rquantlib icon indicating copy to clipboard operation
rquantlib copied to clipboard

Should QuantLib hard deprecations of daycounters be respected by RQuantLib

Open klin333 opened this issue 4 years ago • 2 comments

QL 1.23 hard deprecated ActualActual with no explicit convention argument, but in RQuantLib we only soft deprecate Enum 2, by explicitly passing in the same default convention. Do we want to respect this deprecation in RQuantLib and force users to select enums 8-13. Similarly with Thirty360.

Currently it is https://github.com/eddelbuettel/rquantlib/blob/57846cbadd57b9965b6e368a0e54401d2795a71b/src/utils.cpp#L370-L371

Should we make it:

#if QL_HEX_VERSION < 0x012300f0
    else if (n==2)
        return QuantLib::ActualActual();
#endif

I'm personally supportive of leaving things in RQuantLib as it is, ie only soft deprecate. But we should collectively determine how far we want to take the strategy of 'bug for bug, feature for feature' between RQuantLib and QuantLib.

klin333 avatar Mar 16 '22 00:03 klin333

Good question. That QL itself deprecated something gives us a strong hint to also remove it (maybe after some time). Then again there is no point in making life harder for users so if it isn't in the way or use up any resources ... we can maybe just leave it?

eddelbuettel avatar Mar 16 '22 00:03 eddelbuettel

I'm happy to leave it unless some rquantlib user realises some problems otherwise.

klin333 avatar Mar 16 '22 00:03 klin333