Automated fixes by clang-tidy

lballabio · Feb 8, 2021 · 129d85d · 129d85d
1 parent 20bf82e
commit 129d85d
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Showing 51 changed files with 142 additions and 190 deletions.
diff --git a/ql/cashflows/lineartsrpricer.hpp b/ql/cashflows/lineartsrpricer.hpp
@@ -70,11 +70,7 @@ namespace QuantLib {
 
         struct Settings {
 
-            Settings()
-                : strategy_(RateBound), vegaRatio_(0.01),
-                  priceThreshold_(1.0E-8), stdDevs_(3.0),
-                  lowerRateBound_(defaultLowerBound), upperRateBound_(defaultUpperBound),
-                  defaultBounds_(true) {}
+            Settings() : lowerRateBound_(defaultLowerBound), upperRateBound_(defaultUpperBound) {}
 
             Settings &withRateBound(const Real lowerRateBound = defaultLowerBound,
                                     const Real upperRateBound = defaultUpperBound) {
@@ -152,12 +148,12 @@ namespace QuantLib {
                 BSStdDevs
             };
 
-            Strategy strategy_;
-            Real vegaRatio_;
-            Real priceThreshold_;
-            Real stdDevs_;
+            Strategy strategy_ = RateBound;
+            Real vegaRatio_ = 0.01;
+            Real priceThreshold_ = 1.0E-8;
+            Real stdDevs_ = 3.0;
             Real lowerRateBound_, upperRateBound_;
-            bool defaultBounds_;
+            bool defaultBounds_ = true;
         };
 
 

diff --git a/ql/experimental/commodities/energycommodity.cpp b/ql/experimental/commodities/energycommodity.cpp
@@ -26,8 +26,7 @@
 namespace QuantLib {
 
 
-    EnergyDailyPosition::EnergyDailyPosition()
-    : payLegPrice(0), receiveLegPrice(0), unrealized(false) {}
+    EnergyDailyPosition::EnergyDailyPosition() {}
 
     EnergyDailyPosition::EnergyDailyPosition(const Date& date,
                                              Real payLegPrice,

diff --git a/ql/experimental/commodities/energycommodity.hpp b/ql/experimental/commodities/energycommodity.hpp
@@ -37,10 +37,10 @@ namespace QuantLib {
     struct EnergyDailyPosition {
         Date date;
         Real quantityAmount;
-        Real payLegPrice;
-        Real receiveLegPrice;
+        Real payLegPrice = 0;
+        Real receiveLegPrice = 0;
         Real riskDelta;
-        bool unrealized;
+        bool unrealized = false;
 
         EnergyDailyPosition();
         EnergyDailyPosition(const Date& date,

diff --git a/ql/experimental/commodities/quantity.hpp b/ql/experimental/commodities/quantity.hpp
@@ -82,7 +82,7 @@ namespace QuantLib {
       private:
         CommodityType commodityType_;
         UnitOfMeasure unitOfMeasure_;
-        Real amount_;
+        Real amount_ = 0.0;
     };
 
 
@@ -122,8 +122,7 @@ namespace QuantLib {
 
     // inline definitions
 
-    inline Quantity::Quantity()
-    : amount_(0.0) {}
+    inline Quantity::Quantity() {}
 
     inline Quantity::Quantity(const CommodityType& commodityType,
                               const UnitOfMeasure& unitOfMeasure,

diff --git a/ql/experimental/credit/defaultprobabilitykey.cpp b/ql/experimental/credit/defaultprobabilitykey.cpp
@@ -55,7 +55,7 @@ namespace QuantLib {
         return true;
     }
 
-    DefaultProbKey::DefaultProbKey() : obligationCurrency_(Currency()), seniority_(NoSeniority) {}
+    DefaultProbKey::DefaultProbKey() : obligationCurrency_(Currency()) {}
 
