Unsuppress bugprone-multiple-new-in-one-expression (#1758)

.clang-tidy

@@ -8,7 +8,6 @@ Checks: >
           -bugprone-empty-catch,
           -bugprone-implicit-widening-of-multiplication-result,
           -bugprone-macro-parentheses,
-          -bugprone-multiple-new-in-one-expression,
           -bugprone-narrowing-conversions,
           -bugprone-non-zero-enum-to-bool-conversion,
           -bugprone-suspicious-include,
@@ -48,7 +47,6 @@ Checks: >
         modernize-*,
           -modernize-avoid-c-arrays,
           -modernize-macro-to-enum,
-          -modernize-make-shared,
           -modernize-return-braced-init-list,
           -modernize-use-emplace,
           -modernize-use-trailing-return-type,
@@ -73,10 +71,14 @@ Checks: >
           -readability-suspicious-call-argument,
           -readability-use-anyofallof,
 HeaderFilterRegex: '.*'
-FormatStyle: file
+FormatStyle: none
 CheckOptions:
   - key:   cppcoreguidelines-special-member-functions.AllowSoleDefaultDtor
     value: 1
+  - key:   modernize-make-shared.MakeSmartPtrFunction
+    value: ext::make_shared
+  - key:   modernize-make-shared.MakeSmartPtrFunctionHeader
+    value: <ql/shared_ptr.hpp>
   - key:   modernize-use-default-member-init.UseAssignment
     value: 1
 ...

Examples/Bonds/Bonds.cpp

@@ -447,7 +447,7 @@ int main(int, char* []) {
          floatingRateBond.setPricingEngine(bondEngine);
 
          // Coupon pricers
-         ext::shared_ptr<IborCouponPricer> pricer(new BlackIborCouponPricer);
+         auto pricer = ext::make_shared<BlackIborCouponPricer>();
 
          // optionLet volatilities
          Volatility volatility = 0.0;

Examples/CDS/CDS.cpp

@@ -348,11 +348,11 @@ std::copy(cdsSchedule.begin(), cdsSchedule.end(),
     Schedule sched( Date(22,September,2014), Date(20,December,2019), 3*Months,
             WeekendsOnly(), Following, Unadjusted, DateGeneration::CDS, false, Date(), Date() );
     ext::shared_ptr<CreditDefaultSwap> trade =
-        ext::shared_ptr<CreditDefaultSwap>(
-            new CreditDefaultSwap(Protection::Buyer, 100000000.0, 0.01, sched,
+        ext::make_shared<CreditDefaultSwap>(
+            Protection::Buyer, 100000000.0, 0.01, sched,
                                   Following, Actual360(), true, true,
                                   Date(22,October,2014), ext::shared_ptr<Claim>(),
-                                  Actual360(true), true));
+                                  Actual360(true), true);
 
     ext::shared_ptr<FixedRateCoupon> cp = ext::dynamic_pointer_cast<FixedRateCoupon>(trade->coupons()[0]);
     std::cout << "first period = " << cp->accrualStartDate() << " to " << cp->accrualEndDate() <<

Examples/ConvertibleBonds/ConvertibleBonds.cpp

@@ -164,12 +164,8 @@ int main(int, char* []) {
                 new BlackConstantVol(settlementDate, calendar,
                                      volatility, dayCounter)));
 
-
-        ext::shared_ptr<BlackScholesMertonProcess> stochasticProcess(
-                              new BlackScholesMertonProcess(underlyingH,
-                                                            flatDividendTS,
-                                                            flatTermStructure,
-                                                            flatVolTS));
+        auto stochasticProcess = ext::make_shared<BlackScholesMertonProcess>(
+            underlyingH, flatDividendTS, flatTermStructure, flatVolTS);
 
         Size timeSteps = 801;
 

