Skip to content

Commit 5fd6b49

Browse files
committed
QPR-13777 remove unused variable
1 parent 3d2ae0b commit 5fd6b49

2 files changed

Lines changed: 1 addition & 3 deletions

File tree

OREData/ored/model/hestonmodelbuilder.cpp

Lines changed: 1 addition & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -38,8 +38,7 @@ HestonModelBuilder::HestonModelBuilder(const std::vector<Handle<YieldTermStructu
3838
const std::string& referenceCalibrationGrid, const bool dontCalibrate,
3939
const Handle<YieldTermStructure>& baseCurve)
4040
: AssetModelBuilderBase(curves, processes, simulationDates, addDates, timeStepsPerYear, baseCurve),
41-
calibrationMoneyness_(calibrationMoneyness), referenceCalibrationGrid_(referenceCalibrationGrid),
42-
dontCalibrate_(dontCalibrate) {}
41+
calibrationMoneyness_(calibrationMoneyness), referenceCalibrationGrid_(referenceCalibrationGrid) {}
4342

4443
std::vector<QuantLib::ext::shared_ptr<StochasticProcess>> HestonModelBuilder::getCalibratedProcesses() const {
4544

OREData/ored/model/hestonmodelbuilder.hpp

Lines changed: 0 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -62,7 +62,6 @@ class HestonModelBuilder final : public AssetModelBuilderBase {
6262
private:
6363
std::vector<Real> calibrationMoneyness_;
6464
std::string referenceCalibrationGrid_;
65-
bool dontCalibrate_;
6665
};
6766

6867
} // namespace data

0 commit comments

Comments
 (0)