QPR-11556 remove cout

Author: sebastien.bouvard

OREAnalytics/orea/simulation/fixingmanager.cpp

@@ -70,13 +70,10 @@ void FixingManager::initialise(const QuantLib::ext::shared_ptr<Portfolio>& portf
         auto r = t->requiredFixings();
         r.unsetPayDates();
         for (auto const& [name, fixingDates] : r.fixingDatesIndices(QuantLib::Date::maxDate())) {
-            std::cout<<"name = "<<name<<std::endl;
             std::set<Date> dates;
             for (const auto& [d, _] : fixingDates) {
-                std::cout<<d<<"|";
                 dates.insert(d);
             }
-            std::cout<<std::endl;
             try {
                 auto rawIndex = parseIndex(name);
                 if (auto index = QuantLib::ext::dynamic_pointer_cast<EquityIndex2>(rawIndex)) {

QuantExt/qle/termstructures/proxyoptionletvolatility.cpp

@@ -52,6 +52,7 @@ ProxyOptionletVolatility::ProxyOptionletVolatility(const Handle<OptionletVolatil
     : OptionletVolatilityStructure(baseVol->businessDayConvention(), baseVol->dayCounter()), baseVol_(baseVol),
       baseIndex_(baseIndex), targetIndex_(targetIndex), baseRateComputationPeriod_(baseRateComputationPeriod),
       targetRateComputationPeriod_(targetRateComputationPeriod), scalingFactor_(scalingFactor) {
+
     QL_REQUIRE(baseIndex != nullptr, "ProxyOptionletVolatility: no base index given.");
     QL_REQUIRE(targetIndex != nullptr, "ProxyOptionletVolatility: no target index given.");
     QL_REQUIRE((!isOis(targetIndex_) && !isBMA(targetIndex)) || targetRateComputationPeriod != 0 * Days,