From 532cd3400b39704e74a805f0bb9651216ad7d55b Mon Sep 17 00:00:00 2001
From: "github-actions[bot]"
 <41898282+github-actions[bot]@users.noreply.github.com>
Date: Thu, 21 May 2020 21:31:26 +0200
Subject: [PATCH] Apply fixes by clang-tidy

---
 Examples/GlobalOptimizer/GlobalOptimizer.cpp  |   6 +-
 ql/cashflow.cpp                               |   3 +-
 ql/cashflows/averagebmacoupon.cpp             |   2 +-
 ql/cashflows/capflooredinflationcoupon.cpp    |  22 +-
 ql/cashflows/cashflows.cpp                    |  28 +-
 ql/cashflows/conundrumpricer.hpp              |   6 +-
 ql/cashflows/couponpricer.cpp                 |   6 +-
 ql/cashflows/cpicoupon.hpp                    |   2 +-
 ql/cashflows/digitalcoupon.hpp                |   4 +-
 ql/cashflows/floatingratecoupon.cpp           |   4 +-
 ql/cashflows/inflationcoupon.cpp              |   4 +-
 ql/cashflows/inflationcouponpricer.cpp        |   2 +-
 ql/cashflows/lineartsrpricer.hpp              |   4 +-
 ql/event.cpp                                  |   6 +-
 .../amortizingfixedratebond.hpp               |  21 +-
 .../perturbativebarrieroptionengine.cpp       |   8 +-
 .../barrieroption/vannavolgabarrierengine.cpp |  58 +-
 .../barrieroption/vannavolgabarrierengine.hpp |  18 +-
 ql/experimental/basismodels/swaptioncfs.cpp   |   2 +-
 .../basismodels/tenoroptionletvts.hpp         |   2 +-
 .../callablebonds/callablebond.cpp            |   2 +-
 .../callablebonds/treecallablebondengine.cpp  |   4 +-
 .../callablebonds/treecallablebondengine.hpp  |   7 +-
 .../catbonds/montecarlocatbondengine.cpp      |   7 +-
 .../catbonds/montecarlocatbondengine.hpp      |  45 +-
 ql/experimental/commodities/commodity.cpp     |   6 +-
 .../commodities/commoditycashflow.cpp         |   2 +-
 .../commodities/energybasisswap.cpp           |   4 +-
 .../commodities/energycommodity.cpp           |   4 +-
 ql/experimental/commodities/energyswap.cpp    |   2 +-
 .../commodities/energyvanillaswap.cpp         |   2 +-
 .../unitofmeasureconversionmanager.cpp        |   3 +-
 .../convertiblebonds/convertiblebond.cpp      |   2 +-
 .../coupons/lognormalcmsspreadpricer.hpp      |  18 +-
 ql/experimental/coupons/swapspreadindex.hpp   |   4 +-
 ql/experimental/credit/basket.cpp             |   8 +-
 ql/experimental/credit/basket.hpp             |  16 +-
 ql/experimental/credit/defaultevent.cpp       |   5 +-
 .../credit/defaultprobabilitykey.cpp          |   5 +-
 .../credit/defaultprobabilitykey.hpp          |   5 +-
 .../interpolatedaffinehazardratecurve.hpp     |  44 +-
 ql/experimental/credit/onefactorcopula.cpp    |   4 +-
 .../credit/randomdefaultlatentmodel.hpp       |  32 +-
 ql/experimental/credit/recursivelossmodel.hpp |  57 +-
 ql/experimental/credit/riskyassetswap.cpp     |   2 +-
 .../credit/spotlosslatentmodel.hpp            |   4 +-
 ql/experimental/credit/syntheticcdo.cpp       |  13 +-
 .../continuousarithmeticasianvecerengine.cpp  |   4 +-
 .../fdmblackscholesfwdop.cpp                  |   2 +-
 .../fdmexpextouinnervaluecalculator.hpp       |   2 +-
 .../fdmextoujumpmodelinnervalue.hpp           |   2 +-
 .../finitedifferences/fdmhestonfwdop.cpp      |   6 +-
 .../finitedifferences/fdmvppstepcondition.cpp |   2 +-
 .../finitedifferences/fdmzabrop.hpp           |  19 +-
