Clean up convertible bonds and move then out of experimental folder

Examples/ConvertibleBonds/ConvertibleBonds.cpp

@@ -22,8 +22,8 @@
 #if !defined(BOOST_ALL_NO_LIB) && defined(BOOST_MSVC)
 #  include <ql/auto_link.hpp>
 #endif
-#include <ql/experimental/convertiblebonds/convertiblebond.hpp>
-#include <ql/experimental/convertiblebonds/binomialconvertibleengine.hpp>
+#include <ql/instruments/bonds/convertiblebonds.hpp>
+#include <ql/pricingengines/bond/binomialconvertibleengine.hpp>
 #include <ql/time/calendars/target.hpp>
 #include <ql/time/daycounters/thirty360.hpp>
 #include <ql/utilities/dataformatters.hpp>

QuantLib.vcxproj

@@ -607,11 +607,6 @@
     <ClInclude Include="ql\experimental\commodities\unitofmeasure.hpp" />
     <ClInclude Include="ql\experimental\commodities\unitofmeasureconversion.hpp" />
     <ClInclude Include="ql\experimental\commodities\unitofmeasureconversionmanager.hpp" />
-    <ClInclude Include="ql\experimental\convertiblebonds\all.hpp" />
-    <ClInclude Include="ql\experimental\convertiblebonds\binomialconvertibleengine.hpp" />
-    <ClInclude Include="ql\experimental\convertiblebonds\convertiblebond.hpp" />
-    <ClInclude Include="ql\experimental\convertiblebonds\discretizedconvertible.hpp" />
-    <ClInclude Include="ql\experimental\convertiblebonds\tflattice.hpp" />
     <ClInclude Include="ql\experimental\coupons\all.hpp" />
     <ClInclude Include="ql\experimental\coupons\cmsspreadcoupon.hpp" />
     <ClInclude Include="ql\experimental\coupons\digitalcmsspreadcoupon.hpp" />
@@ -906,6 +901,7 @@
     <ClInclude Include="ql\instruments\bonds\all.hpp" />
     <ClInclude Include="ql\instruments\bonds\btp.hpp" />
     <ClInclude Include="ql\instruments\bonds\cmsratebond.hpp" />
+    <ClInclude Include="ql\instruments\bonds\convertiblebonds.hpp" />
     <ClInclude Include="ql\instruments\bonds\cpibond.hpp" />
     <ClInclude Include="ql\instruments\bonds\fixedratebond.hpp" />
     <ClInclude Include="ql\instruments\bonds\floatingratebond.hpp" />
@@ -1276,6 +1272,7 @@
     <ClInclude Include="ql\methods\lattices\lattice.hpp" />
     <ClInclude Include="ql\methods\lattices\lattice1d.hpp" />
     <ClInclude Include="ql\methods\lattices\lattice2d.hpp" />
+    <ClInclude Include="ql\methods\lattices\tflattice.hpp" />
     <ClInclude Include="ql\methods\lattices\tree.hpp" />
     <ClInclude Include="ql\methods\lattices\trinomialtree.hpp" />
     <ClInclude Include="ql\methods\montecarlo\all.hpp" />
@@ -1495,8 +1492,11 @@
     <ClInclude Include="ql\pricingengines\blackformula.hpp" />
     <ClInclude Include="ql\pricingengines\blackscholescalculator.hpp" />
     <ClInclude Include="ql\pricingengines\bond\all.hpp" />
+    <ClInclude Include="ql\pricingengines\bond\binomialconvertibleengine.hpp" />
     <ClInclude Include="ql\pricingengines\bond\bondfunctions.hpp" />
     <ClInclude Include="ql\pricingengines\bond\discountingbondengine.hpp" />
+    <ClInclude Include="ql\pricingengines\bond\discretizedconvertible.hpp" />
+    <ClInclude Include="ql\pricingengines\bond\riskybondengine.hpp" />
     <ClInclude Include="ql\pricingengines\capfloor\all.hpp" />
     <ClInclude Include="ql\pricingengines\capfloor\analyticcapfloorengine.hpp" />
