicalFixingUnkown = std::min(today, lastAvailableFixingPeriod.second);
         Date latestNeededDate = fixingDate;
-
+        
+        QL_DEPRECATED_DISABLE_WARNING
         if (interpolated_) { // might need the next one too
             std::pair<Date, Date> p = inflationPeriod(fixingDate, frequency_);
             if (fixingDate > p.first)
                 latestNeededDate += Period(frequency_);
         }
-
+        QL_DEPRECATED_ENABLE_WARNING
+        
         if (latestNeededDate <= historicalFixingKnown) {
             // the fixing date is well before the availability lag, so
             // we know that fixings were provided.

test-suite/CMakeLists.txt

@@ -381,10 +381,10 @@ if (QL_BUILD_TEST_SUITE)
     target_link_libraries(ql_test_suite PRIVATE
         ql_library
         ql_unit_test_main
-        // QL1.29 MergeConflict ours
-        //Boost::unit_test_framework
-        //${QL_TEST_SUITE_LIBRARIES})
-        // QL1.29 MergeConflict theirs
+    #QL1.29 MergeConflict ours
+        #Boost::unit_test_framework
+        #${QL_TEST_SUITE_LIBRARIES})
+    # QL1.29 MergeConflict theirs
         ${QL_THREAD_LIBRARIES})
     if(MSVC AND CMAKE_UNITY_BUILD)
         # for Unity builds, we need to add /bigobj
@@ -408,16 +408,16 @@ IF (QL_BUILD_BENCHMARK)
     endif()
     target_link_libraries(ql_benchmark PRIVATE
         ql_library
-        // QL1.29 MergeConflict theirs
+    #QL1.29 MergeConflict theirs
         ql_unit_test_main
         ${QL_THREAD_LIBRARIES})
     if(MSVC AND CMAKE_UNITY_BUILD)
         # for Unity builds, we need to add /bigobj
         target_compile_options(ql_benchmark PRIVATE "/bigobj")
     endif()
-    // QL1.29 MergeConflict ours
-        //Boost::unit_test_framework
-        //${QL_BENCHMARK_LIBRARIES})
+    #QL1.29 MergeConflict ours
+    #Boost::unit_test_framework
+    #{QL_BENCHMARK_LIBRARIES})
     if (QL_INSTALL_BENCHMARK)
         install(TARGETS ql_benchmark RUNTIME DESTINATION ${QL_INSTALL_BINDIR})
     endif()