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OpenSourceRisk / ORE-SWIG

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Make calendar constructors public #26

Closed gbfredrik closed 5 months ago

gbfredrik commented 8 months ago

Hi, We recently noticed that these calendars are unusable without the constructors made public. I haven't been able to test build yet but the change is minor.

I chose to not update LargeJointCalendar in this PR as I'll propose its removal in a follow-up PR.

gbfredrik commented 5 months ago

Ping @damienbarker, @pcaspers. Would you have the possibility to look at this and #27 before the next release?

pcaspers commented 5 months ago

@gbfredrik no problem, we will - regarding the large calendar, can we possibly replace the QuantExt class with the updated QuantLib class (I mean not only in SWIG)?

gbfredrik commented 5 months ago

Great! Yes, the two classes are functionally equivalent since some time. I have an old branch hanging around for the removal of LargeJointCalendar in QuantExt, I can publish the PR for it in a minute.

pcaspers commented 5 months ago

That's what I hoped :-) thanks!