Avoid a few code-scanning warnings

lballabio · Aug 4, 2023 · 5443aef · 5443aef
1 parent 94eae2c
commit 5443aef
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Showing 2 changed files with 4 additions and 4 deletions.
diff --git a/test-suite/americanoption.cpp b/test-suite/americanoption.cpp
@@ -1959,7 +1959,7 @@ void AmericanOptionTest::testBjerksundStenslandEuropeanGreeks() {
         );
         europeanOption.setPricingEngine(europeanEngine);
 
-        const Real tol = 1000*QL_EPSILON;
+        constexpr double tol = 1000*QL_EPSILON;
 
         BOOST_CHECK_CLOSE(europeanOption.NPV(), americanOption.NPV(), tol);
         BOOST_CHECK_CLOSE(europeanOption.delta(), americanOption.delta(), tol);
@@ -2225,7 +2225,7 @@ void AmericanOptionTest::testSingleBjerksundStenslandGreeks() {
     const Real expectedTheta = -4.22540293840206704;
 
     const auto report = [=](Real value, Real expectedValue, const std::string& name) {
-        const Real tol = 1e6*QL_EPSILON;
+        constexpr double tol = 1e6*QL_EPSILON;
         const Real error = std::abs(value-expectedValue);
         if (error > tol)
             REPORT_FAILURE(name, \

diff --git a/test-suite/interpolations.cpp b/test-suite/interpolations.cpp
@@ -2440,7 +2440,7 @@ void InterpolationTest::testChebyshevInterpolation() {
 void InterpolationTest::testChebyshevInterpolationOnNodes() {
     BOOST_TEST_MESSAGE("Testing Chebyshev interpolation on and around nodes...");
 
-    const Real tol = 10*QL_EPSILON;
+    constexpr double tol = 10*QL_EPSILON;
     const auto testFct = [](Real x) { return std::sin(x);};
 
     const Size nrNodes = 7;
@@ -2501,7 +2501,7 @@ void InterpolationTest::testChebyshevInterpolationUpdateY() {
     Array yd({6, 4, 5, 6});
     interp.updateY(yd);
 
-    const Real tol = 10*QL_EPSILON;
+    constexpr double tol = 10*QL_EPSILON;
 
     for (Size i=0; i < y.size(); ++i) {
         const Real expected = yd[i];