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undo accidential rename of cashflowinfo
1 parent 191e47a commit 74fda81

2 files changed

Lines changed: 7 additions & 7 deletions

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OREData/ored/scripting/engines/amccgbaseengine.cpp

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -64,11 +64,11 @@ Real AmcCgBaseEngine::time(const Date& d) const {
6464
return QuantLib::ActualActual(QuantLib::ActualActual::ISDA).yearFraction(modelCg_->referenceDate(), d);
6565
}
6666

67-
AmcCgBaseEngine::McCashflowInfo AmcCgBaseEngine::createCashflowInfo(QuantLib::ext::shared_ptr<QuantLib::CashFlow> flow,
67+
AmcCgBaseEngine::CashflowInfo AmcCgBaseEngine::createCashflowInfo(QuantLib::ext::shared_ptr<QuantLib::CashFlow> flow,
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const std::string& payCcy, bool payer, Size legNo,
6969
Size cfNo) const {
7070

71-
McCashflowInfo info;
71+
CashflowInfo info;
7272
QuantExt::ComputationGraph& g = *modelCg_->computationGraph();
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7474
// set some common info: pay time, pay ccy, payer, exercise into decision time
@@ -523,7 +523,7 @@ void AmcCgBaseEngine::buildComputationGraph(const bool stickyCloseOutDateRun,
523523

524524
// populate the info to generate the (alive) cashflow amounts
525525

526-
std::vector<McCashflowInfo> cashflowInfo;
526+
std::vector<CashflowInfo> cashflowInfo;
527527

528528
Size legNo = 0;
529529
for (auto const& leg : leg_) {
@@ -902,7 +902,7 @@ void AmcCgBaseEngine::buildComputationGraph(const bool stickyCloseOutDateRun,
902902
}
903903

904904
std::size_t AmcCgBaseEngine::createRegressionModel(const std::size_t amount, const Date& d,
905-
const std::vector<McCashflowInfo>& cashflowInfo,
905+
const std::vector<CashflowInfo>& cashflowInfo,
906906
const std::function<bool(std::size_t)>& cashflowRelevant,
907907
const std::size_t filter) const {
908908
// TODO use relevant cashflow info to refine regressor if regressor model == LaggedFX

OREData/ored/scripting/engines/amccgbaseengine.hpp

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -76,7 +76,7 @@ class AmcCgBaseEngine : public AmcCgPricingEngine {
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private:
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// data structure storing info needed to generate the amount for a cashflow
79-
struct McCashflowInfo {
79+
struct CashflowInfo {
8080
Size legNo = Null<Size>(), cfNo = Null<Size>();
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Date payDate = Null<Date>();
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Date exIntoCriterionDate = Null<Date>();
@@ -90,12 +90,12 @@ class AmcCgBaseEngine : public AmcCgPricingEngine {
9090
Real time(const Date& d) const;
9191

9292
// create the info for a given flow
93-
McCashflowInfo createCashflowInfo(QuantLib::ext::shared_ptr<QuantLib::CashFlow> flow, const std::string& payCcy,
93+
CashflowInfo createCashflowInfo(QuantLib::ext::shared_ptr<QuantLib::CashFlow> flow, const std::string& payCcy,
9494
bool payer, Size legNo, Size cfNo) const;
9595

9696
// create a regression model (i.e. an npv - node in the graph)
9797
std::size_t createRegressionModel(const std::size_t amount, const Date& d,
98-
const std::vector<McCashflowInfo>& cashflowInfo,
98+
const std::vector<CashflowInfo>& cashflowInfo,
9999
const std::function<bool(std::size_t)>& cashflowRelevant,
100100
const std::size_t filter) const;
101101
};

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