Deprecate DividendVanillaOption

Author: lballabio

ql/instruments/dividendbarrieroption.hpp

@@ -57,31 +57,21 @@ namespace QuantLib {
     };
 
 
-    //! %Arguments for dividend barrier option calculation
-    /*! \deprecated If you're writing an engine for DividendBarrierOption,
-                    use BarrierOption instead and pass the dividends to the engine.
-                    Deprecated in version 1.30.
-    */
-    class QL_DEPRECATED DividendBarrierOption::arguments : public BarrierOption::arguments {
+    class DividendBarrierOption::arguments : public BarrierOption::arguments {
       public:
         DividendSchedule cashFlow;
         arguments() = default;
         void validate() const override;
     };
 
     QL_DEPRECATED_DISABLE_WARNING
-    //! %Dividend-barrier-option %engine base class
-    /*! \deprecated If you're writing an engine for DividendBarrierOption,
-                    use BarrierOption instead and pass the dividends to the engine.
-                    Deprecated in version 1.30.
-    */
     class DividendBarrierOption::engine
         : public GenericEngine<DividendBarrierOption::arguments,
                                DividendBarrierOption::results> {
-    QL_DEPRECATED_ENABLE_WARNING
       protected:
         bool triggered(Real underlying) const;
     };
+    QL_DEPRECATED_ENABLE_WARNING
 
 }
 

ql/instruments/dividendvanillaoption.hpp

@@ -33,8 +33,11 @@ namespace QuantLib {
     class GeneralizedBlackScholesProcess;
 
     //! Single-asset vanilla option (no barriers) with discrete dividends
-    /*! \ingroup instruments */
-    class DividendVanillaOption : public OneAssetOption {
+    /*! \deprecated Use VanillaOption instead and pass the dividends
+                    to the desired engine.
+                    Deprecated in version 1.30.
+    */
+    class QL_DEPRECATED DividendVanillaOption : public OneAssetOption {
       public:
         class arguments;
         class engine;
@@ -60,19 +63,18 @@ namespace QuantLib {
         DividendSchedule cashFlow_;
     };
 
-
-    //! %Arguments for dividend vanilla option calculation
     class DividendVanillaOption::arguments : public OneAssetOption::arguments {
       public:
         DividendSchedule cashFlow;
         arguments() = default;
         void validate() const override;
     };
 
-    //! %Dividend-vanilla-option %engine base class
+    QL_DEPRECATED_DISABLE_WARNING
     class DividendVanillaOption::engine
         : public GenericEngine<DividendVanillaOption::arguments,
                                DividendVanillaOption::results> {};
+    QL_DEPRECATED_ENABLE_WARNING
 
 }
 

ql/instruments/vanillaoption.cpp

@@ -97,7 +97,9 @@ namespace QuantLib {
         /* this is a workaround in case an engine is used for both vanilla
            and dividend options.  The dividends might have been set by another
            instrument and need to be cleared. */
+        QL_DEPRECATED_DISABLE_WARNING
         auto* arguments = dynamic_cast<DividendVanillaOption::arguments*>(args);
+        QL_DEPRECATED_ENABLE_WARNING
         if (arguments != nullptr) {
             arguments->cashFlow.clear();
         }

ql/pricingengines/vanilla/fdbatesvanillaengine.cpp

@@ -71,8 +71,10 @@ namespace QuantLib {
                                            tGrid_, xGrid_, vGrid_,
                                            dampingSteps_, schemeDesc_);
 
+        QL_DEPRECATED_DISABLE_WARNING
         *dynamic_cast<DividendVanillaOption::arguments*>(
                                helperEngine.getArguments()) = arguments_;
+        QL_DEPRECATED_ENABLE_WARNING
 
         FdmSolverDesc solverDesc = helperEngine.getSolverDesc(2.0);
 

test-suite/dividendoption.cpp

@@ -110,9 +110,9 @@ void DividendOptionTest::testEuropeanValues() {
 
                 QL_DEPRECATED_DISABLE_WARNING
                 ext::shared_ptr<PricingEngine> engine1(new AnalyticDividendEuropeanEngine(stochProcess));
-                QL_DEPRECATED_ENABLE_WARNING
 
                 DividendVanillaOption option1(payoff, exercise, dividendDates, dividends);
+                QL_DEPRECATED_ENABLE_WARNING
                 option1.setPricingEngine(engine1);
 
                 auto engine2 =
@@ -208,10 +208,10 @@ void DividendOptionTest::testEuropeanKnownValue() {
     QL_DEPRECATED_DISABLE_WARNING
     ext::shared_ptr<PricingEngine> engine1(
                             new AnalyticDividendEuropeanEngine(stochProcess));
-    QL_DEPRECATED_ENABLE_WARNING
 
     DividendVanillaOption option1(payoff, exercise,
                                   dividendDates, dividends);
+    QL_DEPRECATED_ENABLE_WARNING
     option1.setPricingEngine(engine1);
 
     auto engine2 = ext::make_shared<AnalyticDividendEuropeanEngine>(
@@ -302,9 +302,9 @@ void DividendOptionTest::testEuropeanStartLimit() {
                 QL_DEPRECATED_DISABLE_WARNING
                 ext::shared_ptr<PricingEngine> engine1(
                     new AnalyticDividendEuropeanEngine(stochProcess));
-                QL_DEPRECATED_ENABLE_WARNING
 
                 DividendVanillaOption option1(payoff, exercise, dividendDates, dividends);
+                QL_DEPRECATED_ENABLE_WARNING
                 option1.setPricingEngine(engine1);
 
                 auto engine2 = ext::make_shared<AnalyticDividendEuropeanEngine>(
@@ -401,9 +401,9 @@ void DividendOptionTest::testEuropeanEndLimit() {
                 QL_DEPRECATED_DISABLE_WARNING
                 ext::shared_ptr<PricingEngine> engine1(
                     new AnalyticDividendEuropeanEngine(stochProcess));
-                QL_DEPRECATED_ENABLE_WARNING
 
                 DividendVanillaOption option1(payoff, exercise, dividendDates, dividends);
+                QL_DEPRECATED_ENABLE_WARNING
                 option1.setPricingEngine(engine1);
 
                 auto engine2 = ext::make_shared<AnalyticDividendEuropeanEngine>(
@@ -499,9 +499,9 @@ void DividendOptionTest::testOldEuropeanGreeks() {
                 QL_DEPRECATED_DISABLE_WARNING
                 ext::shared_ptr<PricingEngine> engine(
                     new AnalyticDividendEuropeanEngine(stochProcess));
-                QL_DEPRECATED_ENABLE_WARNING
 
                 DividendVanillaOption option(payoff, exercise, dividendDates, dividends);
+                QL_DEPRECATED_ENABLE_WARNING
                 option.setPricingEngine(engine);
 
                 for (Real u : underlyings) {