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Replace RUB-Mosprime with QL equivalent
1 parent 3d001de commit 5447255

5 files changed

Lines changed: 1 addition & 50 deletions

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OREData/ored/utilities/indexparser.cpp

Lines changed: 1 addition & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -87,7 +87,6 @@
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#include <qle/indexes/ibor/phpphiref.hpp>
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#include <qle/indexes/ibor/plnpolonia.hpp>
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#include <qle/indexes/ibor/primeindex.hpp>
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#include <qle/indexes/ibor/rubmosprime.hpp>
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#include <qle/indexes/ibor/rubkeyrate.hpp>
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#include <qle/indexes/ibor/saibor.hpp>
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#include <qle/indexes/ibor/seksior.hpp>
@@ -381,7 +380,7 @@ boost::shared_ptr<IborIndex> parseIborIndex(const string& s, string& tenor, cons
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{"KRW-CD", boost::make_shared<IborIndexParserWithPeriod<KRWCd>>()},
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{"KRW-KORIBOR", boost::make_shared<IborIndexParserWithPeriod<KRWKoribor>>()},
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{"ZAR-JIBAR", boost::make_shared<IborIndexParserWithPeriod<Jibar>>()},
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{"RUB-MOSPRIME", boost::make_shared<IborIndexParserWithPeriod<RUBMosprime>>()},
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{"RUB-MOSPRIME", boost::make_shared<IborIndexParserWithPeriod<Mosprime>>()},
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{"RUB-KEYRATE", boost::make_shared<IborIndexParserWithPeriod<RUBKeyRate>>()},
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{"THB-BIBOR", boost::make_shared<IborIndexParserWithPeriod<THBBibor>>()},
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{"THB-THBFIX", boost::make_shared<IborIndexParserWithPeriod<THBFIX>>()},

QuantExt/qle/CMakeLists.txt

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@@ -512,7 +512,6 @@ indexes/ibor/phpphiref.hpp
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indexes/ibor/plnpolonia.hpp
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indexes/ibor/primeindex.hpp
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indexes/ibor/rubkeyrate.hpp
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indexes/ibor/rubmosprime.hpp
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indexes/ibor/saibor.hpp
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indexes/ibor/seksior.hpp
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indexes/ibor/sekstibor.hpp

QuantExt/qle/indexes/ibor/rubmosprime.hpp

Lines changed: 0 additions & 45 deletions
This file was deleted.

QuantExt/qle/quantext.hpp

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@@ -136,7 +136,6 @@
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#include <qle/indexes/ibor/plnpolonia.hpp>
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#include <qle/indexes/ibor/primeindex.hpp>
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#include <qle/indexes/ibor/rubkeyrate.hpp>
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#include <qle/indexes/ibor/rubmosprime.hpp>
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#include <qle/indexes/ibor/saibor.hpp>
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#include <qle/indexes/ibor/seksior.hpp>
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#include <qle/indexes/ibor/sekstibor.hpp>

QuantExt/test/index.cpp

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@@ -49,7 +49,6 @@
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#include <qle/indexes/ibor/noknibor.hpp>
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#include <qle/indexes/ibor/nzdbkbm.hpp>
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#include <qle/indexes/ibor/phpphiref.hpp>
52-
#include <qle/indexes/ibor/rubmosprime.hpp>
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#include <qle/indexes/ibor/seksior.hpp>
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#include <qle/indexes/ibor/sekstibor.hpp>
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#include <qle/indexes/ibor/sekstina.hpp>

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