simplify compounding

enthought · Nov 22, 2023 · 11e6411 · 11e6411
1 parent 4173549
commit 11e6411
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Showing 17 changed files with 17 additions and 27 deletions.
diff --git a/quantlib/_interest_rate.pxd b/quantlib/_interest_rate.pxd
@@ -12,7 +12,7 @@ include 'types.pxi'
 from libcpp.string cimport string
 from quantlib.time._daycounter cimport DayCounter
 from quantlib.time._period cimport Frequency
-from quantlib._compounding cimport Compounding
+from quantlib.compounding cimport Compounding
 
 cdef extern from 'ql/interestrate.hpp' namespace 'QuantLib':
 

diff --git a/quantlib/cashflows/_fixed_rate_coupon.pxd b/quantlib/cashflows/_fixed_rate_coupon.pxd
@@ -6,7 +6,7 @@ from quantlib.time.businessdayconvention cimport BusinessDayConvention
 from quantlib.time._date cimport Date
 from quantlib.time._period cimport Frequency, Period
 from quantlib.time._calendar cimport Calendar
-from quantlib._compounding cimport Compounding
+from quantlib.compounding cimport Compounding
 from quantlib.time._daycounter cimport DayCounter
 from quantlib.time._schedule cimport Schedule
 from quantlib._cashflow cimport CashFlow

diff --git a/quantlib/cashflows/fixed_rate_coupon.pyx b/quantlib/cashflows/fixed_rate_coupon.pyx
@@ -2,8 +2,7 @@ include '../types.pxi'
 
 from cython.operator cimport dereference as deref, preincrement as preinc
 from libcpp.vector cimport vector
-from quantlib.compounding import Compounding
-from quantlib._compounding cimport Compounding
+from quantlib.compounding cimport Compounding
 from quantlib.handle cimport shared_ptr
 from quantlib.time.businessdayconvention cimport BusinessDayConvention
 from quantlib.time.calendar cimport Calendar

diff --git a/quantlib/_compounding.pxd → quantlib/compounding.pxd b/quantlib/_compounding.pxd → quantlib/compounding.pxd
@@ -1,5 +1,5 @@
 cdef extern from "ql/compounding.hpp" namespace "QuantLib":
-    enum Compounding:
+    cpdef enum Compounding:
         Simple = 0
         Continuous = 1
         Compounded = 2

diff --git a/quantlib/compounding.pyx b/quantlib/compounding.pyx
@@ -1,8 +0,0 @@
-from . cimport _compounding
-
-cpdef enum Compounding:
-    Simple = _compounding.Simple
-    Compounded = _compounding.Compounded
-    Continuous = _compounding.Continuous
-    SimpleThenCompounded = _compounding.SimpleThenCompounded
-    CompoundedThenSimple = _compounding.CompoundedThenSimple

diff --git a/quantlib/interest_rate.pyx b/quantlib/interest_rate.pyx
@@ -13,7 +13,7 @@ from quantlib.handle cimport shared_ptr
 
 from quantlib.time.daycounter cimport DayCounter
 cimport quantlib.time._daycounter as _daycounter
-from quantlib._compounding cimport Compounding
+from quantlib.compounding cimport Compounding
 from quantlib.time.frequency cimport Frequency
 
 cdef class InterestRate:

diff --git a/quantlib/pricingengines/bondfunctions.pyx b/quantlib/pricingengines/bondfunctions.pyx
@@ -12,7 +12,7 @@ from quantlib.instruments.bonds cimport Bond
 from quantlib.time.date cimport date_from_qldate, Date
 from quantlib.termstructures.yield_term_structure cimport YieldTermStructure
 from quantlib.time.daycounter cimport DayCounter
-from quantlib._compounding cimport Compounding
+from quantlib.compounding cimport Compounding
 cimport quantlib.time._date as _dt
 
 cpdef enum DurationType:

diff --git a/quantlib/termstructures/_yield_term_structure.pxd b/quantlib/termstructures/_yield_term_structure.pxd
@@ -18,7 +18,7 @@ from quantlib.time._daycounter cimport DayCounter
 from quantlib.time._period cimport Frequency
 cimport quantlib._quote as _qt
 from quantlib._interest_rate cimport InterestRate
-from quantlib._compounding cimport Compounding
+from quantlib.compounding cimport Compounding
 
 cdef extern from 'ql/termstructures/yieldtermstructure.hpp' namespace 'QuantLib' nogil:
 

diff --git a/quantlib/termstructures/yield_term_structure.pyx b/quantlib/termstructures/yield_term_structure.pyx
@@ -9,7 +9,7 @@ from quantlib.time.calendar cimport Calendar
 from quantlib.time.daycounter cimport DayCounter
 from quantlib.time.date cimport Date, date_from_qldate, Period
 
-from quantlib._compounding cimport Compounding
+from quantlib.compounding cimport Compounding
 from quantlib.time.date import Annual
 
 cimport quantlib.termstructures._yield_term_structure as _yts

diff --git a/quantlib/termstructures/yields/_flat_forward.pxd b/quantlib/termstructures/yields/_flat_forward.pxd
@@ -7,8 +7,7 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 """
 
