rename classes

enthought · Nov 22, 2023 · 4173549 · 4173549
1 parent ec93856
commit 4173549
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Showing 4 changed files with 12 additions and 12 deletions.
diff --git a/...latility/swaption/_swaption_vol_cube1.pxd → ...aption/_sabr_swaption_volatility_cube.pxd b/...latility/swaption/_swaption_vol_cube1.pxd → ...aption/_sabr_swaption_volatility_cube.pxd
@@ -13,8 +13,8 @@ from quantlib.math._interpolations cimport SABRInterpolation
 from quantlib.time._date cimport Date
 from quantlib.time._period cimport Period
 
-cdef extern from 'ql/termstructures/volatility/swaption/swaptionvolcube1.hpp' namespace 'QuantLib':
-    cdef cppclass SwaptionVolCube1x[Model](SwaptionVolatilityCube):
+cdef extern from 'ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp' namespace 'QuantLib':
+    cdef cppclass XabrSwaptionVolatilityCube[Model](SwaptionVolatilityCube):
         cppclass Cube:
             Cube(const vector[Date]& optionDates,
                  const vector[Period]& swapTenors,
@@ -49,7 +49,7 @@ cdef extern from 'ql/termstructures/volatility/swaption/swaptionvolcube1.hpp' na
                                     const Time swapLengths)
             void updateInterpolators()
             Matrix browse()
-        SwaptionVolCube1x(
+        XabrSwaptionVolatilityCube(
             const Handle[SwaptionVolatilityStructure]& atmVolStructure,
             const vector[Period]& optionTenors,
             const vector[Period]& swapTenors,
@@ -92,4 +92,4 @@ cdef extern from 'ql/termstructures/volatility/swaption/swaptionvolcube1.hpp' na
         ctypedef SABRInterpolation Interpolation
         ctypedef SabrSmileSection SmileSection
 
-    ctypedef SwaptionVolCube1x[SwaptionVolCubeSabrModel] SwaptionVolCube1
+    ctypedef XabrSwaptionVolatilityCube[SwaptionVolCubeSabrModel] SabrSwaptionVolatilityCube
diff --git a/...olatility/swaption/swaption_vol_cube1.pxd → ...waption/sabr_swaption_volatility_cube.pxd b/...olatility/swaption/swaption_vol_cube1.pxd → ...waption/sabr_swaption_volatility_cube.pxd
@@ -1,4 +1,4 @@
 from .swaption_vol_cube cimport SwaptionVolatilityCube
 
-cdef class SwaptionVolatilityCube1(SwaptionVolatilityCube):
+cdef class SabrSwaptionVolatilityCube(SwaptionVolatilityCube):
     pass
diff --git a/...olatility/swaption/swaption_vol_cube1.pyx → ...waption/sabr_swaption_volatility_cube.pyx b/...olatility/swaption/swaption_vol_cube1.pyx → ...waption/sabr_swaption_volatility_cube.pyx
@@ -11,14 +11,14 @@ from quantlib.quote cimport Quote
 from quantlib.time.date cimport Period
 from quantlib.time._period cimport Period as QlPeriod
 from .swaption_vol_structure cimport SwaptionVolatilityStructure
-from . cimport _swaption_vol_cube1 as _svc1
+from . cimport _sabr_swaption_volatility_cube as _ssvc
 cimport quantlib.indexes._swap_index as _si
 cimport quantlib._quote as _qt
 
 from . cimport _swaption_vol_structure as _svs
 from ..._vol_term_structure cimport VolatilityTermStructure
 
-cdef class SwaptionVolCube1(SwaptionVolatilityCube):
+cdef class SabrSwaptionVolatilityCube(SwaptionVolatilityCube):
 
     def __init__(self, atm_vol_structure not None,
                  list option_tenors not None,
@@ -65,7 +65,7 @@ cdef class SwaptionVolCube1(SwaptionVolatilityCube):
         for p in swap_tenors:
             swap_tenors_vec.push_back(deref(p._thisptr))
 
-        self._derived_ptr = make_shared[_svc1.SwaptionVolCube1](
+        self._derived_ptr = make_shared[_ssvc.SabrSwaptionVolatilityCube](
             SwaptionVolatilityStructure.swaption_vol_handle(atm_vol_structure),
             option_tenors_vec,
             swap_tenors_vec,

diff --git a/test/test_swaption_vol_cube.py b/test/test_swaption_vol_cube.py
@@ -6,8 +6,8 @@
 from quantlib.quotes import SimpleQuote
 from quantlib.termstructures.volatility.swaption.swaption_vol_matrix \
     import SwaptionVolatilityMatrix
-from quantlib.termstructures.volatility.swaption.swaption_vol_cube1 \
-    import SwaptionVolCube1
+from quantlib.termstructures.volatility.swaption.sabr_swaption_volatility_cube \
+    import SabrSwaptionVolatilityCube
 from quantlib.termstructures.volatility.swaption.spreaded_swaption_vol \
     import SpreadedSwaptionVolatility
 from quantlib.indexes.api import EuriborSwapIsdaFixA
@@ -70,7 +70,7 @@ def test_sabr_vols(self):
             parameters_guess.append([SimpleQuote(0.2), SimpleQuote(0.5),
                                      SimpleQuote(0.4), SimpleQuote(0.)])
         is_parameter_fixed = [False] * 4
-        vol_cube = SwaptionVolCube1(self.atm_vol_matrix,
+        vol_cube = SabrSwaptionVolatilityCube(self.atm_vol_matrix,
                                     self.cube.option_tenors,
                                     self.cube.swap_tenors,
                                     self.cube.strike_spreads,
@@ -108,7 +108,7 @@ def test_spreaded_cube(self):
                                      SimpleQuote(0.4), SimpleQuote(0.)])
         is_parameter_fixed = [False] * 4
         spread = SimpleQuote(0.0001)
-        vol_cube = SwaptionVolCube1(self.atm_vol_matrix,
+        vol_cube = SabrSwaptionVolatilityCube(self.atm_vol_matrix,
                                     self.cube.option_tenors,
                                     self.cube.swap_tenors,
                                     self.cube.strike_spreads,