Examples/EquityOption/EquityOption.cpp

@@ -117,9 +117,8 @@ int main(int, char* []) {
                                      dayCounter)));
         ext::shared_ptr<StrikedTypePayoff> payoff(
                                         new PlainVanillaPayoff(type, strike));
-        ext::shared_ptr<BlackScholesMertonProcess> bsmProcess(
-                 new BlackScholesMertonProcess(underlyingH, flatDividendTS,
-                                               flatTermStructure, flatVolTS));
+        auto bsmProcess = ext::make_shared<BlackScholesMertonProcess>(
+                underlyingH, flatDividendTS, flatTermStructure, flatVolTS);
 
         // options
         VanillaOption europeanOption(payoff, europeanExercise);

Examples/Gaussian1dModels/Gaussian1dModels.cpp

@@ -503,7 +503,7 @@ int main(int argc, char *argv[]) {
         const Leg &leg1 = underlying4->leg(1);
         ext::shared_ptr<CmsCouponPricer> cmsPricer =
             ext::make_shared<LinearTsrPricer>(swaptionVol, reversionQuote);
-        ext::shared_ptr<IborCouponPricer> iborPricer(new BlackIborCouponPricer);
+        auto iborPricer = ext::make_shared<BlackIborCouponPricer>();
 
         setCouponPricer(leg0, cmsPricer);
         setCouponPricer(leg1, iborPricer);

Examples/Replication/Replication.cpp

@@ -101,9 +101,8 @@ int main(int, char* []) {
         ext::shared_ptr<StrikedTypePayoff> payoff(
                                         new PlainVanillaPayoff(type, strike));
 
-        ext::shared_ptr<BlackScholesProcess> bsProcess(
-                            new BlackScholesProcess(Handle<Quote>(underlying),
-                                                    flatRate, flatVol));
+        auto bsProcess = ext::make_shared<BlackScholesProcess>(
+            Handle<Quote>(underlying), flatRate, flatVol);
 
         ext::shared_ptr<PricingEngine> barrierEngine(
                                         new AnalyticBarrierEngine(bsProcess));

ql/cashflows/digitalcmscoupon.hpp

@@ -46,7 +46,7 @@ namespace QuantLib {
             bool isPutATMIncluded = false,
             Rate putDigitalPayoff = Null<Rate>(),
             const ext::shared_ptr<DigitalReplication> &replication =
-                ext::shared_ptr<DigitalReplication>(new DigitalReplication),
+                ext::make_shared<DigitalReplication>(),
             bool nakedOption = false);
 
         //! \name Visitability
@@ -85,7 +85,7 @@ namespace QuantLib {
         DigitalCmsLeg& withPutPayoffs(const std::vector<Rate>& payoffs);
         DigitalCmsLeg& withReplication(
             const ext::shared_ptr<DigitalReplication> &replication =
-                ext::shared_ptr<DigitalReplication>(new DigitalReplication));
+                ext::make_shared<DigitalReplication>());
         DigitalCmsLeg& withNakedOption(bool nakedOption = true);
 
         operator Leg() const;

ql/cashflows/digitaliborcoupon.hpp

@@ -46,7 +46,7 @@ namespace QuantLib {
             bool isPutATMIncluded = false,
             Rate putDigitalPayoff = Null<Rate>(),
             const ext::shared_ptr<DigitalReplication> &replication =
-                ext::shared_ptr<DigitalReplication>(new DigitalReplication),
+                ext::make_shared<DigitalReplication>(),
             bool nakedOption =false);
 
