Automated fixes by clang-tidy

lballabio · Nov 18, 2024 · ec99354 · ec99354
1 parent 5bf7c0d
commit ec99354
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Showing 14 changed files with 36 additions and 32 deletions.
diff --git a/ql/methods/finitedifferences/operators/fdmwienerop.cpp b/ql/methods/finitedifferences/operators/fdmwienerop.cpp
@@ -35,8 +35,7 @@ namespace QuantLib {
         const ext::shared_ptr<FdmMesher>& mesher,
         ext::shared_ptr<YieldTermStructure> rTS,
         const Array& lambdas)
-    : rTS_(std::move(rTS)),
-      r_(0.0) {
+    : rTS_(std::move(rTS)) {
 
         QL_REQUIRE(mesher->layout()->dim().size() == lambdas.size(),
             "mesher and lambdas need to be of the same dimension");
@@ -86,6 +85,7 @@ namespace QuantLib {
     std::vector<SparseMatrix> FdmWienerOp::toMatrixDecomp() const {
         std::vector<SparseMatrix> retVal;
 
+        retVal.reserve(ops_.size());
         for (const auto& op: ops_)
             retVal.push_back(op->toMatrix());
 

diff --git a/ql/methods/finitedifferences/operators/fdmwienerop.hpp b/ql/methods/finitedifferences/operators/fdmwienerop.hpp
@@ -54,7 +54,7 @@ namespace QuantLib {
       private:
         const ext::shared_ptr<YieldTermStructure> rTS_;
         std::vector<ext::shared_ptr<TripleBandLinearOp> > ops_;
-        Rate r_;
+        Rate r_ = 0.0;
     };
 }
 #endif
diff --git a/ql/pricingengines/basket/bjerksundstenslandspreadengine.cpp b/ql/pricingengines/basket/bjerksundstenslandspreadengine.cpp
@@ -19,14 +19,15 @@
 
 #include <ql/pricingengines/basket/bjerksundstenslandspreadengine.hpp>
 #include <ql/math/distributions/normaldistribution.hpp>
+#include <utility>
 
 namespace QuantLib {
 
     BjerksundStenslandSpreadEngine::BjerksundStenslandSpreadEngine(
         ext::shared_ptr<GeneralizedBlackScholesProcess> process1,
         ext::shared_ptr<GeneralizedBlackScholesProcess> process2,
         Real correlation)
-    : SpreadBlackScholesVanillaEngine(process1, process2, correlation) {
+    : SpreadBlackScholesVanillaEngine(std::move(process1), std::move(process2), correlation) {
     }
 
     Real BjerksundStenslandSpreadEngine::calculate(

diff --git a/ql/pricingengines/basket/choibasketengine.cpp b/ql/pricingengines/basket/choibasketengine.cpp
@@ -135,8 +135,8 @@ namespace QuantLib {
             std::copy(R.row_begin(i)+1, R.row_end(i), R_2_n.row_begin(i));
 
         const SVD svd(C*R_2_n);
-        const Matrix U = svd.U();
-        const Array sv = svd.singularValues();
+        const Matrix& U = svd.U();
+        const Array& sv = svd.singularValues();
 
         Matrix v(n_, n_-1);
         for (Size i=0; i < n_-1; ++i)

diff --git a/ql/pricingengines/basket/denglizhoubasketengine.cpp b/ql/pricingengines/basket/denglizhoubasketengine.cpp
@@ -76,15 +76,15 @@ namespace QuantLib {
         p.reserve(n_);
 
         for (Size i=0; i < n_; ++i)
-            p.emplace_back(std::make_tuple(weights[i], i, s[i], dq[i], v[i]));
+            p.emplace_back(weights[i], i, s[i], dq[i], v[i]);
 
         const ext::shared_ptr<PlainVanillaPayoff> payoff =
              ext::dynamic_pointer_cast<PlainVanillaPayoff>(avgPayoff->basePayoff());
         QL_REQUIRE(payoff, "non-plain vanilla payoff given");
 
