diff --git a/ql/cashflows/conundrumpricer.hpp b/ql/cashflows/conundrumpricer.hpp
index bb15e9fa7be..ea5b90fc8b6 100644
--- a/ql/cashflows/conundrumpricer.hpp
+++ b/ql/cashflows/conundrumpricer.hpp
@@ -149,8 +149,6 @@ namespace QuantLib {
             Real der2Rs_derX2(Real x);
             Real der2Z_derX2(Real x);
 
-            class ObjectiveFunction;
-            friend class ObjectiveFunction;
             class ObjectiveFunction {
                 const GFunctionWithShifts& o_;
                 Real Rs_;
diff --git a/ql/cashflows/lineartsrpricer.hpp b/ql/cashflows/lineartsrpricer.hpp
index 4cef62ef594..54a8a8aaa35 100644
--- a/ql/cashflows/lineartsrpricer.hpp
+++ b/ql/cashflows/lineartsrpricer.hpp
@@ -189,7 +189,6 @@ namespace QuantLib {
         Real a_, b_;
 
         class integrand_f;
-        friend class integrand_f;
 
         class VegaRatioHelper {
           public:
diff --git a/ql/experimental/coupons/lognormalcmsspreadpricer.hpp b/ql/experimental/coupons/lognormalcmsspreadpricer.hpp
index e7be7d720a8..2ab0af81bdd 100644
--- a/ql/experimental/coupons/lognormalcmsspreadpricer.hpp
+++ b/ql/experimental/coupons/lognormalcmsspreadpricer.hpp
@@ -84,7 +84,6 @@ namespace QuantLib {
         Real integrand_normal(Real) const;
 
         class integrand_f;
-        friend class integrand_f;
 
         ext::shared_ptr<CmsCouponPricer> cmsPricer_;
 
diff --git a/ql/experimental/math/fireflyalgorithm.hpp b/ql/experimental/math/fireflyalgorithm.hpp
index 0b914492a73..22f23fdc6c6 100644
--- a/ql/experimental/math/fireflyalgorithm.hpp
+++ b/ql/experimental/math/fireflyalgorithm.hpp
@@ -81,8 +81,6 @@ namespace QuantLib {
       public:
         class RandomWalk;
         class Intensity;
-        friend class RandomWalk;
-        friend class Intensity;
         FireflyAlgorithm(Size M,
                          ext::shared_ptr<Intensity> intensity,
                          ext::shared_ptr<RandomWalk> randomWalk,
diff --git a/ql/experimental/math/particleswarmoptimization.hpp b/ql/experimental/math/particleswarmoptimization.hpp
index 107a5cf60c4..6a9add5eeb5 100644
--- a/ql/experimental/math/particleswarmoptimization.hpp
+++ b/ql/experimental/math/particleswarmoptimization.hpp
@@ -93,8 +93,6 @@ namespace QuantLib {
       public:
         class Inertia;
         class Topology;
-        friend class Inertia;
-        friend class Topology;
         ParticleSwarmOptimization(Size M,
                                   ext::shared_ptr<Topology> topology,
                                   ext::shared_ptr<Inertia> inertia,
diff --git a/ql/experimental/swaptions/haganirregularswaptionengine.hpp b/ql/experimental/swaptions/haganirregularswaptionengine.hpp
index 2235baac631..632fdd58ff8 100644
--- a/ql/experimental/swaptions/haganirregularswaptionengine.hpp
+++ b/ql/experimental/swaptions/haganirregularswaptionengine.hpp
@@ -91,7 +91,6 @@ namespace QuantLib {
         Handle<YieldTermStructure>          termStructure_;
         Handle<SwaptionVolatilityStructure> volatilityStructure_;
         class rStarFinder;
-        friend class rStarFinder;
     };
 
 }
diff --git a/ql/experimental/volatility/noarbsabr.hpp b/ql/experimental/volatility/noarbsabr.hpp
index 070513e9296..e55071d084c 100644
--- a/ql/experimental/volatility/noarbsabr.hpp
+++ b/ql/experimental/volatility/noarbsabr.hpp
@@ -130,9 +130,7 @@ class NoArbSabrModel {
       mutable Real numericalForward_;
       ext::shared_ptr<GaussLobattoIntegral> integrator_;
       class integrand;
-      friend class integrand;
       class p_integrand;
-      friend class p_integrand;
 };
 
 namespace detail {
diff --git a/ql/legacy/libormarketmodels/lfmcovarproxy.hpp b/ql/legacy/libormarketmodels/lfmcovarproxy.hpp
index abdefcc0a17..c4c6fd67d36 100644
--- a/ql/legacy/libormarketmodels/lfmcovarproxy.hpp
+++ b/ql/legacy/libormarketmodels/lfmcovarproxy.hpp
@@ -53,7 +53,6 @@ namespace QuantLib {
 
       private:
         class Var_Helper;
-        friend class Var_Helper;
     };
 
 }
diff --git a/ql/models/model.hpp b/ql/models/model.hpp
index b9ab30f4d7f..8c05e777f45 100644
--- a/ql/models/model.hpp
+++ b/ql/models/model.hpp
@@ -134,7 +134,6 @@ namespace QuantLib {
         class PrivateConstraint;
         //! Calibration cost function class
         class CalibrationFunction;
-        friend class CalibrationFunction;
     };
 