     DefaultProbKey::DefaultProbKey(const std::vector<ext::shared_ptr<DefaultType> >& eventTypes,
                                    const Currency& cur,

diff --git a/ql/experimental/credit/defaultprobabilitykey.hpp b/ql/experimental/credit/defaultprobabilitykey.hpp
@@ -45,7 +45,8 @@ namespace QuantLib {
         //! Currency of the bond and protection leg payment.
         Currency obligationCurrency_;
         //! Reference bonds seniority.
-        Seniority seniority_;
+        Seniority seniority_ = NoSeniority;
+
       public:
         DefaultProbKey();
 

diff --git a/ql/experimental/math/convolvedstudentt.cpp b/ql/experimental/math/convolvedstudentt.cpp
@@ -36,13 +36,10 @@
 
 namespace QuantLib {
 
-    CumulativeBehrensFisher::CumulativeBehrensFisher(
-        const std::vector<Integer>& degreesFreedom,
-        const std::vector<Real>& factors
-        )
-    : degreesFreedom_(degreesFreedom), factors_(factors),
-      polyConvolved_(std::vector<Real>(1, 1.)), // value to start convolution
-      a_(0.)
+    CumulativeBehrensFisher::CumulativeBehrensFisher(const std::vector<Integer>& degreesFreedom,
+                                                     const std::vector<Real>& factors)
+    : degreesFreedom_(degreesFreedom), factors_(factors), polyConvolved_(std::vector<Real>(1, 1.))
+
     {
         QL_REQUIRE(degreesFreedom.size() == factors.size(),
             "Incompatible sizes in convolution.");

diff --git a/ql/experimental/math/convolvedstudentt.hpp b/ql/experimental/math/convolvedstudentt.hpp
@@ -145,7 +145,7 @@ namespace QuantLib {
         mutable std::vector<Real> polyConvolved_;
 
         // cached factor in the exponential of the characteristic function
-        mutable Real a_, a2_;
+        mutable Real a_ = 0., a2_;
     };
 
 

diff --git a/ql/experimental/swaptions/irregularswap.hpp b/ql/experimental/swaptions/irregularswap.hpp
@@ -84,9 +84,9 @@ namespace QuantLib {
     //! %Arguments for irregular-swap calculation
     class IrregularSwap::arguments : public Swap::arguments {
       public:
-        arguments() : type(Receiver){}
-        Type type;
-        
+        arguments() {}
+        Type type = Receiver;
+
 
         std::vector<Date> fixedResetDates;
         std::vector<Date> fixedPayDates;

diff --git a/ql/experimental/swaptions/irregularswaption.hpp b/ql/experimental/swaptions/irregularswaption.hpp
@@ -83,9 +83,9 @@ namespace QuantLib {
     class IrregularSwaption::arguments : public IrregularSwap::arguments,
                                          public Option::arguments {
       public:
-        arguments() : settlementType(IrregularSettlement::Physical) {}
+        arguments() {}
         ext::shared_ptr<IrregularSwap> swap;
-        IrregularSettlement::Type settlementType;
+        IrregularSettlement::Type settlementType = IrregularSettlement::Physical;
         void validate() const override;
     };
 

diff --git a/ql/instruments/cpiswap.hpp b/ql/instruments/cpiswap.hpp
@@ -167,12 +167,11 @@ namespace QuantLib {
     //! %Arguments for swap calculation
     class CPISwap::arguments : public Swap::arguments {
     public:
-        arguments() : type(Receiver),
-        nominal(Null<Real>()) {}
-        Type type;
-        Real nominal;
+      arguments() : nominal(Null<Real>()) {}
+      Type type = Receiver;
+      Real nominal;
 
-        void validate() const override;
+      void validate() const override;
     };
 
