Merge remote-tracking branch 'eltoder/feature/null-deleter' into ghpr_20230907

pcaspers · pcaspers · commit bbbc49597006 · 2023-09-07T11:20:25.000+02:00
diff --git a/QuantExt/qle/models/linkablecalibratedmodel.cpp b/QuantExt/qle/models/linkablecalibratedmodel.cpp
@@ -19,25 +19,22 @@
 #include <ql/math/optimization/problem.hpp>
 #include <ql/math/optimization/projectedconstraint.hpp>
 #include <ql/math/optimization/projection.hpp>
+#include <ql/utilities/null_deleter.hpp>
 #include <qle/models/linkablecalibratedmodel.hpp>
 
 using boost::shared_ptr;
 using std::vector;
 
 namespace QuantExt {
 
-namespace {
-void no_deletion(void*) {}
-} // namespace
-
 LinkableCalibratedModel::LinkableCalibratedModel()
     : constraint_(new PrivateConstraint(arguments_)), endCriteria_(EndCriteria::None) {}
 
 class LinkableCalibratedModel::CalibrationFunction : public CostFunction {
 public:
     CalibrationFunction(LinkableCalibratedModel* model, const vector<shared_ptr<CalibrationHelper> >& h,
                         const vector<Real>& weights, const Projection& projection)
-        : model_(model, no_deletion), instruments_(h), weights_(weights), projection_(projection) {}
+        : model_(model, null_deleter()), instruments_(h), weights_(weights), projection_(projection) {}
 
     virtual ~CalibrationFunction() {}
 
diff --git a/QuantExt/qle/termstructures/averageoisratehelper.cpp b/QuantExt/qle/termstructures/averageoisratehelper.cpp
@@ -16,15 +16,12 @@
  FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
 */
 
+#include <ql/utilities/null_deleter.hpp>
 #include <qle/instruments/makeaverageois.hpp>
 #include <qle/termstructures/averageoisratehelper.hpp>
 
 namespace QuantExt {
 
-namespace {
-void no_deletion(YieldTermStructure*) {}
-} // namespace
-
 AverageOISRateHelper::AverageOISRateHelper(const Handle<Quote>& fixedRate, const Period& spotLagTenor,
                                            const Period& swapTenor,
                                            // Fixed leg
@@ -95,7 +92,7 @@ Real AverageOISRateHelper::impliedQuote() const {
 void AverageOISRateHelper::setTermStructure(YieldTermStructure* t) {
 
     bool observer = false;
-    boost::shared_ptr<YieldTermStructure> temp(t, no_deletion);
+    boost::shared_ptr<YieldTermStructure> temp(t, null_deleter());
     termStructureHandle_.linkTo(temp, observer);
 
     if (discountHandle_.empty())
diff --git a/QuantExt/qle/termstructures/basistwoswaphelper.cpp b/QuantExt/qle/termstructures/basistwoswaphelper.cpp
@@ -19,14 +19,11 @@
 #include <ql/cashflows/floatingratecoupon.hpp>
 #include <ql/cashflows/iborcoupon.hpp>
 #include <ql/instruments/makevanillaswap.hpp>
+#include <ql/utilities/null_deleter.hpp>
 #include <qle/termstructures/basistwoswaphelper.hpp>
 
 namespace QuantExt {
 
-namespace {
-void no_deletion(YieldTermStructure*) {}
-} // namespace
-
 BasisTwoSwapHelper::BasisTwoSwapHelper(const Handle<Quote>& spread, const Period& swapTenor, const Calendar& calendar,
                                        // Long tenor swap
                                        Frequency longFixedFrequency, BusinessDayConvention longFixedConvention,
@@ -120,7 +117,7 @@ void BasisTwoSwapHelper::setTermStructure(YieldTermStructure* t) {
 
     bool observer = false;
 
-    boost::shared_ptr<YieldTermStructure> temp(t, no_deletion);
+    boost::shared_ptr<YieldTermStructure> temp(t, null_deleter());
     termStructureHandle_.linkTo(temp, observer);
 
     if (discountHandle_.empty())
diff --git a/QuantExt/qle/termstructures/brlcdiratehelper.cpp b/QuantExt/qle/termstructures/brlcdiratehelper.cpp
@@ -17,15 +17,12 @@
 */
 
