From 5217c00fac528b937a92bdc6d72162b88c4d3290 Mon Sep 17 00:00:00 2001
From: "github-actions[bot]"
 <41898282+github-actions[bot]@users.noreply.github.com>
Date: Wed, 24 Jul 2024 16:07:40 +0000
Subject: [PATCH] Automated fixes by clang-tidy

---
 ql/any.hpp                                    |  6 +---
 ql/cashflows/cashflowvectors.cpp              |  6 +---
 ql/cashflows/timebasket.cpp                   |  2 +-
 .../analytic_cont_geom_av_price_heston.cpp    |  2 +-
 .../analytic_discr_geom_av_price_heston.cpp   |  2 +-
 .../commodities/commoditycurve.cpp            |  2 +-
 .../commodities/commoditycurve.hpp            |  2 +-
 ql/experimental/commodities/commoditytype.cpp |  2 +-
 .../commodities/energybasisswap.cpp           |  2 +-
 .../commodities/energycommodity.cpp           |  2 +-
 ql/experimental/commodities/energyfuture.cpp  |  2 +-
 .../commodities/energyvanillaswap.cpp         |  2 +-
 ql/experimental/commodities/paymentterm.cpp   |  2 +-
 ql/experimental/commodities/unitofmeasure.cpp |  3 +-
 ql/experimental/credit/binomiallossmodel.hpp  |  2 +-
 .../credit/randomdefaultlatentmodel.hpp       |  2 +-
 ql/experimental/math/piecewiseintegral.cpp    |  2 +-
 ql/experimental/models/squarerootclvmodel.cpp |  2 +-
 ql/experimental/swaptions/irregularswap.cpp   |  4 +--
 ql/experimental/variancegamma/fftengine.cpp   |  2 +-
 ql/experimental/volatility/noarbsabr.hpp      |  4 +--
 .../volatility/noarbsabrabsprobs.cpp          |  4 +--
 ql/functional.hpp                             |  8 ++---
 ql/indexes/inflationindex.hpp                 |  4 +--
 ql/instrument.hpp                             |  2 +-
 ql/instruments/assetswap.cpp                  |  4 +--
 ql/instruments/compositeinstrument.cpp        |  2 +-
 ql/instruments/equitytotalreturnswap.cpp      |  6 ++--
 ql/instruments/floatfloatswap.cpp             |  8 ++---
 ql/instruments/impliedvolatility.hpp          |  6 +---
 ql/instruments/nonstandardswap.cpp            |  6 ++--
 ql/instruments/zerocouponswap.cpp             |  2 +-
 ql/math/integrals/exponentialintegrals.hpp    | 34 ++++++++-----------
 ql/math/interpolations/xabrinterpolation.hpp  |  5 +--
 ql/math/optimization/lmdif.cpp                |  4 +--
 ql/math/optimization/lmdif.hpp                |  5 +--
 .../fdmarithmeticaveragecondition.cpp         |  2 +-
 .../fdmsimplestoragecondition.cpp             |  2 +-
 .../fdmsimpleswingcondition.cpp               |  2 +-
 .../utilities/localvolrndcalculator.cpp       |  4 +--
 ql/optional.cpp                               |  6 +---
 ql/optional.hpp                               |  6 +---
 ql/pricingengines/basket/stulzengine.cpp      |  6 ++--
 .../capfloor/mchullwhiteengine.cpp            |  6 +---
 ql/pricingengines/credit/isdacdsengine.cpp    |  8 ++---
 .../forward/replicatingvarianceswapengine.hpp |  2 +-
 ql/pricingengines/swap/cvaswapengine.cpp      |  2 +-
 ql/processes/gsrprocesscore.cpp               | 18 ++++------
 ql/processes/gsrprocesscore.hpp               |  6 +---
 ql/shared_ptr.hpp                             |  6 +---
 .../andreasenhugevolatilityinterpl.cpp        |  4 +--
 .../optionlet/optionletstripper2.cpp          |  2 +-
 ql/time/schedule.hpp                          |  8 ++---
 ql/timegrid.hpp                               |  2 +-
 ql/timeseries.hpp                             |  4 +--
 ql/tuple.hpp                                  |  6 +---
 ql/utilities/dataformatters.cpp               |  6 +---
 ql/utilities/tracing.cpp                      |  8 +----
 ql/utilities/tracing.hpp                      |  6 +---
 ql/utilities/vectors.hpp                      |  6 +---
 test-suite/americanoption.cpp                 |  4 +--
 test-suite/bonds.cpp                          |  2 +-
 test-suite/cliquetoption.cpp                  |  2 +-
 test-suite/defaultprobabilitycurves.cpp       |  2 +-
 test-suite/hestonmodel.cpp                    |  2 +-
 test-suite/piecewiseyieldcurve.cpp            |  2 +-
 test-suite/quantooption.cpp                   |  2 +-
 67 files changed, 109 insertions(+), 190 deletions(-)

diff --git a/ql/any.hpp b/ql/any.hpp
index d9248dffb1f..1822324d1c5 100644
--- a/ql/any.hpp
+++ b/ql/any.hpp
@@ -32,9 +32,7 @@
 #include <boost/any.hpp>
 #endif
 
-namespace QuantLib {
-
-    namespace ext {
+namespace QuantLib::ext {
 
         #if defined(QL_USE_STD_ANY)
         using std::any;                   // NOLINT(misc-unused-using-decls)
@@ -46,6 +44,4 @@ namespace QuantLib {
 
     }
 
-}
-
 #endif
diff --git a/ql/cashflows/cashflowvectors.cpp b/ql/cashflows/cashflowvectors.cpp
index 6676ca3801d..b3f04095969 100644
--- a/ql/cashflows/cashflowvectors.cpp
+++ b/ql/cashflows/cashflowvectors.cpp
@@ -29,9 +29,7 @@
 #include <ql/indexes/iborindex.hpp>
 #include <ql/time/schedule.hpp>
 
-namespace QuantLib {
-
-    namespace detail {
+namespace QuantLib::detail {
 
         Rate effectiveFixedRate(const std::vector<Spread>& spreads,
                                 const std::vector<Rate>& caps,
@@ -55,5 +53,3 @@ namespace QuantLib {
         }
 
     }
-
-}
diff --git a/ql/cashflows/timebasket.cpp b/ql/cashflows/timebasket.cpp
index d9e467e8525..c2bd4446241 100644
--- a/ql/cashflows/timebasket.cpp
+++ b/ql/cashflows/timebasket.cpp
@@ -49,7 +49,7 @@ namespace QuantLib {
             Real value = j.second;
             Date pDate = Null<Date>(), nDate = Null<Date>();
 
-            std::vector<Date>::const_iterator bi =
+            auto bi =
                 std::lower_bound(sbuckets.begin(), sbuckets.end(), date);
 
             if (bi == sbuckets.end())
diff --git a/ql/experimental/asian/analytic_cont_geom_av_price_heston.cpp b/ql/experimental/asian/analytic_cont_geom_av_price_heston.cpp
index 7d6b538f23d..9dbec73dd7c 100644
--- a/ql/experimental/asian/analytic_cont_geom_av_price_heston.cpp
+++ b/ql/experimental/asian/analytic_cont_geom_av_price_heston.cpp
@@ -140,7 +140,7 @@ namespace QuantLib {
             // For each offset, look up the value in the map and only evaluate function if it's not there
             for (int offset=1; offset<5; offset++) {
                 int location = n-offset;
-                std::map<int, std::complex<Real> >::const_iterator position = fLookupTable_.find(location);
+                auto position = fLookupTable_.find(location);
                 if (position != fLookupTable_.end()) {
                     std::complex<Real> value = position->second;
                     fMinusN[offset-1] = value;
diff --git a/ql/experimental/asian/analytic_discr_geom_av_price_heston.cpp b/ql/experimental/asian/analytic_discr_geom_av_price_heston.cpp
index 0a6acdeebd0..16574726b60 100644
--- a/ql/experimental/asian/analytic_discr_geom_av_price_heston.cpp
+++ b/ql/experimental/asian/analytic_discr_geom_av_price_heston.cpp
@@ -152,7 +152,7 @@ namespace QuantLib {
             // omega_tilde calls itself recursivly, use lookup map to avoid extreme slowdown when k large
             std::complex<Real> omega_kp1 = 0.0;
 
