use optional from std

quantlib/handle.pxd

@@ -17,13 +17,22 @@ cdef extern from 'ql/shared_ptr.hpp' namespace 'QuantLib::ext' nogil:
     shared_ptr[T] static_pointer_cast[T](...)
     shared_ptr[T] dynamic_pointer_cast[T](...)
 
-cdef extern from 'boost/optional.hpp' namespace 'boost':
+cdef extern from 'ql/optional.hpp' namespace 'QuantLib::ext' nogil:
+    cdef cppclass nullopt_t:
+        nullopt_t()
+
+    cdef nullopt_t nullopt
+
     cdef cppclass optional[T]:
         optional()
-        optional(const T&)
-        T get()
+        optional(nullopt_t)
+        optional(const T&) except +
+        T& value()
+        T& value_or[U](U& default_value)
         bool operator!()
-        optional& operator=(T&)
+        optional& operator=(optional&)
+
+    optional[T] make_optional[T](...) except +
 
 cdef extern from 'ql/handle.hpp' namespace 'QuantLib' nogil:
     cdef cppclass Handle[T]:

quantlib/instruments/credit_default_swap.pyx

@@ -218,7 +218,7 @@ cdef class CreditDefaultSwap(Instrument):
     @property
     def upfront(self):
         cdef optional[Rate] upf = _get_cds(self).upfront()
-        return None if not upf else upf.get()
+        return None if not upf else upf.value()
 
     @property
     def settles_accrual(self):

quantlib/settings.pyx

@@ -1,7 +1,7 @@
 from cython.operator cimport dereference as deref
 from libcpp cimport bool
 
-from quantlib.handle cimport optional, shared_ptr
+from quantlib.handle cimport optional, shared_ptr, nullopt
 from quantlib.time._date cimport Date as QlDate
 from quantlib.time.date cimport Date, date_from_qldate
 from quantlib.observable cimport Observable
@@ -80,13 +80,13 @@ cdef class Settings:
         if not flag:
             return None
         else:
-            return flag.get()
+            return flag.value()
 
     @include_todays_cashflows.setter
     def include_todays_cashflows(self, val):
-        cdef optional[bool] flag
+        cdef optional[bool] flag = nullopt
         if val is not None:
-            flag = <bool>val
+            flag = optional[bool](<bool>val)
         SET_VALUE(_settings.Settings.instance().includeTodaysCashFlows(),
                   flag)