From b217876a9d1444f37d48d227ac75f722637d5dfb Mon Sep 17 00:00:00 2001
From: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 2 Aug 2023 12:30:21 +0200
Subject: [PATCH] Some small cleanups:

- avoid a few copies;
- use initializer lists for readability;
- use delegating constructors to reduce duplication
---
 .../yield/fittedbonddiscountcurve.cpp         |  2 +-
 .../yield/fittedbonddiscountcurve.hpp         |  7 +-
 .../yield/nonlinearfittingmethods.cpp         | 95 +++++++------------
 .../yield/nonlinearfittingmethods.hpp         | 16 +---
 4 files changed, 43 insertions(+), 77 deletions(-)

diff --git a/ql/termstructures/yield/fittedbonddiscountcurve.cpp b/ql/termstructures/yield/fittedbonddiscountcurve.cpp
index fba963e602e..488d3528b31 100644
--- a/ql/termstructures/yield/fittedbonddiscountcurve.cpp
+++ b/ql/termstructures/yield/fittedbonddiscountcurve.cpp
@@ -126,7 +126,7 @@ namespace QuantLib {
         Constraint constraint)
     : constrainAtZero_(constrainAtZero), weights_(weights), l2_(std::move(l2)),
       calculateWeights_(weights.empty()), optimizationMethod_(std::move(optimizationMethod)),
-      minCutoffTime_(minCutoffTime), maxCutoffTime_(maxCutoffTime), constraint_(constraint) {}
+      minCutoffTime_(minCutoffTime), maxCutoffTime_(maxCutoffTime), constraint_(std::move(constraint)) {}
 
     void FittedBondDiscountCurve::FittingMethod::init() {
         // yield conventions
diff --git a/ql/termstructures/yield/fittedbonddiscountcurve.hpp b/ql/termstructures/yield/fittedbonddiscountcurve.hpp
index f3ea2b99319..d7ad89d403c 100644
--- a/ql/termstructures/yield/fittedbonddiscountcurve.hpp
+++ b/ql/termstructures/yield/fittedbonddiscountcurve.hpp
@@ -205,15 +205,14 @@ namespace QuantLib {
         //! return optimization method being used
         ext::shared_ptr<OptimizationMethod> optimizationMethod() const;
         //! return constraint of the solution being used
-        Constraint constraint() const;
+        const Constraint& constraint() const;
         //! open discountFunction to public
         DiscountFactor discount(const Array& x, Time t) const;
       protected:
         //! constructors
         FittingMethod(bool constrainAtZero = true,
                       const Array& weights = Array(),
-                      ext::shared_ptr<OptimizationMethod> optimizationMethod =
-                          ext::shared_ptr<OptimizationMethod>(),
+                      ext::shared_ptr<OptimizationMethod> optimizationMethod = {},
                       Array l2 = Array(),
                       Real minCutoffTime = 0.0,
                       Real maxCutoffTime = QL_MAX_REAL,
@@ -329,7 +328,7 @@ namespace QuantLib {
         return optimizationMethod_;
     }
 
-    inline Constraint
+    inline const Constraint&
     FittedBondDiscountCurve::FittingMethod::constraint() const {
         return constraint_;
     }
diff --git a/ql/termstructures/yield/nonlinearfittingmethods.cpp b/ql/termstructures/yield/nonlinearfittingmethods.cpp
index 42f55010bab..70094ea962f 100644
--- a/ql/termstructures/yield/nonlinearfittingmethods.cpp
+++ b/ql/termstructures/yield/nonlinearfittingmethods.cpp
@@ -35,36 +35,33 @@ namespace QuantLib {
         const Size numCoeffs,
         const Real fixedKappa,
         Constraint constraint)
-    : FittedBondDiscountCurve::FittingMethod(
-          constrainAtZero, weights, optimizationMethod, l2, minCutoffTime, maxCutoffTime, constraint),
-          numCoeffs_(numCoeffs), fixedKappa_(fixedKappa) 
-    {
-        QL_REQUIRE(ExponentialSplinesFitting::size() > 0, "At least 1 unconstrained coefficient required");
+    : FittedBondDiscountCurve::FittingMethod(constrainAtZero, weights, optimizationMethod, l2,
+                                             minCutoffTime, maxCutoffTime, std::move(constraint)),
+      numCoeffs_(numCoeffs), fixedKappa_(fixedKappa) {
+        QL_REQUIRE(ExponentialSplinesFitting::size() > 0,
+                   "At least 1 unconstrained coefficient required");
     }
 
