Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

remove remnants of DividendVanillaOption #325

Merged
merged 1 commit into from
Jul 15, 2024
Merged

remove remnants of DividendVanillaOption #325

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
8 changes: 2 additions & 6 deletions quantlib/instruments/_option.pxd
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -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
Expand Down Expand Up @@ -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
4 changes: 2 additions & 2 deletions quantlib/pricingengines/vanilla/_fdblackscholesvanillaengine.pxd
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -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
Expand All @@ -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

Expand Down
Loading