-            std::map<Size, std::complex<Real> >::const_iterator position = omegaTildeLookupTable_.find(k+1);
+            auto position = omegaTildeLookupTable_.find(k+1);
 
             if (position != omegaTildeLookupTable_.end()) {
                 std::complex<Real> value = position->second;
diff --git a/ql/experimental/commodities/commoditycurve.cpp b/ql/experimental/commodities/commoditycurve.cpp
index 395391bddb3..c3b47ed224c 100644
--- a/ql/experimental/commodities/commoditycurve.cpp
+++ b/ql/experimental/commodities/commoditycurve.cpp
@@ -70,7 +70,7 @@ namespace QuantLib {
 
         dates_.clear();
         data_.clear();
-        for (std::map<Date, Real>::const_iterator i = prices.begin(); i != prices.end(); ++i) {
+        for (auto i = prices.begin(); i != prices.end(); ++i) {
             dates_.push_back(i->first);
             data_.push_back(i->second);
         }
diff --git a/ql/experimental/commodities/commoditycurve.hpp b/ql/experimental/commodities/commoditycurve.hpp
index 3d9b4607170..35dbac280f8 100644
--- a/ql/experimental/commodities/commoditycurve.hpp
+++ b/ql/experimental/commodities/commoditycurve.hpp
@@ -189,7 +189,7 @@ namespace QuantLib {
                 const ext::shared_ptr<ExchangeContracts>& exchangeContracts,
                 Integer nearbyOffset) const {
         QL_REQUIRE(nearbyOffset > 0, "nearby offset must be > 0");
-        ExchangeContracts::const_iterator ic =
+        auto ic =
             exchangeContracts->lower_bound(date);
         if (ic != exchangeContracts->end()) {
             for (int i = 0; i < nearbyOffset-1 && ic!=exchangeContracts->end(); ++i)
diff --git a/ql/experimental/commodities/commoditytype.cpp b/ql/experimental/commodities/commoditytype.cpp
index e984043d4f2..595863c39e2 100644
--- a/ql/experimental/commodities/commoditytype.cpp
+++ b/ql/experimental/commodities/commoditytype.cpp
@@ -27,7 +27,7 @@ namespace QuantLib {
 
     CommodityType::CommodityType(const std::string& name,
                                  const std::string& code) {
-        std::map<std::string, ext::shared_ptr<CommodityType::Data> >::const_iterator i = commodityTypes_.find(code);
+        auto i = commodityTypes_.find(code);
         if (i != commodityTypes_.end())
             data_ = i->second;
         else {
diff --git a/ql/experimental/commodities/energybasisswap.cpp b/ql/experimental/commodities/energybasisswap.cpp
index 8ce71b5ea42..5fbaf0c160d 100644
--- a/ql/experimental/commodities/energybasisswap.cpp
+++ b/ql/experimental/commodities/energybasisswap.cpp
@@ -290,7 +290,7 @@ namespace QuantLib {
 
             QL_REQUIRE(!paymentCashFlows_.empty(), "no cashflows");
 
-            for (SecondaryCostAmounts::const_iterator i =
+            for (auto i =
                      secondaryCostAmounts_.begin();
                  i != secondaryCostAmounts_.end(); ++i) {
                 Real amount = i->second.value();
diff --git a/ql/experimental/commodities/energycommodity.cpp b/ql/experimental/commodities/energycommodity.cpp
index 4ade5b1361d..a1fb887a3ea 100644
--- a/ql/experimental/commodities/energycommodity.cpp
+++ b/ql/experimental/commodities/energycommodity.cpp
@@ -142,7 +142,7 @@ namespace QuantLib {
             const Currency& baseCurrency =
                 CommoditySettings::instance().currency();
             try {
-                for (SecondaryCosts::const_iterator i = secondaryCosts_->begin();
+                for (auto i = secondaryCosts_->begin();
                      i != secondaryCosts_->end(); ++i) {
                     if (ext::any_cast<CommodityUnitCost>(&i->second) != nullptr) {
                         Real value =
diff --git a/ql/experimental/commodities/energyfuture.cpp b/ql/experimental/commodities/energyfuture.cpp
index 48994648222..c44a3a287e8 100644
--- a/ql/experimental/commodities/energyfuture.cpp
+++ b/ql/experimental/commodities/energyfuture.cpp
@@ -106,7 +106,7 @@ namespace QuantLib {
 
         calculateSecondaryCostAmounts(quantity_.commodityType(),
                                       quantity_.amount(), evaluationDate);
-        for (SecondaryCostAmounts::const_iterator i = secondaryCostAmounts_.begin(); i != secondaryCostAmounts_.end(); ++i) {
+        for (auto i = secondaryCostAmounts_.begin(); i != secondaryCostAmounts_.end(); ++i) {
             Real amount = i->second.value();
             NPV_ -= amount;
         }
diff --git a/ql/experimental/commodities/energyvanillaswap.cpp b/ql/experimental/commodities/energyvanillaswap.cpp
index 5eda3e96c65..1f902a14242 100644
--- a/ql/experimental/commodities/energyvanillaswap.cpp
+++ b/ql/experimental/commodities/energyvanillaswap.cpp
@@ -250,7 +250,7 @@ namespace QuantLib {
 
             QL_REQUIRE(!paymentCashFlows_.empty(), "no cashflows");
 
-            for (SecondaryCostAmounts::const_iterator i =
+            for (auto i =
                      secondaryCostAmounts_.begin();
                  i != secondaryCostAmounts_.end(); ++i) {
                 Real amount = i->second.value();
diff --git a/ql/experimental/commodities/paymentterm.cpp b/ql/experimental/commodities/paymentterm.cpp
index e3ae2cdb80e..858dfe17894 100644
--- a/ql/experimental/commodities/paymentterm.cpp
+++ b/ql/experimental/commodities/paymentterm.cpp
@@ -28,7 +28,7 @@ namespace QuantLib {
                              PaymentTerm::EventType eventType,
                              Integer offsetDays,
                              const Calendar& calendar) {
-        std::map<std::string, ext::shared_ptr<PaymentTerm::Data> >::const_iterator i = paymentTerms_.find(name);
+        auto i = paymentTerms_.find(name);
         if (i != paymentTerms_.end())
             data_ = i->second;
         else {
diff --git a/ql/experimental/commodities/unitofmeasure.cpp b/ql/experimental/commodities/unitofmeasure.cpp
index f5b83de67ff..d0706bec9d8 100644
--- a/ql/experimental/commodities/unitofmeasure.cpp
+++ b/ql/experimental/commodities/unitofmeasure.cpp
@@ -37,8 +37,7 @@ namespace QuantLib {
     UnitOfMeasure::UnitOfMeasure(const std::string& name,
                                  const std::string& code,
                                  UnitOfMeasure::Type unitType) {
-        std::map<std::string,
-            ext::shared_ptr<UnitOfMeasure::Data> >::const_iterator i =
+        auto i =
             unitsOfMeasure_.find(name);
         if (i != unitsOfMeasure_.end()) {
             data_ = i->second;
diff --git a/ql/experimental/credit/binomiallossmodel.hpp b/ql/experimental/credit/binomiallossmodel.hpp
index cf83e882d6b..cd3ea4a7b1e 100644
--- a/ql/experimental/credit/binomiallossmodel.hpp
+++ b/ql/experimental/credit/binomiallossmodel.hpp
@@ -354,7 +354,7 @@ namespace QuantLib {
 
         if(perc == 1.) return dist.rbegin()->first;
         if(perc == 0.) return dist.begin()->first;
-        std::map<Real, Probability>::const_iterator itdist = dist.begin();
+        auto itdist = dist.begin();
         while (itdist->second <= perc) ++itdist;
         Real valPlus = itdist->second;
         Real xPlus   = itdist->first;
diff --git a/ql/experimental/credit/randomdefaultlatentmodel.hpp b/ql/experimental/credit/randomdefaultlatentmodel.hpp
index 98f8f7b4a3e..d4f3f4870eb 100644
--- a/ql/experimental/credit/randomdefaultlatentmodel.hpp
+++ b/ql/experimental/credit/randomdefaultlatentmodel.hpp
@@ -277,7 +277,7 @@ namespace QuantLib {
                         events[iEvt].nameIdx));
             }
             if(namesDefaulting.size() >= n) {
-                std::map<unsigned short, unsigned short>::const_iterator
+                auto
                     itdefs = namesDefaulting.begin();
                 // locate nth default in time:
                 std::advance(itdefs, n-1);
diff --git a/ql/experimental/math/piecewiseintegral.cpp b/ql/experimental/math/piecewiseintegral.cpp
index 3947c23175c..daee6c780b6 100644
--- a/ql/experimental/math/piecewiseintegral.cpp
+++ b/ql/experimental/math/piecewiseintegral.cpp
@@ -31,7 +31,7 @@ namespace QuantLib {
       eps_(avoidCriticalPoints ? (1.0 + QL_EPSILON) : 1.0) {
 
         std::sort(criticalPoints_.begin(), criticalPoints_.end());
-        std::vector<Real>::const_iterator end =
+        auto end =
             std::unique(criticalPoints_.begin(), criticalPoints_.end(),
                         static_cast<bool (*)(Real, Real)>(close_enough));
         criticalPoints_.resize(end - criticalPoints_.begin());
diff --git a/ql/experimental/models/squarerootclvmodel.cpp b/ql/experimental/models/squarerootclvmodel.cpp
index 4391b0c0120..665b86f5f6f 100644
--- a/ql/experimental/models/squarerootclvmodel.cpp
+++ b/ql/experimental/models/squarerootclvmodel.cpp
@@ -160,7 +160,7 @@ namespace QuantLib {
     }
 
