remove remnants of DividendVanillaOption

enthought · Jul 15, 2024 · 5ac50cf · 5ac50cf
1 parent a3e9a86
commit 5ac50cf
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Showing 2 changed files with 4 additions and 8 deletions.
diff --git a/quantlib/instruments/_option.pxd b/quantlib/instruments/_option.pxd
@@ -22,6 +22,8 @@ cdef extern from 'ql/option.hpp' namespace 'QuantLib':
 cdef extern from 'ql/instruments/oneassetoption.hpp' namespace 'QuantLib':
 
     cdef cppclass OneAssetOption(Option):
+        cppclass engine(PricingEngine):
+            pass
         OneAssetOption(
             shared_ptr[StrikedTypePayoff]& payoff,
             shared_ptr[Exercise]& exercise
@@ -73,9 +75,3 @@ cdef extern from 'ql/instruments/europeanoption.hpp' namespace 'QuantLib':
             shared_ptr[StrikedTypePayoff]& payoff,
             shared_ptr[Exercise]& exercise
         )
-
-cdef extern from 'ql/instruments/dividendvanillaoption.hpp' namespace 'QuantLib':
-
-    cdef cppclass DividendVanillaOption(OneAssetOption):
-        cppclass engine(PricingEngine):
-            pass
diff --git a/quantlib/pricingengines/vanilla/_fdblackscholesvanillaengine.pxd b/quantlib/pricingengines/vanilla/_fdblackscholesvanillaengine.pxd
@@ -1,7 +1,7 @@
 from libcpp cimport bool
 from quantlib.handle cimport shared_ptr
 from quantlib.types cimport Size, Real
-from quantlib.instruments._option cimport DividendVanillaOption
+from quantlib.instruments._option cimport VanillaOption
 from quantlib.instruments._dividendschedule cimport DividendSchedule
 from quantlib.processes._black_scholes_process cimport GeneralizedBlackScholesProcess
 from quantlib.methods.finitedifferences.solvers._fdmbackwardsolver cimport FdmSchemeDesc
@@ -13,7 +13,7 @@ cdef extern from 'ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp' nam
 
 cdef extern from 'ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp' namespace 'QuantLib':
 
-    cdef cppclass FdBlackScholesVanillaEngine(DividendVanillaOption.engine):
+    cdef cppclass FdBlackScholesVanillaEngine(VanillaOption.engine):
         enum CashDividendModel:
             pass