         //! \name Visitability
@@ -85,7 +85,7 @@ namespace QuantLib {
         DigitalIborLeg& withPutPayoffs(const std::vector<Rate>& payoffs);
         DigitalIborLeg &withReplication(
             const ext::shared_ptr<DigitalReplication> &replication =
-                ext::shared_ptr<DigitalReplication>(new DigitalReplication));
+                ext::make_shared<DigitalReplication>());
         DigitalIborLeg& withNakedOption(bool nakedOption = true);
 
         operator Leg() const;

ql/experimental/basismodels/tenorswaptionvts.cpp

@@ -81,12 +81,12 @@ namespace QuantLib {
         swapRateTarg_ = targSwap->fairRate();
         swapRateFinl_ = finlSwap->fairRate();
         SwaptionCashFlows cfs(
-            ext::shared_ptr<Swaption>(new Swaption(
-                baseSwap, ext::shared_ptr<Exercise>(new EuropeanExercise(exerciseDate)))),
+            ext::make_shared<Swaption>(
+                baseSwap, ext::shared_ptr<Exercise>(new EuropeanExercise(exerciseDate))),
             volTS.discountCurve_);
         SwaptionCashFlows cf2(
-            ext::shared_ptr<Swaption>(new Swaption(
-                targSwap, ext::shared_ptr<Exercise>(new EuropeanExercise(exerciseDate)))),
+            ext::make_shared<Swaption>(
+                targSwap, ext::shared_ptr<Exercise>(new EuropeanExercise(exerciseDate))),
             volTS.discountCurve_);
         // calculate affine TSR model u and v
         // Sum tau_j   (fixed leg)

ql/experimental/coupons/digitalcmsspreadcoupon.hpp

@@ -44,7 +44,7 @@ namespace QuantLib {
             bool isPutATMIncluded = false,
             Rate putDigitalPayoff = Null<Rate>(),
             const ext::shared_ptr<DigitalReplication> &replication =
-                ext::shared_ptr<DigitalReplication>(new DigitalReplication),
+                ext::make_shared<DigitalReplication>(),
             bool nakedOption = false);
 
         //! \name Visitability
@@ -83,7 +83,7 @@ namespace QuantLib {
         DigitalCmsSpreadLeg& withPutPayoffs(const std::vector<Rate>& payoffs);
         DigitalCmsSpreadLeg& withReplication(
             const ext::shared_ptr<DigitalReplication> &replication =
-                ext::shared_ptr<DigitalReplication>(new DigitalReplication));
+                ext::make_shared<DigitalReplication>());
         DigitalCmsSpreadLeg& withNakedOption(bool nakedOption = true);
 
         operator Leg() const;

ql/experimental/coupons/lognormalcmsspreadpricer.cpp

@@ -171,19 +171,19 @@ namespace QuantLib {
                                 << ") should be positive while gearing2 ("
                                 << gearing2_ << ") should be negative");
 
-        c1_ = ext::shared_ptr<CmsCoupon>(new CmsCoupon(
+        c1_ = ext::make_shared<CmsCoupon>(
             coupon_->date(), coupon_->nominal(), coupon_->accrualStartDate(),
             coupon_->accrualEndDate(), coupon_->fixingDays(),
             index_->swapIndex1(), 1.0, 0.0, coupon_->referencePeriodStart(),
             coupon_->referencePeriodEnd(), coupon_->dayCounter(),
-            coupon_->isInArrears()));
+            coupon_->isInArrears());
 
-        c2_ = ext::shared_ptr<CmsCoupon>(new CmsCoupon(
+        c2_ = ext::make_shared<CmsCoupon>(
             coupon_->date(), coupon_->nominal(), coupon_->accrualStartDate(),
             coupon_->accrualEndDate(), coupon_->fixingDays(),
             index_->swapIndex2(), 1.0, 0.0, coupon_->referencePeriodStart(),
             coupon_->referencePeriodEnd(), coupon_->dayCounter(),
-            coupon_->isInArrears()));
+            coupon_->isInArrears());
 
         c1_->setPricer(cmsPricer_);
         c2_->setPricer(cmsPricer_);

ql/experimental/credit/riskyassetswap.cpp

@@ -248,8 +248,7 @@ namespace QuantLib {
                                floatConvention_, floatConvention_,
                                DateGeneration::Forward, false);
 