     Real SquareRootCLVModel::MappingFunction::operator()(Time t,Real x) const {
-        const interpl_type::const_iterator ge = interpl.lower_bound(t);
+        const auto ge = interpl.lower_bound(t);
 
         if (close_enough(ge->first, t)) {
             return (*ge->second)(x, true);
diff --git a/ql/experimental/swaptions/irregularswap.cpp b/ql/experimental/swaptions/irregularswap.cpp
index 0521b37789c..3e3d3943534 100644
--- a/ql/experimental/swaptions/irregularswap.cpp
+++ b/ql/experimental/swaptions/irregularswap.cpp
@@ -54,13 +54,13 @@ namespace QuantLib {
         //Fixed leg
         legs_[0] = fixLeg;
 
-        for (Leg::const_iterator i = legs_[0].begin(); i < legs_[0].end(); ++i)
+        for (auto i = legs_[0].begin(); i < legs_[0].end(); ++i)
             registerWith(*i);
         
         //Floating Leg
         legs_[1] = floatLeg;
 
-        for (Leg::const_iterator i = legs_[1].begin(); i < legs_[1].end(); ++i)
+        for (auto i = legs_[1].begin(); i < legs_[1].end(); ++i)
             registerWith(*i);
 
     }
diff --git a/ql/experimental/variancegamma/fftengine.cpp b/ql/experimental/variancegamma/fftengine.cpp
index 6cd6c6ca69b..b4053683452 100644
--- a/ql/experimental/variancegamma/fftengine.cpp
+++ b/ql/experimental/variancegamma/fftengine.cpp
@@ -101,7 +101,7 @@ namespace QuantLib {
         std::complex<Real> i1(0, 1);
         Real alpha = 1.25;
 
-        for (PayoffMap::const_iterator payIt = payoffMap.begin(); payIt != payoffMap.end(); ++payIt)
+        for (auto payIt = payoffMap.begin(); payIt != payoffMap.end(); ++payIt)
         {
             Date expiryDate = payIt->first;
 
diff --git a/ql/experimental/volatility/noarbsabr.hpp b/ql/experimental/volatility/noarbsabr.hpp
index e55071d084c..e6d81d488f5 100644
--- a/ql/experimental/volatility/noarbsabr.hpp
+++ b/ql/experimental/volatility/noarbsabr.hpp
@@ -58,8 +58,7 @@
 
 namespace QuantLib {
 
-namespace detail {
-namespace NoArbSabrModel {
+namespace detail::NoArbSabrModel {
 // parameter bounds
 const Real beta_min = 0.01;
 const Real beta_max = 0.99;
@@ -97,7 +96,6 @@ const Real density_lower_bound = 1E-50;
 // threshold to identify a zero density
 const Real density_threshold = 1E-100;
 }
-}
 
 class NoArbSabrModel {
 
diff --git a/ql/experimental/volatility/noarbsabrabsprobs.cpp b/ql/experimental/volatility/noarbsabrabsprobs.cpp
index a4f813deb0b..9193492932d 100644
--- a/ql/experimental/volatility/noarbsabrabsprobs.cpp
+++ b/ql/experimental/volatility/noarbsabrabsprobs.cpp
@@ -27,8 +27,7 @@
 
 #include <ql/experimental/volatility/noarbsabr.hpp>
 
-namespace QuantLib {
-namespace detail {
+namespace QuantLib::detail {
 
 extern "C" const unsigned long sabrabsprob[] = {60342,291274,515252,694004,836701,953289,1050056,1132010,1202241,1263153,1316842,1364717,1407266,1446040,1481425,1513334,1543017,1569884,1594948,1618387,1640339,1660694,1679833,1698081,1715036,1731139,1746327,1760919,1774403,1787353,1799707,1811550,1822987,1833783,1844438,1854379,1864056,1873190,1881907,1890509,1898759,1906719,1914318,1921724,1928712,1935493,1942202,1948706,1954863,1961008,1966966,1972750,1978322,1983821,1989159,1994254,1999267,2004184,2008986,2013673,2018192,2022656,2026921,2031190,2035416,2039428,2043404,2047234,2051046,2054654,2058305,2061857,2065374,2068724,2072001,2075235,2078372,2081504,2084519,2087596,2090499,2093278,2096135,2098886,2101682,2104341,2107048,2109666,2112241,2114724,2117227,2119730,2122058,2124426,2126738,2129006,2131172,2133380,2135533,2137616,2139719,2141745,2143837,2145838,2147753,2149686,2151620,2153473,2155308,2157128,2158920,2160702,2162468,2164193,2165904,2167571,2169198,2170869,2172573,2174176,
 12148,123121,282483,433350,565404,679824,778977,864809,941135,1007823,1067365,1121192,1169246,1213066,1253347,1290441,1325052,1357146,1386553,1414135,1439884,1463979,1486817,1508228,1528383,1547532,1565708,1583033,1599357,1615128,1630045,1644293,1658125,1671350,1684005,1696243,1707989,1719243,1729998,1740233,1750096,1759695,1769054,1778238,1786925,1795389,1803711,1811602,1819347,1826779,1834108,1841337,1848345,1855008,1861501,1867935,1874178,1880090,1885913,1891709,1897226,1902669,1908083,1913432,1918523,1923581,1928425,1933262,1937909,1942438,1946850,1951110,1955396,1959670,1963700,1967724,1971639,1975516,1979164,1982979,1986656,1990290,1993793,1997260,2000700,2003970,2007274,2010470,2013684,2016774,2019967,2022914,2025983,2028863,2031699,2034488,2037261,2039993,2042695,2045290,2047838,2050411,2052934,2055360,2057827,2060237,2062556,2064873,2067154,2069455,2071644,2073866,2076053,2078211,2080372,2082510,2084572,2086648,2088634,2090672,
@@ -10111,5 +10110,4 @@ extern "C" const unsigned long sabrabsprob[] = {60342,291274,515252,694004,83670
 0,0,0,0,0,5,29,77,203,384,678,1085,1652,2333,3105,3999,4963,6032,7171,8377,9563,10835,12216,13559,14881,16269,17624,19014,20288,21589,22855,24145,25359,26642,27836,28977,30114,31185,32273,33309,34357,35343,36341,37271,38166,39080,39957,40763,41573,42373,43087,43817,44569,45277,45932,46533,47215,47800,48384,48993,49513,50035,50547,51027,51502,51953,52434,52894,53285,53708,54107,54481,54871,55237,55576,55920,56257,56594,56895,57203,57484,57763,58040,58308,58554,58798,59029,59257,59465,59706,59871,60064,60264,60461,60627,60808,61018,61185,61335,61502,61663,61802,61946,62075,62207,62330,62458,62579,62704,62840,62966,63079,63190,63306,63404,63512,63598,63706,63775,63861,
 0,0,0,0,0,3,5,17,44,104,193,353,540,793,1103,1517,1992,2507,3078,3693,4344,4999,5720,6449,7188,7957,8748,9534,10349,11144,11938,12756,13569,14360,15163,15983,16721,17533,18253,19043,19774,20478,21135,21777,22450,23038,23706,24318,24944,25479,26040,26572,27086,27609,28117,28569,29042,29467,29910,30322,30680,31084,31493,31880,32271,32627,32965,33316,33641,33958,34292,34608,34892,35211,35472,35730,35976,36221,36485,36722,36953,37164,37370,37573,37772,37961,38157,38355,38537,38711,38889,39051,39198,39357,39522,39661,39794,39934,40060,40163,40283,40401,40521,40634,40741,40838,40939,41057,41160,41254,41361,41451,41551,41639,41726,41802,41878,41960,42029,42100};
 
-} // namesapce detail
 } // namespace QuantLib
diff --git a/ql/functional.hpp b/ql/functional.hpp
index ff914c34295..4bb48692666 100644
--- a/ql/functional.hpp
+++ b/ql/functional.hpp
@@ -27,9 +27,7 @@
 #include <ql/qldefines.hpp>
 #include <functional>
 
