From d3f1144e19e81850761846aac392259580b95d8a Mon Sep 17 00:00:00 2001
From: Eugene Toder <eltoder@twosigma.com>
Date: Tue, 15 Oct 2024 17:04:58 -0400
Subject: [PATCH 1/2] Expose swap() on DatedOISRateHelper

Also, IborIborBasisSwapRateHelper and OvernightIborBasisSwapRateHelper.
---
 SWIG/ratehelpers.i | 13 +++++++++++++
 1 file changed, 13 insertions(+)

diff --git a/SWIG/ratehelpers.i b/SWIG/ratehelpers.i
index d1c34398a..ccefd85c5 100644
--- a/SWIG/ratehelpers.i
+++ b/SWIG/ratehelpers.i
@@ -366,6 +366,7 @@ class DatedOISRateHelper : public RateHelper {
             Natural lockoutDays = 0,
             bool applyObservationShift = false,
             const ext::shared_ptr<FloatingRateCouponPricer>& pricer = {});
+    ext::shared_ptr<OvernightIndexedSwap> swap();
 };
 
 %shared_ptr(FxSwapRateHelper)
@@ -382,6 +383,16 @@ class FxSwapRateHelper : public RateHelper {
             bool isFxBaseCurrencyCollateralCurrency,
             const Handle<YieldTermStructure>& collateralCurve,
             const Calendar& tradingCalendar = Calendar());
+
+    Real spot() const;
+    Period tenor() const;
+    Natural fixingDays() const;
+    Calendar calendar() const;
+    BusinessDayConvention businessDayConvention() const;
+    bool endOfMonth() const;
+    bool isFxBaseCurrencyCollateralCurrency() const;
+    Calendar tradingCalendar() const;
+    Calendar adjustmentCalendar() const;
 };
 
 %shared_ptr(OvernightIndexFutureRateHelper)
@@ -458,6 +469,7 @@ class IborIborBasisSwapRateHelper : public RateHelper {
                                 const ext::shared_ptr<IborIndex>& otherIndex,
                                 Handle<YieldTermStructure> discountHandle,
                                 bool bootstrapBaseCurve);
+    ext::shared_ptr<Swap> swap();
 };
 
 %shared_ptr(OvernightIborBasisSwapRateHelper)
@@ -472,6 +484,7 @@ class OvernightIborBasisSwapRateHelper : public RateHelper {
                                      const ext::shared_ptr<OvernightIndex>& baseIndex,
                                      const ext::shared_ptr<IborIndex>& otherIndex,
                                      Handle<YieldTermStructure> discountHandle = Handle<YieldTermStructure>());
+    ext::shared_ptr<Swap> swap();
 };
 
 %shared_ptr(ArithmeticOISRateHelper)

From 39bff1d2793bd369dd4077fd8847f0778c0dbb09 Mon Sep 17 00:00:00 2001
From: Eugene Toder <eltoder@twosigma.com>
Date: Tue, 15 Oct 2024 17:28:07 -0400
Subject: [PATCH 2/2] Remove SampledCurve

Was deleted from C++ QuantLib.
---
 SWIG/linearalgebra.i | 13 -------------
 SWIG/options.i       |  6 ------
 SWIG/ql.i            |  1 -
 SWIG/sampledcurve.i  | 45 --------------------------------------------
 4 files changed, 65 deletions(-)
 delete mode 100644 SWIG/sampledcurve.i

diff --git a/SWIG/linearalgebra.i b/SWIG/linearalgebra.i
index 4ad3d287d..9213b54cd 100644
--- a/SWIG/linearalgebra.i
+++ b/SWIG/linearalgebra.i
@@ -28,7 +28,6 @@
 %{
 using QuantLib::Array;
 using QuantLib::Matrix;
-using QuantLib::SampledCurve;
 %}
 
 %define QL_TYPECHECK_ARRAY       4210    %enddef
@@ -311,18 +310,6 @@ setMethod("as.matrix", "_p_Matrix",
 function(x) matrix(data=as.numeric(x$dataVector),
         nrow=x$rows(), ncol=x$columns()))
 
-setMethod("print", "_p_SampledCurve",
-function(x) print(as.data.frame(x))
-)
-
-setMethod("as.data.frame", "_p_SampledCurve",
-function(x,row.names,optional)
-data.frame("grid"=as(x$grid(), "numeric"),
-"values"=as(x$values(), "numeric")))
-
-setMethod("plot", "_p_SampledCurve",
-function(x,y) plot(as.data.frame(x)))
-
 %}
 #endif
 
diff --git a/SWIG/options.i b/SWIG/options.i
index 0ff7f100b..c4521ce8b 100644
--- a/SWIG/options.i
+++ b/SWIG/options.i
@@ -200,12 +200,6 @@ class VanillaOption : public OneAssetOption {
                          Size maxEvaluations = 100,
                          Volatility minVol = 1.0e-4,
                          Volatility maxVol = 4.0);
-
-    %extend{
-        SampledCurve priceCurve() {
-            return self->result<SampledCurve>("priceCurve");
-        }
-    }
 };
 
 %template(CalibrationPair) std::pair< ext::shared_ptr<VanillaOption>, ext::shared_ptr<Quote> >;
diff --git a/SWIG/ql.i b/SWIG/ql.i
index 2730c39a9..87ba76e86 100644
--- a/SWIG/ql.i
+++ b/SWIG/ql.i
@@ -174,7 +174,6 @@ QL_DEPRECATED_DISABLE_WARNING
 %include randomnumbers.i
 %include ratehelpers.i
 %include rounding.i
-%include sampledcurve.i
 %include scheduler.i
 %include settings.i
 %include shortratemodels.i
diff --git a/SWIG/sampledcurve.i b/SWIG/sampledcurve.i
deleted file mode 100644
index d56a6608c..000000000
--- a/SWIG/sampledcurve.i
+++ /dev/null
@@ -1,45 +0,0 @@
-
-/*
- Copyright (C) 2006 Joseph Wang
-
- This file is part of QuantLib, a free-software/open-source library
- for financial quantitative analysts and developers - http://quantlib.org/
-
- QuantLib is free software: you can redistribute it and/or modify it
- under the terms of the QuantLib license.  You should have received a
- copy of the license along with this program; if not, please email
- <quantlib-dev@lists.sf.net>. The license is also available online at
- <http://quantlib.org/license.shtml>.
-
- This program is distributed in the hope that it will be useful, but WITHOUT
- ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
- FOR A PARTICULAR PURPOSE.  See the license for more details.
-*/
-
-#ifndef quantlib_sampled_curve_i
-#define quantlib_sampled_curve_i
-
-%include linearalgebra.i
-
-class SampledCurve {
-  public:
-    SampledCurve();
-    SampledCurve(const Array&);
-    Array& grid();
-    Array& values();
-    Real gridValue(Size i);
-    Real value(Size i);
-    Size size() const;
-    bool empty() const;
-    void setGrid(const Array&);
-    void setValues(const Array&);
-    void swap(SampledCurve&);
-    void setLogGrid(Real min, Real max);
-    void regridLogGrid(Real min, Real max);
-    void shiftGrid(Real s);
-    void scaleGrid(Real s);
-    void regrid(const Array &);
-};
-
-
-#endif