Avoid classes deprecated in version 1.32 and removed in 1.37 (#679)

LICENSE.TXT

@@ -4,11 +4,11 @@ QuantLib-SWIG is
     Copyright (C) 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2014, 2020, 2022, 2023 StatPro Italia srl
     Copyright (C) 2005 Dominic Thuillier
     Copyright (C) 2005 Johan Witters
-    Copyright (C) 2006, 2007, 2010 Joseph Wang
     Copyright (C) 2007 Eric H. Jensen
     Copyright (C) 2007 Luis Cota
     Copyright (C) 2007 Richard Gomes
     Copyright (C) 2007, 2008 Tito Ingargiola
+    Copyright (C) 2007, 2010 Joseph Wang
     Copyright (C) 2008 Allen Kuo
     Copyright (C) 2008 Florent Grenier
     Copyright (C) 2009 Joseph Malicki

SWIG/linearalgebra.i

@@ -28,7 +28,6 @@
 %{
 using QuantLib::Array;
 using QuantLib::Matrix;
-using QuantLib::SampledCurve;
 %}
 
 %define QL_TYPECHECK_ARRAY       4210    %enddef
@@ -310,19 +309,6 @@ function(x) print(as.matrix(x)))
 setMethod("as.matrix", "_p_Matrix",
 function(x) matrix(data=as.numeric(x$dataVector),
         nrow=x$rows(), ncol=x$columns()))
-
-setMethod("print", "_p_SampledCurve",
-function(x) print(as.data.frame(x))
-)
-
-setMethod("as.data.frame", "_p_SampledCurve",
-function(x,row.names,optional)
-data.frame("grid"=as(x$grid(), "numeric"),
-"values"=as(x$values(), "numeric")))
-
-setMethod("plot", "_p_SampledCurve",
-function(x,y) plot(as.data.frame(x)))
-
 %}
 #endif
 

SWIG/options.i

@@ -200,12 +200,6 @@ class VanillaOption : public OneAssetOption {
                          Size maxEvaluations = 100,
                          Volatility minVol = 1.0e-4,
                          Volatility maxVol = 4.0);
-
-    %extend{
-        SampledCurve priceCurve() {
-            return self->result<SampledCurve>("priceCurve");
-        }
-    }
 };
 
 %template(CalibrationPair) std::pair< ext::shared_ptr<VanillaOption>, ext::shared_ptr<Quote> >;

SWIG/ql.i

@@ -174,7 +174,6 @@ QL_DEPRECATED_DISABLE_WARNING
 %include randomnumbers.i
 %include ratehelpers.i
 %include rounding.i
-%include sampledcurve.i
 %include scheduler.i
 %include settings.i
 %include shortratemodels.i