-        asw_ = ext::shared_ptr<RiskyAssetSwap>(
-                                      new RiskyAssetSwap(true,
+        asw_ = ext::make_shared<RiskyAssetSwap>(true,
                                                          100.0,
                                                          fixedSchedule,
                                                          floatSchedule,
@@ -258,7 +257,7 @@ namespace QuantLib {
                                                          0.01,
                                                          recoveryRate_,
                                                          yieldTS_,
-                                                         probability_));
+                                                         probability_);
     }
 
 }

ql/experimental/swaptions/haganirregularswaptionengine.cpp

@@ -80,11 +80,11 @@ namespace QuantLib {
                 QL_REQUIRE(coupon, "dynamic cast of float leg coupon failed.");
 
                 if (coupon->date() <= expiries_[i]) {
-                    ext::shared_ptr<IborCoupon> newCpn = ext::shared_ptr<IborCoupon>(new IborCoupon(
+                    ext::shared_ptr<IborCoupon> newCpn = ext::make_shared<IborCoupon>(
                         coupon->date(), 1.0, coupon->accrualStartDate(), coupon->accrualEndDate(),
                         coupon->fixingDays(), coupon->iborIndex(), 1.0, coupon->spread(),
                         coupon->referencePeriodStart(), coupon->referencePeriodEnd(),
-                        coupon->dayCounter(), coupon->isInArrears()));
+                        coupon->dayCounter(), coupon->isInArrears());
 
 
                     if (!newCpn->isInArrears())
@@ -257,11 +257,11 @@ namespace QuantLib {
             ext::shared_ptr<IborCoupon> coupon = ext::dynamic_pointer_cast<IborCoupon>(j);
             QL_REQUIRE(coupon, "dynamic cast of float leg coupon failed.");
 
-            ext::shared_ptr<IborCoupon> newCpn = ext::shared_ptr<IborCoupon>(new IborCoupon(
+            ext::shared_ptr<IborCoupon> newCpn = ext::make_shared<IborCoupon>(
                 coupon->date(), coupon->nominal(), coupon->accrualStartDate(),
                 coupon->accrualEndDate(), coupon->fixingDays(), coupon->iborIndex(),
                 coupon->gearing(), 0.0, coupon->referencePeriodStart(),
-                coupon->referencePeriodEnd(), coupon->dayCounter(), coupon->isInArrears()));
+                coupon->referencePeriodEnd(), coupon->dayCounter(), coupon->isInArrears());
 
 
             if (!newCpn->isInArrears())

ql/indexes/swapindex.cpp

@@ -112,8 +112,7 @@ namespace QuantLib {
     SwapIndex::clone(const Handle<YieldTermStructure>& forwarding) const {
 
         if (exogenousDiscount_)
-            return ext::shared_ptr<SwapIndex>(new
-                SwapIndex(familyName(),
+            return ext::make_shared<SwapIndex>(familyName(),
                           tenor(),
                           fixingDays(),
                           currency(),
@@ -122,25 +121,23 @@ namespace QuantLib {
                           fixedLegConvention(),
                           dayCounter(),
                           iborIndex_->clone(forwarding),
-                          discount_));
+                          discount_);
         else
-            return ext::shared_ptr<SwapIndex>(new
-                SwapIndex(familyName(),
+            return ext::make_shared<SwapIndex>(familyName(),
                           tenor(),
                           fixingDays(),
                           currency(),
                           fixingCalendar(),
                           fixedLegTenor(),
                           fixedLegConvention(),
                           dayCounter(),
-                          iborIndex_->clone(forwarding)));
+                          iborIndex_->clone(forwarding));
     }
 
     ext::shared_ptr<SwapIndex>
     SwapIndex::clone(const Handle<YieldTermStructure>& forwarding,
                      const Handle<YieldTermStructure>& discounting) const {
-        return ext::shared_ptr<SwapIndex>(new
-             SwapIndex(familyName(),
+        return ext::make_shared<SwapIndex>(familyName(),
                        tenor(),
                        fixingDays(),
                        currency(),
@@ -149,15 +146,14 @@ namespace QuantLib {
                        fixedLegConvention(),
                        dayCounter(),
                        iborIndex_->clone(forwarding),
-                       discounting));
+                       discounting);
     }
 
