Replace ESTER with ESTR from QL

Author: gbfredrik

OREData/ored/utilities/indexparser.cpp

@@ -68,7 +68,6 @@
 #include <qle/indexes/ibor/dkkcibor.hpp>
 #include <qle/indexes/ibor/dkkcita.hpp>
 #include <qle/indexes/ibor/dkkois.hpp>
-#include <qle/indexes/ibor/ester.hpp>
 #include <qle/indexes/ibor/hkdhibor.hpp>
 #include <qle/indexes/ibor/hkdhonia.hpp>
 #include <qle/indexes/ibor/hufbubor.hpp>
@@ -311,7 +310,7 @@ boost::shared_ptr<IborIndex> parseIborIndex(const string& s, string& tenor, cons
     // Map from our _unique internal name_ to an overnight index
     static map<string, boost::shared_ptr<OvernightIndex>> onIndices = {
         {"EUR-EONIA", boost::make_shared<Eonia>()},
-        {"EUR-ESTER", boost::make_shared<Ester>()},
+        {"EUR-ESTER", boost::make_shared<Estr>()},
         {"GBP-SONIA", boost::make_shared<Sonia>()},
         {"JPY-TONAR", boost::make_shared<Tonar>()},
         {"SGD-SORA", boost::make_shared<Sora>()},

OREData/test/indices.cpp

@@ -103,7 +103,7 @@ struct test_data_inf {
 static struct test_data index_data[] = {
     // parsing string,     index name,                     tenor
     {"EUR-EONIA-1D", "EoniaON Actual/360", 1 * Days},
-    {"EUR-ESTER", "EsterON Actual/360", 1 * Days},
+    {"EUR-ESTER", "ESTRON Actual/360", 1 * Days},
     {"GBP-SONIA-1D", "SoniaON Actual/365 (Fixed)", 1 * Days},
     {"JPY-TONAR-1D", "TONARON Actual/365 (Fixed)", 1 * Days},
     {"CHF-TOIS", "CHF-TOISTN Actual/360", 1 * Days},

QuantExt/qle/CMakeLists.txt

@@ -85,7 +85,6 @@ indexes/genericiborindex.cpp
 indexes/ibor/ameribor.cpp
 indexes/ibor/boebaserate.cpp
 indexes/ibor/brlcdi.cpp
-indexes/ibor/ester.cpp
 indexes/ibor/primeindex.cpp
 indexes/ibor/sofr.cpp
 indexes/ibor/sonia.cpp
@@ -493,7 +492,6 @@ indexes/ibor/demlibor.hpp
 indexes/ibor/dkkcibor.hpp
 indexes/ibor/dkkcita.hpp
 indexes/ibor/dkkois.hpp
-indexes/ibor/ester.hpp
 indexes/ibor/hkdhibor.hpp
 indexes/ibor/hkdhonia.hpp
 indexes/ibor/hufbubor.hpp

QuantExt/qle/indexes/ibor/ester.cpp

@@ -116,7 +116,6 @@
 #include <qle/indexes/ibor/dkkcibor.hpp>
 #include <qle/indexes/ibor/dkkcita.hpp>
 #include <qle/indexes/ibor/dkkois.hpp>
-#include <qle/indexes/ibor/ester.hpp>
 #include <qle/indexes/ibor/hkdhibor.hpp>
 #include <qle/indexes/ibor/hkdhonia.hpp>
 #include <qle/indexes/ibor/hufbubor.hpp>

QuantExt/qle/indexes/ibor/ester.hpp

@@ -34,7 +34,6 @@
 #include <qle/indexes/ibor/dkkcibor.hpp>
 #include <qle/indexes/ibor/dkkcita.hpp>
 #include <qle/indexes/ibor/dkkois.hpp>
-#include <qle/indexes/ibor/ester.hpp>
 #include <qle/indexes/ibor/hkdhibor.hpp>
 #include <qle/indexes/ibor/hufbubor.hpp>
 #include <qle/indexes/ibor/idridrfix.hpp>
@@ -118,7 +117,6 @@ BOOST_AUTO_TEST_CASE(testIborIndex) {
         { KRWKoribor(pd), "KRW-KORIBOR", SouthKorea(SouthKorea::Settlement).name(), KRWCurrency().name() },
         { MYRKlibor(pd), "MYR-KLIBOR", Malaysia().name(), MYRCurrency().name() },
         { TWDTaibor(pd), "TWD-TAIBOR", Taiwan().name(), TWDCurrency().name() },
-        { Ester(), "Ester", TARGET().name(), EURCurrency().name() },
         { CNYRepoFix(pd), "CNY-REPOFIX", China(China::IB).name(), CNYCurrency().name() }
     };