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More changes suggested by clang-tidy
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lballabio committed Jan 31, 2023
1 parent e74e3cd commit 4146cd6
Showing 1 changed file with 16 additions and 16 deletions.
32 changes: 16 additions & 16 deletions test-suite/inflation.cpp
Expand Up @@ -262,13 +262,13 @@ void InflationTest::testZeroTermStructure() {
const Real eps = 1.0e-6;
auto engine = ext::make_shared<DiscountingSwapEngine>(nominalTS);

for (Size i=0; i<zcData.size(); i++) {
for (const auto& datum: zcData) {
ZeroCouponInflationSwap nzcis(Swap::Payer,
1000000.0,
evaluationDate,
zcData[i].date,
datum.date,
calendar, bdc, dc,
zcData[i].rate/100.0,
datum.rate/100.0,
ii, observationLag,
CPI::AsIndex);
nzcis.setPricingEngine(engine);
Expand All @@ -277,7 +277,7 @@ void InflationTest::testZeroTermStructure() {
"zero-coupon inflation swap does not reprice to zero"
<< "\n NPV: " << nzcis.NPV()
<< "\n maturity: " << nzcis.maturityDate()
<< "\n rate: " << zcData[i].rate);
<< "\n rate: " << datum.rate);
}

//===========================================================================================
Expand Down Expand Up @@ -333,13 +333,13 @@ void InflationTest::testZeroTermStructure() {

pZITS->setSeasonality(nonUnitSeasonality);

for (Size i=0; i<zcData.size(); i++) {
for (const auto& datum: zcData) {
ZeroCouponInflationSwap nzcis(Swap::Payer,
1000000.0,
evaluationDate,
zcData[i].date,
datum.date,
calendar, bdc, dc,
zcData[i].rate/100.0,
datum.rate/100.0,
ii, observationLag,
CPI::AsIndex);
nzcis.setPricingEngine(engine);
Expand All @@ -348,7 +348,7 @@ void InflationTest::testZeroTermStructure() {
"zero-coupon inflation swap does not reprice to zero"
<< "\n NPV: " << nzcis.NPV()
<< "\n maturity: " << nzcis.maturityDate()
<< "\n rate: " << zcData[i].rate);
<< "\n rate: " << datum.rate);
}

//==============================================================================
Expand Down Expand Up @@ -380,13 +380,13 @@ void InflationTest::testZeroTermStructure() {
//===========================================================================================
// Test zero coupon swaps

for (Size i=0; i<zcData.size(); i++) {
for (const auto& datum: zcData) {
ZeroCouponInflationSwap nzcis(Swap::Payer,
1000000.0,
evaluationDate,
zcData[i].date,
datum.date,
calendar, bdc, dc,
zcData[i].rate/100.0,
datum.rate/100.0,
iiyes, observationLag,
CPI::AsIndex);
nzcis.setPricingEngine(engine);
Expand All @@ -395,21 +395,21 @@ void InflationTest::testZeroTermStructure() {
"zero-coupon inflation swap does not reprice to zero"
<< "\n NPV: " << nzcis.NPV()
<< "\n maturity: " << nzcis.maturityDate()
<< "\n rate: " << zcData[i].rate);
<< "\n rate: " << datum.rate);
}

//===========================================================================================
// Perform checks on the seasonality for this interpolated index

pZITSyes->setSeasonality(nonUnitSeasonality);

for (Size i=0; i<zcData.size(); i++) {
for (const auto& datum: zcData) {
ZeroCouponInflationSwap nzcis(Swap::Payer,
1000000.0,
evaluationDate,
zcData[i].date,
datum.date,
calendar, bdc, dc,
zcData[i].rate/100.0,
datum.rate/100.0,
iiyes, observationLag,
CPI::AsIndex);
nzcis.setPricingEngine(engine);
Expand All @@ -418,7 +418,7 @@ void InflationTest::testZeroTermStructure() {
"zero-coupon inflation swap does not reprice to zero"
<< "\n NPV: " << nzcis.NPV()
<< "\n maturity: " << nzcis.maturityDate()
<< "\n rate: " << zcData[i].rate);
<< "\n rate: " << datum.rate);
}

// remove circular refernce
Expand Down

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