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Merge remote-tracking branch 'origin/master'
2 parents 14b353d + fe69e89 commit 62b8f82

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Lines changed: 5 additions & 11 deletions

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OREAnalytics-SWIG/SWIG/orea_app.i

Lines changed: 2 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -133,10 +133,8 @@ public:
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void setVarMethod(const std::string& s);
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void setMcVarSamples(Size s);
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void setMcVarSeed(long l);
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// TODO: API for setting covariance data
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// const std::map<std::pair<RiskFactorKey, RiskFactorKey>, Real>& covarianceData();
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// TODO: API for setting a sensitivity stream
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// const boost::shared_ptr<SensitivityStream>& sensitivityStream();
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void setCovarianceDataFromBuffer(const std::string& s);
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void setSensitivityStreamFromBuffer(const std::string& buffer);
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// Setters for exposure simulation
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void setSimmVersion(const std::string& s);
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void setCrifFromBuffer(const std::string& csvBuffer,

QuantExt-SWIG/SWIG/qle_indexes.i

Lines changed: 2 additions & 6 deletions
Original file line numberDiff line numberDiff line change
@@ -272,9 +272,7 @@ class Name : public IborIndex {
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public:
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Name(const Period& tenor,
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const Handle<YieldTermStructure>& h =
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Handle<YieldTermStructure>()) {
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return new Name(new Name(tenor,h));
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}
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Handle<YieldTermStructure>());
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};
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%enddef
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@@ -286,9 +284,7 @@ using QuantExt::Name;
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class Name : public OvernightIndex {
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public:
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Name(const Handle<YieldTermStructure>& h =
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Handle<YieldTermStructure>()) {
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return new Name(new Name(h));
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}
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Handle<YieldTermStructure>());
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};
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%enddef
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QuantLib-SWIG

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