 .../futures/overnightindexfuture.hpp          |  15 +-
 .../overnightindexfutureratehelper.hpp        |  51 +-
 .../interpolatedyoyoptionletstripper.hpp      |   7 +-
 ...erpolatedyoyoptionletvolatilitysurface.hpp |  20 +-
 .../inflation/yoycapfloortermpricesurface.hpp |  32 +-
 .../inflation/yoyoptionletstripper.hpp        |   7 +-
 .../lattices/extendedbinomialtree.cpp         |  28 +-
 ql/experimental/math/convolvedstudentt.hpp    |  22 +-
 ql/experimental/math/fireflyalgorithm.cpp     |   2 +-
 ...gaussiannoncentralchisquaredpolynomial.cpp |   2 +-
 .../math/hybridsimulatedannealing.hpp         |  37 +-
 .../math/hybridsimulatedannealingfunctors.hpp |   4 +-
 ql/experimental/math/laplaceinterpolation.hpp |   2 -
 ql/experimental/math/latentmodel.hpp          |   6 +-
 .../math/particleswarmoptimization.hpp        |  12 +-
 ql/experimental/math/piecewiseintegral.hpp    |   6 +-
 .../mcbasket/pathmultiassetoption.cpp         |   4 +-
 ql/experimental/models/hestonslvfdmmodel.hpp  |  13 +-
 ql/experimental/models/hestonslvmcmodel.cpp   |   2 +-
 ql/experimental/risk/creditriskplus.hpp       |  14 +-
 ql/experimental/risk/sensitivityanalysis.cpp  |   2 -
 .../shortrate/generalizedhullwhite.hpp        |   3 +-
 .../haganirregularswaptionengine.cpp          |   8 +-
 ql/experimental/swaptions/irregularswap.cpp   |   4 +-
 .../integralhestonvarianceoptionengine.cpp    |   2 +-
 .../volatility/abcdatmvolcurve.cpp            |  14 +-
 ql/experimental/volatility/noarbsabr.hpp      |  38 +-
 .../volatility/noarbsabrsmilesection.hpp      |  16 +-
 .../volatility/sviinterpolation.hpp           |   1 -
 .../volatility/svismilesection.cpp            |   1 -
 ql/experimental/volatility/zabr.cpp           |   4 +-
 ql/experimental/volatility/zabr.hpp           |  25 +-
 .../volatility/zabrsmilesection.hpp           |  22 +-
 ql/instrument.hpp                             |   4 +-
 ql/instruments/assetswap.cpp                  |   6 +-
 ql/instruments/bond.cpp                       |   2 +-
 ql/instruments/bonds/btp.cpp                  |   2 -
 ql/instruments/bonds/cpibond.hpp              |   2 +-
 ql/instruments/bonds/fixedratebond.hpp        |   8 +-
 ql/instruments/bonds/floatingratebond.hpp     |  27 +-
 ql/instruments/capfloor.cpp                   |   2 +-
 ql/instruments/capfloor.hpp                   |   2 +-
 ql/instruments/cpiswap.cpp                    |   9 +-
 ql/instruments/creditdefaultswap.hpp          |  10 +-
 ql/instruments/floatfloatswap.cpp             |  78 +-
 ql/instruments/floatfloatswap.hpp             |  82 ++-
 ql/instruments/floatfloatswaption.hpp         |   9 +-
 ql/instruments/inflationcapfloor.hpp          |   2 +-
 ql/instruments/makecds.cpp                    |   2 +-
 ql/instruments/makecds.hpp                    |   4 +-
 ql/instruments/makecms.cpp                    |   2 +-
 ql/instruments/makeswaption.hpp               |   2 +-
 ql/instruments/nonstandardswap.cpp            |  10 +-
 ql/instruments/nonstandardswap.hpp            |  51 +-
 ql/instruments/nonstandardswaption.hpp        |   9 +-
 ql/instruments/swap.cpp                       |   2 +-
 ql/instruments/vanillaswap.cpp                |   6 +-
 ql/instruments/yearonyearinflationswap.cpp    |   4 +-
 .../libormarketmodels/liborforwardmodel.cpp   |   2 +-