     //! Abstract short-rate model class
diff --git a/ql/models/shortrate/onefactormodels/markovfunctional.hpp b/ql/models/shortrate/onefactormodels/markovfunctional.hpp
index aa88676f4f5..1468af7b857 100644
--- a/ql/models/shortrate/onefactormodels/markovfunctional.hpp
+++ b/ql/models/shortrate/onefactormodels/markovfunctional.hpp
@@ -477,8 +477,6 @@ namespace QuantLib {
             bool zeroFixingDays = false,
             const ext::shared_ptr<SwapIndex>& swapIdx = ext::shared_ptr<SwapIndex>()) const;
 
-        class ZeroHelper;
-        friend class ZeroHelper;
         class ZeroHelper {
           public:
             ZeroHelper(const MarkovFunctional *model, const Date &expiry,
diff --git a/ql/models/shortrate/twofactormodels/g2.hpp b/ql/models/shortrate/twofactormodels/g2.hpp
index 9e1aa553770..8dcbef23dbf 100644
--- a/ql/models/shortrate/twofactormodels/g2.hpp
+++ b/ql/models/shortrate/twofactormodels/g2.hpp
@@ -113,7 +113,6 @@ namespace QuantLib {
         Real V(Time t) const;
 
         class SwaptionPricingFunction;
-        friend class SwaptionPricingFunction;
     };
 
     class G2::Dynamics : public TwoFactorModel::ShortRateDynamics {
diff --git a/ql/pricingengines/blackcalculator.hpp b/ql/pricingengines/blackcalculator.hpp
index 15dd007e878..f17bf04e700 100644
--- a/ql/pricingengines/blackcalculator.hpp
+++ b/ql/pricingengines/blackcalculator.hpp
@@ -37,7 +37,6 @@ namespace QuantLib {
     class BlackCalculator {
       private:
         class Calculator;
-        friend class Calculator;
       public:
         BlackCalculator(const ext::shared_ptr<StrikedTypePayoff>& payoff,
                         Real forward,
diff --git a/ql/pricingengines/swaption/basketgeneratingengine.hpp b/ql/pricingengines/swaption/basketgeneratingengine.hpp
index 5c99895f82b..d655b646751 100644
--- a/ql/pricingengines/swaption/basketgeneratingengine.hpp
+++ b/ql/pricingengines/swaption/basketgeneratingengine.hpp
@@ -98,8 +98,6 @@ namespace QuantLib {
         const Handle<Quote> oas_;
         const Handle<YieldTermStructure> discountCurve_;
 
-        class MatchHelper;
-        friend class MatchHelper;
         class MatchHelper : public CostFunction {
           public:
             MatchHelper(const Swap::Type type,
diff --git a/ql/pricingengines/swaption/gaussian1djamshidianswaptionengine.hpp b/ql/pricingengines/swaption/gaussian1djamshidianswaptionengine.hpp
index a5e68aee232..be57637d779 100644
--- a/ql/pricingengines/swaption/gaussian1djamshidianswaptionengine.hpp
+++ b/ql/pricingengines/swaption/gaussian1djamshidianswaptionengine.hpp
@@ -49,7 +49,6 @@ namespace QuantLib {
 
       private:
         class rStarFinder;
-        friend class rStarFinder;
     };
 }
 
diff --git a/ql/pricingengines/swaption/jamshidianswaptionengine.hpp b/ql/pricingengines/swaption/jamshidianswaptionengine.hpp
index 76dbe1f13d8..0adf653cd72 100644
--- a/ql/pricingengines/swaption/jamshidianswaptionengine.hpp
+++ b/ql/pricingengines/swaption/jamshidianswaptionengine.hpp
@@ -61,7 +61,6 @@ namespace QuantLib {
       private:
         Handle<YieldTermStructure> termStructure_;
         class rStarFinder;
-        friend class rStarFinder;
     };
 
 }
diff --git a/ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp b/ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp
index 78e13190293..357f132cd5f 100644
--- a/ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp
+++ b/ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp
@@ -67,8 +67,6 @@ class Gaussian1dSwaptionVolatility : public SwaptionVolatilityStructure {
     ext::shared_ptr<Gaussian1dSwaptionEngine> engine_;
     const Period maxSwapTenor_;
 
-    class DateHelper;
-    friend class DateHelper;
     class DateHelper {
       public:
         DateHelper(const TermStructure &ts, const Time t) : ts_(ts), t_(t) {}
diff --git a/ql/termstructures/yield/fittedbonddiscountcurve.hpp b/ql/termstructures/yield/fittedbonddiscountcurve.hpp
index 5fb59cc7882..eb06165819e 100644
--- a/ql/termstructures/yield/fittedbonddiscountcurve.hpp
+++ b/ql/termstructures/yield/fittedbonddiscountcurve.hpp
@@ -81,7 +81,6 @@ namespace QuantLib {
                                     public LazyObject {
       public:
         class FittingMethod;
-        friend class FittingMethod;
 
         //! \name Constructors
         //@{