     //! %Results from swap calculation

diff --git a/ql/instruments/floatfloatswap.hpp b/ql/instruments/floatfloatswap.hpp
@@ -151,8 +151,8 @@ namespace QuantLib {
     //! %Arguments for float float swap calculation
     class FloatFloatSwap::arguments : public Swap::arguments {
       public:
-        arguments() : type(VanillaSwap::Receiver) {}
-        VanillaSwap::Type type;
+        arguments() {}
+        VanillaSwap::Type type = VanillaSwap::Receiver;
         std::vector<Real> nominal1, nominal2;
 
         std::vector<Date> leg1ResetDates, leg1FixingDates, leg1PayDates;

diff --git a/ql/instruments/nonstandardswap.hpp b/ql/instruments/nonstandardswap.hpp
@@ -125,8 +125,8 @@ namespace QuantLib {
     //! %Arguments for nonstandard swap calculation
     class NonstandardSwap::arguments : public Swap::arguments {
       public:
-        arguments() : type(VanillaSwap::Receiver) {}
-        VanillaSwap::Type type;
+        arguments() {}
+        VanillaSwap::Type type = VanillaSwap::Receiver;
         std::vector<Real> fixedNominal, floatingNominal;
 
         std::vector<Date> fixedResetDates;

diff --git a/ql/instruments/swaption.hpp b/ql/instruments/swaption.hpp
@@ -125,9 +125,9 @@ namespace QuantLib {
     class Swaption::arguments : public VanillaSwap::arguments,
                                 public Option::arguments {
       public:
-        arguments() : settlementType(Settlement::Physical) {}
+        arguments() {}
         ext::shared_ptr<VanillaSwap> swap;
-        Settlement::Type settlementType;
+        Settlement::Type settlementType = Settlement::Physical;
         Settlement::Method settlementMethod;
         void validate() const override;
     };

diff --git a/ql/instruments/vanillaswap.hpp b/ql/instruments/vanillaswap.hpp
@@ -135,9 +135,8 @@ namespace QuantLib {
     //! %Arguments for simple swap calculation
     class VanillaSwap::arguments : public Swap::arguments {
       public:
-        arguments() : type(Receiver),
-                      nominal(Null<Real>()) {}
-        Type type;
+        arguments() : nominal(Null<Real>()) {}
+        Type type = Receiver;
         Real nominal;
 
         std::vector<Date> fixedResetDates;

diff --git a/ql/instruments/yearonyearinflationswap.hpp b/ql/instruments/yearonyearinflationswap.hpp
@@ -123,22 +123,21 @@ namespace QuantLib {
     //! %Arguments for YoY swap calculation
     class YearOnYearInflationSwap::arguments : public Swap::arguments {
     public:
-        arguments() : type(Receiver),
-        nominal(Null<Real>()) {}
-        Type type;
-        Real nominal;
-
-        std::vector<Date> fixedResetDates;
-        std::vector<Date> fixedPayDates;
-        std::vector<Time> yoyAccrualTimes;
-        std::vector<Date> yoyResetDates;
-        std::vector<Date> yoyFixingDates;
-        std::vector<Date> yoyPayDates;
-
-        std::vector<Real> fixedCoupons;
-        std::vector<Spread> yoySpreads;
-        std::vector<Real> yoyCoupons;
-        void validate() const override;
+      arguments() : nominal(Null<Real>()) {}
+      Type type = Receiver;
+      Real nominal;
+
+      std::vector<Date> fixedResetDates;
+      std::vector<Date> fixedPayDates;
+      std::vector<Time> yoyAccrualTimes;
+      std::vector<Date> yoyResetDates;
+      std::vector<Date> yoyFixingDates;
+      std::vector<Date> yoyPayDates;
+
+      std::vector<Real> fixedCoupons;
+      std::vector<Spread> yoySpreads;
+      std::vector<Real> yoyCoupons;
+      void validate() const override;
     };
 
     //! %Results from YoY swap calculation

diff --git a/ql/math/interpolations/extrapolation.hpp b/ql/math/interpolations/extrapolation.hpp
@@ -31,7 +31,7 @@ namespace QuantLib {
     //! base class for classes possibly allowing extrapolation
     class Extrapolator {
       public:
-        Extrapolator() : extrapolate_(false) {}
+        Extrapolator() {}
         virtual ~Extrapolator() {}
         //! \name modifiers
         //@{
@@ -46,7 +46,7 @@ namespace QuantLib {
         bool allowsExtrapolation() const { return extrapolate_; }
         //@}
       private:
-        bool extrapolate_;
+        bool extrapolate_ = false;
     };
 