 .../libormarketmodels/lmfixedvolmodel.cpp     |   5 +-
 ql/math/array.hpp                             |  11 +-
 ql/math/initializers.hpp                      |   6 +-
 ql/math/integrals/discreteintegrals.cpp       |   2 +-
 .../gaussianorthogonalpolynomial.cpp          |   4 +-
 ql/math/interpolations/multicubicspline.hpp   |  13 +-
 ql/math/interpolations/sabrinterpolation.hpp  |  25 +-
 ql/math/matrixutilities/bicgstab.cpp          |  10 +-
 ql/math/matrixutilities/gmres.cpp             |   4 +-
 .../sparseilupreconditioner.cpp               |   2 +-
 ql/math/ode/adaptiverungekutta.hpp            |  25 +-
 ql/math/optimization/armijo.hpp               |   4 +-
 ql/math/optimization/endcriteria.hpp          |  30 +-
 ql/math/optimization/goldstein.hpp            |   4 +-
 ql/math/optimization/linesearch.hpp           |   2 +-
 ql/math/optimization/lmdif.cpp                | 675 +++++++++---------
 ql/math/optimization/lmdif.hpp                |  14 +-
 ql/math/optimization/projection.cpp           |   2 +-
 ql/math/optimization/simulatedannealing.hpp   |   1 -
 ql/math/primenumbers.cpp                      |   2 +-
 ql/math/randomnumbers/haltonrsg.cpp           |   2 +-
 ql/math/randomnumbers/knuthuniformrng.cpp     |  20 +-
 ql/math/randomnumbers/mt19937uniformrng.cpp   |   4 +-
 ql/math/randomnumbers/sobolrsg.cpp            | 106 +--
 ql/math/statistics/sequencestatistics.hpp     |   4 +-
 .../meshers/concentrating1dmesher.hpp         |  11 +-
 .../meshers/fdmblackscholesmesher.cpp         |  21 +-
 .../meshers/fdmhestonvariancemesher.cpp       |   2 +-
 .../operators/fdm2dblackscholesop.cpp         |   4 +-
 .../operators/fdmblackscholesop.cpp           |   6 +-
 .../operators/fdmhestonop.cpp                 |   2 +-
 .../operators/fdmlocalvolfwdop.cpp            |  27 +-
 .../schemes/methodoflinesscheme.hpp           |   8 +-
 .../solvers/fdm2dblackscholessolver.hpp       |  15 +-
 .../solvers/fdm2dimsolver.cpp                 |   4 +-
 .../solvers/fdm3dimsolver.cpp                 |   6 +-
 .../solvers/fdmbackwardsolver.cpp             |  27 +-
 .../solvers/fdmbackwardsolver.hpp             |  11 +-
 .../solvers/fdmndimsolver.hpp                 |   2 +-
 .../fdmsimplestoragecondition.cpp             |   4 +-
 .../finitedifferences/tridiagonaloperator.hpp |   2 +-
 .../utilities/fdmtimedepdirichletboundary.cpp |   5 +-
 ql/methods/lattices/binomialtree.cpp          |  20 +-
 ql/methods/montecarlo/brownianbridge.cpp      |   4 +-
 ql/methods/montecarlo/lsmbasissystem.cpp      |   2 +-
 ql/models/equity/hestonmodelhelper.hpp        |  14 +-
 .../correlations/expcorrelations.cpp          |   2 +-
 ql/models/marketmodels/curvestate.hpp         |  19 +-
 .../driftcomputation/lmmdriftcalculator.cpp   |  21 +-
 .../lmmnormaldriftcalculator.cpp              |  18 +-
 .../evolvers/lognormalcmswapratepc.hpp        |   2 +-
 ql/models/marketmodels/models/abcdvol.hpp     |  21 +-
 .../capletcoterminalalphacalibration.hpp      |   9 +-
 .../models/capletcoterminalmaxhomogeneity.hpp |  29 +-
 .../models/capletcoterminalperiodic.cpp       |   4 +-
 .../models/capletcoterminalperiodic.hpp       |  37 +-
 .../marketmodels/models/fwdperiodadapter.cpp  |   2 +-
 .../marketmodels/models/pseudorootfacade.hpp  |   3 +-