-namespace QuantLib {
-
-    namespace ext {
+namespace QuantLib::ext {
 
         /*! \deprecated Use std::function instead.
                         Deprecated in version 1.36.
@@ -60,7 +58,7 @@ namespace QuantLib {
         /*! \deprecated Use the std::placeholders namespace instead.
                         Deprecated in version 1.36.
         */
-        namespace [[deprecated("Use the std::placeholders namespace instead")]] placeholders {
+        namespace [[deprecated("Use the std::placeholders namespace instead")]] placeholders {  // NOLINT(modernize-concat-nested-namespaces)
             using namespace std::placeholders;     // NOLINT(misc-unused-using-decls)
         }
 
@@ -76,8 +74,6 @@ namespace QuantLib {
 
     }
 
-}
-
 
 #endif
 
diff --git a/ql/indexes/inflationindex.hpp b/ql/indexes/inflationindex.hpp
index 18cb8cc419f..93243c4e95d 100644
--- a/ql/indexes/inflationindex.hpp
+++ b/ql/indexes/inflationindex.hpp
@@ -244,8 +244,7 @@ namespace QuantLib {
     };
 
 
-    namespace detail {
-        namespace CPI {
+    namespace detail::CPI {
             // Returns either CPI::Flat or CPI::Linear depending on the combination of index and
             // CPI::InterpolationType.
             QuantLib::CPI::InterpolationType effectiveInterpolationType(
@@ -256,7 +255,6 @@ namespace QuantLib {
             // effectively in CPI::Linear
             bool isInterpolated(const QuantLib::CPI::InterpolationType& type = QuantLib::CPI::AsIndex);
         }
-    }
 
 
     // inline
diff --git a/ql/instrument.hpp b/ql/instrument.hpp
index 833665bb0eb..db84d0fc3c4 100644
--- a/ql/instrument.hpp
+++ b/ql/instrument.hpp
@@ -187,7 +187,7 @@ namespace QuantLib {
     template <class T>
     inline T Instrument::result(const std::string& tag) const {
         calculate();
-        std::map<std::string, ext::any>::const_iterator value =
+        auto value =
             additionalResults_.find(tag);
         QL_REQUIRE(value != additionalResults_.end(),
                    tag << " not provided");
diff --git a/ql/instruments/assetswap.cpp b/ql/instruments/assetswap.cpp
index c3465434cd0..47a05b030c4 100644
--- a/ql/instruments/assetswap.cpp
+++ b/ql/instruments/assetswap.cpp
@@ -221,7 +221,7 @@ namespace QuantLib {
                 .withPaymentAdjustment(paymentAdjustment)
                 .withSpreads(spread);
 
-        for (Leg::const_iterator i=legs_[1].begin(); i<legs_[1].end(); ++i)
+        for (auto i=legs_[1].begin(); i<legs_[1].end(); ++i)
             registerWith(*i);
 
         const Leg& bondLeg = bond_->cashflows();
@@ -257,7 +257,7 @@ namespace QuantLib {
         }
 
         QL_REQUIRE(!legs_[0].empty(), "empty bond leg");
-        for (Leg::const_iterator i=legs_[0].begin(); i<legs_[0].end(); ++i)
+        for (auto i=legs_[0].begin(); i<legs_[0].end(); ++i)
             registerWith(*i);
 
         if (payBondCoupon) {
diff --git a/ql/instruments/compositeinstrument.cpp b/ql/instruments/compositeinstrument.cpp
index 0ee7ddc2167..b33a4f80ac7 100644
--- a/ql/instruments/compositeinstrument.cpp
+++ b/ql/instruments/compositeinstrument.cpp
@@ -58,7 +58,7 @@ namespace QuantLib {
     }
 
     void CompositeInstrument::deepUpdate() {
-        for (const_iterator i=components_.begin(); i!=components_.end(); ++i) {
+        for (auto i=components_.begin(); i!=components_.end(); ++i) {
             i->first->deepUpdate();
         }
         update();
diff --git a/ql/instruments/equitytotalreturnswap.cpp b/ql/instruments/equitytotalreturnswap.cpp
index 4af145db7d9..72b25ba111c 100644
--- a/ql/instruments/equitytotalreturnswap.cpp
+++ b/ql/instruments/equitytotalreturnswap.cpp
@@ -91,7 +91,7 @@ namespace QuantLib {
 
         legs_[0].push_back(createEquityCashFlow(schedule_, equityIndex_, nominal_, paymentCalendar_,
                                                 paymentConvention_, paymentDelay_));
-        for (Leg::const_iterator i = legs_[0].begin(); i < legs_[0].end(); ++i)
+        for (auto i = legs_[0].begin(); i < legs_[0].end(); ++i)
             registerWith(*i);
 
         switch (type_) {
@@ -133,7 +133,7 @@ namespace QuantLib {
         legs_[1] = createInterestLeg<IborIndex, IborLeg>(
             schedule_, interestRateIndex, nominal_, dayCounter_, margin_, gearing_,
             paymentCalendar_, paymentConvention_, paymentDelay_);
-        for (Leg::const_iterator i = legs_[1].begin(); i < legs_[1].end(); ++i)
+        for (auto i = legs_[1].begin(); i < legs_[1].end(); ++i)
             registerWith(*i);
     }
 
@@ -162,7 +162,7 @@ namespace QuantLib {
         legs_[1] = createInterestLeg<OvernightIndex, OvernightLeg>(
             schedule_, interestRateIndex, nominal_, dayCounter_, margin_, gearing_,
             paymentCalendar_, paymentConvention_, paymentDelay_);
-        for (Leg::const_iterator i = legs_[1].begin(); i < legs_[1].end(); ++i)
+        for (auto i = legs_[1].begin(); i < legs_[1].end(); ++i)
             registerWith(*i);
     }
 
diff --git a/ql/instruments/floatfloatswap.cpp b/ql/instruments/floatfloatswap.cpp
index 67048ab8dcd..b149e5dc72c 100644
--- a/ql/instruments/floatfloatswap.cpp
+++ b/ql/instruments/floatfloatswap.cpp
@@ -368,10 +368,10 @@ namespace QuantLib {
             nominal2_.push_back(nominal2_.back());
         }
 
-        for (Leg::const_iterator i = legs_[0].begin(); i < legs_[0].end(); ++i)
+        for (auto i = legs_[0].begin(); i < legs_[0].end(); ++i)
             registerWith(*i);
 
-        for (Leg::const_iterator i = legs_[1].begin(); i < legs_[1].end(); ++i)
+        for (auto i = legs_[1].begin(); i < legs_[1].end(); ++i)
             registerWith(*i);
 
         switch (type_) {
@@ -457,7 +457,7 @@ namespace QuantLib {
             } else {
                 ext::shared_ptr<CashFlow> cashflow =
                     ext::dynamic_pointer_cast<CashFlow>(leg1Coupons[i]);
-                std::vector<Date>::const_iterator j =
+                auto j =
                     std::find(arguments->leg1PayDates.begin(),
                               arguments->leg1PayDates.end(), cashflow->date());
                 QL_REQUIRE(j != arguments->leg1PayDates.end(),
@@ -503,7 +503,7 @@ namespace QuantLib {
             } else {
                 ext::shared_ptr<CashFlow> cashflow =
                     ext::dynamic_pointer_cast<CashFlow>(leg2Coupons[i]);
-                std::vector<Date>::const_iterator j =
+                auto j =
                     std::find(arguments->leg2PayDates.begin(),
                               arguments->leg2PayDates.end(), cashflow->date());
                 QL_REQUIRE(j != arguments->leg2PayDates.end(),
diff --git a/ql/instruments/impliedvolatility.hpp b/ql/instruments/impliedvolatility.hpp
index cfcda72d6ff..1721badd5c2 100644
--- a/ql/instruments/impliedvolatility.hpp
+++ b/ql/instruments/impliedvolatility.hpp
@@ -28,9 +28,7 @@
 #include <ql/quotes/simplequote.hpp>
 #include <ql/processes/blackscholesprocess.hpp>
 
-namespace QuantLib {
-
-    namespace detail {
+namespace QuantLib::detail {
 
         //! helper class for one-asset implied-volatility calculation
         /*! The passed engine must be linked to the passed quote (see,
@@ -63,6 +61,4 @@ namespace QuantLib {
 
     }
 
-}
-
 #endif
diff --git a/ql/instruments/nonstandardswap.cpp b/ql/instruments/nonstandardswap.cpp
index 4c0cc7a0f75..b476e468cbe 100644
--- a/ql/instruments/nonstandardswap.cpp
+++ b/ql/instruments/nonstandardswap.cpp
@@ -210,7 +210,7 @@ namespace QuantLib {
             floatingNominal_.push_back(floatingNominal_.back());
         }
 