         Matrix rho;
         if (payoff->strike() < 0.0) {
-            p.emplace_back(std::make_tuple(1.0, n_, -payoff->strike(), dr0, 0.0));
+            p.emplace_back(1.0, n_, -payoff->strike(), dr0, 0.0);
             rho = Matrix(n_+1, n_+1);
             for (Size i=0; i < n_; ++i) {
                 std::copy(rho_.row_begin(i), rho_.row_end(i), rho.row_begin(i));

diff --git a/ql/pricingengines/basket/fdndimblackscholesvanillaengine.cpp b/ql/pricingengines/basket/fdndimblackscholesvanillaengine.cpp
@@ -30,8 +30,8 @@
 #include <ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.hpp>
 #include <ql/pricingengines/basket/fdndimblackscholesvanillaengine.hpp>
 #include <ql/pricingengines/basket/vectorbsmprocessextractor.hpp>
-
 #include <boost/preprocessor/iteration/local.hpp>
+#include <utility>
 
 namespace QuantLib {
 
@@ -41,7 +41,7 @@ namespace QuantLib {
             FdmPCABasketInnerValue(
                 ext::shared_ptr<BasketPayoff> payoff,
                 ext::shared_ptr<FdmMesher> mesher,
-                Array logS0, Array vols,
+                Array logS0, const Array& vols,
                 std::vector<ext::shared_ptr<YieldTermStructure>> qTS,
                 ext::shared_ptr<YieldTermStructure> rTS,
                 Matrix Q, Array l)
@@ -117,7 +117,7 @@ namespace QuantLib {
         Matrix rho, Size xGrid, Size tGrid, Size dampingSteps,
         const FdmSchemeDesc& schemeDesc)
     : FdndimBlackScholesVanillaEngine(
-        processes, rho, std::vector<Size>(1, xGrid), tGrid, dampingSteps, schemeDesc)
+        std::move(processes), std::move(rho), std::vector<Size>(1, xGrid), tGrid, dampingSteps, schemeDesc)
     {}
 
 
@@ -143,8 +143,8 @@ namespace QuantLib {
 
         const SymmetricSchurDecomposition schur(
             getCovariance(vols.begin(), vols.end(), rho_));
-        const Matrix Q = schur.eigenvectors();
-        const Array l = schur.eigenvalues();
+        const Matrix& Q = schur.eigenvectors();
+        const Array& l = schur.eigenvalues();
 
         const Real eps = 1e-4;
         std::vector<ext::shared_ptr<Fdm1dMesher> > meshers;

diff --git a/ql/pricingengines/basket/kirkengine.cpp b/ql/pricingengines/basket/kirkengine.cpp
@@ -20,13 +20,14 @@
 #include <ql/math/functional.hpp>
 #include <ql/pricingengines/basket/kirkengine.hpp>
 #include <ql/pricingengines/blackcalculator.hpp>
+#include <utility>
 
 namespace QuantLib {
 
     KirkEngine::KirkEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process1,
                            ext::shared_ptr<GeneralizedBlackScholesProcess> process2,
                            Real correlation)
-    : SpreadBlackScholesVanillaEngine(process1, process2, correlation) {
+    : SpreadBlackScholesVanillaEngine(std::move(process1), std::move(process2), correlation) {
     }
 
     Real KirkEngine::calculate(

diff --git a/ql/pricingengines/basket/operatorsplittingspreadengine.cpp b/ql/pricingengines/basket/operatorsplittingspreadengine.cpp
@@ -21,6 +21,7 @@
 
 #include <ql/math/functional.hpp>
 #include <ql/math/distributions/normaldistribution.hpp>
+#include <utility>
 
 namespace QuantLib {
 
@@ -29,7 +30,7 @@ namespace QuantLib {
         ext::shared_ptr<GeneralizedBlackScholesProcess> process2,
         Real correlation,
         Order order)
-    : SpreadBlackScholesVanillaEngine(process1, process2, correlation),
+    : SpreadBlackScholesVanillaEngine(std::move(process1), std::move(process2), correlation),
       order_(order) {
     }
 

diff --git a/ql/pricingengines/basket/singlefactorbsmbasketengine.cpp b/ql/pricingengines/basket/singlefactorbsmbasketengine.cpp
@@ -35,8 +35,7 @@ namespace QuantLib {
     namespace detail {
         SumExponentialsRootSolver::SumExponentialsRootSolver(
             Array a, Array sig, Real K)
-          : a_(std::move(a)), sig_(std::move(sig)), K_(K),
-            fCtr_(0), fPrimeCtr_(0), fDoublePrimeCtr_(0) {
+          : a_(std::move(a)), sig_(std::move(sig)), K_(K) {
             QL_REQUIRE(a_.size() == sig_.size(),
                     "Arrays must have the same size");
         }

diff --git a/ql/pricingengines/basket/singlefactorbsmbasketengine.hpp b/ql/pricingengines/basket/singlefactorbsmbasketengine.hpp
@@ -73,7 +73,7 @@ namespace QuantLib {
           private:
             const Array a_, sig_;
             const Real K_;
-            mutable Size fCtr_, fPrimeCtr_, fDoublePrimeCtr_;
+            mutable Size fCtr_ = 0, fPrimeCtr_ = 0, fDoublePrimeCtr_ = 0;
         };
     }
 }

diff --git a/ql/pricingengines/basket/vectorbsmprocessextractor.cpp b/ql/pricingengines/basket/vectorbsmprocessextractor.cpp
@@ -24,8 +24,8 @@
 