     <ClInclude Include="ql\pricingengines\capfloor\bacheliercapfloorengine.hpp" />
@@ -1513,7 +1513,6 @@
     <ClInclude Include="ql\pricingengines\credit\integralcdsengine.hpp" />
     <ClInclude Include="ql\pricingengines\credit\isdacdsengine.hpp" />
     <ClInclude Include="ql\pricingengines\credit\midpointcdsengine.hpp" />
-    <ClInclude Include="ql\pricingengines\bond\riskybondengine.hpp" />
     <ClInclude Include="ql\pricingengines\forward\all.hpp" />
     <ClInclude Include="ql\pricingengines\forward\forwardengine.hpp" />
     <ClInclude Include="ql\pricingengines\forward\forwardperformanceengine.hpp" />
@@ -1967,8 +1966,6 @@
     <ClCompile Include="ql\experimental\commodities\unitofmeasure.cpp" />
     <ClCompile Include="ql\experimental\commodities\unitofmeasureconversion.cpp" />
     <ClCompile Include="ql\experimental\commodities\unitofmeasureconversionmanager.cpp" />
-    <ClCompile Include="ql\experimental\convertiblebonds\convertiblebond.cpp" />
-    <ClCompile Include="ql\experimental\convertiblebonds\discretizedconvertible.cpp" />
     <ClCompile Include="ql\experimental\coupons\cmsspreadcoupon.cpp" />
     <ClCompile Include="ql\experimental\coupons\digitalcmsspreadcoupon.cpp" />
     <ClCompile Include="ql\experimental\coupons\lognormalcmsspreadpricer.cpp" />
@@ -2155,6 +2152,7 @@
     <ClCompile Include="ql\instruments\bond.cpp" />
     <ClCompile Include="ql\instruments\bonds\btp.cpp" />
     <ClCompile Include="ql\instruments\bonds\cmsratebond.cpp" />
+    <ClCompile Include="ql\instruments\bonds\convertiblebonds.cpp" />
     <ClCompile Include="ql\instruments\bonds\cpibond.cpp" />
     <ClCompile Include="ql\instruments\bonds\fixedratebond.cpp" />
     <ClCompile Include="ql\instruments\bonds\floatingratebond.cpp" />
@@ -2545,6 +2543,8 @@
     <ClCompile Include="ql\pricingengines\blackscholescalculator.cpp" />
     <ClCompile Include="ql\pricingengines\bond\bondfunctions.cpp" />
     <ClCompile Include="ql\pricingengines\bond\discountingbondengine.cpp" />
+    <ClCompile Include="ql\pricingengines\bond\discretizedconvertible.cpp" />
+    <ClCompile Include="ql\pricingengines\bond\riskybondengine.cpp" />
     <ClCompile Include="ql\pricingengines\capfloor\analyticcapfloorengine.cpp" />
     <ClCompile Include="ql\pricingengines\capfloor\bacheliercapfloorengine.cpp" />
     <ClCompile Include="ql\pricingengines\capfloor\blackcapfloorengine.cpp" />
@@ -2558,7 +2558,6 @@
     <ClCompile Include="ql\pricingengines\credit\integralcdsengine.cpp" />
     <ClCompile Include="ql\pricingengines\credit\isdacdsengine.cpp" />
     <ClCompile Include="ql\pricingengines\credit\midpointcdsengine.cpp" />
-    <ClCompile Include="ql\pricingengines\bond\riskybondengine.cpp" />
     <ClCompile Include="ql\pricingengines\forward\mcforwardeuropeanbsengine.cpp" />
     <ClCompile Include="ql\pricingengines\forward\mcforwardeuropeanhestonengine.cpp" />
     <ClCompile Include="ql\pricingengines\greeks.cpp" />
@@ -2800,4 +2799,4 @@
   <Import Project=".\Build.props" Condition="Exists('.\Build.props')" />
   <ImportGroup Label="ExtensionTargets">
   </ImportGroup>
-</Project>
+</Project>

