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NathanielVolfangojenkins
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QPR-11939 -- Cleanup
1 parent 5041534 commit 831ddd8

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Lines changed: 7 additions & 10 deletions

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QuantExt/qle/cashflows/cpicoupon.cpp

Lines changed: 7 additions & 10 deletions
Original file line numberDiff line numberDiff line change
@@ -383,26 +383,23 @@ CPILeg::operator Leg() const {
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refEnd = schedule_.calendar().adjust(start + schedule_.tenor(), bdc);
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}
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386-
ext::shared_ptr<CPICoupon> coup;
387-
388-
coup = ext::make_shared<CPICoupon>(
386+
auto coup = ext::make_shared<CPICoupon>(
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baseCPI_, // all have same base for ratio
390-
baseDate,
391-
paymentDate, detail::get(notionals_, i, 0.0), start, end, index_,
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observationLag_, observationInterpolation_, paymentDayCounter_, detail::get(fixedRates_, i, 0.0),
388+
baseDate, paymentDate, detail::get(notionals_, i, 0.0), start, end, index_, observationLag_,
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observationInterpolation_, paymentDayCounter_, detail::get(fixedRates_, i, 0.0),
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detail::get(spreads_, i, 0.0), refStart, refEnd, exCouponDate, subtractInflationNominalAllCoupons_);
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// set a pricer for the underlying coupon straight away because it only provides computation - not data
396-
ext::shared_ptr<CPICouponPricer> pricer(new CPICouponPricer(Handle<YieldTermStructure>(rateCurve_)));
393+
auto pricer = ext::make_shared<CPICouponPricer>(Handle<YieldTermStructure>(rateCurve_));
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coup->setPricer(pricer);
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if (detail::noOption(caps_, floors_, i)) { // just swaplet
400-
leg.push_back(ext::dynamic_pointer_cast<CashFlow>(coup));
397+
leg.push_back(coup);
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} else { // cap/floorlet
402-
ext::shared_ptr<CappedFlooredCPICoupon> cfCoup = ext::make_shared<CappedFlooredCPICoupon>(
399+
auto cfCoup = ext::make_shared<CappedFlooredCPICoupon>(
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coup, startDate_, detail::get(caps_, i, Null<Rate>()), detail::get(floors_, i, Null<Rate>()));
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// in this case we need to set the "outer" pricer later that handles cap and floor
405-
leg.push_back(ext::dynamic_pointer_cast<CashFlow>(cfCoup));
402+
leg.push_back(cfCoup);
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}
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}
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}

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