 ql/models/marketmodels/pathwisediscounter.cpp |   3 -
 .../marketmodels/swapforwardmappings.hpp      |  18 +-
 ql/models/model.cpp                           |   2 +-
 .../calibrationhelpers/caphelper.hpp          |   8 +-
 .../calibrationhelpers/swaptionhelper.hpp     |  36 +-
 .../onefactormodels/gaussian1dmodel.hpp       | 112 +--
 ql/models/shortrate/onefactormodels/gsr.hpp   |  44 +-
 .../onefactormodels/markovfunctional.cpp      |  83 +--
 .../onefactormodels/markovfunctional.hpp      | 151 ++--
 ql/patterns/observable.cpp                    |   5 +-
 ql/patterns/observable.hpp                    |   6 +-
 ql/prices.hpp                                 |   8 +-
 ql/pricingengines/americanpayoffatexpiry.cpp  |   4 +-
 ql/pricingengines/americanpayoffathit.cpp     |   4 +-
 .../asian/fdblackscholesasianengine.cpp       |  13 +-
 .../barrier/analyticbinarybarrierengine.cpp   |   4 +-
 .../basket/mcamericanbasketengine.cpp         |   2 +-
 ql/pricingengines/basket/stulzengine.cpp      |   4 +-
 .../bond/discountingbondengine.cpp            |   7 +-
 .../capfloor/analyticcapfloorengine.cpp       |   4 +-
 .../capfloor/treecapfloorengine.cpp           |   4 +-
 .../credit/integralcdsengine.cpp              |   9 +-
 ql/pricingengines/credit/isdacdsengine.cpp    |  10 +-
 ql/pricingengines/credit/isdacdsengine.hpp    |  15 +-
 .../credit/midpointcdsengine.cpp              |   9 +-
 .../forward/replicatingvarianceswapengine.hpp |   4 +-
 .../lookback/mclookbackengine.cpp             |   2 +-
 .../mclongstaffschwartzengine.hpp             |  69 +-
 ql/pricingengines/swap/cvaswapengine.hpp      |  15 +-
 .../swap/discountingswapengine.cpp            |   7 +-
 ql/pricingengines/swap/discretizedswap.cpp    |   1 +
 ql/pricingengines/swap/treeswapengine.cpp     |   4 +-
 .../swaption/basketgeneratingengine.hpp       |  13 +-
 .../gaussian1dfloatfloatswaptionengine.cpp    |  31 +-
 .../gaussian1dfloatfloatswaptionengine.hpp    |  10 +-
 .../gaussian1dnonstandardswaptionengine.hpp   |   2 +-
 .../swaption/jamshidianswaptionengine.cpp     |   2 +-
 .../swaption/treeswaptionengine.cpp           |   4 +-
 .../vanilla/analytichestonengine.cpp          |  67 +-
 .../vanilla/analytichestonengine.hpp          |  10 +-
 .../vanilla/fddividendengine.hpp              |   8 +-
 .../fdhestonhullwhitevanillaengine.cpp        |   4 +-
 .../vanilla/fdhestonvanillaengine.cpp         |   4 +-
 ql/pricingengines/vanilla/fdvanillaengine.cpp |   2 +-
 .../vanilla/hestonexpansionengine.hpp         |  27 +-
 .../vanilla/mcamericanengine.cpp              |   3 +-
 ql/processes/blackscholesprocess.cpp          |   4 +-
 ql/processes/gsrprocess.hpp                   |  11 +-
 ql/processes/gsrprocesscore.hpp               |  21 +-
 ql/processes/jointstochasticprocess.cpp       |   2 +-
 ql/processes/mfstateprocess.cpp               |   2 +-
 ql/rebatedexercise.hpp                        |  21 +-
 .../credit/defaultprobabilityhelpers.hpp      |  55 +-
 ql/termstructures/inflation/seasonality.cpp   |   2 +-
 ql/termstructures/inflation/seasonality.hpp   |  53 +-
 ql/termstructures/inflationtermstructure.cpp  |   2 +-
 ql/termstructures/inflationtermstructure.hpp  |  36 +-
 .../volatility/atmadjustedsmilesection.hpp    |   5 +-
