do not use pointers

quantlib/cashflows/fixed_rate_coupon.pyx

@@ -38,7 +38,7 @@ cdef class FixedRateCoupon(Coupon):
 cdef class FixedRateLeg(Leg):
 
     def __init__(self, Schedule schedule):
-        self.frl = new _frc.FixedRateLeg(deref(schedule._thisptr))
+        self.frl = new _frc.FixedRateLeg(schedule._thisptr)
 
     def with_notional(self, Real notional):
         self.frl.withNotionals(notional)

quantlib/instruments/bonds/cpibond.pyx

@@ -34,7 +34,7 @@ cdef class CPIBond(Bond):
                 static_pointer_cast[_inf.ZeroInflationIndex](
                     cpi_index._thisptr),
                 observation_interpolation,
-                deref(schedule._thisptr), coupons,
+                schedule._thisptr, coupons,
                 deref(accrual_day_counter._thisptr), payment_convention,
                 deref(issue_date._thisptr),
                 payment_calendar._thisptr, deref(ex_coupon_period._thisptr),

quantlib/instruments/bonds/fixedratebond.pyx

@@ -59,7 +59,7 @@ cdef class FixedRateBond(Bond):
             new _frb.FixedRateBond(
                 settlement_days,
                 face_amount,
-                deref(schedule._thisptr),
+                schedule._thisptr,
                 coupons,
                 deref(accrual_day_counter._thisptr),
                 payment_convention,

quantlib/instruments/bonds/floatingratebond.pyx

@@ -69,7 +69,7 @@ cdef class FloatingRateBond(Bond):
         self._thisptr.reset(
             new _frb.FloatingRateBond(
                 settlement_days, face_amount,
-                deref(schedule._thisptr),
+                schedule._thisptr,
                 static_pointer_cast[_ii.IborIndex](ibor_index._thisptr),
                 deref(accrual_day_counter._thisptr),
                 payment_convention,

quantlib/instruments/credit_default_swap.pyx

@@ -110,7 +110,7 @@ cdef class CreditDefaultSwap(Instrument):
 
         self._thisptr = shared_ptr[_instrument.Instrument](
             new _cds.CreditDefaultSwap(
-                side, notional, spread, deref(schedule._thisptr),
+                side, notional, spread, schedule._thisptr,
                 payment_convention,
                 deref(day_counter._thisptr), settles_accrual, pays_at_default_time,
                 deref(protection_start._thisptr),
@@ -183,7 +183,7 @@ cdef class CreditDefaultSwap(Instrument):
         cdef CreditDefaultSwap instance = CreditDefaultSwap.__new__(CreditDefaultSwap)
         instance._thisptr = shared_ptr[_instrument.Instrument](
             new _cds.CreditDefaultSwap(
-                side, notional, upfront, spread, deref(schedule._thisptr),
+                side, notional, upfront, spread, schedule._thisptr,
                 payment_convention,
                 deref(day_counter._thisptr), settles_accrual, pays_at_default_time,
                 deref(protection_start._thisptr),

quantlib/instruments/overnightindexedswap.pyx

@@ -38,7 +38,7 @@ cdef class OvernightIndexedSwap(Swap):
         if isinstance(nominal, float):
             self._thisptr = static_pointer_cast[Instrument](
                 make_shared[_ois.OvernightIndexedSwap](
-                    swap_type, <Real>nominal, deref(schedule._thisptr), fixed_rate,
+                    swap_type, <Real>nominal, schedule._thisptr, fixed_rate,
                     deref(fixed_dc._thisptr), static_pointer_cast[_ii.OvernightIndex](overnight_index._thisptr),
                     spread, payment_lag, payment_adjustment, payment_calendar._thisptr,
                     telescopic_value_dates, averaging_method
@@ -49,7 +49,7 @@ cdef class OvernightIndexedSwap(Swap):
                 nominals.push_back(n)
             self._thisptr = static_pointer_cast[Instrument](
                 make_shared[_ois.OvernightIndexedSwap](
-                    swap_type, nominals, deref(schedule._thisptr), fixed_rate,
+                    swap_type, nominals, schedule._thisptr, fixed_rate,
                     deref(fixed_dc._thisptr), static_pointer_cast[_ii.OvernightIndex](overnight_index._thisptr),
                     spread, payment_lag, payment_adjustment, payment_calendar._thisptr,
                     telescopic_value_dates, averaging_method

quantlib/instruments/vanillaswap.pyx

@@ -1,5 +1,6 @@
 """Simple fixed-rate vs Libor swap"""
 from cython.operator cimport dereference as deref
+from libcpp.utility cimport move
 from quantlib.types cimport Rate, Real, Spread
 from quantlib.handle cimport optional, static_pointer_cast
 from quantlib.cashflows.fixed_rate_coupon cimport FixedRateLeg
@@ -44,10 +45,10 @@ cdef class VanillaSwap(Swap):
             new _vanillaswap.VanillaSwap(
                 type,
                 nominal,
-                deref(fixed_schedule._thisptr),
+                fixed_schedule._thisptr,
                 fixed_rate,
                 deref(fixed_daycount._thisptr),
-                deref(float_schedule._thisptr),
+                float_schedule._thisptr,
                 static_pointer_cast[_ib.IborIndex](ibor_index._thisptr),
                 spread,
                 deref(floating_daycount._thisptr),
@@ -112,7 +113,7 @@ cdef class VanillaSwap(Swap):
     @property
     def fixed_schedule(self):
         cdef Schedule sched = Schedule.__new__(Schedule)
-        sched._thisptr = new QlSchedule(get_vanillaswap(self).fixedSchedule())
+        sched._thisptr = move(QlSchedule(get_vanillaswap(self).fixedSchedule()))
         return sched
 