QuantLib.vcxproj.filters

@@ -262,9 +262,6 @@
     <Filter Include="experimental\commodities">
       <UniqueIdentifier>{aae4b1e6-d6bd-44d9-af3d-4e5efcfd0b57}</UniqueIdentifier>
     </Filter>
-    <Filter Include="experimental\convertiblebonds">
-      <UniqueIdentifier>{c8f5fb33-e14a-4880-b985-6377963a2edf}</UniqueIdentifier>
-    </Filter>
     <Filter Include="experimental\coupons">
       <UniqueIdentifier>{d7d44f55-80bf-4af8-9367-5c903022d99e}</UniqueIdentifier>
     </Filter>
@@ -495,6 +492,9 @@
     <ClInclude Include="ql\methods\lattices\lattice2d.hpp">
       <Filter>methods\lattices</Filter>
     </ClInclude>
+    <ClInclude Include="ql\methods\lattices\tflattice.hpp">
+      <Filter>methods\lattices</Filter>
+    </ClInclude>
     <ClInclude Include="ql\methods\lattices\tree.hpp">
       <Filter>methods\lattices</Filter>
     </ClInclude>
@@ -915,6 +915,9 @@
     <ClInclude Include="ql\instruments\bonds\cmsratebond.hpp">
       <Filter>instruments\bonds</Filter>
     </ClInclude>
+    <ClInclude Include="ql\instruments\bonds\convertiblebonds.hpp">
+      <Filter>instruments\bonds</Filter>
+    </ClInclude>
     <ClInclude Include="ql\instruments\bonds\fixedratebond.hpp">
       <Filter>instruments\bonds</Filter>
     </ClInclude>
@@ -2604,12 +2607,18 @@
     <ClInclude Include="ql\pricingengines\bond\all.hpp">
       <Filter>pricingengines\bond</Filter>
     </ClInclude>
+    <ClInclude Include="ql\pricingengines\bond\binomialconvertibleengine.hpp">
+      <Filter>pricingengines\bond</Filter>
+    </ClInclude>
     <ClInclude Include="ql\pricingengines\bond\bondfunctions.hpp">
       <Filter>pricingengines\bond</Filter>
     </ClInclude>
     <ClInclude Include="ql\pricingengines\bond\discountingbondengine.hpp">
       <Filter>pricingengines\bond</Filter>
     </ClInclude>
+    <ClInclude Include="ql\pricingengines\bond\discretizedconvertible.hpp">
+      <Filter>pricingengines\bond</Filter>
+    </ClInclude>
     <ClInclude Include="ql\pricingengines\swap\all.hpp">
       <Filter>pricingengines\swap</Filter>
     </ClInclude>
@@ -3609,21 +3618,6 @@
     <ClInclude Include="ql\experimental\barrieroption\wulinyongdoublebarrierengine.hpp">
       <Filter>experimental\barrieroption</Filter>
     </ClInclude>
-    <ClInclude Include="ql\experimental\convertiblebonds\all.hpp">
-      <Filter>experimental\convertiblebonds</Filter>
-    </ClInclude>
-    <ClInclude Include="ql\experimental\convertiblebonds\binomialconvertibleengine.hpp">
-      <Filter>experimental\convertiblebonds</Filter>
-    </ClInclude>
-    <ClInclude Include="ql\experimental\convertiblebonds\convertiblebond.hpp">
-      <Filter>experimental\convertiblebonds</Filter>
-    </ClInclude>
-    <ClInclude Include="ql\experimental\convertiblebonds\discretizedconvertible.hpp">
-      <Filter>experimental\convertiblebonds</Filter>
-    </ClInclude>
-    <ClInclude Include="ql\experimental\convertiblebonds\tflattice.hpp">
-      <Filter>experimental\convertiblebonds</Filter>
-    </ClInclude>
     <ClInclude Include="ql\experimental\exoticoptions\analyticcompoundoptionengine.hpp">
       <Filter>experimental\exoticoptions</Filter>
     </ClInclude>
@@ -4715,6 +4709,9 @@
     <ClCompile Include="ql\instruments\bonds\cmsratebond.cpp">
       <Filter>instruments\bonds</Filter>
     </ClCompile>
+    <ClCompile Include="ql\instruments\bonds\convertiblebonds.cpp">
+      <Filter>instruments\bonds</Filter>
+    </ClCompile>
     <ClCompile Include="ql\instruments\bonds\fixedratebond.cpp">
       <Filter>instruments\bonds</Filter>
     </ClCompile>
@@ -5762,6 +5759,9 @@
     <ClCompile Include="ql\pricingengines\bond\discountingbondengine.cpp">
       <Filter>pricingengines\bond</Filter>
     </ClCompile>
+    <ClCompile Include="ql\pricingengines\bond\discretizedconvertible.cpp">
+      <Filter>pricingengines\bond</Filter>
+    </ClCompile>
     <ClCompile Include="ql\pricingengines\swap\cvaswapengine.cpp">
       <Filter>pricingengines\swap</Filter>
     </ClCompile>
@@ -6536,12 +6536,6 @@
     <ClCompile Include="ql\experimental\barrieroption\wulinyongdoublebarrierengine.cpp">
       <Filter>experimental\barrieroption</Filter>
     </ClCompile>
-    <ClCompile Include="ql\experimental\convertiblebonds\convertiblebond.cpp">
-      <Filter>experimental\convertiblebonds</Filter>
-    </ClCompile>
-    <ClCompile Include="ql\experimental\convertiblebonds\discretizedconvertible.cpp">
-      <Filter>experimental\convertiblebonds</Filter>
-    </ClCompile>
     <ClCompile Include="ql\experimental\exoticoptions\analyticcompoundoptionengine.cpp">
       <Filter>experimental\exoticoptions</Filter>
     </ClCompile>
@@ -7099,4 +7093,4 @@
     </ClCompile>
     <ClCompile Include="ql\pricingengines\bond\riskybondengine.cpp" />
   </ItemGroup>
-</Project>
+</Project>

