QPR-13744 fix

Author: pcaspers

QuantExt/qle/termstructures/averageoisratehelper.cpp

@@ -60,7 +60,7 @@ AverageOISRateHelper::AverageOISRateHelper(
 void AverageOISRateHelper::initializeDates() {
 
     averageOIS_ = MakeAverageOIS(swapTenor_, overnightIndex_, onTenor_,
-                                 quote().empty() || !quote().isValid() ? 0.0 : quote()->value(), fixedTenor_,
+                                 quote().empty() || !quote()->isValid() ? 0.0 : quote()->value(), fixedTenor_,
                                  fixedDayCounter_, spotLagTenor_)
                       .withFixedCalendar(fixedCalendar_)
                       .withFixedConvention(fixedConvention_)

QuantExt/qle/termstructures/basistwoswaphelper.cpp

@@ -76,7 +76,7 @@ void BasisTwoSwapHelper::initializeDates() {
        Null, you get an exception because the discountRelinkableHandle_
        is initially empty. */
     longSwap_ = MakeVanillaSwap(swapTenor_, longIndex_,
-                                quote().empty() || !quote().isValid() || !longMinusShort_ ? 0.0 : quote()->value())
+                                quote().empty() || !quote()->isValid() || !longMinusShort_ ? 0.0 : quote()->value())
                     .withDiscountingTermStructure(discountRelinkableHandle_)
                     .withFixedLegDayCount(longFixedDayCount_)
                     .withFixedLegTenor(Period(longFixedFrequency_))
@@ -86,7 +86,7 @@ void BasisTwoSwapHelper::initializeDates() {
                     .withFloatingLegCalendar(calendar_);
 
     shortSwap_ = MakeVanillaSwap(swapTenor_, shortIndex_,
-                                 quote().empty() || !quote().isValid() || longMinusShort_ ? 0.0 : quote()->value())
+                                 quote().empty() || !quote()->isValid() || longMinusShort_ ? 0.0 : quote()->value())
                      .withDiscountingTermStructure(discountRelinkableHandle_)
                      .withFixedLegDayCount(shortFixedDayCount_)
                      .withFixedLegTenor(Period(shortFixedFrequency_))

QuantExt/qle/termstructures/brlcdiratehelper.cpp

@@ -64,7 +64,7 @@ void BRLCdiRateHelper::initializeDates() {
 
     // Create the BRL CDI swap
     swap_ = QuantLib::ext::make_shared<BRLCdiSwap>(OvernightIndexedSwap::Payer, 1.0, startDate, endDate,
-                                                   quote().empty() || !quote().isValid() ? 0.01 : quote()->value(),
+                                                   quote().empty() || !quote()->isValid() ? 0.01 : quote()->value(),
                                                    brlCdiIndex_, 0.0, telescopicValueDates_);
 
     // Set the pricing engine

QuantExt/qle/termstructures/crossccybasismtmresetswaphelper.cpp

@@ -155,9 +155,9 @@ void CrossCcyBasisMtMResetSwapHelper::initializeDates() {
 
     swap_ = QuantLib::ext::make_shared<CrossCcyBasisMtMResetSwap>(
         foreignNominal, foreignCurrency_, foreignLegSchedule, foreignCcyIndex_,
-        !spreadOnForeignCcy_ || quote().empty() || !quote().isValid() ? 0.0 : quote()->value(), domesticCurrency_,
+        !spreadOnForeignCcy_ || quote().empty() || !quote()->isValid() ? 0.0 : quote()->value(), domesticCurrency_,
         domesticLegSchedule, domesticCcyIndex_,
-        spreadOnForeignCcy_ || quote().empty() || !quote().isValid() ? 0.0 : quote()->value(), fxIdx, true,
+        spreadOnForeignCcy_ || quote().empty() || !quote()->isValid() ? 0.0 : quote()->value(), fxIdx, true,
         foreignPaymentLag_, domesticPaymentLag_, foreignIncludeSpread_, foreignLookback_, foreignFixingDays_,
         foreignRateCutoff_, foreignIsAveraged_, domesticIncludeSpread_, domesticLookback_, domesticFixingDays_,
         domesticRateCutoff_, domesticIsAveraged_, telescopicValueDates_);

QuantExt/qle/termstructures/crossccybasisswaphelper.cpp

@@ -148,7 +148,7 @@ void CrossCcyBasisSwapHelper::initializeDates() {
     /* Arbitrarily set the spread leg as the pay leg */
     swap_ = QuantLib::ext::make_shared<CrossCcyBasisSwap>(
         spreadLegNominal, spreadLegCurrency_, spreadLegSchedule, spreadIndex_,
-        quote().empty() || !quote().isValid() ? 0.0 : quote()->value(), spreadGearing_, flatLegNominal,
+        quote().empty() || !quote()->isValid() ? 0.0 : quote()->value(), spreadGearing_, flatLegNominal,
         flatLegCurrency_, flatLegSchedule, flatIndex_, spreadOnFlatLeg_, flatGearing_, paymentLag_, flatPaymentLag_,
         includeSpread_, lookback_, fixingDays_, rateCutoff_, isAveraged_, flatIncludeSpread_, flatLookback_,
         flatFixingDays_, flatRateCutoff_, flatIsAveraged_, telescopicValueDates_);