 }

diff --git a/ql/math/matrix.hpp b/ql/math/matrix.hpp
@@ -144,7 +144,7 @@ namespace QuantLib {
         //@}
       private:
         boost::scoped_array<Real> data_;
-        Size rows_, columns_;
+        Size rows_ = 0, columns_ = 0;
     };
 
     // algebraic operators
@@ -197,7 +197,7 @@ namespace QuantLib {
 
     // inline definitions
 
-    inline Matrix::Matrix() : data_((Real*)nullptr), rows_(0), columns_(0) {}
+    inline Matrix::Matrix() : data_((Real*)nullptr) {}
 
     inline Matrix::Matrix(Size rows, Size columns)
     : data_(rows * columns > 0 ? new Real[rows * columns] : (Real*)nullptr), rows_(rows),

diff --git a/ql/math/ode/adaptiverungekutta.hpp b/ql/math/ode/adaptiverungekutta.hpp
@@ -50,21 +50,13 @@ namespace QuantLib {
             - hmin      smallest step size allowed
         */
 
-        AdaptiveRungeKutta(const Real eps=1.0e-6,
-                           const Real h1=1.0e-4,
-                           const Real hmin=0.0)
-        : eps_(eps), h1_(h1), hmin_(hmin),
-          a2(0.2), a3(0.3), a4(0.6), a5(1.0), a6(0.875),
-          b21(0.2), b31(3.0/40.0), b32(9.0/40.0), b41(0.3), b42(-0.9), b43(1.2),
-          b51(-11.0/54.0), b52(2.5), b53(-70.0/27.0), b54(35.0/27.0),
-          b61(1631.0/55296.0), b62(175.0/512.0), b63(575.0/13824.0),
-          b64(44275.0/110592.0), b65(253.0/4096.0),
-          c1(37.0/378.0), c3(250.0/621.0), c4(125.0/594.0), c6(512.0/1771.0),
-          dc1(c1-2825.0/27648.0), dc3(c3-18575.0/48384.0),
-          dc4(c4-13525.0/55296.0), dc5(-277.0/14336.0), dc6(c6-0.25),
-          ADAPTIVERK_MAXSTP(10000), ADAPTIVERK_TINY(1.0E-30),
-          ADAPTIVERK_SAFETY(0.9), ADAPTIVERK_PGROW(-0.2),
-          ADAPTIVERK_PSHRINK(-0.25), ADAPTIVERK_ERRCON(1.89E-4) {}
+        AdaptiveRungeKutta(const Real eps = 1.0e-6, const Real h1 = 1.0e-4, const Real hmin = 0.0)
+        : eps_(eps), h1_(h1), hmin_(hmin), b31(3.0 / 40.0), b32(9.0 / 40.0), b51(-11.0 / 54.0),
+          b53(-70.0 / 27.0), b54(35.0 / 27.0), b61(1631.0 / 55296.0), b62(175.0 / 512.0),
+          b63(575.0 / 13824.0), b64(44275.0 / 110592.0), b65(253.0 / 4096.0), c1(37.0 / 378.0),
+          c3(250.0 / 621.0), c4(125.0 / 594.0), c6(512.0 / 1771.0), dc1(c1 - 2825.0 / 27648.0),
+          dc3(c3 - 18575.0 / 48384.0), dc4(c4 - 13525.0 / 55296.0), dc5(-277.0 / 14336.0),
+          dc6(c6 - 0.25) {}
 