 .../volatility/atmsmilesection.hpp            |   3 +-
 .../andreasenhugevolatilityinterpl.cpp        |  20 +-
 .../equityfx/hestonblackvolsurface.hpp        |   3 +-
 .../volatility/gaussian1dsmilesection.hpp     |  22 +-
 .../inflation/constantcpivolatility.hpp       |   4 +-
 ...yinflationoptionletvolatilitystructure.hpp |  42 +-
 .../volatility/interpolatedsmilesection.hpp   |  72 +-
 .../volatility/kahalesmilesection.hpp         |  17 +-
 .../optionlet/optionletstripper.hpp           |  11 +-
 .../optionlet/optionletstripper1.cpp          |  18 +-
 .../optionlet/optionletstripper1.hpp          |  19 +-
 .../sabrinterpolatedsmilesection.hpp          |  74 +-
 .../volatility/sabrsmilesection.hpp           |   4 +-
 ql/termstructures/volatility/smilesection.hpp |   8 +-
 .../volatility/smilesectionutils.cpp          |   8 +-
 .../volatility/smilesectionutils.hpp          |  11 +-
 .../swaption/cmsmarketcalibration.cpp         |  55 +-
 .../swaption/cmsmarketcalibration.hpp         |  20 +-
 .../swaption/gaussian1dswaptionvolatility.hpp |  13 +-
 .../swaption/swaptionconstantvol.hpp          |  16 +-
 .../volatility/swaption/swaptionvolcube1.hpp  |  24 +-
 .../volatility/swaption/swaptionvolmatrix.cpp |  10 +-
 .../volatility/swaption/swaptionvolmatrix.hpp |  88 ++-
 ql/termstructures/yield/bondhelpers.hpp       |  52 +-
 .../yield/fittedbonddiscountcurve.hpp         |   9 +-
 .../yield/nonlinearfittingmethods.cpp         |  17 +-
 .../yield/nonlinearfittingmethods.hpp         |  54 +-
 ql/termstructures/yield/oisratehelper.hpp     |  32 +-
 ql/termstructures/yield/ratehelpers.cpp       |   4 +-
 ql/time/asx.cpp                               |   5 +-
 ql/time/imm.cpp                               |   5 +-
 ql/time/period.cpp                            |   6 +-
 ql/time/schedule.cpp                          |  21 +-
 ql/time/schedule.hpp                          |   8 +-
 ql/utilities/dataparsers.cpp                  |   3 +-
 test-suite/blackformula.cpp                   |   1 -
 test-suite/fdmlinearop.cpp                    |   2 +-
 test-suite/hestonmodel.cpp                    |   9 +-
 test-suite/hestonslvmodel.cpp                 |   4 +-
 test-suite/hybridhestonhullwhiteprocess.cpp   |   2 +-
 test-suite/inflationcpiswap.cpp               |   6 +-
 test-suite/libormarketmodel.cpp               |   3 +-
 test-suite/marketmodel.cpp                    |   2 +-
 test-suite/matrices.cpp                       |   2 +-
 test-suite/noarbsabr.cpp                      |   2 -
 test-suite/schedule.cpp                       |   2 +-
 test-suite/tracing.cpp                        |   2 +-
 test-suite/vpp.cpp                            |   5 +-
 277 files changed, 2177 insertions(+), 2369 deletions(-)

diff --git a/Examples/GlobalOptimizer/GlobalOptimizer.cpp b/Examples/GlobalOptimizer/GlobalOptimizer.cpp
index cdcf23be375..928f270a716 100644
--- a/Examples/GlobalOptimizer/GlobalOptimizer.cpp
+++ b/Examples/GlobalOptimizer/GlobalOptimizer.cpp
@@ -162,7 +162,7 @@ class TestFunction : public CostFunction {
 int test(OptimizationMethod& method, CostFunction& f, const EndCriteria& endCriteria,
           const Array& start, const Constraint& constraint = Constraint(),
           const Array& optimum = Array()) {