-        for (Leg::const_iterator i = legs_[1].begin(); i < legs_[1].end(); ++i)
+        for (auto i = legs_[1].begin(); i < legs_[1].end(); ++i)
             registerWith(*i);
 
         switch (type_) {
@@ -259,7 +259,7 @@ namespace QuantLib {
             } else {
                 ext::shared_ptr<CashFlow> cashflow =
                     ext::dynamic_pointer_cast<CashFlow>(fixedCoupons[i]);
-                std::vector<Date>::const_iterator j =
+                auto j =
                     std::find(arguments->fixedPayDates.begin(),
                               arguments->fixedPayDates.end(), cashflow->date());
                 QL_REQUIRE(j != arguments->fixedPayDates.end(),
@@ -308,7 +308,7 @@ namespace QuantLib {
             } else {
                 ext::shared_ptr<CashFlow> cashflow =
                     ext::dynamic_pointer_cast<CashFlow>(floatingCoupons[i]);
-                std::vector<Date>::const_iterator j = std::find(
+                auto j = std::find(
                     arguments->floatingPayDates.begin(),
                     arguments->floatingPayDates.end(), cashflow->date());
                 QL_REQUIRE(j != arguments->floatingPayDates.end(),
diff --git a/ql/instruments/zerocouponswap.cpp b/ql/instruments/zerocouponswap.cpp
index 39cf0ed7370..0fd5919e173 100644
--- a/ql/instruments/zerocouponswap.cpp
+++ b/ql/instruments/zerocouponswap.cpp
@@ -62,7 +62,7 @@ namespace QuantLib {
 
         legs_[1].push_back(compoundedSubPeriodicCoupon(paymentDate_, startDate, maturityDate,
                                                        baseNominal_, iborIndex_));
-        for (Leg::const_iterator i = legs_[1].begin(); i < legs_[1].end(); ++i)
+        for (auto i = legs_[1].begin(); i < legs_[1].end(); ++i)
             registerWith(*i);
 
         switch (type_) {
diff --git a/ql/math/integrals/exponentialintegrals.hpp b/ql/math/integrals/exponentialintegrals.hpp
index eff7d4fbbe3..e52307b63cb 100644
--- a/ql/math/integrals/exponentialintegrals.hpp
+++ b/ql/math/integrals/exponentialintegrals.hpp
@@ -30,27 +30,23 @@
 #define M_EULER_MASCHERONI 0.5772156649015328606065121
 #endif
 
-namespace QuantLib {
-    /*! References:
-
-        B. Rowe et al: GALSIM: The modular galaxy image simulation toolkit
-        https://arxiv.org/abs/1407.7676
-
-        V. Pegoraro, P. Slusallek:
-        On the Evaluation of the Complex-Valued Exponential Integral
-        https://www.sci.utah.edu/~vpegorar/research/2011_JGT.pdf
-
-    */
+/*! References:
+    B. Rowe et al: GALSIM: The modular galaxy image simulation toolkit
+    https://arxiv.org/abs/1407.7676
+    V. Pegoraro, P. Slusallek:
+    On the Evaluation of the Complex-Valued Exponential Integral
+    https://www.sci.utah.edu/~vpegorar/research/2011_JGT.pdf
+*/
+namespace QuantLib::ExponentialIntegral {
+    
+    Real Si(Real x);
+    Real Ci(Real x);
 
-    namespace ExponentialIntegral {
-        Real Si(Real x);
-        Real Ci(Real x);
+    std::complex<Real> Ci(const std::complex<Real>& z);
+    std::complex<Real> Si(const std::complex<Real>& z);
+    std::complex<Real> E1(const std::complex<Real>& z);
+    std::complex<Real> Ei(const std::complex<Real>& z);
 
-        std::complex<Real> Ci(const std::complex<Real>& z);
-        std::complex<Real> Si(const std::complex<Real>& z);
-        std::complex<Real> E1(const std::complex<Real>& z);
-        std::complex<Real> Ei(const std::complex<Real>& z);
-    }
 }
 
 #endif
diff --git a/ql/math/interpolations/xabrinterpolation.hpp b/ql/math/interpolations/xabrinterpolation.hpp
index 035b86ad7dd..d2f3516e450 100644
--- a/ql/math/interpolations/xabrinterpolation.hpp
+++ b/ql/math/interpolations/xabrinterpolation.hpp
@@ -45,9 +45,7 @@
 #include <ql/utilities/null.hpp>
 #include <utility>
 
-namespace QuantLib {
-
-namespace detail {
+namespace QuantLib::detail {
 
 template <typename Model> class XABRCoeffHolder {
   public:
@@ -323,7 +321,6 @@ class XABRInterpolationImpl final : public Interpolation::templateImpl<I1, I2>,
     VolatilityType volatilityType_;
 };
 
-} // namespace detail
 } // namespace QuantLib
 
 #endif
diff --git a/ql/math/optimization/lmdif.cpp b/ql/math/optimization/lmdif.cpp
index 61f17f813dd..2a8e2b2cdfa 100644
--- a/ql/math/optimization/lmdif.cpp
+++ b/ql/math/optimization/lmdif.cpp
@@ -65,8 +65,7 @@ or guarantee.
 #include <cmath>
 #include <cstdio>
 
-namespace QuantLib {
-  namespace MINPACK {
+namespace QuantLib::MINPACK {
 #define BUG 0
 /* resolution of arithmetic */
 double MACHEP = 1.2e-16;
@@ -1668,7 +1667,6 @@ if(nprint > 0)
 */
 }
 }
-}
 
 /************************fdjac2.c*************************/
 
diff --git a/ql/math/optimization/lmdif.hpp b/ql/math/optimization/lmdif.hpp
index 6b6d18d8c77..f22eec0eb9c 100644
--- a/ql/math/optimization/lmdif.hpp
+++ b/ql/math/optimization/lmdif.hpp
@@ -28,9 +28,7 @@
 #include <ql/types.hpp>
 #include <ql/functional.hpp>
 
-namespace QuantLib {
-
-    namespace MINPACK {
+namespace QuantLib::MINPACK {
         typedef std::function<void (int,
                                       int, 
                                       Real*,
@@ -58,5 +56,4 @@ namespace QuantLib {
         void qrfac(int m,int n,Real* a,int, int pivot,int* ipvt,
                    int,Real* rdiag,Real* acnorm,Real* wa);
     }
-}
 #endif
diff --git a/ql/methods/finitedifferences/stepconditions/fdmarithmeticaveragecondition.cpp b/ql/methods/finitedifferences/stepconditions/fdmarithmeticaveragecondition.cpp
index cc63250fc9f..ee2beeffdc2 100644
--- a/ql/methods/finitedifferences/stepconditions/fdmarithmeticaveragecondition.cpp
+++ b/ql/methods/finitedifferences/stepconditions/fdmarithmeticaveragecondition.cpp
@@ -60,7 +60,7 @@ namespace QuantLib {
         QL_REQUIRE(mesher_->layout()->size() == a.size(),
                    "inconsistent array dimensions");
 
-        const std::vector<Time>::const_iterator iter
+        const auto iter
             = std::find(averageTimes_.begin(), averageTimes_.end(), t);
         const Size nTimes
             = std::count(averageTimes_.begin(), averageTimes_.end(), t);
diff --git a/ql/methods/finitedifferences/stepconditions/fdmsimplestoragecondition.cpp b/ql/methods/finitedifferences/stepconditions/fdmsimplestoragecondition.cpp
index 0e80b7b8c20..23fec6d4f38 100644
--- a/ql/methods/finitedifferences/stepconditions/fdmsimplestoragecondition.cpp
+++ b/ql/methods/finitedifferences/stepconditions/fdmsimplestoragecondition.cpp
@@ -47,7 +47,7 @@ namespace QuantLib {
     }
 
     void FdmSimpleStorageCondition::applyTo(Array& a, Time t) const {
-        const std::vector<Time>::const_iterator iter
+        const auto iter
             = std::find(exerciseTimes_.begin(), exerciseTimes_.end(), t);
 
         if (iter != exerciseTimes_.end()) {
diff --git a/ql/methods/finitedifferences/stepconditions/fdmsimpleswingcondition.cpp b/ql/methods/finitedifferences/stepconditions/fdmsimpleswingcondition.cpp
index d2487418c54..1534c48d6fe 100644
--- a/ql/methods/finitedifferences/stepconditions/fdmsimpleswingcondition.cpp
+++ b/ql/methods/finitedifferences/stepconditions/fdmsimpleswingcondition.cpp
@@ -35,7 +35,7 @@ namespace QuantLib {
 
