cleanups

enthought · Apr 22, 2024 · 6598046 · 6598046
1 parent 463a4aa
commit 6598046
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Showing 8 changed files with 4 additions and 15 deletions.
diff --git a/quantlib/instrument.pyx b/quantlib/instrument.pyx
@@ -1,5 +1,4 @@
 """Abstract instrument class"""
-from cython.operator cimport dereference as deref
 from quantlib.time.date cimport date_from_qldate
 from quantlib.pricingengines.engine cimport PricingEngine
 from quantlib.handle cimport static_pointer_cast

diff --git a/quantlib/models/calibration_helper.pyx b/quantlib/models/calibration_helper.pyx
@@ -7,12 +7,9 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 """
 
-include '../types.pxi'
-
+from quantlib.types cimport Real, Size, Volatility
 from quantlib.handle cimport shared_ptr
-from cython.operator cimport dereference as deref
 
-cimport quantlib.pricingengines._pricing_engine as _pe
 from quantlib.pricingengines.engine cimport PricingEngine
 
 

diff --git a/quantlib/pricingengines/_pricing_engine.pxd b/quantlib/pricingengines/_pricing_engine.pxd
@@ -1,4 +1,4 @@
-cdef extern from 'ql/pricingengine.hpp' namespace 'QuantLib':
+cdef extern from 'ql/pricingengine.hpp' namespace 'QuantLib' nogil:
 
     cdef cppclass PricingEngine:
         pass
diff --git a/quantlib/pricingengines/credit/isda_cds_engine.pyx b/quantlib/pricingengines/credit/isda_cds_engine.pyx
@@ -57,9 +57,8 @@ cdef class IsdaCdsEngine(PricingEngine):
                                    <_ice.ForwardsInCouponPeriod>forwards_in_coupon_period)
         )
 
-    cdef _ice.IsdaCdsEngine* _get_cds_engine(self):
-        cdef _ice.IsdaCdsEngine* ref = <_ice.IsdaCdsEngine*>(self._thisptr.get())
-        return ref
+    cdef inline _ice.IsdaCdsEngine* _get_cds_engine(self) nogil:
+        return <_ice.IsdaCdsEngine*>(self._thisptr.get())
 
     @property
     def isda_rate_curve(self):

diff --git a/quantlib/pricingengines/credit/midpoint_cds_engine.pyx b/quantlib/pricingengines/credit/midpoint_cds_engine.pyx
@@ -9,7 +9,6 @@ from cython.operator cimport dereference as deref
 from libcpp cimport bool
 
 from quantlib.handle cimport Handle, shared_ptr, optional
-cimport quantlib.pricingengines._pricing_engine as _pe
 from . cimport _midpoint_cds_engine as _mce
 
 from quantlib.pricingengines.engine cimport PricingEngine

diff --git a/quantlib/pricingengines/engine.pxd b/quantlib/pricingengines/engine.pxd
@@ -3,5 +3,3 @@ cimport quantlib.pricingengines._pricing_engine as _pe
 
 cdef class PricingEngine:
     cdef shared_ptr[_pe.PricingEngine] _thisptr
-
-
diff --git a/quantlib/pricingengines/swap.pyx b/quantlib/pricingengines/swap.pyx
@@ -6,7 +6,6 @@ from quantlib.pricingengines.vanilla.vanilla cimport PricingEngine
 from quantlib.termstructures.yield_term_structure cimport YieldTermStructure
 
 cimport quantlib.pricingengines._swap as _swap
-cimport quantlib.pricingengines._pricing_engine as _pe
 cimport quantlib.termstructures._yield_term_structure as _yts
 from quantlib.time.date cimport Date
 

diff --git a/quantlib/pricingengines/vanilla/mceuropeanhestonengine.pyx b/quantlib/pricingengines/vanilla/mceuropeanhestonengine.pyx
@@ -1,9 +1,7 @@
 from quantlib.types cimport BigNatural, Integer, Real, Size
 from libcpp cimport bool
-from cython.operator cimport dereference as deref
 from quantlib.handle cimport shared_ptr, static_pointer_cast
 from quantlib.utilities.null cimport Null
-cimport quantlib.pricingengines._pricing_engine as _pe
 from quantlib.processes.heston_process cimport HestonProcess
 cimport quantlib.processes._heston_process as _hp
 from .mcvanillaengine cimport MCVanillaEngine
Original file line number	Diff line number	Diff line change
Expand Up		@@ -3,5 +3,3 @@ cimport quantlib.pricingengines._pricing_engine as _pe

		cdef class PricingEngine:
		cdef shared_ptr[_pe.PricingEngine] _thisptr