-include '../../types.pxi'
-
+from quantlib.types cimport *
 from libcpp cimport bool
 from libcpp.vector cimport vector
 
@@ -18,7 +17,7 @@ from quantlib.time._date cimport Date
 from quantlib.time._daycounter cimport DayCounter
 from quantlib.time._period cimport Frequency
 cimport quantlib._quote as _qt
-from quantlib._compounding cimport Compounding
+from quantlib.compounding cimport Compounding
 
 from quantlib.termstructures._yield_term_structure cimport YieldTermStructure
 

diff --git a/quantlib/termstructures/yields/_piecewise_zerospreaded_termstructure.pxd b/quantlib/termstructures/yields/_piecewise_zerospreaded_termstructure.pxd
@@ -7,7 +7,7 @@ from quantlib.time.frequency cimport Frequency
 from quantlib.termstructures._yield_term_structure cimport YieldTermStructure
 from quantlib._quote cimport Quote
 from quantlib.math._interpolations cimport Linear
-from quantlib._compounding cimport Compounding
+from quantlib.compounding cimport Compounding
 
 cdef extern from 'ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp' namespace 'QuantLib':
     cdef cppclass InterpolatedPiecewiseZeroSpreadedTermStructure[I](YieldTermStructure):

diff --git a/quantlib/termstructures/yields/_zero_curve.pxd b/quantlib/termstructures/yields/_zero_curve.pxd
@@ -4,7 +4,7 @@ from libcpp.pair cimport pair
 
 from quantlib.termstructures._yield_term_structure cimport YieldTermStructure
 
-from quantlib._compounding cimport Compounding
+from quantlib.compounding cimport Compounding
 from quantlib.time._date cimport Date
 from quantlib.time._daycounter cimport DayCounter
 from quantlib.time._calendar cimport Calendar

diff --git a/quantlib/termstructures/yields/_zero_spreaded_term_structure.pxd b/quantlib/termstructures/yields/_zero_spreaded_term_structure.pxd
@@ -7,7 +7,7 @@ from quantlib.time.frequency cimport Frequency
 from quantlib.termstructures._yield_term_structure cimport YieldTermStructure
 from quantlib._quote cimport Quote
 from quantlib.math._interpolations cimport Linear
-from quantlib._compounding cimport Compounding
+from quantlib.compounding cimport Compounding
 
 cdef extern from 'ql/termstructures/yield/zerospreadedtermstructure.hpp' namespace 'QuantLib':
     cdef cppclass ZeroSpreadedTermStructure(YieldTermStructure):

diff --git a/quantlib/termstructures/yields/flat_forward.pyx b/quantlib/termstructures/yields/flat_forward.pyx
@@ -14,7 +14,7 @@ from quantlib.time.calendar cimport Calendar
 from quantlib.time.daycounter cimport DayCounter
 from quantlib.time.date cimport Date, date_from_qldate
 
-from quantlib._compounding cimport Compounding
+from quantlib.compounding cimport Compounding
 from quantlib.time.date import Annual
 
 from quantlib.handle cimport shared_ptr, RelinkableHandle, Handle

diff --git a/quantlib/termstructures/yields/piecewise_zerospreaded_termstructure.pyx b/quantlib/termstructures/yields/piecewise_zerospreaded_termstructure.pyx
@@ -1,7 +1,7 @@
 from cython.operator cimport dereference as deref
 from libcpp.vector cimport vector
 from quantlib.handle cimport Handle, make_shared, static_pointer_cast
-from quantlib._compounding cimport Compounding, Continuous
+from quantlib.compounding cimport Compounding, Continuous
 from quantlib.time.daycounter cimport DayCounter
 from quantlib.time.frequency cimport Frequency, NoFrequency
 from quantlib.time._date cimport Date as QlDate

diff --git a/quantlib/termstructures/yields/zero_curve.pyx.in b/quantlib/termstructures/yields/zero_curve.pyx.in
@@ -9,7 +9,7 @@ cimport quantlib.time._date as _date
 from quantlib.time.frequency cimport Frequency
 from .. cimport _yield_term_structure as _yts
 
-from quantlib._compounding cimport Compounding
+from quantlib.compounding cimport Compounding
 from quantlib.time.daycounter cimport DayCounter
 from quantlib.time.calendar cimport Calendar
 from quantlib.math.interpolation cimport Linear, LogLinear, BackwardFlat, Cubic

diff --git a/quantlib/termstructures/yields/zero_spreaded_term_structure.pyx b/quantlib/termstructures/yields/zero_spreaded_term_structure.pyx
@@ -1,6 +1,6 @@
 from cython.operator cimport dereference as deref
 from quantlib.handle cimport Handle, make_shared, static_pointer_cast
-from quantlib._compounding cimport Compounding, Continuous
+from quantlib.compounding cimport Compounding, Continuous
 from quantlib.time.daycounter cimport DayCounter
 from quantlib.time.frequency cimport Frequency, NoFrequency
 from quantlib.quote cimport Quote