     void FdmSimpleSwingCondition::applyTo(Array& a, Time t) const {
 
-        const std::vector<Time>::const_iterator iter
+        const auto iter
             = std::find(exerciseTimes_.begin(), exerciseTimes_.end(), t);
         const Size maxExerciseValue=mesher_->layout()->dim()[swingDirection_]-1;
 
diff --git a/ql/methods/finitedifferences/utilities/localvolrndcalculator.cpp b/ql/methods/finitedifferences/utilities/localvolrndcalculator.cpp
index d041e51f441..8b0cb79d6ed 100644
--- a/ql/methods/finitedifferences/utilities/localvolrndcalculator.cpp
+++ b/ql/methods/finitedifferences/utilities/localvolrndcalculator.cpp
@@ -112,9 +112,9 @@ namespace QuantLib {
                     + probabilityInterpolation(0, x)*(t - tMin)/deltaT;
         }
         else {
-            const TimeGrid::const_iterator lb
+            const auto lb
                 = std::lower_bound(timeGrid_->begin(), timeGrid_->end(), t);
-            const TimeGrid::const_iterator llb = lb-1;
+            const auto llb = lb-1;
 
             const Size idx = std::distance(timeGrid_->begin(), lb)-1;
 
diff --git a/ql/optional.cpp b/ql/optional.cpp
index 9c6dd362de4..5d762700c8e 100644
--- a/ql/optional.cpp
+++ b/ql/optional.cpp
@@ -19,9 +19,7 @@
 
 #include <ql/optional.hpp>
 
-namespace QuantLib {
-
-    namespace ext {
+namespace QuantLib::ext {
 
         #if !defined(QL_USE_STD_OPTIONAL)
         const boost::none_t& nullopt = boost::none;
@@ -29,5 +27,3 @@ namespace QuantLib {
 
     }
 
-}
-
diff --git a/ql/optional.hpp b/ql/optional.hpp
index bb7c27d0934..e25d38f85cf 100644
--- a/ql/optional.hpp
+++ b/ql/optional.hpp
@@ -32,9 +32,7 @@
 #include <boost/optional.hpp>
 #endif
 
-namespace QuantLib {
-
-    namespace ext {
+namespace QuantLib::ext {
 
         #if defined(QL_USE_STD_OPTIONAL)
         using std::optional;                    // NOLINT(misc-unused-using-decls)
@@ -48,6 +46,4 @@ namespace QuantLib {
 
     }
 
-}
-
 #endif
diff --git a/ql/pricingengines/basket/stulzengine.cpp b/ql/pricingengines/basket/stulzengine.cpp
index a7379a09e16..8c52893278f 100644
--- a/ql/pricingengines/basket/stulzengine.cpp
+++ b/ql/pricingengines/basket/stulzengine.cpp
@@ -51,11 +51,11 @@ namespace QuantLib {
 
             Real alfa, beta, gamma;
             if (strike != 0.0) {
-                BivariateCumulativeNormalDistribution bivCNorm =
+                auto bivCNorm =
                     BivariateCumulativeNormalDistribution(rho);
-                BivariateCumulativeNormalDistribution bivCNormMod2 =
+                auto bivCNormMod2 =
                     BivariateCumulativeNormalDistribution(modRho2);
-                BivariateCumulativeNormalDistribution bivCNormMod1 =
+                auto bivCNormMod1 =
                     BivariateCumulativeNormalDistribution(modRho1);
 
                 Real D1_1 =
diff --git a/ql/pricingengines/capfloor/mchullwhiteengine.cpp b/ql/pricingengines/capfloor/mchullwhiteengine.cpp
index 4e9f51fce4d..ac8edb96ad4 100644
--- a/ql/pricingengines/capfloor/mchullwhiteengine.cpp
+++ b/ql/pricingengines/capfloor/mchullwhiteengine.cpp
@@ -21,9 +21,7 @@
 #include <ql/pricingengines/capfloor/mchullwhiteengine.hpp>
 #include <utility>
 
-namespace QuantLib {
-
-    namespace detail {
+namespace QuantLib::detail {
 
         HullWhiteCapFloorPricer::HullWhiteCapFloorPricer(const CapFloor::arguments& args,
                                                          ext::shared_ptr<HullWhite> model,
@@ -110,5 +108,3 @@ namespace QuantLib {
 
     }
 
-}
-
diff --git a/ql/pricingengines/credit/isdacdsengine.cpp b/ql/pricingengines/credit/isdacdsengine.cpp
index d03fe65f8ed..f910b74f680 100644
--- a/ql/pricingengines/credit/isdacdsengine.cpp
+++ b/ql/pricingengines/credit/isdacdsengine.cpp
@@ -163,7 +163,7 @@ namespace QuantLib {
         Real P0 = discountCurve_->discount(d0);
         Real Q0 = probability_->survivalProbability(d0);
         Date d1;
-        std::vector<Date>::const_iterator it =
+        auto it =
             std::upper_bound(nodes.begin(), nodes.end(), effectiveProtectionStart);
 
         for(;it != nodes.end(); ++it) {
@@ -232,16 +232,16 @@ namespace QuantLib {
                 localNodes.push_back(start);
                 //add intermediary nodes, if any
                 if (forwardsInCouponPeriod_ == Piecewise) {
-                    std::vector<Date>::const_iterator it0 =
+                    auto it0 =
                         std::upper_bound(nodes.begin(), nodes.end(), start);
-                    std::vector<Date>::const_iterator it1 =
+                    auto it1 =
                         std::lower_bound(nodes.begin(), nodes.end(), end);
                     localNodes.insert(localNodes.end(), it0, it1);
                 }
                 localNodes.push_back(end);
 
                 Real defaultAccrThisNode = 0.;
-                std::vector<Date>::const_iterator node = localNodes.begin();
+                auto node = localNodes.begin();
                 Real t0 = discountCurve_->timeFromReference(*node);
                 Real P0 = discountCurve_->discount(*node);
                 Real Q0 = probability_->survivalProbability(*node);
diff --git a/ql/pricingengines/forward/replicatingvarianceswapengine.hpp b/ql/pricingengines/forward/replicatingvarianceswapengine.hpp
index f3ab30133dc..12e9267be39 100644
--- a/ql/pricingengines/forward/replicatingvarianceswapengine.hpp
+++ b/ql/pricingengines/forward/replicatingvarianceswapengine.hpp
@@ -125,7 +125,7 @@ namespace QuantLib {
 
 
 
-        for (std::vector<Real>::const_iterator k=strikes.begin();
+        for (auto k=strikes.begin();
              // added end-strike discarded
              k<strikes.end()-1;
              ++k) {
diff --git a/ql/pricingengines/swap/cvaswapengine.cpp b/ql/pricingengines/swap/cvaswapengine.cpp
index cbc9ab34156..885aabfe294 100644
--- a/ql/pricingengines/swap/cvaswapengine.cpp
+++ b/ql/pricingengines/swap/cvaswapengine.cpp
@@ -124,7 +124,7 @@ namespace QuantLib {
         cumPutVal = 0.;
     // Vanilla swap so 0 leg is floater
 
-    std::vector<Date>::const_iterator nextFD = 
+    auto nextFD = 
       arguments_.fixedPayDates.begin();
     Date swapletStart = priceDate;
     while (*nextFD < priceDate) ++nextFD;
diff --git a/ql/processes/gsrprocesscore.cpp b/ql/processes/gsrprocesscore.cpp
index 271c2b6cc60..b4c037ec658 100644
--- a/ql/processes/gsrprocesscore.cpp
+++ b/ql/processes/gsrprocesscore.cpp
@@ -23,9 +23,7 @@
 using std::exp;
 using std::pow;
 
-namespace QuantLib {
-
-namespace detail {
+namespace QuantLib::detail {
 
 GsrProcessCore::GsrProcessCore(const Array &times, const Array &vols,
                                const Array &reversions, const Real T)
@@ -70,7 +68,7 @@ Real GsrProcessCore::expectation_x0dep_part(const Time w, const Real xw,
     Real t = w + dt;
     std::pair<Real, Real> key;
     key = std::make_pair(w, t);
-    std::map<std::pair<Real, Real>, Real>::const_iterator k = cache1_.find(key);
+    auto k = cache1_.find(key);
     if (k != cache1_.end())
         return xw * (k->second);
     // A(w,t)x(w)
@@ -89,7 +87,7 @@ Real GsrProcessCore::expectation_rn_part(const Time w,
 
     std::pair<Real, Real> key;
     key = std::make_pair(w, t);
-    std::map<std::pair<Real, Real>, Real>::const_iterator k =
+    auto k =
         cache2a_.find(key);
     if (k != cache2a_.end())
         return k->second;
@@ -162,7 +160,7 @@ Real GsrProcessCore::expectation_tf_part(const Time w,
 
     std::pair<Real, Real> key;
     key = std::make_pair(w, t);
-    std::map<std::pair<Real, Real>, Real>::const_iterator k =
+    auto k =
         cache2b_.find(key);
     if (k != cache2b_.end())
         return k->second;
@@ -239,7 +237,7 @@ Real GsrProcessCore::variance(const Time w, const Time dt) const {
 
     std::pair<Real, Real> key;
     key = std::make_pair(w, t);
-    std::map<std::pair<Real, Real>, Real>::const_iterator k = cache3_.find(key);
+    auto k = cache3_.find(key);
     if (k != cache3_.end())
         return k->second;
 
