Move helper function to public interface

Author: lballabio

QuantLib.vcxproj

@@ -2859,6 +2859,7 @@
     <ClCompile Include="ql\money.cpp" />
     <ClCompile Include="ql\position.cpp" />
     <ClCompile Include="ql\prices.cpp" />
+    <ClCompile Include="ql\quote.cpp" />
     <ClCompile Include="ql\rebatedexercise.cpp" />
     <ClCompile Include="ql\settings.cpp" />
     <ClCompile Include="ql\stochasticprocess.cpp" />

QuantLib.vcxproj.filters

@@ -6699,6 +6699,7 @@
     <ClCompile Include="ql\event.cpp" />
     <ClCompile Include="ql\exchangerate.cpp" />
     <ClCompile Include="ql\exercise.cpp" />
+    <ClCompile Include="ql\quote.cpp" />
     <ClCompile Include="ql\rebatedexercise.cpp" />
     <ClCompile Include="ql\index.cpp" />
     <ClCompile Include="ql\instrument.cpp" />

ql/CMakeLists.txt

@@ -794,6 +794,7 @@ set(QL_SOURCES
     processes/coxingersollrossprocess.cpp
     processes/squarerootprocess.cpp
     processes/stochasticprocessarray.cpp
+    quote.cpp
     quotes/eurodollarfuturesquote.cpp
     quotes/forwardswapquote.cpp
     quotes/forwardvaluequote.cpp

ql/Makefile.am

@@ -77,6 +77,7 @@ cpp_files = \
     money.cpp \
     position.cpp \
     prices.cpp \
+    quote.cpp \
 	rebatedexercise.cpp \
     settings.cpp \
 	stochasticprocess.cpp \

ql/quote.cpp

@@ -0,0 +1,42 @@
+/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
+
+/*
+ Copyright (C) 2025 StatPro Italia srl
+ Copyright (C) 2025 Paolo D'Elia
+
+ This file is part of QuantLib, a free-software/open-source library
+ for financial quantitative analysts and developers - http://quantlib.org/
+
+ QuantLib is free software: you can redistribute it and/or modify it
+ under the terms of the QuantLib license.  You should have received a
+ copy of the license along with this program; if not, please email
+ <quantlib-dev@lists.sf.net>. The license is also available online at
+ <http://quantlib.org/license.shtml>.
+
+ This program is distributed in the hope that it will be useful, but WITHOUT
+ ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+ FOR A PARTICULAR PURPOSE.  See the license for more details.
+*/
+
+#include <ql/quote.hpp>
+#include <ql/quotes/simplequote.hpp>
+#include <ql/errors.hpp>
+
+namespace QuantLib {
+
+    Handle<Quote> valueOrHandle(const std::variant<Real, Handle<Quote>>& value) {
+        return std::visit(
+            [](const auto& x) -> Handle<Quote> {
+                using T = std::decay_t<decltype(x)>;
+                if constexpr (std::is_same_v<T, Real>) {
+                    return makeQuoteHandle(x);
+                } else if constexpr (std::is_same_v<T, Handle<Quote>>) {
+                    return x;
+                } else {
+                    QL_FAIL("Unexpected type in quote variant");
+                }
+            },
+            value);
+    }
+
+}

ql/quote.hpp

@@ -28,6 +28,7 @@
 #include <ql/handle.hpp>
 #include <ql/errors.hpp>
 #include <ql/utilities/null.hpp>
+#include <variant>
 
 namespace QuantLib {
 
@@ -43,6 +44,8 @@ namespace QuantLib {
         virtual bool isValid() const = 0;
     };
 
+    Handle<Quote> valueOrHandle(const std::variant<Real, Handle<Quote>>& value);
+
 }
 
 #endif

ql/termstructures/yield/oisratehelper.cpp

@@ -28,24 +28,6 @@
 
 namespace QuantLib {
 
-    namespace {
-        Handle<Quote> normalizeSpreadType(const std::variant<Spread, Handle<Quote>>& overnightSpread) {
-            return std::visit(
-                [](const auto& value) -> Handle<Quote> {
-                    using T = std::decay_t<decltype(value)>;
-                    if constexpr (std::is_same_v<T, Spread>) {
-                        return makeQuoteHandle(value);
-                    } else if constexpr (std::is_same_v<T, Handle<Quote>>) {
-                        return value;
-                    } else {
-                        QL_FAIL("Unexpected type in overnightSpread variant");
-                    }
-                },
-                overnightSpread
-            );
-        }
-    }
-
     OISRateHelper::OISRateHelper(Natural settlementDays,
         const Period& tenor, // swap maturity
         const Handle<Quote>& fixedRate,
@@ -73,7 +55,7 @@ namespace QuantLib {
     discountHandle_(std::move(discount)), telescopicValueDates_(telescopicValueDates),
     paymentLag_(paymentLag), paymentConvention_(paymentConvention),
     paymentFrequency_(paymentFrequency), paymentCalendar_(std::move(paymentCalendar)),
-    forwardStart_(forwardStart), overnightSpread_(normalizeSpreadType(overnightSpread)), pillarChoice_(pillar),
+    forwardStart_(forwardStart), overnightSpread_(valueOrHandle(overnightSpread)), pillarChoice_(pillar),
     averagingMethod_(averagingMethod), endOfMonth_(endOfMonth),
     fixedPaymentFrequency_(fixedPaymentFrequency), fixedCalendar_(std::move(fixedCalendar)),
     lookbackDays_(lookbackDays), lockoutDays_(lockoutDays), applyObservationShift_(applyObservationShift),
@@ -107,7 +89,7 @@ namespace QuantLib {
     discountHandle_(std::move(discount)), telescopicValueDates_(telescopicValueDates),
     paymentLag_(paymentLag), paymentConvention_(paymentConvention),
     paymentFrequency_(paymentFrequency), paymentCalendar_(std::move(paymentCalendar)),
-    overnightSpread_(normalizeSpreadType(overnightSpread)), pillarChoice_(pillar),
+    overnightSpread_(valueOrHandle(overnightSpread)), pillarChoice_(pillar),
     averagingMethod_(averagingMethod), endOfMonth_(endOfMonth),
     fixedPaymentFrequency_(fixedPaymentFrequency), fixedCalendar_(std::move(fixedCalendar)),
     lookbackDays_(lookbackDays), lockoutDays_(lockoutDays), applyObservationShift_(applyObservationShift),