Automated fixes by clang-tidy

Author: lballabio-bot

ql/instruments/makecds.cpp

@@ -21,6 +21,7 @@
 #include <ql/instruments/makecds.hpp>
 #include <ql/time/daycounters/actual360.hpp>
 #include <ql/time/calendars/weekendsonly.hpp>
+#include <utility>
 
 
 namespace QuantLib {
@@ -153,7 +154,7 @@ namespace QuantLib {
     }
 
     MakeCreditDefaultSwap& MakeCreditDefaultSwap::withClaim(ext::shared_ptr<Claim> claim) {
-        claim_ = claim;
+        claim_ = std::move(claim);
         return *this;
     }
 

ql/instruments/multipleresetsswap.cpp

@@ -37,7 +37,7 @@ namespace QuantLib {
 
     MultipleResetsSwap::MultipleResetsSwap(
         Type type, Real nominal,
-        Schedule fixedSchedule, Rate fixedRate, DayCounter fixedDayCount,
+        const Schedule& fixedSchedule, Rate fixedRate, DayCounter fixedDayCount,
         Schedule fullResetSchedule,
         const ext::shared_ptr<IborIndex>& iborIndex, Size resetsPerCoupon,
         Spread spread, RateAveraging::Type averagingMethod,

ql/instruments/multipleresetsswap.hpp

@@ -41,7 +41,7 @@ namespace QuantLib {
       public:
         MultipleResetsSwap(Type type,
                            Real nominal,
-                           Schedule fixedSchedule,
+                           const Schedule& fixedSchedule,
                            Rate fixedRate,
                            DayCounter fixedDayCount,
                            Schedule fullResetSchedule,

ql/termstructures/volatility/equityfx/blackvolsurfacedelta.hpp

@@ -113,7 +113,7 @@ namespace QuantLib {
         //@}
         //! \name Visitability
         //@{
-        virtual void accept(AcyclicVisitor&) override;
+        void accept(AcyclicVisitor&) override;
         //@}
 
         //! \name Inspectors
@@ -159,7 +159,7 @@ namespace QuantLib {
         ext::shared_ptr<SmileSection> blackVolSmile(const Date& d) const;
 
     protected:
-        virtual Volatility blackVolImpl(Time t, Real strike) const override;
+        Volatility blackVolImpl(Time t, Real strike) const override;
 
     private:
         std::vector<Date> dates_;
@@ -195,8 +195,8 @@ namespace QuantLib {
     // inline definitions
 
     inline void BlackVolatilitySurfaceDelta::accept(AcyclicVisitor& v) {
-        Visitor<BlackVolatilitySurfaceDelta>* v1 = dynamic_cast<Visitor<BlackVolatilitySurfaceDelta>*>(&v);
-        if (v1 != 0)
+        auto* v1 = dynamic_cast<Visitor<BlackVolatilitySurfaceDelta>*>(&v);
+        if (v1 != nullptr)
             v1->visit(*this);
         else
             BlackVolatilityTermStructure::accept(v);

ql/termstructures/yield/multipleresetsswaphelper.cpp

@@ -34,12 +34,12 @@ namespace QuantLib {
         RateAveraging::Type averagingMethod,
         Spread spread,
         Frequency fixedFrequency,
-        DayCounter fixedDayCount,
+        const DayCounter& fixedDayCount,
         BusinessDayConvention fixedConvention)
     : RelativeDateRateHelper(fixedRate), settlementDays_(settlementDays), tenor_(tenor),
       resetsPerCoupon_(resetsPerCoupon), averagingMethod_(averagingMethod), spread_(spread),
       fixedFrequency_(fixedFrequency),
-      fixedDayCount_(!fixedDayCount.empty() ? std::move(fixedDayCount) : iborIndex->dayCounter()),
+      fixedDayCount_(!fixedDayCount.empty() ? fixedDayCount : iborIndex->dayCounter()),
       fixedConvention_(fixedConvention), discountHandle_(std::move(discountingCurve)) {
 
         // Clone the index so it forwards rates from termStructureHandle_,

ql/termstructures/yield/multipleresetsswaphelper.hpp

@@ -45,7 +45,7 @@ namespace QuantLib {
             RateAveraging::Type averagingMethod = RateAveraging::Compound,
             Spread spread = 0.0,
             Frequency fixedFrequency = NoFrequency,
-            DayCounter fixedDayCount = DayCounter(),
+            const DayCounter& fixedDayCount = DayCounter(),
             BusinessDayConvention fixedConvention = ModifiedFollowing);
 
         Real impliedQuote() const override;

test-suite/interpolatedsmilesection.cpp

@@ -118,9 +118,9 @@ BOOST_AUTO_TEST_CASE(testHandlesUpdatePropagates) {
     ext::shared_ptr<SimpleQuote> q1(new SimpleQuote(0.15 * sqrtT));
     ext::shared_ptr<SimpleQuote> q2(new SimpleQuote(0.18 * sqrtT));
     std::vector<Handle<Quote>> stdDevHandles;
-    stdDevHandles.emplace_back(Handle<Quote>(q0));
-    stdDevHandles.emplace_back(Handle<Quote>(q1));
-    stdDevHandles.emplace_back(Handle<Quote>(q2));
+    stdDevHandles.emplace_back(q0);
+    stdDevHandles.emplace_back(q1);
+    stdDevHandles.emplace_back(q2);
 
     ext::shared_ptr<SimpleQuote> atm(new SimpleQuote(95.0));
     Handle<Quote> atmHandle(atm);
@@ -158,9 +158,9 @@ BOOST_AUTO_TEST_CASE(testFlatStrikeExtrapolation) {
     ext::shared_ptr<SimpleQuote> q1(new SimpleQuote(0.15 * sqrtT));
     ext::shared_ptr<SimpleQuote> q2(new SimpleQuote(0.18 * sqrtT));
     std::vector<Handle<Quote>> stdDevHandles;
-    stdDevHandles.emplace_back(Handle<Quote>(q0));
-    stdDevHandles.emplace_back(Handle<Quote>(q1));
-    stdDevHandles.emplace_back(Handle<Quote>(q2));
+    stdDevHandles.emplace_back(q0);
+    stdDevHandles.emplace_back(q1);
+    stdDevHandles.emplace_back(q2);
 
     ext::shared_ptr<SimpleQuote> atm(new SimpleQuote(95.0));
     Handle<Quote> atmHandle(atm);