 #include <ql/pricingengines/basket/vectorbsmprocessextractor.hpp>
 
-namespace QuantLib {
-    namespace detail {
+namespace QuantLib::detail {
+
         VectorBsmProcessExtractor::VectorBsmProcessExtractor(
             std::vector<ext::shared_ptr<GeneralizedBlackScholesProcess> > p)
           : processes_(std::move(p)) {
@@ -91,5 +91,6 @@ namespace QuantLib {
                 }
             );
         }
-    }
+
 }
+
diff --git a/ql/pricingengines/basket/vectorbsmprocessextractor.hpp b/ql/pricingengines/basket/vectorbsmprocessextractor.hpp
@@ -27,8 +27,8 @@
 #include <ql/processes/blackscholesprocess.hpp>
 #include <functional>
 
-namespace QuantLib {
-    namespace detail {
+namespace QuantLib::detail {
+
         class VectorBsmProcessExtractor {
           public:
             explicit VectorBsmProcessExtractor(
@@ -46,7 +46,8 @@ namespace QuantLib {
 
             const std::vector<ext::shared_ptr<GeneralizedBlackScholesProcess> > processes_;
         };
-    }
+
 }
 
+
 #endif
diff --git a/test-suite/basketoption.cpp b/test-suite/basketoption.cpp
@@ -1193,9 +1193,9 @@ BOOST_AUTO_TEST_CASE(testOperatorSplittingSpreadEngine) {
             { 0.7, 9.0863, 9.0862},
             { 0.9, 6.9148, 6.9134}
     };
-    for (Size i = 0; i < std::size(testData); ++i) {
-        const Real rho = testData[i][0];
-        Real expected = testData[i][1];
+    for (const auto & i : testData) {
+        const Real rho = i[0];
+        Real expected = i[1];
 
         option.setPricingEngine(
             ext::make_shared<OperatorSplittingSpreadEngine>(
@@ -1220,7 +1220,7 @@ BOOST_AUTO_TEST_CASE(testOperatorSplittingSpreadEngine) {
                 p1, p2, rho, OperatorSplittingSpreadEngine::Second)
         );
 
-        expected = testData[i][2];
+        expected = i[2];
         diff = std::abs(option.NPV() - expected);
         tol = 0.0005;
 
@@ -2259,7 +2259,7 @@ BOOST_AUTO_TEST_CASE(testSpreadAndBasketBenchmarks) {
         )
         .withSteps(1)
         .withSamples(4096-1)
-        .withSeed(12345ul);
+        .withSeed(12345UL);
     };
 
     typedef std::function<ext::shared_ptr<PricingEngine>(
@@ -2358,15 +2358,15 @@ BOOST_AUTO_TEST_CASE(testSpreadAndBasketBenchmarks) {
                 }
             }
 
-            if (calculated.size() > 0) {
+            if (!calculated.empty()) {
                 for (Size i=0; i < calculated.size(); ++i) {
                     diff.push_back(b.referenceNPVs[i] - calculated[i]);
                     relDiff.push_back(diff.back()/b.referenceNPVs[i]);
                 }
             }
         }
 
-        if (diff.size() > 0) {
+        if (!diff.empty()) {
             const Real calculatedRmse = std::sqrt(
                 DotProduct(Array(diff.begin(), diff.end()),
                            Array(diff.begin(), diff.end()) ) /diff.size());

diff --git a/test-suite/matrices.cpp b/test-suite/matrices.cpp
@@ -916,7 +916,7 @@ namespace {
     void QL_CHECK_CLOSE_ARRAY_TOL(
         const Array& actual, const Array& expected, Real tol) {
         BOOST_REQUIRE(actual.size() == expected.size());
-        for (auto i = 0u; i < actual.size(); i++) {
+        for (auto i = 0U; i < actual.size(); i++) {
             BOOST_CHECK_SMALL(actual[i] - expected[i], tol);
         }
     }