configure.ac

@@ -489,7 +489,6 @@ AC_CONFIG_FILES([
     ql/experimental/callablebonds/Makefile
     ql/experimental/catbonds/Makefile
     ql/experimental/commodities/Makefile
-    ql/experimental/convertiblebonds/Makefile
     ql/experimental/coupons/Makefile
     ql/experimental/credit/Makefile
     ql/experimental/exoticoptions/Makefile

ql/CMakeLists.txt

@@ -95,8 +95,6 @@ set(QL_SOURCES
     experimental/commodities/unitofmeasure.cpp
     experimental/commodities/unitofmeasureconversion.cpp
     experimental/commodities/unitofmeasureconversionmanager.cpp
-    experimental/convertiblebonds/convertiblebond.cpp
-    experimental/convertiblebonds/discretizedconvertible.cpp
     experimental/coupons/cmsspreadcoupon.cpp
     experimental/coupons/digitalcmsspreadcoupon.cpp
     experimental/coupons/lognormalcmsspreadpricer.cpp
@@ -284,6 +282,7 @@ set(QL_SOURCES
     instruments/bond.cpp
     instruments/bonds/btp.cpp
     instruments/bonds/cmsratebond.cpp
+    instruments/bonds/convertiblebonds.cpp
     instruments/bonds/cpibond.cpp
     instruments/bonds/fixedratebond.cpp
     instruments/bonds/floatingratebond.cpp
@@ -678,6 +677,7 @@ set(QL_SOURCES
     pricingengines/blackscholescalculator.cpp
     pricingengines/bond/bondfunctions.cpp
     pricingengines/bond/discountingbondengine.cpp
+    pricingengines/bond/discretizedconvertible.cpp
     pricingengines/bond/riskybondengine.cpp
     pricingengines/capfloor/analyticcapfloorengine.cpp
     pricingengines/capfloor/bacheliercapfloorengine.cpp
@@ -1030,10 +1030,6 @@ set(QL_HEADERS
     experimental/commodities/unitofmeasure.hpp
     experimental/commodities/unitofmeasureconversion.hpp
     experimental/commodities/unitofmeasureconversionmanager.hpp
-    experimental/convertiblebonds/binomialconvertibleengine.hpp
-    experimental/convertiblebonds/convertiblebond.hpp
-    experimental/convertiblebonds/discretizedconvertible.hpp
-    experimental/convertiblebonds/tflattice.hpp
     experimental/coupons/cmsspreadcoupon.hpp
     experimental/coupons/digitalcmsspreadcoupon.hpp
     experimental/coupons/lognormalcmsspreadpricer.hpp
@@ -1308,6 +1304,7 @@ set(QL_HEADERS
     instruments/bond.hpp
     instruments/bonds/btp.hpp
     instruments/bonds/cmsratebond.hpp
+    instruments/bonds/convertiblebonds.hpp
     instruments/bonds/cpibond.hpp
     instruments/bonds/fixedratebond.hpp
     instruments/bonds/floatingratebond.hpp
@@ -1658,6 +1655,7 @@ set(QL_HEADERS
     methods/lattices/lattice.hpp
     methods/lattices/lattice1d.hpp
     methods/lattices/lattice2d.hpp
+    methods/lattices/tflattice.hpp
     methods/lattices/tree.hpp
     methods/lattices/trinomialtree.hpp
     methods/montecarlo/brownianbridge.hpp
@@ -1856,8 +1854,10 @@ set(QL_HEADERS
     pricingengines/blackcalculator.hpp
     pricingengines/blackformula.hpp
     pricingengines/blackscholescalculator.hpp
+    pricingengines/bond/binomialconvertibleengine.hpp
     pricingengines/bond/bondfunctions.hpp
     pricingengines/bond/discountingbondengine.hpp
+    pricingengines/bond/discretizedconvertible.hpp
     pricingengines/bond/riskybondengine.hpp
     pricingengines/capfloor/analyticcapfloorengine.hpp
     pricingengines/capfloor/bacheliercapfloorengine.hpp
@@ -2199,7 +2199,6 @@ set(QL_GENERATED_HEADERS
     ${CMAKE_BINARY_DIR}/ql/experimental/callablebonds/all.hpp
     ${CMAKE_BINARY_DIR}/ql/experimental/catbonds/all.hpp
     ${CMAKE_BINARY_DIR}/ql/experimental/commodities/all.hpp
-    ${CMAKE_BINARY_DIR}/ql/experimental/convertiblebonds/all.hpp
     ${CMAKE_BINARY_DIR}/ql/experimental/coupons/all.hpp
     ${CMAKE_BINARY_DIR}/ql/experimental/credit/all.hpp
     ${CMAKE_BINARY_DIR}/ql/experimental/exoticoptions/all.hpp

