diff --git a/ql/pricingengines/vanilla/analytichestonengine.cpp b/ql/pricingengines/vanilla/analytichestonengine.cpp
index e434c07932f..c8165e95d90 100644
--- a/ql/pricingengines/vanilla/analytichestonengine.cpp
+++ b/ql/pricingengines/vanilla/analytichestonengine.cpp
@@ -126,40 +126,30 @@ namespace QuantLib {
     // helper class for integration
     class AnalyticHestonEngine::Fj_Helper {
     public:
-      Fj_Helper(const VanillaOption::arguments& arguments,
-                const ext::shared_ptr<HestonModel>& model,
-                const AnalyticHestonEngine* engine,
-                ComplexLogFormula cpxLog,
-                Time term,
-                Real ratio,
-                Size j);
-
-      Fj_Helper(Real kappa,
-                Real theta,
-                Real sigma,
-                Real v0,
-                Real s0,
-                Real rho,
-                const AnalyticHestonEngine* engine,
-                ComplexLogFormula cpxLog,
-                Time term,
-                Real strike,
-                Real ratio,
-                Size j);
-
-      Fj_Helper(Real kappa,
-                Real theta,
-                Real sigma,
-                Real v0,
-                Real s0,
-                Real rho,
-                ComplexLogFormula cpxLog,
-                Time term,
-                Real strike,
-                Real ratio,
-                Size j);
-
-      Real operator()(Real phi) const;
+        Fj_Helper(const VanillaOption::arguments& arguments,
+            const ext::shared_ptr<HestonModel>& model,
+            const AnalyticHestonEngine* const engine,
+            ComplexLogFormula cpxLog,
+            Time term, Real ratio, Size j);
+
+        Fj_Helper(Real kappa, Real theta, Real sigma,
+            Real v0, Real s0, Real rho,
+            const AnalyticHestonEngine* const engine,
+            ComplexLogFormula cpxLog,
+            Time term,
+            Real strike,
+            Real ratio,
+            Size j);
+
+         Fj_Helper(Real kappa, Real theta, Real sigma,
+            Real v0, Real s0, Real rho,
+            ComplexLogFormula cpxLog,
+            Time term,
+            Real strike,
+            Real ratio,
+            Size j);
+
+        Real operator()(Real phi) const;
 
     private:
         const Size j_;
@@ -268,8 +258,8 @@ namespace QuantLib {
             std::sqrt(t1*t1 - sigma2_*phi
                       *std::complex<Real>(-phi, (j_== 1)? 1 : -1));
         const std::complex<Real> ex = std::exp(-d*term_);
-        const std::complex<Real> addOnTerm =
-            engine_ != 0 ? engine_->addOnTerm(phi, term_, j_) : Real(0.0);
+        const std::complex<Real> addOnTerm
+            = engine_ ? engine_->addOnTerm(phi, term_, j_) : Real(0.0);
 
         if (cpxLog_ == Gatheral) {
             if (phi != 0.0) {
@@ -756,9 +746,10 @@ namespace QuantLib {
     }
 
     Size AnalyticHestonEngine::Integration::numberOfEvaluations() const {
-        if (integrator_ != 0) {
+        if (integrator_) {
             return integrator_->numberOfEvaluations();
-        } else if (gaussianQuadrature_ != 0) {
+        }
+        else if (gaussianQuadrature_) {
             return gaussianQuadrature_->order();
         }
         else {
diff --git a/ql/pricingengines/vanilla/analytichestonengine.hpp b/ql/pricingengines/vanilla/analytichestonengine.hpp
index 0094f1d38e7..6a7502052fb 100644
--- a/ql/pricingengines/vanilla/analytichestonengine.hpp
+++ b/ql/pricingengines/vanilla/analytichestonengine.hpp
@@ -127,15 +127,11 @@ namespace QuantLib {
                                   Real spotPrice,
                                   Real strikePrice,
                                   Real term,
-                                  Real kappa,
-                                  Real theta,
-                                  Real sigma,
-                                  Real v0,
-                                  Real rho,
+                                  Real kappa, Real theta, Real sigma, Real v0, Real rho,
                                   const TypePayoff& type,
                                   const Integration& integration,
-                                  ComplexLogFormula cpxLog,
-                                  const AnalyticHestonEngine* enginePtr,
+                                  const ComplexLogFormula cpxLog,
+                                  const AnalyticHestonEngine* const enginePtr,
                                   Real& value,
                                   Size& evaluations);
 
diff --git a/test-suite/hestonmodel.cpp b/test-suite/hestonmodel.cpp
index 78ef0fe37f7..d773e0fa2a5 100644
--- a/test-suite/hestonmodel.cpp
+++ b/test-suite/hestonmodel.cpp
@@ -2563,8 +2563,8 @@ void HestonModelTest::testPiecewiseTimeDependentComparison() {
         Real priceS = 0.0;
 
         for (Size j=0; j < 2; ++j) {
-            const sample_type& path1 =
-                (j & 1) != 0u ? firstPathGen.antithetic() : firstPathGen.next();
+            const sample_type& path1 = (j&1) ? firstPathGen.antithetic()
+                                             : firstPathGen.next();
             const Real spot1 = path1.value[0].back();
             const Real v1    = path1.value[1].back();
 
@@ -2887,7 +2887,7 @@ void HestonModelTest::testSmallSigmaExpansion4ExpFitting() {
     const Real kappas[] = { 0.5, 1.0, 4.0 };
     const Real thetas[] = { 0.04, 0.09};
     const Real v0s[]    = { 0.025, 0.20 };
-    const Integer maturities[] = { 1, 31, 182, 1850 };
+    const Real maturities[] = { 1, 31, 182, 1850 };
 
     for (Size m=0; m < LENGTH(maturities); ++m) {
         const Date maturityDate = todaysDate + Period(maturities[m], Days);
@@ -3058,8 +3058,9 @@ void HestonModelTest::testExponentialFitting4StrikesAndMaturities() {
 
             for (Size k=0; k < 2; ++k) {
                 const ext::shared_ptr<PlainVanillaPayoff> payoff =
-                    ext::make_shared<PlainVanillaPayoff>((k) != 0u ? Option::Put : Option::Call,
-                                                         strike);
+                    ext::make_shared<PlainVanillaPayoff>(
+                        (k) ? Option::Put : Option::Call,
+                        strike);
 
                 VanillaOption option(payoff, exercise);
                 option.setPricingEngine(engine);