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pcaspersjenkins
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QPR-12329 simplify the code
1 parent f0baa0b commit ebcc7d4

2 files changed

Lines changed: 5 additions & 15 deletions

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OREData/ored/model/crossassetmodelbuilder.cpp

Lines changed: 5 additions & 13 deletions
Original file line numberDiff line numberDiff line change
@@ -92,7 +92,11 @@ CrossAssetModelBuilder::CrossAssetModelBuilder(
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optimizationMethod_(boost::shared_ptr<OptimizationMethod>(new LevenbergMarquardt(1E-8, 1E-8, 1E-8))),
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endCriteria_(EndCriteria(1000, 500, 1E-8, 1E-8, 1E-8)) {
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buildModel();
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registerWithSubBuilders();
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// register with sub builders
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for (auto okv : subBuilders_)
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for (auto ikv : okv.second) {
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registerWith(ikv.second);
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}
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// register market observer with correlations
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marketObserver_ = boost::make_shared<MarketObserver>();
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for (auto const& c : config->correlations())
@@ -127,18 +131,6 @@ const std::vector<Real>& CrossAssetModelBuilder::comOptionCalibrationErrors() {
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return comOptionCalibrationErrors_;
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}
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void CrossAssetModelBuilder::unregisterWithSubBuilders() {
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for (auto okv : subBuilders_)
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for (auto ikv : okv.second)
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unregisterWith(ikv.second);
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}
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void CrossAssetModelBuilder::registerWithSubBuilders() {
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for (auto okv : subBuilders_)
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for (auto ikv : okv.second)
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registerWith(ikv.second);
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}
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bool CrossAssetModelBuilder::requiresRecalibration() const {
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for (auto okv : subBuilders_)
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for (auto ikv : okv.second)

OREData/ored/model/crossassetmodelbuilder.hpp

Lines changed: 0 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -110,8 +110,6 @@ class CrossAssetModelBuilder : public QuantExt::ModelBuilder {
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private:
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void performCalculations() const override;
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void buildModel() const;
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void registerWithSubBuilders();
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void unregisterWithSubBuilders();
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mutable std::vector<std::vector<boost::shared_ptr<BlackCalibrationHelper>>> swaptionBaskets_;
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mutable std::vector<std::vector<boost::shared_ptr<BlackCalibrationHelper>>> fxOptionBaskets_;

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