     @property
@@ -124,7 +125,7 @@ cdef class VanillaSwap(Swap):
     @property
     def floating_schedule(self):
         cdef Schedule sched = Schedule.__new__(Schedule)
-        sched._thisptr = new QlSchedule(get_vanillaswap(self).floatingSchedule())
+        sched._thisptr = move(QlSchedule(get_vanillaswap(self).floatingSchedule()))
         return sched
 
     @property

quantlib/termstructures/yields/bond_helpers.pyx

@@ -44,7 +44,7 @@ cdef class FixedRateBondHelper(BondHelper):
                 clean_price.handle(),
                 settlement_days,
                 face_amount,
-                deref(schedule._thisptr),
+                schedule._thisptr,
                 coupons,
                 deref(day_counter._thisptr),
                 payment_conv,

quantlib/time/_schedule.pxd

@@ -1,13 +1,12 @@
-include '../types.pxi'
-
+from quantlib.types cimport Size
 from libcpp cimport bool
 from libcpp.vector cimport vector
 from ._period cimport Period
 from ._date cimport Date
 from ._calendar cimport Calendar, BusinessDayConvention
 from quantlib.handle cimport optional
 from .dategeneration cimport DateGeneration
-cdef extern from 'ql/time/schedule.hpp' namespace 'QuantLib':
+cdef extern from 'ql/time/schedule.hpp' namespace 'QuantLib' nogil:
 
     cdef cppclass Schedule:
         Schedule()

quantlib/time/daycounters/actual_actual.pyx

@@ -21,7 +21,7 @@ from quantlib.time.daycounter cimport DayCounter
 
 cdef class ActualActual(DayCounter):
 
-    def __init__(self, Convention convention=Convention.ISDA, Schedule schedule=Schedule.from_dates([])):
+    def __init__(self, Convention convention=Convention.ISDA, Schedule schedule=Schedule.__new__(Schedule)):
         """ Actual/Actual day count
 
         The day count can be calculated according to:
@@ -37,7 +37,7 @@ cdef class ActualActual(DayCounter):
         https://www.isda.org/a/pIJEE/The-Actual-Actual-Day-Count-Fraction-1999.pdf
         """
         self._thisptr = <_daycounter.DayCounter*> new \
-            _aa.ActualActual(convention, deref(schedule._thisptr))
+            _aa.ActualActual(convention, schedule._thisptr)
 
 cdef _daycounter.DayCounter* from_name(str convention):
 

quantlib/time/schedule.pxd

@@ -1,4 +1,4 @@
 cimport quantlib.time._schedule as _schedule
 
 cdef class Schedule:
-    cdef _schedule.Schedule* _thisptr
+    cdef _schedule.Schedule _thisptr

quantlib/time/schedule.pyx

@@ -1,6 +1,7 @@
 from cython.operator cimport dereference as deref, preincrement as preinc
 from libcpp cimport bool
 from libcpp.vector cimport vector
+from libcpp.utility cimport move
 from quantlib.handle cimport optional
 
 cimport quantlib.time._date as _date
@@ -31,7 +32,8 @@ cdef class Schedule:
         warnings.warn("Deprecated: use class method from_rule instead",
             DeprecationWarning)
 
-        self._thisptr = new _schedule.Schedule(
+        self._thisptr = move(
+                _schedule.Schedule(
             deref(effective_date._thisptr),
             deref(termination_date._thisptr),
             deref(tenor._thisptr),
@@ -40,6 +42,7 @@ cdef class Schedule:
             termination_date_convention,
             date_generation_rule, end_of_month,
             _date.Date(), _date.Date()
+            )
         )
 
     @classmethod
@@ -69,7 +72,7 @@ cdef class Schedule:
             opt_rule = <DateGeneration>rule
         if end_of_month is not None:
             opt_end_of_month = <bool>end_of_month
-        instance._thisptr = new _schedule.Schedule(
+        instance._thisptr = move(_schedule.Schedule(
             _dates,
             calendar._thisptr,
             business_day_convention,
@@ -78,7 +81,7 @@ cdef class Schedule:
             opt_rule,
             opt_end_of_month,
             is_regular
-        )
+        ))
 
         return instance
 
@@ -92,7 +95,7 @@ cdef class Schedule:
                   Date first_date=Date(), Date next_to_lastdate=Date()):
 
         cdef Schedule instance = Schedule.__new__(Schedule)
-        instance._thisptr = new _schedule.Schedule(
+        instance._thisptr = move(_schedule.Schedule(
             deref(effective_date._thisptr),
             deref(termination_date._thisptr),
             deref(tenor._thisptr),
@@ -101,15 +104,9 @@ cdef class Schedule:
             termination_date_convention,
             rule, end_of_month,
             deref(first_date._thisptr), deref(next_to_lastdate._thisptr)
-            )
+            ))
         return instance
 
-    def __dealloc__(self):
-        if self._thisptr is not NULL:
-            del self._thisptr
-            self._thisptr = NULL
-
-
     def dates(self):
         cdef vector[_date.Date] dates = self._thisptr.dates()
         cdef list t = []