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Replace PLNWibor with Wibor from QL
1 parent 24c5511 commit cf20cfd

6 files changed

Lines changed: 2 additions & 60 deletions

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OREData/ored/utilities/indexparser.cpp

Lines changed: 1 addition & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -87,7 +87,6 @@
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#include <qle/indexes/ibor/nzdbkbm.hpp>
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#include <qle/indexes/ibor/phpphiref.hpp>
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#include <qle/indexes/ibor/plnpolonia.hpp>
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#include <qle/indexes/ibor/plnwibor.hpp>
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#include <qle/indexes/ibor/primeindex.hpp>
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#include <qle/indexes/ibor/rubmosprime.hpp>
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#include <qle/indexes/ibor/rubkeyrate.hpp>
@@ -374,7 +373,7 @@ boost::shared_ptr<IborIndex> parseIborIndex(const string& s, string& tenor, cons
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{"ILS-TELBOR", boost::make_shared<IborIndexParserWithPeriod<ILSTelbor>>()},
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{"INR-MIFOR", boost::make_shared<IborIndexParserWithPeriod<INRMifor>>()},
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{"MXN-TIIE", boost::make_shared<IborIndexParserWithPeriod<MXNTiie>>()},
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{"PLN-WIBOR", boost::make_shared<IborIndexParserWithPeriod<PLNWibor>>()},
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{"PLN-WIBOR", boost::make_shared<IborIndexParserWithPeriod<Wibor>>()},
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{"SKK-BRIBOR", boost::make_shared<IborIndexParserWithPeriod<SKKBribor>>()},
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{"NZD-BKBM", boost::make_shared<IborIndexParserWithPeriod<NZDBKBM>>()},
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{"TRY-TRLIBOR", boost::make_shared<IborIndexParserWithPeriod<TRLibor>>()},

OREData/test/indices.cpp

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -305,7 +305,7 @@ static struct test_data index_data[] = {
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{"MXN-TIIE-4W", "MXN-TIIE4W Actual/360", 4 * Weeks},
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{"MXN-TIIE-91D", "MXN-TIIE3M Actual/360", 3 * Months},
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{"MXN-TIIE-3M", "MXN-TIIE3M Actual/360", 3 * Months},
308-
{"PLN-WIBOR-6M", "PLN-WIBOR6M Actual/365 (Fixed)", 6 * Months},
308+
{"PLN-WIBOR-6M", "WIBOR6M Actual/365 (Fixed)", 6 * Months},
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{"SKK-BRIBOR-6M", "SKK-BRIBOR6M Actual/360", 6 * Months},
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{"THB-THBFIX-6M", "THBFIX6M Actual/365 (Fixed)", 6 * Months},
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QuantExt/qle/CMakeLists.txt

Lines changed: 0 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -512,7 +512,6 @@ indexes/ibor/nowa.hpp
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indexes/ibor/nzdbkbm.hpp
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indexes/ibor/phpphiref.hpp
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indexes/ibor/plnpolonia.hpp
515-
indexes/ibor/plnwibor.hpp
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indexes/ibor/primeindex.hpp
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indexes/ibor/rubkeyrate.hpp
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indexes/ibor/rubmosprime.hpp

QuantExt/qle/indexes/ibor/plnwibor.hpp

Lines changed: 0 additions & 53 deletions
This file was deleted.

QuantExt/qle/quantext.hpp

Lines changed: 0 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -135,7 +135,6 @@
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#include <qle/indexes/ibor/nzdbkbm.hpp>
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#include <qle/indexes/ibor/phpphiref.hpp>
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#include <qle/indexes/ibor/plnpolonia.hpp>
138-
#include <qle/indexes/ibor/plnwibor.hpp>
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#include <qle/indexes/ibor/primeindex.hpp>
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#include <qle/indexes/ibor/rubkeyrate.hpp>
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#include <qle/indexes/ibor/rubmosprime.hpp>

QuantExt/test/index.cpp

Lines changed: 0 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -50,7 +50,6 @@
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#include <qle/indexes/ibor/noknibor.hpp>
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#include <qle/indexes/ibor/nzdbkbm.hpp>
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#include <qle/indexes/ibor/phpphiref.hpp>
53-
#include <qle/indexes/ibor/plnwibor.hpp>
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#include <qle/indexes/ibor/rubmosprime.hpp>
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#include <qle/indexes/ibor/seksior.hpp>
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#include <qle/indexes/ibor/sekstibor.hpp>
@@ -107,7 +106,6 @@ BOOST_AUTO_TEST_CASE(testIborIndex) {
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{ MXNTiie(pd), "MXN-TIIE", Mexico().name(), MXNCurrency().name() },
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{ NOKNibor(pd), "NOK-NIBOR", Norway().name(), NOKCurrency().name() },
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{ NZDBKBM(pd), "NZD-BKBM", NewZealand().name(), NZDCurrency().name() },
110-
{ PLNWibor(pd), "PLN-WIBOR", Poland().name(), PLNCurrency().name() },
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{ SEKStibor(pd), "SEK-STIBOR", Sweden().name(), SEKCurrency().name() },
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{ SEKStina(), "SEK-STINA", Sweden().name(), SEKCurrency().name() },
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{ SEKSior(), "SEK-SIOR", Sweden().name(), SEKCurrency().name() },

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