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Expand file tree Collapse file tree Original file line number Diff line number Diff line change 18451845 <ClInclude Include =" ql\utilities\null_deleter.hpp" />
18461846 <ClInclude Include =" ql\utilities\observablevalue.hpp" />
18471847 <ClInclude Include =" ql\utilities\steppingiterator.hpp" />
1848- <ClInclude Include =" ql\utilities\time.hpp" />
18491848 <ClInclude Include =" ql\utilities\tracing.hpp" />
18501849 <ClInclude Include =" ql\utilities\vectors.hpp" />
18511850 <ClInclude Include =" ql\auto_link.hpp" />
27942793 <ClCompile Include =" ql\time\weekday.cpp" />
27952794 <ClCompile Include =" ql\utilities\dataformatters.cpp" />
27962795 <ClCompile Include =" ql\utilities\dataparsers.cpp" />
2797- <ClInclude Include =" ql\utilities\time.cpp" />
27982796 <ClCompile Include =" ql\utilities\tracing.cpp" />
27992797 <ClCompile Include =" ql\cashflow.cpp" />
28002798 <ClCompile Include =" ql\currency.cpp" />
Original file line number Diff line number Diff line change 22442244 <ClInclude Include =" ql\utilities\steppingiterator.hpp" >
22452245 <Filter >utilities</Filter >
22462246 </ClInclude >
2247- <ClInclude Include =" ql\utilities\time.hpp" >
2248- <Filter >utilities</Filter >
2249- </ClInclude >
2250- <ClInclude Include =" ql\utilities\tracing.hpp" >
2247+ <ClInclude Include =" ql\utilities\tracing.hpp" >
22512248 <Filter >utilities</Filter >
22522249 </ClInclude >
22532250 <ClInclude Include =" ql\utilities\vectors.hpp" >
55345531 <ClCompile Include =" ql\utilities\dataparsers.cpp" >
55355532 <Filter >utilities</Filter >
55365533 </ClCompile >
5537- <ClCompile Include =" ql\utilities\time.cpp" >
5538- <Filter >utilities</Filter >
5539- </ClCompile >
55405534 <ClCompile Include =" ql\utilities\tracing.cpp" >
55415535 <Filter >utilities</Filter >
55425536 </ClCompile >
Original file line number Diff line number Diff line change @@ -916,7 +916,6 @@ set(QL_SOURCES
916916 timegrid.cpp
917917 utilities/dataformatters.cpp
918918 utilities/dataparsers.cpp
919- utilities/time.cpp
920919 utilities/tracing.cpp
921920 version.cpp
922921)
@@ -2187,7 +2186,6 @@ set(QL_HEADERS
21872186 utilities/null_deleter.hpp
21882187 utilities/observablevalue.hpp
21892188 utilities/steppingiterator.hpp
2190- utilities/time.hpp
21912189 utilities/tracing.hpp
21922190 utilities/vectors.hpp
21932191 volatilitymodel.hpp
Original file line number Diff line number Diff line change 2121
2222#include < ql/indexes/iborindex.hpp>
2323#include < ql/termstructures/yieldtermstructure.hpp>
24- #include < ql/utilities/time.hpp>
2524#include < utility>
2625
2726namespace QuantLib {
@@ -52,17 +51,6 @@ namespace QuantLib {
5251 return forecastFixing (d1, d2, t);
5352 }
5453
55- Rate IborIndex::forecastFixing (const Time& fixingTime) const {
56- QL_REQUIRE (fixingTime > 0.0 , " \n cannot calculate forward rate, " \
57- " fixing time must be positive" );
58- QL_REQUIRE (!termStructure_.empty (),
59- " null term structure set to this instance of " << name ());
60- Time tenorTime = periodToTime (tenor_);
61- DiscountFactor disc1 = termStructure_->discount (fixingTime);
62- DiscountFactor disc2 = termStructure_->discount (fixingTime + tenorTime);
63- return (disc1 / disc2 - 1.0 ) / tenorTime;
64- }
65-
6654 Date IborIndex::maturityDate (const Date& valueDate) const {
6755 return fixingCalendar ().advance (valueDate,
6856 tenor_,
Original file line number Diff line number Diff line change @@ -46,8 +46,7 @@ namespace QuantLib {
4646 // ! \name InterestRateIndex interface
4747 // @{
4848 Date maturityDate (const Date& valueDate) const override ;
49- Rate forecastFixing (const Date& fixingDate) const override ;
50- Rate forecastFixing (const Time& fixingTime) const ;
49+ Rate forecastFixing (const Date& fixingDate) const override ;
5150 // @}
5251 // ! \name Inspectors
5352 // @{
Original file line number Diff line number Diff line change @@ -12,14 +12,12 @@ this_include_HEADERS = \
1212 null_deleter.hpp \
1313 observablevalue.hpp \
1414 steppingiterator.hpp \
15- time.hpp \
1615 tracing.hpp \
1716 vectors.hpp
1817
1918cpp_files = \
2019 dataformatters.cpp \
2120 dataparsers.cpp \
22- time.cpp \
2321 tracing.cpp
2422
2523if UNITY_BUILD
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