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gbfredrikgbfredrik
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Correct typos in pricing engine builders
1 parent 47459b6 commit e490f1f

10 files changed

Lines changed: 20 additions & 20 deletions

‎OREData/ored/portfolio/barrieroption.cpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -130,8 +130,8 @@ void BarrierOption::build(const boost::shared_ptr<EngineFactory>& engineFactory)
130130
barrier_.levels()[0].value(), barrier_.levels()[1].value(), rebate, payoff, exercise);
131131
}
132132

133-
boost::shared_ptr<QuantLib::PricingEngine> barrierEngine = barrierPricigingEngine(engineFactory, expiryDate, payDate);
134-
boost::shared_ptr<QuantLib::PricingEngine> vanillaEngine = vanillaPricigingEngine(engineFactory, expiryDate, payDate);
133+
boost::shared_ptr<QuantLib::PricingEngine> barrierEngine = barrierPricingEngine(engineFactory, expiryDate, payDate);
134+
boost::shared_ptr<QuantLib::PricingEngine> vanillaEngine = vanillaPricingEngine(engineFactory, expiryDate, payDate);
135135

136136
// set pricing engines
137137
barrier->setPricingEngine(barrierEngine);

‎OREData/ored/portfolio/barrieroption.hpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -63,10 +63,10 @@ class BarrierOption : virtual public ore::data::Trade {
6363
virtual QuantLib::Real tradeMultiplier() = 0;
6464
virtual Currency tradeCurrency() = 0;
6565
virtual boost::shared_ptr<QuantLib::PricingEngine>
66-
vanillaPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
66+
vanillaPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
6767
const QuantLib::Date& paymentDate) = 0;
6868
virtual boost::shared_ptr<QuantLib::PricingEngine>
69-
barrierPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
69+
barrierPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
7070
const QuantLib::Date& paymentDate) = 0;
7171
virtual const QuantLib::Handle<QuantLib::Quote>& spotQuote() = 0;
7272

‎OREData/ored/portfolio/equitybarrieroption.cpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -29,7 +29,7 @@ void EquityBarrierOption::checkBarriers() {
2929
QL_REQUIRE(barrier().style().empty() || barrier().style() == "American", "Only american barrier style suppported");
3030
}
3131

32-
boost::shared_ptr<QuantLib::PricingEngine> EquityBarrierOption::vanillaPricigingEngine(const boost::shared_ptr<EngineFactory>& ef,
32+
boost::shared_ptr<QuantLib::PricingEngine> EquityBarrierOption::vanillaPricingEngine(const boost::shared_ptr<EngineFactory>& ef,
3333
const QuantLib::Date& expiryDate, const QuantLib::Date& paymentDate) {
3434

3535
boost::shared_ptr<EngineBuilder> builder = ef->builder("EquityOption");
@@ -43,7 +43,7 @@ boost::shared_ptr<QuantLib::PricingEngine> EquityBarrierOption::vanillaPriciging
4343
}
4444

4545
boost::shared_ptr<QuantLib::PricingEngine>
46-
EquityBarrierOption::barrierPricigingEngine(const boost::shared_ptr<EngineFactory>& ef,
46+
EquityBarrierOption::barrierPricingEngine(const boost::shared_ptr<EngineFactory>& ef,
4747
const QuantLib::Date& expiryDate, const QuantLib::Date& paymentDate) {
4848

4949
boost::shared_ptr<EngineBuilder> builder = ef->builder(tradeType_);

‎OREData/ored/portfolio/equitybarrieroption.hpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -52,10 +52,10 @@ class EquityBarrierOption : public EquityOptionWithBarrier {
5252

5353
//! create the pricing engines
5454
boost::shared_ptr<QuantLib::PricingEngine>
55-
vanillaPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
55+
vanillaPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
5656
const QuantLib::Date& paymentDate = QuantLib::Date()) override;
5757
boost::shared_ptr<QuantLib::PricingEngine>
58-
barrierPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
58+
barrierPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
5959
const QuantLib::Date& paymentDate = QuantLib::Date()) override;
6060
};
6161

‎OREData/ored/portfolio/equitydoublebarrieroption.cpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -27,7 +27,7 @@ void EquityDoubleBarrierOption::checkBarriers() {
2727
}
2828

2929
boost::shared_ptr<QuantLib::PricingEngine>
30-
EquityDoubleBarrierOption::vanillaPricigingEngine(const boost::shared_ptr<EngineFactory>& ef,
30+
EquityDoubleBarrierOption::vanillaPricingEngine(const boost::shared_ptr<EngineFactory>& ef,
3131
const QuantLib::Date& expiryDate, const QuantLib::Date& paymentDate) {
3232

