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Move credit spread and dividends to Binomial Convertible Engine #1220

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merged 6 commits into from Nov 9, 2021

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w31ha0
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@w31ha0 w31ha0 commented Oct 30, 2021

Addresses #1217

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coveralls commented Oct 30, 2021

Coverage Status

Coverage decreased (-0.001%) to 71.109% when pulling 7c3518a on w31ha0:convertible-bond-refactor into 63b1392 on lballabio:master.

Comment on lines 181 to 183
Handle<Quote> creditSpread; //Not being used for calculations in binomailconvertibleengine
DividendSchedule dividends; //Not being used for calculations in binomailconvertibleengine
std::vector<Date> dividendDates;
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I would remove these from here as well. They can be passed from the engine to DiscretizedConvertible's constructor.

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Done

@lballabio
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Thanks! I'll try to do some more cleanup and move it out of experimental.

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Credit-spread handle and dividends in convertible bonds should be moved to BinomialConvertibleEngine
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