     ExponentialSplinesFitting::ExponentialSplinesFitting(bool constrainAtZero,
-        const Array& weights,
-        const Array& l2, const Real minCutoffTime, const Real maxCutoffTime,
+                                                         const Array& weights,
+                                                         const Array& l2,
+                                                         const Real minCutoffTime,
+                                                         const Real maxCutoffTime,
                                                          const Size numCoeffs,
                                                          const Real fixedKappa,
                                                          Constraint constraint)
-        : FittedBondDiscountCurve::FittingMethod(constrainAtZero, weights, ext::shared_ptr<OptimizationMethod>(), l2,
-                                                 minCutoffTime, maxCutoffTime, constraint),
-          numCoeffs_(numCoeffs),fixedKappa_(fixedKappa) 
-    {
-        QL_REQUIRE(ExponentialSplinesFitting::size() > 0, "At least 1 unconstrained coefficient required");
-    }
+    : ExponentialSplinesFitting(constrainAtZero, weights, {}, l2,
+                                minCutoffTime, maxCutoffTime,
+                                numCoeffs, fixedKappa, std::move(constraint)) {}
 
     ExponentialSplinesFitting::ExponentialSplinesFitting(bool constrainAtZero,
-                              const Size numCoeffs,
-                              const Real fixedKappa,
+                                                         const Size numCoeffs,
+                                                         const Real fixedKappa,
                                                          const Array& weights,
                                                          Constraint constraint)
-    : FittedBondDiscountCurve::FittingMethod(constrainAtZero, weights, ext::shared_ptr<OptimizationMethod>(), Array(),0.0,QL_MAX_REAL, constraint),
-          numCoeffs_(numCoeffs), fixedKappa_(fixedKappa)
-    {
-        QL_REQUIRE(ExponentialSplinesFitting::size() > 0, "At least 1 unconstrained coefficient required");
-    }
+    : ExponentialSplinesFitting(constrainAtZero, weights, {}, Array(),
+                                0.0, QL_MAX_REAL,
+                                numCoeffs, fixedKappa, std::move(constraint)) {}
 
     std::unique_ptr<FittedBondDiscountCurve::FittingMethod>
     ExponentialSplinesFitting::clone() const {
@@ -113,16 +110,15 @@ namespace QuantLib {
         Real minCutoffTime,
         Real maxCutoffTime,
         Constraint constraint)
-    : FittedBondDiscountCurve::FittingMethod(
-          true, weights, optimizationMethod, l2, minCutoffTime, maxCutoffTime, constraint) {}
+    : FittedBondDiscountCurve::FittingMethod(true, weights, optimizationMethod, l2,
+                                             minCutoffTime, maxCutoffTime, std::move(constraint)) {}
 
     NelsonSiegelFitting::NelsonSiegelFitting(const Array& weights,
                                              const Array& l2,
                                              Real minCutoffTime,
                                              Real maxCutoffTime,
                                              Constraint constraint)
-        : FittedBondDiscountCurve::FittingMethod(true, weights, ext::shared_ptr<OptimizationMethod>(), l2,
-                                                 minCutoffTime, maxCutoffTime, constraint) {}
+    : NelsonSiegelFitting(weights, {}, l2, minCutoffTime, maxCutoffTime, std::move(constraint)) {}
 
     std::unique_ptr<FittedBondDiscountCurve::FittingMethod>
     NelsonSiegelFitting::clone() const {
@@ -152,16 +148,15 @@ namespace QuantLib {
                                      const Real minCutoffTime,
                                      const Real maxCutoffTime,
                                      Constraint constraint)
-    : FittedBondDiscountCurve::FittingMethod(
-          true, weights, optimizationMethod, l2, minCutoffTime, maxCutoffTime, constraint) {}
+    : FittedBondDiscountCurve::FittingMethod(true, weights, optimizationMethod, l2,
+                                             minCutoffTime, maxCutoffTime, std::move(constraint)) {}
 