3333
boost::shared_ptr<EngineBuilder> builder = ef->builder("EquityOption");
@@ -41,7 +41,7 @@ EquityDoubleBarrierOption::vanillaPricigingEngine(const boost::shared_ptr<Engine
4141
}
4242

4343
boost::shared_ptr<QuantLib::PricingEngine>
44-
EquityDoubleBarrierOption::barrierPricigingEngine(const boost::shared_ptr<EngineFactory>& ef,
44+
EquityDoubleBarrierOption::barrierPricingEngine(const boost::shared_ptr<EngineFactory>& ef,
4545
const QuantLib::Date& expiryDate, const QuantLib::Date& paymentDate) {
4646

4747
boost::shared_ptr<EngineBuilder> builder = ef->builder(tradeType_);

‎OREData/ored/portfolio/equitydoublebarrieroption.hpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -51,10 +51,10 @@ class EquityDoubleBarrierOption : public EquityOptionWithBarrier {
5151

5252
//! create the pricing engines
5353
boost::shared_ptr<QuantLib::PricingEngine>
54-
vanillaPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
54+
vanillaPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
5555
const QuantLib::Date& paymentDate = QuantLib::Date()) override;
5656
boost::shared_ptr<QuantLib::PricingEngine>
57-
barrierPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
57+
barrierPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
5858
const QuantLib::Date& paymentDate = Date()) override;
5959
};
6060
} // namespace data

‎OREData/ored/portfolio/fxbarrieroption.cpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -44,7 +44,7 @@ void FxBarrierOption::checkBarriers() {
4444
}
4545

4646
boost::shared_ptr<QuantLib::PricingEngine>
47-
FxBarrierOption::vanillaPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
47+
FxBarrierOption::vanillaPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
4848
const QuantLib::Date& paymentDate) {
4949

5050
if (paymentDate > expiryDate) {
@@ -69,7 +69,7 @@ FxBarrierOption::vanillaPricigingEngine(const boost::shared_ptr<EngineFactory>&
6969
}
7070

7171
boost::shared_ptr<QuantLib::PricingEngine>
72-
FxBarrierOption::barrierPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
72+
FxBarrierOption::barrierPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
7373
const QuantLib::Date& paymentDate) {
7474

7575
boost::shared_ptr<EngineBuilder> builder = ef->builder(tradeType_);

‎OREData/ored/portfolio/fxbarrieroption.hpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -48,10 +48,10 @@ class FxBarrierOption : public FxOptionWithBarrier {
4848

4949
//! create the pricing engines
5050
boost::shared_ptr<QuantLib::PricingEngine>
51-
vanillaPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
51+
vanillaPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
5252
const QuantLib::Date& paymentDate = QuantLib::Date()) override;
5353
boost::shared_ptr<QuantLib::PricingEngine>
54-
barrierPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
54+
barrierPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
5555
const QuantLib::Date& paymentDate = QuantLib::Date()) override;
5656

5757
};

‎OREData/ored/portfolio/fxdoublebarrieroption.cpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -44,7 +44,7 @@ void FxDoubleBarrierOption::checkBarriers() {
4444
}
4545

4646
boost::shared_ptr<QuantLib::PricingEngine>
47-
FxDoubleBarrierOption::vanillaPricigingEngine(const boost::shared_ptr<EngineFactory>& ef,
47+
FxDoubleBarrierOption::vanillaPricingEngine(const boost::shared_ptr<EngineFactory>& ef,
4848
const QuantLib::Date& expiryDate, const QuantLib::Date& paymentDate) {
4949

5050
if (paymentDate > expiryDate) {
@@ -69,7 +69,7 @@ FxDoubleBarrierOption::vanillaPricigingEngine(const boost::shared_ptr<EngineFact
6969
}
7070

7171
boost::shared_ptr<QuantLib::PricingEngine>
72-
FxDoubleBarrierOption::barrierPricigingEngine(const boost::shared_ptr<EngineFactory>& ef,
72+
FxDoubleBarrierOption::barrierPricingEngine(const boost::shared_ptr<EngineFactory>& ef,
7373
const QuantLib::Date& expiryDate, const QuantLib::Date& paymentDate) {
7474

7575
boost::shared_ptr<EngineBuilder> builder = ef->builder(tradeType_);

‎OREData/ored/portfolio/fxdoublebarrieroption.hpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -47,10 +47,10 @@ class FxDoubleBarrierOption : public FxOptionWithBarrier {
4747

4848
//! create the pricing engines
4949
boost::shared_ptr<QuantLib::PricingEngine>
50-
vanillaPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
50+
vanillaPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
5151
const QuantLib::Date& paymentDate = QuantLib::Date()) override;
5252
boost::shared_ptr<QuantLib::PricingEngine>
53-
barrierPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
53+
barrierPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
5454
const QuantLib::Date& paymentDate = QuantLib::Date()) override;
5555
};
5656
} // namespace data

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