     ext::shared_ptr<SwapIndex>
     SwapIndex::clone(const Period& tenor) const {
 
         if (exogenousDiscount_)
-            return ext::shared_ptr<SwapIndex>(new
-                SwapIndex(familyName(),
+            return ext::make_shared<SwapIndex>(familyName(),
                           tenor,
                           fixingDays(),
                           currency(),
@@ -166,18 +162,17 @@ namespace QuantLib {
                           fixedLegConvention(),
                           dayCounter(),
                           iborIndex(),
-                          discountingTermStructure()));
+                          discountingTermStructure());
         else
-            return ext::shared_ptr<SwapIndex>(new
-                SwapIndex(familyName(),
+            return ext::make_shared<SwapIndex>(familyName(),
                           tenor,
                           fixingDays(),
                           currency(),
                           fixingCalendar(),
                           fixedLegTenor(),
                           fixedLegConvention(),
                           dayCounter(),
-                          iborIndex()));
+                          iborIndex());
 
     }
 

ql/instruments/makecds.cpp

@@ -71,10 +71,10 @@ namespace QuantLib {
                           Unadjusted, rule_, false);
 
         ext::shared_ptr<CreditDefaultSwap> cds =
-            ext::shared_ptr<CreditDefaultSwap>(new CreditDefaultSwap(
+            ext::make_shared<CreditDefaultSwap>(
                 side_, nominal_, upfrontRate_, couponRate_, schedule, Following,
                 dayCounter_, true, true, protectionStart, upfrontDate,
-                ext::shared_ptr<Claim>(), lastPeriodDayCounter_, true, tradeDate, cashSettlementDays_));
+                ext::shared_ptr<Claim>(), lastPeriodDayCounter_, true, tradeDate, cashSettlementDays_);
 
         cds->setPricingEngine(engine_);
         return cds;

ql/pricingengines/swaption/basketgeneratingengine.cpp

@@ -87,7 +87,7 @@ namespace QuantLib {
                     atmVol = sec->volatility(atmStrike);
                 Real shift = sec->shift();
 
-                helper = ext::shared_ptr<SwaptionHelper>(new SwaptionHelper(
+                helper = ext::make_shared<SwaptionHelper>(
                     expiry, underlyingLastDate(),
                     Handle<Quote>(ext::make_shared<SimpleQuote>(atmVol)),
                     standardSwapBase->iborIndex(),
@@ -98,7 +98,7 @@ namespace QuantLib {
                         ? standardSwapBase->discountingTermStructure()
                         : standardSwapBase->forwardingTermStructure(),
                     BlackCalibrationHelper::RelativePriceError, Null<Real>(), 1.0,
-                    swaptionVolatility->volatilityType() ,shift));
+                    swaptionVolatility->volatilityType() ,shift);
 
                 break;
             }
@@ -215,7 +215,7 @@ namespace QuantLib {
 
                 Real vol = sec->volatility(solution[2]);
 
-                helper = ext::shared_ptr<SwaptionHelper>(new SwaptionHelper(
+                helper = ext::make_shared<SwaptionHelper>(
                     expiry, matPeriod,
                     Handle<Quote>(ext::make_shared<SimpleQuote>(
                                       vol)),
@@ -227,7 +227,7 @@ namespace QuantLib {
                         ? standardSwapBase->discountingTermStructure()
                         : standardSwapBase->forwardingTermStructure(),
                     BlackCalibrationHelper::RelativePriceError, solution[2],
-                    fabs(solution[0]), swaptionVolatility->volatilityType(), shift));
+                    fabs(solution[0]), swaptionVolatility->volatilityType(), shift);
                 break;
             }