Another refinement for vanilla.cpp

ChangeLog

@@ -1,3 +1,7 @@
+2024-07-30  Dirk Eddelbuettel  <[email protected]>
+
+	* src/vanilla.cpp: Refinement
+
 2024-07-29  Dirk Eddelbuettel  <[email protected]>
 
 	* DESCRIPTION (Version, Date): Roll micro release and date

DESCRIPTION

@@ -1,7 +1,7 @@
 Package: RQuantLib
 Title: R Interface to the 'QuantLib' Library
 Version: 0.4.23.2
-Date: 2024-07-29
+Date: 2024-07-30
 Maintainer: Dirk Eddelbuettel <[email protected]>
 Author: Dirk Eddelbuettel, Khanh Nguyen (2009-2010), Terry Leitch (since 2016)
 Description: The 'RQuantLib' package makes parts of 'QuantLib' accessible from R

configure

@@ -1,6 +1,6 @@
 #! /bin/sh
 # Guess values for system-dependent variables and create Makefiles.
-# Generated by GNU Autoconf 2.71 for RQuantlib 0.4.24.
+# Generated by GNU Autoconf 2.71 for RQuantlib 0.4.23.2.
 #
 # Report bugs to <[email protected]>.
 #
@@ -610,8 +610,8 @@ MAKEFLAGS=
 # Identity of this package.
 PACKAGE_NAME='RQuantlib'
 PACKAGE_TARNAME='rquantlib'
-PACKAGE_VERSION='0.4.24'
-PACKAGE_STRING='RQuantlib 0.4.24'
+PACKAGE_VERSION='0.4.23.2'
+PACKAGE_STRING='RQuantlib 0.4.23.2'
 PACKAGE_BUGREPORT='[email protected]'
 PACKAGE_URL=''
 
@@ -1232,7 +1232,7 @@ if test "$ac_init_help" = "long"; then
   # Omit some internal or obsolete options to make the list less imposing.
   # This message is too long to be a string in the A/UX 3.1 sh.
   cat <<_ACEOF
-\`configure' configures RQuantlib 0.4.24 to adapt to many kinds of systems.
+\`configure' configures RQuantlib 0.4.23.2 to adapt to many kinds of systems.
 
 Usage: $0 [OPTION]... [VAR=VALUE]...
 
@@ -1294,7 +1294,7 @@ fi
 
 if test -n "$ac_init_help"; then
   case $ac_init_help in
-     short | recursive ) echo "Configuration of RQuantlib 0.4.24:";;
+     short | recursive ) echo "Configuration of RQuantlib 0.4.23.2:";;
    esac
   cat <<\_ACEOF
 
@@ -1383,7 +1383,7 @@ fi
 test -n "$ac_init_help" && exit $ac_status
 if $ac_init_version; then
   cat <<\_ACEOF
-RQuantlib configure 0.4.24
+RQuantlib configure 0.4.23.2
 generated by GNU Autoconf 2.71
 
 Copyright (C) 2021 Free Software Foundation, Inc.
@@ -1497,7 +1497,7 @@ cat >config.log <<_ACEOF
 This file contains any messages produced by compilers while
 running configure, to aid debugging if configure makes a mistake.
 
-It was created by RQuantlib $as_me 0.4.24, which was
+It was created by RQuantlib $as_me 0.4.23.2, which was
 generated by GNU Autoconf 2.71.  Invocation command line was
 
   $ $0$ac_configure_args_raw
@@ -4025,7 +4025,7 @@ cat >>$CONFIG_STATUS <<\_ACEOF || ac_write_fail=1
 # report actual input values of CONFIG_FILES etc. instead of their
 # values after options handling.
 ac_log="
-This file was extended by RQuantlib $as_me 0.4.24, which was
+This file was extended by RQuantlib $as_me 0.4.23.2, which was
 generated by GNU Autoconf 2.71.  Invocation command line was
 
   CONFIG_FILES    = $CONFIG_FILES
@@ -4080,7 +4080,7 @@ ac_cs_config_escaped=`printf "%s\n" "$ac_cs_config" | sed "s/^ //; s/'/'\\\\\\\\
 cat >>$CONFIG_STATUS <<_ACEOF || ac_write_fail=1
 ac_cs_config='$ac_cs_config_escaped'
 ac_cs_version="\\
-RQuantlib config.status 0.4.24
+RQuantlib config.status 0.4.23.2
 configured by $0, generated by GNU Autoconf 2.71,
   with options \\"\$ac_cs_config\\"
 

configure.ac

@@ -10,7 +10,7 @@ AC_PREREQ([2.69])
 # Process this file with autoconf to produce a configure script.
 
 # Would like to extract R package version from R DESCRIPTION file
-AC_INIT([RQuantlib],[0.4.24],[[email protected]])
+AC_INIT([RQuantlib],[0.4.23.2],[[email protected]])
 
 # Set CXX and CXXFLAGS based on the R configuration (with thanks to KH)
 : ${R_HOME=`R RHOME`}

src/vanilla.cpp

@@ -67,7 +67,7 @@ Rcpp::List europeanOptionEngine(std::string type,
                                                        QuantLib::Handle<QuantLib::YieldTermStructure>(rTS),
                                                        QuantLib::Handle<QuantLib::BlackVolTermStructure>(volTS));
 
-#if QL_HEX_VERSION >= 0x013500c0 || defined(__APPLE__)
+#if QL_HEX_VERSION >= 0x013500c0
         auto engine = qlext::make_shared<QuantLib::AnalyticDividendEuropeanEngine>(stochProcess, QuantLib::DividendVector(discDivDates, discDividends));
         QuantLib::VanillaOption option(payoff, exercise);
 #else
@@ -149,7 +149,7 @@ Rcpp::List americanOptionEngine(std::string type,
             discDividends[i] = divvalues[i];
         }
 
-#if QL_HEX_VERSION >= 0x013500c0 || defined(__APPLE__)
+#if QL_HEX_VERSION >= 0x013500c0
         QuantLib::VanillaOption option(payoff, exercise);
 #else
         QL_DEPRECATED_DISABLE_WARNING
@@ -163,7 +163,7 @@ Rcpp::List americanOptionEngine(std::string type,
         }
 
         if (engine=="CrankNicolson") { // FDDividendAmericanEngine only works with CrankNicolson
-#if QL_HEX_VERSION >= 0x013500c0 || defined(__APPLE__)
+#if QL_HEX_VERSION >= 0x013500c0
             // see eg test-suite/americanoption.cc
             option.setPricingEngine(QuantLib::MakeFdBlackScholesVanillaEngine(stochProcess).withCashDividends(discDivDates, discDividends));
 #else