 #include <ql/pricingengines/swap/discountingswapengine.hpp>
+#include <ql/utilities/null_deleter.hpp>
 #include <qle/instruments/brlcdiswap.hpp>
 #include <qle/termstructures/brlcdiratehelper.hpp>
 
 using namespace QuantLib;
 
-namespace {
-void no_deletion(YieldTermStructure*) {}
-} // namespace
-
 namespace QuantExt {
 
 BRLCdiRateHelper::BRLCdiRateHelper(const Period& swapTenor, const Handle<Quote>& fixedRate,
@@ -80,7 +77,7 @@ void BRLCdiRateHelper::initializeDates() {
 void BRLCdiRateHelper::setTermStructure(YieldTermStructure* t) {
 
     bool observer = false;
-    boost::shared_ptr<YieldTermStructure> temp(t, no_deletion);
+    boost::shared_ptr<YieldTermStructure> temp(t, null_deleter());
     termStructureHandle_.linkTo(temp, observer);
 
     if (discountHandle_.empty())
@@ -138,7 +135,7 @@ DatedBRLCdiRateHelper::DatedBRLCdiRateHelper(const Date& startDate, const Date&
 void DatedBRLCdiRateHelper::setTermStructure(YieldTermStructure* t) {
 
     bool observer = false;
-    boost::shared_ptr<YieldTermStructure> temp(t, no_deletion);
+    boost::shared_ptr<YieldTermStructure> temp(t, null_deleter());
     termStructureHandle_.linkTo(temp, observer);
 
     if (discountHandle_.empty())
diff --git a/QuantExt/qle/termstructures/capfloorhelper.cpp b/QuantExt/qle/termstructures/capfloorhelper.cpp
@@ -22,15 +22,12 @@
 #include <ql/pricingengines/capfloor/bacheliercapfloorengine.hpp>
 #include <ql/pricingengines/capfloor/blackcapfloorengine.hpp>
 #include <ql/quotes/derivedquote.hpp>
+#include <ql/utilities/null_deleter.hpp>
 #include <qle/termstructures/capfloorhelper.hpp>
 
 using namespace QuantLib;
 using std::ostream;
 
-namespace {
-void no_deletion(OptionletVolatilityStructure*) {}
-} // namespace
-
 namespace QuantExt {
 
 // The argument to RelativeDateBootstrapHelper below is not simply the `quote`. Instead we create a DerivedQuote that,
@@ -132,7 +129,7 @@ void CapFloorHelper::setTermStructure(OptionletVolatilityStructure* ovts) {
     }
 
     // Set this helper's optionlet volatility structure
-    boost::shared_ptr<OptionletVolatilityStructure> temp(ovts, no_deletion);
+    boost::shared_ptr<OptionletVolatilityStructure> temp(ovts, null_deleter());
     ovtsHandle_.linkTo(temp, false);
 
     // Set the term structure pointer member variable in the base class
diff --git a/QuantExt/qle/termstructures/crossccybasismtmresetswaphelper.cpp b/QuantExt/qle/termstructures/crossccybasismtmresetswaphelper.cpp
@@ -16,6 +16,7 @@
  FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
 */
 #include <ql/cashflows/iborcoupon.hpp>
+#include <ql/utilities/null_deleter.hpp>
 #include <qle/pricingengines/crossccyswapengine.hpp>
 
 #include <qle/termstructures/crossccybasismtmresetswaphelper.hpp>
@@ -24,10 +25,6 @@
 
 namespace QuantExt {
 
-namespace {
-void no_deletion(YieldTermStructure*) {}
-} // namespace
-
 CrossCcyBasisMtMResetSwapHelper::CrossCcyBasisMtMResetSwapHelper(
     const Handle<Quote>& spreadQuote, const Handle<Quote>& spotFX, Natural settlementDays,
     const Calendar& settlementCalendar, const Period& swapTenor, BusinessDayConvention rollConvention,
@@ -205,7 +202,7 @@ void CrossCcyBasisMtMResetSwapHelper::initializeDates() {
 void CrossCcyBasisMtMResetSwapHelper::setTermStructure(YieldTermStructure* t) {
 
     bool observer = false;
-    boost::shared_ptr<YieldTermStructure> temp(t, no_deletion);
+    boost::shared_ptr<YieldTermStructure> temp(t, null_deleter());
 
     termStructureHandle_.linkTo(temp, observer);
 
diff --git a/QuantExt/qle/termstructures/crossccybasisswaphelper.cpp b/QuantExt/qle/termstructures/crossccybasisswaphelper.cpp
@@ -16,6 +16,7 @@
  FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
 */
 #include <ql/cashflows/iborcoupon.hpp>
+#include <ql/utilities/null_deleter.hpp>
 #include <qle/pricingengines/crossccyswapengine.hpp>
 