     SvenssonFitting::SvenssonFitting(const Array& weights,
                                      const Array& l2,
                                      const Real minCutoffTime,
                                      const Real maxCutoffTime,
                                      Constraint constraint)
-        : FittedBondDiscountCurve::FittingMethod(true, weights, ext::shared_ptr<OptimizationMethod>(), l2,
-                                                 minCutoffTime, maxCutoffTime, constraint) {}
+    : SvenssonFitting(weights, {}, l2, minCutoffTime, maxCutoffTime, std::move(constraint)) {}
 
     std::unique_ptr<FittedBondDiscountCurve::FittingMethod>
     SvenssonFitting::clone() const {
@@ -197,8 +192,8 @@ namespace QuantLib {
         const Real minCutoffTime,
         const Real maxCutoffTime,
         Constraint constraint)
-    : FittedBondDiscountCurve::FittingMethod(
-          constrainAtZero, weights, optimizationMethod, l2, minCutoffTime, maxCutoffTime, constraint),
+    : FittedBondDiscountCurve::FittingMethod(constrainAtZero, weights, optimizationMethod, l2,
+                                             minCutoffTime, maxCutoffTime, std::move(constraint)),
       splines_(3, knots.size() - 5, knots) {
 
         QL_REQUIRE(knots.size() >= 8,
@@ -221,35 +216,14 @@ namespace QuantLib {
     }
 
     CubicBSplinesFitting::CubicBSplinesFitting(const std::vector<Time>& knots,
-        bool constrainAtZero,
-        const Array& weights,
-        const Array& l2,
+                                               bool constrainAtZero,
+                                               const Array& weights,
+                                               const Array& l2,
                                                const Real minCutoffTime,
                                                const Real maxCutoffTime,
                                                Constraint constraint)
-        : FittedBondDiscountCurve::FittingMethod(constrainAtZero, weights, ext::shared_ptr<OptimizationMethod>(), l2,
-                                                 minCutoffTime, maxCutoffTime, constraint),
-        splines_(3, knots.size() - 5, knots) {
-
-        QL_REQUIRE(knots.size() >= 8,
-            "At least 8 knots are required");
-        Size basisFunctions = knots.size() - 4;
-
-        if (constrainAtZero) {
-            size_ = basisFunctions - 1;
-
-            // Note: A small but nonzero N_th basis function at t=0 may
-            // lead to an ill conditioned problem
-            N_ = 1;
-
-            QL_REQUIRE(std::abs(splines_(N_, 0.0)) > QL_EPSILON,
-                "N_th cubic B-spline must be nonzero at t=0");
-        }
-        else {
-            size_ = basisFunctions;
-            N_ = 0;
-        }
-    }
+    : CubicBSplinesFitting(knots, constrainAtZero, weights, {}, l2,
+                           minCutoffTime, maxCutoffTime, std::move(constraint)) {}
 
     Real CubicBSplinesFitting::basisFunction(Integer i, Time t) const {
         return splines_(i,t);
@@ -303,8 +277,8 @@ namespace QuantLib {
         const Real minCutoffTime,
         const Real maxCutoffTime,
         Constraint constraint)
-    : FittedBondDiscountCurve::FittingMethod(
-          constrainAtZero, weights, optimizationMethod, l2, minCutoffTime, maxCutoffTime, constraint),
+    : FittedBondDiscountCurve::FittingMethod(constrainAtZero, weights, optimizationMethod, l2,
+                                             minCutoffTime, maxCutoffTime, std::move(constraint)),
       size_(constrainAtZero ? degree : degree + 1) {}
 
