Merge branch 'feature/QPR-13656' into 'master'

QPR-13656 Remove PiecewiseConstantHelper4

Closes QPR-13656

See merge request qs/oreplus!3168

Author: pcaspers

QuantExt/qle/models/piecewiseconstanthelper.cpp

@@ -119,18 +119,4 @@ PiecewiseConstantHelper3::PiecewiseConstantHelper3(const std::vector<Date>& date
     checkTimes(t2_);
 }
 
-PiecewiseConstantHelper4::PiecewiseConstantHelper4(const Array& t,
-    const QuantLib::ext::shared_ptr<Constraint>& constraint)
-    : t_(t), y_(QuantLib::ext::make_shared<PseudoParameter>(t.size(), *constraint)) {
-    checkTimes(t_);
-}
-
-PiecewiseConstantHelper4::PiecewiseConstantHelper4(const std::vector<Date>& dates,
-    const Handle<YieldTermStructure>& yts,
-    const QuantLib::ext::shared_ptr<Constraint>& constraint)
-    : t_(datesToTimes(dates, yts)),
-      y_(QuantLib::ext::make_shared<PseudoParameter>(dates.size(), *constraint)) {
-    checkTimes(t_);
-}
-
 } // namespace QuantExt

QuantExt/qle/models/piecewiseconstanthelper.hpp

@@ -170,30 +170,6 @@ class PiecewiseConstantHelper3 {
     mutable std::vector<Real> b_, c_;
 };
 
-class PiecewiseConstantHelper4 {
-public:
-    PiecewiseConstantHelper4(const Array& t,
-        const QuantLib::ext::shared_ptr<QuantLib::Constraint>& constraint = QuantLib::ext::make_shared<QuantLib::NoConstraint>());
-    PiecewiseConstantHelper4(const std::vector<Date>& dates, const Handle<YieldTermStructure>& yts,
-        const QuantLib::ext::shared_ptr<QuantLib::Constraint>& constraint = QuantLib::ext::make_shared<QuantLib::NoConstraint>());
-
-    const Array& t() const;
-    const QuantLib::ext::shared_ptr<Parameter> p() const;
-    /*! this returns the transformed value */
-    Real y(const Time t) const;
-
-    Real direct(const Real x) const;
-    Real inverse(const Real y) const;
-
-protected:
-    const Array t_;
-    /*! y are the raw values in the sense of parameter transformation */
-    const QuantLib::ext::shared_ptr<PseudoParameter> y_;
-
-private:
-    mutable std::vector<Real> b_;
-};
-
 // inline
 
 inline const Array& PiecewiseConstantHelper1::t() const { return t_; }
@@ -296,14 +272,6 @@ inline void PiecewiseConstantHelper3::update() const {
     }
 }
 
-inline const Array& PiecewiseConstantHelper4::t() const { return t_; }
-
-inline const QuantLib::ext::shared_ptr<Parameter> PiecewiseConstantHelper4::p() const { return y_; }
-
-inline Real PiecewiseConstantHelper4::direct(const Real x) const { return x * x; }
-
-inline Real PiecewiseConstantHelper4::inverse(const Real y) const { return std::sqrt(y); }
-
 inline Real PiecewiseConstantHelper1::y(const Time t) const {
     return rcll_ ? direct(QL_PIECEWISE_FUNCTION(t_, y_->params(), t)) : direct(QL_PIECEWISE_FUNCTION2(t_, y_->params(), t));
 }
@@ -320,10 +288,6 @@ inline Real PiecewiseConstantHelper3::y2(const Time t) const {
     return direct2(QL_PIECEWISE_FUNCTION(t2_, y2_->params(), t));
 }
 
-inline Real PiecewiseConstantHelper4::y(const Time t) const {
-    return direct(QL_PIECEWISE_FUNCTION2(t_, y_->params(), t));
-}
-
 inline Real PiecewiseConstantHelper1::int_y_sqr(const Time t) const {
     if (t < 0.0)
         return 0.0;