OpenSourceRisk / ORE-SWIG

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Remove LargeJointCalendar from interface #27

Closed gbfredrik closed 8 months ago

gbfredrik commented 11 months ago

Hi, QuantLib's JointCalendar provides the same vector-based constructor since QL-SWIG version 1.31 meaning this is now somewhat superfluous. As mentioned in #26, the class removal should be rather harmless as its current interface is broken in SWIG.

I have an old branch somewhere with proper deprecation/deletion within QuantExt as well.