-    QL_REQUIRE(start.size() > 0, "Input size needs to be at least 1");
+    QL_REQUIRE(!start.empty(), "Input size needs to be at least 1");
     std::cout << "Starting point: ";
     Constraint c;
     if (!constraint.empty())
@@ -177,9 +177,9 @@ int test(OptimizationMethod& method, CostFunction& f, const EndCriteria& endCrit
         std::cout << "Global optimum: ";
         Real optimVal = printFunction(p, optimum);
         if(std::abs(optimVal) < 1e-13)
-            return std::abs(val-optimVal) < 1e-6;
+            return static_cast<int>(std::abs(val - optimVal) < 1e-6);
         else
-            return std::abs((val-optimVal)/optimVal) < 1e-6;
+            return static_cast<int>(std::abs((val - optimVal) / optimVal) < 1e-6);
     }
     return 1;
 }
diff --git a/ql/cashflow.cpp b/ql/cashflow.cpp
index c9066babb38..263fa537626 100644
--- a/ql/cashflow.cpp
+++ b/ql/cashflow.cpp
@@ -42,7 +42,7 @@ namespace QuantLib {
             // specified in the settings (if any)
             boost::optional<bool> includeToday =
                 Settings::instance().includeTodaysCashFlows();
-            if (includeToday)
+            if (includeToday) // NOLINT(readability-implicit-bool-conversion)
                 includeRefDate = *includeToday;
         }
         return Event::hasOccurred(refDate, includeRefDate);
@@ -69,4 +69,3 @@ namespace QuantLib {
     }
 
 }
-
diff --git a/ql/cashflows/averagebmacoupon.cpp b/ql/cashflows/averagebmacoupon.cpp
index bc70e57e082..317011930f2 100644
--- a/ql/cashflows/averagebmacoupon.cpp
+++ b/ql/cashflows/averagebmacoupon.cpp
@@ -45,7 +45,7 @@ namespace QuantLib {
                      d1 = startDate,
                      d2 = startDate;
 
-                QL_REQUIRE (fixingDates.size() > 0, "fixing date list empty");
+                QL_REQUIRE(!fixingDates.empty(), "fixing date list empty");
                 QL_REQUIRE (index->valueDate(fixingDates.front()) <= startDate,
                             "first fixing date valid after period start");
                 QL_REQUIRE (index->valueDate(fixingDates.back()) >= endDate,
diff --git a/ql/cashflows/capflooredinflationcoupon.cpp b/ql/cashflows/capflooredinflationcoupon.cpp
index d6754ab6a52..298682bc15f 100644
--- a/ql/cashflows/capflooredinflationcoupon.cpp
+++ b/ql/cashflows/capflooredinflationcoupon.cpp
@@ -80,15 +80,16 @@ namespace QuantLib {
             const ext::shared_ptr<YoYInflationCouponPricer>& pricer) {
 
         YoYInflationCoupon::setPricer(pricer);
-        if (underlying_) underlying_->setPricer(pricer);
+        if (underlying_ != 0)
+            underlying_->setPricer(pricer);
     }
 
 
     Rate CappedFlooredYoYInflationCoupon::rate() const {
-        Rate swapletRate = underlying_ ? underlying_->rate() : YoYInflationCoupon::rate();
+        Rate swapletRate = underlying_ != 0 ? underlying_->rate() : YoYInflationCoupon::rate();
 
         if(isFloored_ || isCapped_) {
-            if (underlying_) {
+            if (underlying_ != 0) {
                 QL_REQUIRE(underlying_->pricer(), "pricer not set");
             } else {
                 QL_REQUIRE(pricer_, "pricer not set");
@@ -97,19 +98,14 @@ namespace QuantLib {
 
         Rate floorletRate = 0.;
         if(isFloored_) {
-            floorletRate =
-            underlying_ ?
