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comment unused function
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Sidsky committed Nov 16, 2023
1 parent 033232e commit 8b7eb91
Showing 1 changed file with 12 additions and 12 deletions.
24 changes: 12 additions & 12 deletions test-suite/swapforwardmappings.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -166,18 +166,18 @@ namespace {
return stats;
}

MultiStepCoterminalSwaptions makeMultiStepCoterminalSwaptions(
const std::vector<Time>& rateTimes, Real strike ){
std::vector<Time> paymentTimes(rateTimes.begin(), rateTimes.end()-1);
std::vector<ext::shared_ptr<StrikedTypePayoff> > payoffs(paymentTimes.size());
for (auto& payoff : payoffs) {
payoff = ext::shared_ptr<StrikedTypePayoff>(
new PlainVanillaPayoff(Option::Call, strike));
}
return MultiStepCoterminalSwaptions (rateTimes,
paymentTimes, payoffs);

}
// MultiStepCoterminalSwaptions makeMultiStepCoterminalSwaptions(
// const std::vector<Time>& rateTimes, Real strike ){
// std::vector<Time> paymentTimes(rateTimes.begin(), rateTimes.end()-1);
// std::vector<ext::shared_ptr<StrikedTypePayoff> > payoffs(paymentTimes.size());
// for (auto& payoff : payoffs) {
// payoff = ext::shared_ptr<StrikedTypePayoff>(
// new PlainVanillaPayoff(Option::Call, strike));
// }
// return MultiStepCoterminalSwaptions (rateTimes,
// paymentTimes, payoffs);
//
// }

}

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