ql/experimental/Makefile.am

@@ -1,6 +1,6 @@
 
 SUBDIRS = amortizingbonds asian averageois barrieroption basismodels \
-          callablebonds catbonds commodities convertiblebonds coupons credit \
+          callablebonds catbonds commodities coupons credit \
           exoticoptions finitedifferences forward fx inflation lattices \
           math mcbasket models processes risk shortrate swaptions \
           termstructures variancegamma varianceoption volatility
@@ -22,7 +22,6 @@ libExperimental_la_LIBADD = \
     callablebonds/libCallableBonds.la \
     catbonds/libCatBonds.la \
     commodities/libCommodities.la \
-    convertiblebonds/libConvertibleBonds.la \
     coupons/libCoupons.la \
     credit/libCredit.la \
     exoticoptions/libExoticOptions.la \

ql/experimental/all.hpp

@@ -9,7 +9,6 @@
 #include <ql/experimental/callablebonds/all.hpp>
 #include <ql/experimental/catbonds/all.hpp>
 #include <ql/experimental/commodities/all.hpp>
-#include <ql/experimental/convertiblebonds/all.hpp>
 #include <ql/experimental/coupons/all.hpp>
 #include <ql/experimental/credit/all.hpp>
 #include <ql/experimental/exoticoptions/all.hpp>

ql/instruments/bonds/Makefile.am

@@ -6,6 +6,7 @@ this_include_HEADERS = \
     all.hpp \
     btp.hpp \
     cmsratebond.hpp \
+    convertiblebonds.hpp \
     cpibond.hpp \
     fixedratebond.hpp \
     floatingratebond.hpp \
@@ -14,6 +15,7 @@ this_include_HEADERS = \
 cpp_files = \
     btp.cpp \
     cmsratebond.cpp \
+    convertiblebonds.cpp \
     cpibond.cpp \
     fixedratebond.cpp \
     floatingratebond.cpp \

ql/instruments/bonds/all.hpp

@@ -3,6 +3,7 @@
 
 #include <ql/instruments/bonds/btp.hpp>
 #include <ql/instruments/bonds/cmsratebond.hpp>
+#include <ql/instruments/bonds/convertiblebonds.hpp>
 #include <ql/instruments/bonds/cpibond.hpp>
 #include <ql/instruments/bonds/fixedratebond.hpp>
 #include <ql/instruments/bonds/floatingratebond.hpp>