From 3bea88f490be037047faf5dd2258efb385a509ce Mon Sep 17 00:00:00 2001
From: Francois Botha <igitur@gmail.com>
Date: Fri, 26 Apr 2024 00:41:25 +0200
Subject: [PATCH] Remove qlFixedRateBond2 in line with
 https://github.com/lballabio/QuantLib/pull/1815

---
 .../gensrc/metadata/functions/bonds.xml       | 65 -------------------
 QuantLibAddin/qlo/bonds.cpp                   | 41 ------------
 QuantLibAddin/qlo/bonds.hpp                   | 13 ----
 3 files changed, 119 deletions(-)

diff --git a/QuantLibAddin/gensrc/metadata/functions/bonds.xml b/QuantLibAddin/gensrc/metadata/functions/bonds.xml
index 48fb55b3f..54d5d3422 100644
--- a/QuantLibAddin/gensrc/metadata/functions/bonds.xml
+++ b/QuantLibAddin/gensrc/metadata/functions/bonds.xml
@@ -1477,71 +1477,6 @@
       </ParameterList>
     </Constructor>
 
-    <Constructor name='qlFixedRateBond2'>
-      <libraryFunction>FixedRateBond</libraryFunction>
-      <SupportedPlatforms>
-        <!--SupportedPlatform name='Excel' calcInWizard='false'/-->
-        <SupportedPlatform name='Excel'/>
-        <SupportedPlatform name='Calc'/>
-        <SupportedPlatform name='Cpp'/>
-      </SupportedPlatforms>
-      <ParameterList>
-        <Parameters>
-          <Parameter name='Description' default='std::string()'>
-            <type>string</type>
-            <tensorRank>scalar</tensorRank>
-            <description>Bond description string. Autogenerated if null</description>
-          </Parameter>
-          <Parameter name='Currency' examplevalue='EUR'>
-            <type>QuantLib::Currency</type>
-            <tensorRank>scalar</tensorRank>
-            <description>bond Currency.</description>
-          </Parameter>
-          <Parameter name='SettlementDays' exampleValue='3'>
-            <type>QuantLib::Size</type>
-            <tensorRank>scalar</tensorRank>
-            <description>settlement days.</description>
-          </Parameter>
-          <Parameter name='FaceAmount' default='100.0'>
-            <type>QuantLib::Real</type>
-            <tensorRank>scalar</tensorRank>
-            <description>Face nominal amount.</description>
-          </Parameter>
-          <Parameter name='ScheduleID'>
-            <type>QuantLib::Schedule</type>
-            <superType>libraryClass</superType>
-            <tensorRank>scalar</tensorRank>
-            <description>Schedule object ID.</description>
-          </Parameter>
-          <Parameter name='Coupons'>
-            <type>QuantLib::InterestRate</type>
-            <tensorRank>vector</tensorRank>
-            <description>coupon InterestRate IDs.</description>
-          </Parameter>
-          <Parameter name='PaymentBDC' default='"Following"'>
-            <type>QuantLib::BusinessDayConvention</type>
-            <tensorRank>scalar</tensorRank>
-            <description>payment business day convention.</description>
-          </Parameter>
-          <Parameter name='Redemption' default='100.0'>
-            <type>QuantLib::Real</type>
-            <tensorRank>scalar</tensorRank>
-            <description>Redemption value.</description>
-          </Parameter>
-          <Parameter name='IssueDate' default='QuantLib::Date()'>
-            <type>QuantLib::Date</type>
-            <tensorRank>scalar</tensorRank>
-            <description>issue date: the bond can't be traded until then.</description>
-          </Parameter>
-          <Parameter name='PaymentCalendar' exampleValue='TARGET'>
-            <type>QuantLib::Calendar</type>
-            <tensorRank>scalar</tensorRank>
-            <description>payment holiday calendar (e.g. TARGET).</description>
-          </Parameter>
-        </Parameters>
-      </ParameterList>
-    </Constructor>
-
     <Constructor name='qlFloatingRateBond'>
       <libraryFunction>FloatingRateBond</libraryFunction>
       <SupportedPlatforms>
diff --git a/QuantLibAddin/qlo/bonds.cpp b/QuantLibAddin/qlo/bonds.cpp
index 71d188776..bb454ddac 100644
--- a/QuantLibAddin/qlo/bonds.cpp
+++ b/QuantLibAddin/qlo/bonds.cpp
@@ -207,47 +207,6 @@ namespace QuantLibAddin {
         }
     }
 
-    FixedRateBond::FixedRateBond(
-            const shared_ptr<ObjectHandler::ValueObject>& properties,
-            const string& des,
-            const QuantLib::Currency& cur,
-            QuantLib::Natural settlementDays,
-            QuantLib::Real faceAmount,
-            const shared_ptr<QuantLib::Schedule>& schedule,
-            const vector<shared_ptr<QuantLib::InterestRate> >& coupons,
-            QuantLib::BusinessDayConvention paymentConvention,
-            QuantLib::Real redemption,
-            const Date& issueDate,
-            const QuantLib::Calendar& paymentCalendar,
-            bool permanent)
-    : Bond(properties, des, cur, permanent)
-    {
-		vector<QuantLib::InterestRate> couponRate(coupons.size());
-
-		for (Size i=0; i<coupons.size(); ++i)
-			couponRate[i] = *coupons[i];
-
-        qlBondObject_ = shared_ptr<QuantLib::FixedRateBond>(new
-            QuantLib::FixedRateBond(settlementDays, faceAmount,
-                                    *schedule,
-                                    couponRate,
-                                    paymentConvention,
-									redemption,
-                                    issueDate,
-                                    paymentCalendar));
-        libraryObject_ = qlBondObject_;
-        if (description_.empty()) {
-            std::ostringstream temp;
-            temp << "FixedRateBond ";
-            temp << QuantLib::io::iso_date(qlBondObject_->maturityDate());
-            if (couponRate.size()==1)
-                temp << " " << coupons[0]->rate()*100.0 << "%";
-            else
-                temp << " STEP";
-            description_ = temp.str();
-        }
-    }
-
     FixedRateBond::FixedRateBond(
             const boost::shared_ptr<ObjectHandler::ValueObject>& properties,
             const std::string& des,
diff --git a/QuantLibAddin/qlo/bonds.hpp b/QuantLibAddin/qlo/bonds.hpp
index 57de425d7..8577f173a 100644
--- a/QuantLibAddin/qlo/bonds.hpp
+++ b/QuantLibAddin/qlo/bonds.hpp
@@ -111,19 +111,6 @@ namespace QuantLibAddin {
             const QuantLib::Date& issueDate,
             const QuantLib::Calendar& paymentCalendar,
             bool permanent);
-        FixedRateBond(
-            const boost::shared_ptr<ObjectHandler::ValueObject>& properties,
-            const std::string& des,
-            const QuantLib::Currency& cur,
-            QuantLib::Natural settlementDays,
-            QuantLib::Real faceAmount,
-            const boost::shared_ptr<QuantLib::Schedule>& schedule,
-            const std::vector<boost::shared_ptr<QuantLib::InterestRate> >& coupons,
-            QuantLib::BusinessDayConvention paymentConvention,
-            QuantLib::Real redemption,
-            const QuantLib::Date& issueDate,
-            const QuantLib::Calendar& paymentCalendar,
-            bool permanent);
       protected:
         FixedRateBond(
             const boost::shared_ptr<ObjectHandler::ValueObject>& properties,