 #include <qle/termstructures/crossccybasisswaphelper.hpp>
@@ -24,10 +25,6 @@
 
 namespace QuantExt {
 
-namespace {
-void no_deletion(YieldTermStructure*) {}
-} // namespace
-
 CrossCcyBasisSwapHelper::CrossCcyBasisSwapHelper(
     const Handle<Quote>& spreadQuote, const Handle<Quote>& spotFX, Natural settlementDays,
     const Calendar& settlementCalendar, const Period& swapTenor, BusinessDayConvention rollConvention,
@@ -200,7 +197,7 @@ void CrossCcyBasisSwapHelper::initializeDates() {
 void CrossCcyBasisSwapHelper::setTermStructure(YieldTermStructure* t) {
 
     bool observer = false;
-    boost::shared_ptr<YieldTermStructure> temp(t, no_deletion);
+    boost::shared_ptr<YieldTermStructure> temp(t, null_deleter());
 
     termStructureHandle_.linkTo(temp, observer);
 
diff --git a/QuantExt/qle/termstructures/crossccyfixfloatmtmresetswaphelper.cpp b/QuantExt/qle/termstructures/crossccyfixfloatmtmresetswaphelper.cpp
@@ -17,15 +17,12 @@
 */
 #include <boost/make_shared.hpp>
 #include <ql/cashflows/iborcoupon.hpp>
+#include <ql/utilities/null_deleter.hpp>
 #include <qle/pricingengines/crossccyswapengine.hpp>
 #include <qle/termstructures/crossccyfixfloatmtmresetswaphelper.hpp>
 
 namespace QuantExt {
 
-namespace {
-    void no_deletion(YieldTermStructure*) {}
-} // namespace
-
 CrossCcyFixFloatMtMResetSwapHelper::CrossCcyFixFloatMtMResetSwapHelper(
     const Handle<Quote>& rate, const Handle<Quote>& spotFx, Natural settlementDays, const Calendar& paymentCalendar,
     BusinessDayConvention paymentConvention, const Period& tenor, const Currency& fixedCurrency,
@@ -115,7 +112,7 @@ void CrossCcyFixFloatMtMResetSwapHelper::initializeDates() {
 }
 
 void CrossCcyFixFloatMtMResetSwapHelper::setTermStructure(YieldTermStructure* t) {
-    boost::shared_ptr<YieldTermStructure> temp(t, no_deletion);
+    boost::shared_ptr<YieldTermStructure> temp(t, null_deleter());
     termStructureHandle_.linkTo(temp, false);
     RelativeDateRateHelper::setTermStructure(t);
 }
diff --git a/QuantExt/qle/termstructures/crossccyfixfloatswaphelper.cpp b/QuantExt/qle/termstructures/crossccyfixfloatswaphelper.cpp
@@ -19,6 +19,7 @@
 #include <boost/make_shared.hpp>
 #include <ql/cashflows/fixedratecoupon.hpp>
 #include <ql/math/comparison.hpp>
+#include <ql/utilities/null_deleter.hpp>
 #include <qle/pricingengines/crossccyswapengine.hpp>
 #include <qle/termstructures/crossccyfixfloatswaphelper.hpp>
 
