use move

Author: thrasibule

quantlib/cashflows/_overnight_indexed_coupon.pxd

@@ -12,6 +12,7 @@ from quantlib.time.businessdayconvention cimport BusinessDayConvention
 from quantlib.indexes._ibor_index cimport OvernightIndex
 from ._floating_rate_coupon cimport FloatingRateCoupon
 from .rateaveraging cimport RateAveraging
+from .._cashflow cimport Leg
 
 cdef extern from 'ql/cashflows/overnightindexedcoupon.hpp' namespace 'QuantLib' nogil:
     cdef cppclass OvernightIndexedCoupon(FloatingRateCoupon):
@@ -50,3 +51,11 @@ cdef extern from 'ql/cashflows/overnightindexedcoupon.hpp' namespace 'QuantLib'
         OvernightLeg& withObservationShift(bool)
         OvernightLeg& withLookbackDays(Natural)
         OvernightLeg& withLockoutDays(Natural)
+        Leg operator() const
+
+cdef extern from 'ql/cashflows/overnightindexedcoupon.hpp':
+    # this allows to declare the cast operator as raising exceptions
+    """
+    #define to_leg(x) static_cast<QuantLib::Leg>(x)
+    """
+    cdef Leg to_leg(OvernightLeg) except +

quantlib/cashflows/fixed_rate_coupon.pyx

@@ -1,6 +1,7 @@
 from quantlib.types cimport Rate, Real
 from cython.operator cimport dereference as deref, preincrement as preinc
 from libcpp.vector cimport vector
+from libcpp.utility cimport move
 from quantlib.compounding cimport Compounding
 from quantlib.handle cimport shared_ptr
 from quantlib.time.businessdayconvention cimport BusinessDayConvention
@@ -11,6 +12,7 @@ from quantlib.time.daycounter cimport DayCounter
 from quantlib.time.schedule cimport Schedule
 cimport quantlib._cashflow as _cf
 from quantlib.interest_rate cimport InterestRate
+from .._cashflow cimport Leg as QlLeg
 cimport quantlib._interest_rate as _ir
 
 cdef class FixedRateCoupon(Coupon):
@@ -60,7 +62,7 @@ cdef class FixedRateLeg(Leg):
         return self
 
     def __call__(self):
-        self._thisptr = _frc.to_leg(deref(self.frl))
+        self._thisptr = move[QlLeg](_frc.to_leg(deref(self.frl)))
         return self
 
     def __iter__(self):

quantlib/cashflows/overnight_indexed_coupon.pyx

@@ -2,6 +2,7 @@ from quantlib.types cimport Integer, Natural, Real, Spread
 
 from libcpp cimport bool
 from libcpp.vector cimport vector
+from libcpp.utility cimport move
 from cython.operator cimport dereference as deref, preincrement as preinc
 from quantlib.handle cimport make_shared, shared_ptr, static_pointer_cast
 from quantlib.time.businessdayconvention cimport BusinessDayConvention
@@ -140,5 +141,5 @@ cdef class OvernightLeg(Leg):
         return self
 
     def __call__(self):
-        self._thisptr = <QlLeg>deref(self.leg)
+        self._thisptr = move[QlLeg](_oic.to_leg(deref(self.leg)))
         return self