QPR-13659 cleanup

Author: mgroncki

OREData/ored/utilities/inflationstartdate.cpp

@@ -25,13 +25,11 @@ using QuantLib::Period;
 using QuantLib::Days;
 
 std::pair<QuantLib::Date, QuantLib::Period> getStartAndLag(const QuantLib::Date& asof,
-                                                           const InflationSwapConvention& conv, const int startDelay,
-                                                           const Calendar& cal,
-                                                           const BusinessDayConvention startDelayConvention) {
+                                                           const InflationSwapConvention& conv) {
 
     Date adjustedAsOf = asof;
-    if (startDelay != 0) {
-        adjustedAsOf = cal.advance(asof, startDelay * Days, startDelayConvention);
+    if (conv.startDelay() != 0) {
+        adjustedAsOf = conv.fixCalendar().advance(asof, conv.startDelay() * Days, conv.startDelayConvention());
     }
 
     using IPR = InflationSwapConvention::PublicationRoll;

OREData/ored/utilities/inflationstartdate.hpp

@@ -34,9 +34,7 @@ namespace data {
 // example, this is more complicated and we need to account for this here if the inflation swap conventions provide
 // us with a publication schedule and tell us to roll on that schedule.
 std::pair<QuantLib::Date, QuantLib::Period>
-getStartAndLag(const QuantLib::Date& asof, const InflationSwapConvention& conv, const int startDelay = 0,
-               const Calendar& cal = Calendar(),
-               const BusinessDayConvention startDelayConvention = BusinessDayConvention::Unadjusted);
+getStartAndLag(const QuantLib::Date& asof, const InflationSwapConvention& conv);
 
 QuantLib::Date getInflationSwapStart(const QuantLib::Date& asof, const InflationSwapConvention& conv);