QuantExt/qle/termstructures/crossccyfixfloatmtmresetswaphelper.cpp

@@ -97,7 +97,7 @@ void CrossCcyFixFloatMtMResetSwapHelper::initializeDates() {
     }
 
     swap_ = QuantLib::ext::make_shared<CrossCcyFixFloatMtMResetSwap>(
-        nominal, fixedCurrency_, fixedSchedule, quote().empty() || !quote().isValid() ? 0.0 : quote()->value(),
+        nominal, fixedCurrency_, fixedSchedule, quote().empty() || !quote()->isValid() ? 0.0 : quote()->value(),
         fixedDayCount_, paymentConvention_, paymentLag, paymentCalendar_, index_->currency(), floatSchedule, index_,
         floatSpread, paymentConvention_, paymentLag, paymentCalendar_, fxIdx, resetsOnFloatLeg_, true, includeSpread_,
         lookback_, fixingDays_, rateCutoff_, isAveraged_);

QuantExt/qle/termstructures/crossccyfixfloatswaphelper.cpp

@@ -128,7 +128,7 @@ void CrossCcyFixFloatSwapHelper::initializeDates() {
     Natural paymentLag = 0;
     Spread floatSpread = spread_.empty() ? 0.0 : spread_->value();
     swap_.reset(new CrossCcyFixFloatSwap(CrossCcyFixFloatSwap::Payer, fixedNominal, fixedCurrency_, fixedSchedule,
-                                         quote().empty() || !quote().isValid() ? 0.0 : quote()->value(), fixedDayCount_,
+                                         quote().empty() || !quote()->isValid() ? 0.0 : quote()->value(), fixedDayCount_,
                                          paymentConvention_, paymentLag, paymentCalendar_, floatNominal,
                                          index_->currency(), floatSchedule, index_, floatSpread, paymentConvention_,
                                          paymentLag, paymentCalendar_, telescopicValueDates_, includeSpread_, lookback_,

QuantExt/qle/termstructures/oisratehelper.cpp

@@ -58,7 +58,7 @@ void OISRateHelper::initializeDates() {
 
     Calendar paymentCalendar_ = overnightIndex_->fixingCalendar();
 
-    swap_ = MakeOIS(swapTenor_, overnightIndex_, quote().empty() || !quote().isValid() ? 0.0 : quote()->value())
+    swap_ = MakeOIS(swapTenor_, overnightIndex_, quote().empty() || !quote()->isValid() ? 0.0 : quote()->value())
                 .withSettlementDays(settlementDays_)
                 .withFixedLegDayCount(fixedDayCounter_)
                 .withEndOfMonth(endOfMonth_)
@@ -164,7 +164,7 @@ DatedOISRateHelper::DatedOISRateHelper(const Date& startDate, const Date& endDat
     registerWith(overnightIndex_);
     registerWith(discountHandle_);
 
-    swap_ = MakeOIS(Period(), overnightIndex_, quote().empty() || !quote().isValid() ? 0.0 : quote()->value())
+    swap_ = MakeOIS(Period(), overnightIndex_, quote().empty() || !quote()->isValid() ? 0.0 : quote()->value())
                 .withEffectiveDate(startDate)
                 .withTerminationDate(endDate)
                 .withFixedLegDayCount(fixedDayCounter_)

QuantExt/qle/termstructures/subperiodsswaphelper.cpp

@@ -60,7 +60,7 @@ void SubPeriodsSwapHelper::initializeDates() {
 
     swap_ = QuantLib::ext::shared_ptr<SubPeriodsSwap>(new SubPeriodsSwap(
         effectiveDate, 1.0, swapTenor_, true, fixedTenor_,
-        quote().empty() || !quote().isValid() ? 0.0 : quote()->value(), fixedCalendar_, fixedDayCount_,
+        quote().empty() || !quote()->isValid() ? 0.0 : quote()->value(), fixedCalendar_, fixedDayCount_,
         fixedConvention_, floatPayTenor_, iborIndex_, floatDayCount_, DateGeneration::Backward, type_));
 
     QuantLib::ext::shared_ptr<PricingEngine> engine(new DiscountingSwapEngine(discountRelinkableHandle_));

QuantExt/qle/termstructures/tenorbasisswaphelper.cpp

@@ -139,8 +139,8 @@ void TenorBasisSwapHelper::initializeDates() {
 
     swap_ = QuantLib::ext::make_shared<TenorBasisSwap>(
         effectiveDate, 1.0, swapTenor_, payIndex_,
-        quote().empty() || !quote().isValid() || spreadOnRec_ ? 0.0 : quote()->value(), payFrequency_, receiveIndex_,
-        quote().empty() || !quote().isValid() || !spreadOnRec_ ? 0.0 : quote()->value(), recFrequency_,
+        quote().empty() || !quote()->isValid() || spreadOnRec_ ? 0.0 : quote()->value(), payFrequency_, receiveIndex_,
+        quote().empty() || !quote()->isValid() || !spreadOnRec_ ? 0.0 : quote()->value(), recFrequency_,
         DateGeneration::Backward, includeSpread_, spreadOnRec_, type_, telescopicValueDates_);
 
     auto engine = QuantLib::ext::make_shared<DiscountingSwapEngine>(discountRelinkableHandle_);