         /*! Integrate the ode from \f$ x1 \f$ to \f$ x2 \f$ with
             initial value condition \f$ f(x1)=y1 \f$.
@@ -96,11 +88,12 @@ namespace QuantLib {
 
         const std::vector<T> yStart_;
         const Real eps_, h1_, hmin_;
-        const Real a2,a3,a4,a5,a6,
-                   b21,b31,b32,b41,b42,b43,b51,b52,b53,b54,b61,b62,b63,b64,b65,
-                   c1,c3,c4,c6,dc1,dc3,dc4,dc5,dc6;
-        const double ADAPTIVERK_MAXSTP, ADAPTIVERK_TINY, ADAPTIVERK_SAFETY,
-                   ADAPTIVERK_PGROW, ADAPTIVERK_PSHRINK, ADAPTIVERK_ERRCON;
+        const Real a2 = 0.2, a3 = 0.3, a4 = 0.6, a5 = 1.0, a6 = 0.875, b21 = 0.2, b31, b32,
+                   b41 = 0.3, b42 = -0.9, b43 = 1.2, b51, b52 = 2.5, b53, b54, b61, b62, b63, b64,
+                   b65, c1, c3, c4, c6, dc1, dc3, dc4, dc5, dc6;
+        const double ADAPTIVERK_MAXSTP = 10000, ADAPTIVERK_TINY = 1.0E-30, ADAPTIVERK_SAFETY = 0.9,
+                     ADAPTIVERK_PGROW = -0.2, ADAPTIVERK_PSHRINK = -0.25,
+                     ADAPTIVERK_ERRCON = 1.89E-4;
     };
 
 

diff --git a/ql/math/optimization/differentialevolution.hpp b/ql/math/optimization/differentialevolution.hpp
@@ -75,30 +75,24 @@ namespace QuantLib {
 
         struct Candidate {
             Array values;
-            Real cost;
-            Candidate(Size size = 0) : values(size, 0.0), cost(0.0) {}
+            Real cost = 0.0;
+            Candidate(Size size = 0) : values(size, 0.0) {}
         };
 
         class Configuration {
           public:
-            Strategy strategy;
-            CrossoverType crossoverType;
-            Size populationMembers;
-            Real stepsizeWeight, crossoverProbability;
-            unsigned long seed;
-            bool applyBounds, crossoverIsAdaptive;
+            Strategy strategy = BestMemberWithJitter;
+            CrossoverType crossoverType = Normal;
+            Size populationMembers = 100;
+            Real stepsizeWeight = 0.2, crossoverProbability = 0.9;
+            unsigned long seed = 0;
+            bool applyBounds = true, crossoverIsAdaptive = false;
             std::vector<Array> initialPopulation;
             Array upperBound, lowerBound;
 
             Configuration()
-            : strategy(BestMemberWithJitter),
-              crossoverType(Normal),
-              populationMembers(100),
-              stepsizeWeight(0.2),
-              crossoverProbability(0.9),
-              seed(0),
-              applyBounds(true),
-              crossoverIsAdaptive(false) {}
+
+            {}
 
             Configuration& withBounds(bool b = true) {
                 applyBounds = b;

diff --git a/ql/math/optimization/levenbergmarquardt.cpp b/ql/math/optimization/levenbergmarquardt.cpp
@@ -29,8 +29,8 @@ namespace QuantLib {
                                            Real xtol,
                                            Real gtol,
                                            bool useCostFunctionsJacobian)
-        : info_(0), epsfcn_(epsfcn), xtol_(xtol), gtol_(gtol),
-          useCostFunctionsJacobian_(useCostFunctionsJacobian) {}
+    : epsfcn_(epsfcn), xtol_(xtol), gtol_(gtol),
+      useCostFunctionsJacobian_(useCostFunctionsJacobian) {}
 
     Integer LevenbergMarquardt::getInfo() const {
         return info_;

diff --git a/ql/math/optimization/levenbergmarquardt.hpp b/ql/math/optimization/levenbergmarquardt.hpp
@@ -72,7 +72,7 @@ namespace QuantLib {
         Problem* currentProblem_;
         Array initCostValues_;
         Matrix initJacobian_;
-        mutable Integer info_;
+        mutable Integer info_ = 0;
         const Real epsfcn_, xtol_, gtol_;
         bool useCostFunctionsJacobian_;
     };