     SimplePolynomialFitting::SimplePolynomialFitting(Natural degree, bool constrainAtZero,
@@ -312,9 +286,8 @@ namespace QuantLib {
                                                      const Real minCutoffTime,
                                                      const Real maxCutoffTime,
                                                      Constraint constraint)
-        : FittedBondDiscountCurve::FittingMethod(constrainAtZero, weights, 
-                                                 ext::shared_ptr<OptimizationMethod>(), l2, minCutoffTime, maxCutoffTime, constraint),
-        size_(constrainAtZero ? degree : degree + 1) {}
+    : SimplePolynomialFitting(degree, constrainAtZero, weights, {}, l2,
+                              minCutoffTime, maxCutoffTime, std::move(constraint)) {}
 
     std::unique_ptr<FittedBondDiscountCurve::FittingMethod>
     SimplePolynomialFitting::clone() const {
diff --git a/ql/termstructures/yield/nonlinearfittingmethods.hpp b/ql/termstructures/yield/nonlinearfittingmethods.hpp
index 1d5058cebf4..28b0f23517f 100644
--- a/ql/termstructures/yield/nonlinearfittingmethods.hpp
+++ b/ql/termstructures/yield/nonlinearfittingmethods.hpp
@@ -51,8 +51,7 @@ namespace QuantLib {
       public:
         ExponentialSplinesFitting(bool constrainAtZero = true,
                                   const Array& weights = Array(),
-                                  const ext::shared_ptr<OptimizationMethod>& optimizationMethod =
-                                      ext::shared_ptr<OptimizationMethod>(),
+                                  const ext::shared_ptr<OptimizationMethod>& optimizationMethod = {},
                                   const Array& l2 = Array(),
                                   Real minCutoffTime = 0.0,
                                   Real maxCutoffTime = QL_MAX_REAL,
@@ -73,7 +72,6 @@ namespace QuantLib {
                                   const Array& weights = Array(),
                                   Constraint constraint = NoConstraint{});
 
-
         std::unique_ptr<FittedBondDiscountCurve::FittingMethod> clone() const override;
       private:
         Natural numCoeffs_;
@@ -97,8 +95,7 @@ namespace QuantLib {
         : public FittedBondDiscountCurve::FittingMethod {
       public:
         NelsonSiegelFitting(const Array& weights = Array(),
-                            const ext::shared_ptr<OptimizationMethod>& optimizationMethod =
-                                ext::shared_ptr<OptimizationMethod>(),
+                            const ext::shared_ptr<OptimizationMethod>& optimizationMethod = {},
                             const Array& l2 = Array(),
                             Real minCutoffTime = 0.0,
                             Real maxCutoffTime = QL_MAX_REAL,
@@ -131,8 +128,7 @@ namespace QuantLib {
         : public FittedBondDiscountCurve::FittingMethod {
       public:
         SvenssonFitting(const Array& weights = Array(),
-                        const ext::shared_ptr<OptimizationMethod>& optimizationMethod =
-                            ext::shared_ptr<OptimizationMethod>(),
+                        const ext::shared_ptr<OptimizationMethod>& optimizationMethod = {},
                         const Array& l2 = Array(),
                         Real minCutoffTime = 0.0,
                         Real maxCutoffTime = QL_MAX_REAL,
@@ -174,8 +170,7 @@ namespace QuantLib {
         CubicBSplinesFitting(const std::vector<Time>& knotVector,
                              bool constrainAtZero = true,
                              const Array& weights = Array(),
-                             const ext::shared_ptr<OptimizationMethod>& optimizationMethod =
-                                 ext::shared_ptr<OptimizationMethod>(),
+                             const ext::shared_ptr<OptimizationMethod>& optimizationMethod = {},
                              const Array& l2 = Array(),
                              Real minCutoffTime = 0.0,
                              Real maxCutoffTime = QL_MAX_REAL,
@@ -216,8 +211,7 @@ namespace QuantLib {
         SimplePolynomialFitting(Natural degree,
                                 bool constrainAtZero = true,
                                 const Array& weights = Array(),
-                                const ext::shared_ptr<OptimizationMethod>& optimizationMethod =
-                                    ext::shared_ptr<OptimizationMethod>(),
+                                const ext::shared_ptr<OptimizationMethod>& optimizationMethod = {},
                                 const Array& l2 = Array(),
                                 Real minCutoffTime = 0.0,
                                 Real maxCutoffTime = QL_MAX_REAL,