@@ -266,7 +264,7 @@ Real GsrProcessCore::variance(const Time w, const Time dt) const {
 Real GsrProcessCore::y(const Time t) const {
     Real key;
     key = t;
-    std::map<Real, Real>::const_iterator k = cache4_.find(key);
+    auto k = cache4_.find(key);
     if (k != cache4_.end())
         return k->second;
 
@@ -290,7 +288,7 @@ Real GsrProcessCore::y(const Time t) const {
 Real GsrProcessCore::G(const Time t, const Time w) const {
     std::pair<Real, Real> key;
     key = std::make_pair(w, t);
-    std::map<std::pair<Real, Real>, Real>::const_iterator k = cache5_.find(key);
+    auto k = cache5_.find(key);
     if (k != cache5_.end())
         return k->second;
 
@@ -362,6 +360,4 @@ bool GsrProcessCore::revZero(const Size index) const {
     return revZero_[index];
 }
 
-} // namespace detail
-
 } // namesapce QuantLib
diff --git a/ql/processes/gsrprocesscore.hpp b/ql/processes/gsrprocesscore.hpp
index b662702f042..41ef24a5115 100644
--- a/ql/processes/gsrprocesscore.hpp
+++ b/ql/processes/gsrprocesscore.hpp
@@ -32,9 +32,7 @@
 #include <ql/math/comparison.hpp>
 #include <map>
 
-namespace QuantLib {
-
-namespace detail {
+namespace QuantLib::detail {
 
 class GsrProcessCore {
   public:
@@ -99,8 +97,6 @@ inline Real GsrProcessCore::reversion(const Time t) const {
     return rev(lowerIndex(t));
 }
 
-} // namespace detail
-
 } // namespace QuantLib
 
 #endif
diff --git a/ql/shared_ptr.hpp b/ql/shared_ptr.hpp
index 90bc28d3bd4..64e09b96f94 100644
--- a/ql/shared_ptr.hpp
+++ b/ql/shared_ptr.hpp
@@ -34,9 +34,7 @@
 #include <boost/enable_shared_from_this.hpp>
 #endif
 
-namespace QuantLib {
-
-    namespace ext {
+namespace QuantLib::ext {
 
         #if defined(QL_USE_STD_SHARED_PTR)
         using std::shared_ptr;                   // NOLINT(misc-unused-using-decls)
@@ -56,8 +54,6 @@ namespace QuantLib {
 
     }
 
-}
-
 
 #endif
 
diff --git a/ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.cpp b/ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.cpp
index bcea34c1f55..6233abe486b 100644
--- a/ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.cpp
+++ b/ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.cpp
@@ -508,7 +508,7 @@ namespace QuantLib {
     Real AndreasenHugeVolatilityInterpl::optionPrice(
         Time t, Real strike, Option::Type optionType) const {
 
-        TimeValueCacheType::const_iterator f = priceCache_.find(t);
+        auto f = priceCache_.find(t);
 
         const DiscountFactor df = rTS_->discount(t);
 
@@ -590,7 +590,7 @@ namespace QuantLib {
 
     Volatility AndreasenHugeVolatilityInterpl::localVol(Time t, Real strike)
     const {
-        TimeValueCacheType::const_iterator f = localVolCache_.find(t);
+        auto f = localVolCache_.find(t);
 
         if (f != localVolCache_.end())
             return getCacheValue(strike, f);
diff --git a/ql/termstructures/volatility/optionlet/optionletstripper2.cpp b/ql/termstructures/volatility/optionlet/optionletstripper2.cpp
index a0e8a5633b1..49c7f2bc88f 100644
--- a/ql/termstructures/volatility/optionlet/optionletstripper2.cpp
+++ b/ql/termstructures/volatility/optionlet/optionletstripper2.cpp
@@ -102,7 +102,7 @@ namespace QuantLib {
                     adjustedVol = unadjustedVol + spreadsVolImplied_[j];
 
                     // insert adjusted volatility
-                    std::vector<Rate>::const_iterator previous =
+                    auto previous =
                         std::lower_bound(optionletStrikes_[i].begin(),
                                          optionletStrikes_[i].end(),
                                          atmCapFloorStrikes_[j]);
diff --git a/ql/time/schedule.hpp b/ql/time/schedule.hpp
index ce11e1c543b..36479bf4b3a 100644
--- a/ql/time/schedule.hpp
+++ b/ql/time/schedule.hpp
@@ -190,7 +190,7 @@ namespace QuantLib {
     inline const Period& Schedule::tenor() const {
         QL_REQUIRE(hasTenor(),
                    "full interface (tenor) not available");
-        return *tenor_;
+        return *tenor_;  // NOLINT(bugprone-unchecked-optional-access)
     }
 
     inline BusinessDayConvention Schedule::businessDayConvention() const {
@@ -206,7 +206,7 @@ namespace QuantLib {
     Schedule::terminationDateBusinessDayConvention() const {
         QL_REQUIRE(hasTerminationDateBusinessDayConvention(),
                    "full interface (termination date bdc) not available");
-        return *terminationDateConvention_;
+        return *terminationDateConvention_;  // NOLINT(bugprone-unchecked-optional-access)
     }
 
     inline bool Schedule::hasRule() const {
@@ -215,7 +215,7 @@ namespace QuantLib {
 
     inline DateGeneration::Rule Schedule::rule() const {
         QL_REQUIRE(hasRule(), "full interface (rule) not available");
-        return *rule_;
+        return *rule_;  // NOLINT(bugprone-unchecked-optional-access)
     }
 
     inline bool Schedule::hasEndOfMonth() const {
@@ -225,7 +225,7 @@ namespace QuantLib {
     inline bool Schedule::endOfMonth() const {
         QL_REQUIRE(hasEndOfMonth(),
                    "full interface (end of month) not available");
-        return *endOfMonth_;
+        return *endOfMonth_;  // NOLINT(bugprone-unchecked-optional-access)
     }
 
 }
diff --git a/ql/timegrid.hpp b/ql/timegrid.hpp
index 3581ad6a200..fdae12f843c 100644
--- a/ql/timegrid.hpp
+++ b/ql/timegrid.hpp
@@ -115,7 +115,7 @@ namespace QuantLib {
 
             Time periodBegin = 0.0;
             times_.push_back(periodBegin);
-            for (std::vector<Time>::const_iterator t=mandatoryTimes_.begin();
+            for (auto t=mandatoryTimes_.begin();
                                                    t<mandatoryTimes_.end();
                                                    ++t) {
                 Time periodEnd = *t;
diff --git a/ql/timeseries.hpp b/ql/timeseries.hpp
index 15f454f71a7..b5e1f7d896b 100644
--- a/ql/timeseries.hpp
+++ b/ql/timeseries.hpp
@@ -94,7 +94,7 @@ namespace QuantLib {
         //@{
         //! returns the (possibly null) datum corresponding to the given date
         T operator[](const Date& d) const {
-            typename Container::const_iterator found = values_.find(d);
+            auto found = values_.find(d);
             if (found == values_.cend())
                 return Null<T>();
             return found->second;
@@ -233,7 +233,7 @@ namespace QuantLib {
     template <class T, class C>
     inline typename TimeSeries<T,C>::const_iterator
     TimeSeries<T,C>::find(const Date& d) {
-        const_iterator i = values_.find(d);
+        auto i = values_.find(d);
         if (i == values_.end()) {
             values_[d] = Null<T>();
             i = values_.find(d);
diff --git a/ql/tuple.hpp b/ql/tuple.hpp
index 0ca95966135..4f65c7b2c94 100644
--- a/ql/tuple.hpp
+++ b/ql/tuple.hpp
@@ -27,9 +27,7 @@
 #include <ql/qldefines.hpp>
 #include <tuple>
 
-namespace QuantLib {
-
-    namespace ext {
+namespace QuantLib::ext {
 
         /*! \deprecated Use std::tuple instead.
                         Deprecated in version 1.36.
@@ -54,8 +52,6 @@ namespace QuantLib {
 
