From 5ac50cffeea0cf279d9a9113bed4eb2048b21a2f Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Thu, 11 Jul 2024 13:54:28 -0400 Subject: [PATCH] remove remnants of DividendVanillaOption --- quantlib/instruments/_option.pxd | 8 ++------ .../vanilla/_fdblackscholesvanillaengine.pxd | 4 ++-- 2 files changed, 4 insertions(+), 8 deletions(-) diff --git a/quantlib/instruments/_option.pxd b/quantlib/instruments/_option.pxd index 919e0253c..ecc7befa4 100644 --- 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 index d312bc399..245d1b4dc 100644 --- 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