Make dividends optional for BinomialConvertibleEngine

lballabio · Dec 3, 2021 · b27c999 · b27c999
1 parent eaf0315
commit b27c999
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Showing 2 changed files with 3 additions and 5 deletions.
diff --git a/ql/pricingengines/bond/binomialconvertibleengine.hpp b/ql/pricingengines/bond/binomialconvertibleengine.hpp
@@ -48,7 +48,7 @@ namespace QuantLib {
         BinomialConvertibleEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process,
                                   Size timeSteps,
                                   const Handle<Quote>& creditSpread,
-                                  DividendSchedule dividends)
+                                  DividendSchedule dividends = DividendSchedule())
         : process_(std::move(process)), timeSteps_(timeSteps),
           dividends_(std::move(dividends)), creditSpread_(creditSpread)
            {

diff --git a/test-suite/convertiblebonds.cpp b/test-suite/convertiblebonds.cpp
@@ -63,7 +63,6 @@ namespace convertible_bonds_test {
         RelinkableHandle<Quote> creditSpread;
 
         CallabilitySchedule no_callability;
-        DividendSchedule no_dividends;
 
         Real faceAmount, redemption, conversionRatio;
 
@@ -131,8 +130,7 @@ void ConvertibleBondTest::testBond() {
     ext::shared_ptr<PricingEngine> engine =
         ext::make_shared<BinomialConvertibleEngine<CoxRossRubinstein> >(vars.process,
             timeSteps, 
-            vars.creditSpread,
-            vars.no_dividends);
+            vars.creditSpread);
 
     Handle<YieldTermStructure> discountCurve(
          ext::make_shared<ForwardSpreadedTermStructure>(vars.riskFreeRate,
@@ -317,7 +315,7 @@ void ConvertibleBondTest::testOption() {
     Size timeSteps = 2001;
     ext::shared_ptr<PricingEngine> engine =
         ext::make_shared<BinomialConvertibleEngine<CoxRossRubinstein> >(
-            vars.process, timeSteps, vars.creditSpread, vars.no_dividends);
+            vars.process, timeSteps, vars.creditSpread);
     ext::shared_ptr<PricingEngine> vanillaEngine =
         ext::make_shared<BinomialVanillaEngine<CoxRossRubinstein> >(
             vars.process, timeSteps);