@@ -29,10 +30,6 @@ using QuantLib::YieldTermStructure;
 
 namespace QuantExt {
 
-namespace {
-void no_deletion(YieldTermStructure*) {}
-} // namespace
-
 CrossCcyFixFloatSwapHelper::CrossCcyFixFloatSwapHelper(
     const Handle<Quote>& rate, const Handle<Quote>& spotFx, Natural settlementDays, const Calendar& paymentCalendar,
     BusinessDayConvention paymentConvention, const Period& tenor, const Currency& fixedCurrency,
@@ -76,7 +73,7 @@ Real CrossCcyFixFloatSwapHelper::impliedQuote() const {
 }
 
 void CrossCcyFixFloatSwapHelper::setTermStructure(YieldTermStructure* yts) {
-    boost::shared_ptr<YieldTermStructure> temp(yts, no_deletion);
+    boost::shared_ptr<YieldTermStructure> temp(yts, null_deleter());
     termStructureHandle_.linkTo(temp, false);
     RelativeDateRateHelper::setTermStructure(yts);
 }
diff --git a/QuantExt/qle/termstructures/doubleoibasisswaphelper.cpp b/QuantExt/qle/termstructures/doubleoibasisswaphelper.cpp
@@ -17,6 +17,7 @@
 */
 
 #include <ql/pricingengines/swap/discountingswapengine.hpp>
+#include <ql/utilities/null_deleter.hpp>
 #include <qle/termstructures/doubleoibasisswaphelper.hpp>
 
 using boost::shared_ptr;
@@ -25,10 +26,6 @@ using namespace QuantLib;
 
 namespace QuantExt {
 
-namespace {
-void no_deletion(YieldTermStructure*) {}
-} // namespace
-
 DoubleOIBSHelper::DoubleOIBSHelper(Natural settlementDays,
     const Period& swapTenor, const Handle<Quote>& spread, const boost::shared_ptr<OvernightIndex>& payIndex, 
     const boost::shared_ptr<OvernightIndex>& recIndex, const Handle<YieldTermStructure>& discount, const bool spreadOnPayLeg, 
@@ -134,7 +131,7 @@ void DoubleOIBSHelper::initializeDates() {
 void DoubleOIBSHelper::setTermStructure(YieldTermStructure* t) {
     // do not set the relinkable handle as an observer -
     // force recalculation when needed
-    termStructureHandle_.linkTo(shared_ptr<YieldTermStructure>(t, no_deletion), false);
+    termStructureHandle_.linkTo(shared_ptr<YieldTermStructure>(t, null_deleter()), false);
     RelativeDateRateHelper::setTermStructure(t);
 }
 
diff --git a/QuantExt/qle/termstructures/oibasisswaphelper.cpp b/QuantExt/qle/termstructures/oibasisswaphelper.cpp
@@ -17,6 +17,7 @@
 */
 
 #include <ql/pricingengines/swap/discountingswapengine.hpp>
+#include <ql/utilities/null_deleter.hpp>
 #include <qle/termstructures/oibasisswaphelper.hpp>
 
 using boost::shared_ptr;
@@ -25,10 +26,6 @@ using namespace QuantLib;
 
 namespace QuantExt {
 
-namespace {
-void no_deletion(YieldTermStructure*) {}
-} // namespace
-
 OIBSHelper::OIBSHelper(Natural settlementDays,
                        const Period& tenor, // swap maturity
                        const Handle<Quote>& oisSpread, const boost::shared_ptr<OvernightIndex>& overnightIndex,
@@ -135,7 +132,7 @@ void OIBSHelper::initializeDates() {
 void OIBSHelper::setTermStructure(YieldTermStructure* t) {
     // do not set the relinkable handle as an observer -
     // force recalculation when needed
-    termStructureHandle_.linkTo(shared_ptr<YieldTermStructure>(t, no_deletion), false);
+    termStructureHandle_.linkTo(shared_ptr<YieldTermStructure>(t, null_deleter()), false);
     RelativeDateRateHelper::setTermStructure(t);
 }
 
diff --git a/QuantExt/qle/termstructures/oiccbasisswaphelper.cpp b/QuantExt/qle/termstructures/oiccbasisswaphelper.cpp
@@ -18,6 +18,7 @@
 
 #include <ql/currencies/europe.hpp>
 #include <ql/pricingengines/swap/discountingswapengine.hpp>
+#include <ql/utilities/null_deleter.hpp>
 #include <qle/pricingengines/oiccbasisswapengine.hpp>
 #include <qle/termstructures/oiccbasisswaphelper.hpp>
 