     }
 
-}
-
 
 #endif
 
diff --git a/ql/utilities/dataformatters.cpp b/ql/utilities/dataformatters.cpp
index 69af7baf357..00bb2626162 100644
--- a/ql/utilities/dataformatters.cpp
+++ b/ql/utilities/dataformatters.cpp
@@ -20,9 +20,7 @@
 #include <ql/utilities/dataformatters.hpp>
 #include <ostream>
 
-namespace QuantLib {
-
-    namespace detail {
+namespace QuantLib::detail {
 
         std::ostream& operator<<(std::ostream& out,
                                  const ordinal_holder& holder) {
@@ -58,5 +56,3 @@ namespace QuantLib {
 
     }
 
-}
-
diff --git a/ql/utilities/tracing.cpp b/ql/utilities/tracing.cpp
index 5b92818f5f0..6d9266df8f5 100644
--- a/ql/utilities/tracing.cpp
+++ b/ql/utilities/tracing.cpp
@@ -20,14 +20,8 @@
 #include <ql/utilities/tracing.hpp>
 #include <iostream>
 
-namespace QuantLib {
-
-    // defined here in order not to include the full <iostream> in the header
-
-    namespace detail {
+namespace QuantLib::detail {
 
         Tracing::Tracing() : out_(&std::cerr) {}
     }
 
-}
-
diff --git a/ql/utilities/tracing.hpp b/ql/utilities/tracing.hpp
index 8b6140f4347..0e8f365f66f 100644
--- a/ql/utilities/tracing.hpp
+++ b/ql/utilities/tracing.hpp
@@ -30,9 +30,7 @@
 #include <boost/current_function.hpp>
 #include <iosfwd>
 
-namespace QuantLib {
-
-    namespace detail {
+namespace QuantLib::detail {
 
         class Tracing : public Singleton<Tracing> {
             friend class QuantLib::Singleton<Tracing>;
@@ -61,8 +59,6 @@ namespace QuantLib {
 
     }
 
-}
-
 /*! \addtogroup macros
     @{
 */
diff --git a/ql/utilities/vectors.hpp b/ql/utilities/vectors.hpp
index e80cc8fd07a..81277464129 100644
--- a/ql/utilities/vectors.hpp
+++ b/ql/utilities/vectors.hpp
@@ -27,9 +27,7 @@
 #include <ql/types.hpp>
 #include <vector>
 
-namespace QuantLib {
-
-    namespace detail {
+namespace QuantLib::detail {
 
         template <class T, class U>
         T get(const std::vector<T>& v,
@@ -46,7 +44,5 @@ namespace QuantLib {
 
     }
 
-}
-
 
 #endif
diff --git a/test-suite/americanoption.cpp b/test-suite/americanoption.cpp
index 570563e0191..c026fc31f35 100644
--- a/test-suite/americanoption.cpp
+++ b/test-suite/americanoption.cpp
@@ -1989,7 +1989,7 @@ BOOST_AUTO_TEST_CASE(testBjerksundStenslandAmericanGreeks) {
                             const Real rho = option.rho();
                             const Real vega = option.vega();
                             const Real theta = option.theta();
-                            const std::string exerciseType = ext::any_cast<std::string>(
+                            const auto exerciseType = ext::any_cast<std::string>(
                                 option.additionalResults().find("exerciseType")->second);
 
                             OneAssetOption::results numericalResults;
@@ -2145,7 +2145,7 @@ BOOST_AUTO_TEST_CASE(testSingleBjerksundStenslandGreeks) {
     const Real vega = option.vega();
     const Real theta = option.theta();
     const Real thetaPerDay = option.thetaPerDay();
-    const std::string exerciseType = ext::any_cast<std::string>(
+    const auto exerciseType = ext::any_cast<std::string>(
         option.additionalResults().find("exerciseType")->second);
 
     const Real expectedNpv = 17.9251834488399169;
diff --git a/test-suite/bonds.cpp b/test-suite/bonds.cpp
index 92c6d0f18c1..7fa58622e97 100644
--- a/test-suite/bonds.cpp
+++ b/test-suite/bonds.cpp
@@ -1771,7 +1771,7 @@ BOOST_AUTO_TEST_CASE(testBasisPointValue) {
     DayCounter dayCounter = Thirty360(Thirty360::USA);
     Compounding compounding = Compounded;
     Frequency frequency = Semiannual;
-    Period period = Period(frequency);
+    auto period = Period(frequency);
 
     Schedule fixedBondSchedule(datedDate,
             maturity,
diff --git a/test-suite/cliquetoption.cpp b/test-suite/cliquetoption.cpp
index 6fe965f89c6..2b9d97311ad 100644
--- a/test-suite/cliquetoption.cpp
+++ b/test-suite/cliquetoption.cpp
@@ -296,7 +296,7 @@ BOOST_AUTO_TEST_CASE(testMcPerformance) {
             for (int length : lengths) {
                 for (auto& frequencie : frequencies) {
 
-                    Period tenor = Period(frequencie);
+                    auto tenor = Period(frequencie);
                     ext::shared_ptr<EuropeanExercise> maturity(
                         new EuropeanExercise(today + length * tenor));
 
diff --git a/test-suite/defaultprobabilitycurves.cpp b/test-suite/defaultprobabilitycurves.cpp
index bf5ae49a727..7a96ebfac20 100644
--- a/test-suite/defaultprobabilitycurves.cpp
+++ b/test-suite/defaultprobabilitycurves.cpp
@@ -491,7 +491,7 @@ BOOST_AUTO_TEST_CASE(testIterativeBootstrapRetries) {
 
     // Create the CDS spread helpers.
     vector<ext::shared_ptr<DefaultProbabilityHelper> > instruments;
-    for (map<Period, Rate>::const_iterator it = cdsSpreads.begin(); it != cdsSpreads.end(); ++it) {
+    for (auto it = cdsSpreads.begin(); it != cdsSpreads.end(); ++it) {
         instruments.push_back(ext::make_shared<SpreadCdsHelper>(
             it->second, it->first, settlementDays, calendar,
                                 frequency, paymentConvention, rule, dayCounter, recoveryRate, usdYts, true, true, Date(),
diff --git a/test-suite/hestonmodel.cpp b/test-suite/hestonmodel.cpp
index 75f439a7bac..aa29a02f31e 100644
--- a/test-suite/hestonmodel.cpp
+++ b/test-suite/hestonmodel.cpp
@@ -971,7 +971,7 @@ BOOST_AUTO_TEST_CASE(testDifferentIntegrals, *precondition(if_speed(Fast))) {
     };
     const Real tol[] = { 1e-3, 1e-3, 0.2, 0.01, 1e-3 };
 
-    for (std::vector<HestonParameter>::const_iterator iter = params.begin();
+    for (auto iter = params.begin();
          iter != params.end(); ++iter) {
 
         Handle<Quote> s0(ext::make_shared<SimpleQuote>(1.0));
diff --git a/test-suite/piecewiseyieldcurve.cpp b/test-suite/piecewiseyieldcurve.cpp
index 2e70737c8fd..91b75e15add 100644
--- a/test-suite/piecewiseyieldcurve.cpp
+++ b/test-suite/piecewiseyieldcurve.cpp
@@ -1434,7 +1434,7 @@ BOOST_AUTO_TEST_CASE(testIterativeBootstrapRetries) {
 
     // Create the FX swap rate helpers for the ARS in USD curve.
     vector<ext::shared_ptr<RateHelper> > instruments;
-    for (map<Period, Real>::const_iterator it = arsFwdPoints.begin(); it != arsFwdPoints.end(); ++it) {
+    for (auto it = arsFwdPoints.begin(); it != arsFwdPoints.end(); ++it) {
         Handle<Quote> arsFwd(ext::make_shared<SimpleQuote>(it->second));
         instruments.push_back(ext::make_shared<FxSwapRateHelper>(arsFwd, arsSpot, it->first, 2,
             UnitedStates(UnitedStates::GovernmentBond), Following, false, true, usdYts));
diff --git a/test-suite/quantooption.cpp b/test-suite/quantooption.cpp
index 94e96c688b3..502f0996faf 100644
--- a/test-suite/quantooption.cpp
+++ b/test-suite/quantooption.cpp
@@ -1103,7 +1103,7 @@ BOOST_AUTO_TEST_CASE(testPDEOptionValues)  {
         expected["gamma"] = option.delta();
         expected["theta"] = option.delta();
 
-        for (std::map<std::string,Real>::const_iterator it = calculated.begin();
+        for (auto it = calculated.begin();
              it != calculated.end(); ++it) {
 
             const std::string greek = it->first;