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Deprecate `ForwardRateStructure` in favor of `ZeroYieldStructure` (#2261)

5 of 9 new or added lines in 2 files covered. (55.56%)

3 existing lines in 1 file now uncovered.

58142 of 78170 relevant lines covered (74.38%)

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0.0
/ql/termstructures/yield/forwardstructure.cpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*










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 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl










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 Copyright (C) 2003, 2004 StatPro Italia srl










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 Copyright (C) 2009 Ferdinando Ametrano










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 This file is part of QuantLib, a free-software/open-source library










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 for financial quantitative analysts and developers - http://quantlib.org/










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 QuantLib is free software: you can redistribute it and/or modify it










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 under the terms of the QuantLib license.  You should have received a










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 copy of the license along with this program; if not, please email










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 <quantlib-dev@lists.sf.net>. The license is also available online at










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 <https://www.quantlib.org/license.shtml>.










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 This program is distributed in the hope that it will be useful, but WITHOUT










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 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS










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 FOR A PARTICULAR PURPOSE.  See the license for more details.










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*/










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#include <ql/termstructures/yield/forwardstructure.hpp>










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namespace QuantLib {










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UNCOV

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    ForwardRateStructure::ForwardRateStructure(const DayCounter& dc)




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NEW


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    : ZeroYieldStructure(dc) {}




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UNCOV

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    ForwardRateStructure::ForwardRateStructure(




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                                    const Date& refDate,










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                                    const Calendar& cal,










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                                    const DayCounter& dc,










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                                    const std::vector<Handle<Quote> >& jumps,










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                                    const std::vector<Date>& jumpDates)




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NEW


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    : ZeroYieldStructure(refDate, cal, dc, jumps, jumpDates) {}




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UNCOV

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    ForwardRateStructure::ForwardRateStructure(




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                                    Natural settlDays,










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                                    const Calendar& cal,










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                                    const DayCounter& dc,










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                                    const std::vector<Handle<Quote> >& jumps,










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                                    const std::vector<Date>& jumpDates)




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NEW


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    : ZeroYieldStructure(settlDays, cal, dc, jumps, jumpDates) {}




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    Rate ForwardRateStructure::zeroYieldImpl(Time t) const {




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        if (t == 0.0)




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            return forwardImpl(0.0);




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        // implement smarter integration if plan to use the following code










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        Rate sum = 0.5*forwardImpl(0.0);




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        Size N = 1000;










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        Time dt = t/N;




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        for (Time i=dt; i<t; i+=dt)




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            sum += forwardImpl(i);




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        sum += 0.5*forwardImpl(t);




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        return Rate(sum*dt/t);




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    }










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}
























    

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