@@ -27,10 +28,6 @@ using namespace QuantLib;
 
 namespace QuantExt {
 
-namespace {
-void no_deletion(YieldTermStructure*) {}
-} // namespace
-
 OICCBSHelper::OICCBSHelper(Natural settlementDays,
                            const Period& term, // swap maturity
                            const boost::shared_ptr<OvernightIndex>& payIndex, const Period& payTenor,
@@ -80,7 +77,7 @@ void OICCBSHelper::initializeDates() {
 void OICCBSHelper::setTermStructure(YieldTermStructure* t) {
     // do not set the relinkable handle as an observer -
     // force recalculation when needed
-    termStructureHandle_.linkTo(shared_ptr<YieldTermStructure>(t, no_deletion), false);
+    termStructureHandle_.linkTo(shared_ptr<YieldTermStructure>(t, null_deleter()), false);
     RelativeDateRateHelper::setTermStructure(t);
 }
 
diff --git a/QuantExt/qle/termstructures/oiscapfloorhelper.cpp b/QuantExt/qle/termstructures/oiscapfloorhelper.cpp
@@ -24,17 +24,14 @@
 #include <ql/cashflows/cashflows.hpp>
 #include <ql/quotes/derivedquote.hpp>
 #include <ql/termstructures/volatility/optionlet/constantoptionletvol.hpp>
+#include <ql/utilities/null_deleter.hpp>
 
 #include <boost/bind/bind.hpp>
 #include <boost/function.hpp>
 
 using namespace QuantLib;
 using std::ostream;
 
-namespace {
-void no_deletion(OptionletVolatilityStructure*) {}
-} // namespace
-
 namespace QuantExt {
 
 OISCapFloorHelper::OISCapFloorHelper(CapFloorHelper::Type type, const Period& tenor,
@@ -130,7 +127,7 @@ void OISCapFloorHelper::setTermStructure(OptionletVolatilityStructure* ovts) {
         }
     }
 
-    boost::shared_ptr<OptionletVolatilityStructure> temp(ovts, no_deletion);
+    boost::shared_ptr<OptionletVolatilityStructure> temp(ovts, null_deleter());
     ovtsHandle_.linkTo(temp, false);
     RelativeDateBootstrapHelper<OptionletVolatilityStructure>::setTermStructure(ovts);
 
diff --git a/QuantExt/qle/termstructures/oisratehelper.cpp b/QuantExt/qle/termstructures/oisratehelper.cpp
@@ -19,15 +19,12 @@
 #include <ql/cashflows/cashflows.hpp>
 #include <ql/instruments/makeois.hpp>
 #include <ql/pricingengines/swap/discountingswapengine.hpp>
+#include <ql/utilities/null_deleter.hpp>
 
 #include <qle/termstructures/oisratehelper.hpp>
 
 namespace QuantExt {
 
-namespace {
-void no_deletion(YieldTermStructure*) {}
-} // namespace
-
 OISRateHelper::OISRateHelper(Natural settlementDays, const Period& swapTenor, const Handle<Quote>& fixedRate,
                              const boost::shared_ptr<OvernightIndex>& overnightIndex, const DayCounter& fixedDayCounter,
                              const Calendar& fixedCalendar, Natural paymentLag, bool endOfMonth,
@@ -115,7 +112,7 @@ void OISRateHelper::setTermStructure(YieldTermStructure* t) {
     // force recalculation when needed
     bool observer = false;
 
-    boost::shared_ptr<YieldTermStructure> temp(t, no_deletion);
+    boost::shared_ptr<YieldTermStructure> temp(t, null_deleter());
     termStructureHandle_.linkTo(temp, observer);
 
     if (discountHandle_.empty())
@@ -221,7 +218,7 @@ void DatedOISRateHelper::setTermStructure(YieldTermStructure* t) {
     // force recalculation when needed
     bool observer = false;
 
-    boost::shared_ptr<YieldTermStructure> temp(t, no_deletion);
+    boost::shared_ptr<YieldTermStructure> temp(t, null_deleter());
     termStructureHandle_.linkTo(temp, observer);
 
     if (discountHandle_.empty())
diff --git a/QuantExt/qle/termstructures/subperiodsswaphelper.cpp b/QuantExt/qle/termstructures/subperiodsswaphelper.cpp
diff --git a/QuantExt/qle/termstructures/tenorbasisswaphelper.cpp b/QuantExt/qle/termstructures/tenorbasisswaphelper.cpp