-            underlying_->pricer()->floorletRate(effectiveFloor()) :
-            pricer()->floorletRate(effectiveFloor())
-            ;
+            floorletRate = underlying_ != 0 ?
+                               underlying_->pricer()->floorletRate(effectiveFloor()) :
+                               pricer()->floorletRate(effectiveFloor());
         }
         Rate capletRate = 0.;
         if(isCapped_) {
-            capletRate =
-            underlying_ ?
-            underlying_->pricer()->capletRate(effectiveCap()) :
-            pricer()->capletRate(effectiveCap())
-            ;
+            capletRate = underlying_ != 0 ? underlying_->pricer()->capletRate(effectiveCap()) :
+                                            pricer()->capletRate(effectiveCap());
         }
 
         return swapletRate + floorletRate - capletRate;
diff --git a/ql/cashflows/cashflows.cpp b/ql/cashflows/cashflows.cpp
index 5aa0e2d96f2..b612b0815ab 100644
--- a/ql/cashflows/cashflows.cpp
+++ b/ql/cashflows/cashflows.cpp
@@ -40,7 +40,7 @@ namespace QuantLib {
         Date d = Date::maxDate();
         for (Size i=0; i<leg.size(); ++i) {
             ext::shared_ptr<Coupon> c = ext::dynamic_pointer_cast<Coupon>(leg[i]);
-            if (c)
+            if (c != 0)
                 d = std::min(d, c->accrualStartDate());
             else
                 d = std::min(d, leg[i]->date());
@@ -54,7 +54,7 @@ namespace QuantLib {
         Date d = Date::minDate();
         for (Size i=0; i<leg.size(); ++i) {
             ext::shared_ptr<Coupon> c = ext::dynamic_pointer_cast<Coupon>(leg[i]);
-            if (c)
+            if (c != 0)
                 d = std::max(d, c->accrualEndDate());
             else
                 d = std::max(d, leg[i]->date());
@@ -239,7 +239,7 @@ namespace QuantLib {
         Date paymentDate = (*cf)->date();
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 return cp->nominal();
         }
         return 0.0;
@@ -256,7 +256,7 @@ namespace QuantLib {
         Date paymentDate = (*cf)->date();
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 return cp->accrualStartDate();
         }
         return Date();
@@ -273,7 +273,7 @@ namespace QuantLib {
         Date paymentDate = (*cf)->date();
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 return cp->accrualEndDate();
         }
         return Date();
@@ -290,7 +290,7 @@ namespace QuantLib {
         Date paymentDate = (*cf)->date();
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 return cp->referencePeriodStart();
         }
         return Date();
@@ -307,7 +307,7 @@ namespace QuantLib {
         Date paymentDate = (*cf)->date();
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 return cp->referencePeriodEnd();
         }
         return Date();
@@ -324,7 +324,7 @@ namespace QuantLib {
         Date paymentDate = (*cf)->date();
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 return cp->accrualPeriod();
         }
         return 0;
@@ -341,7 +341,7 @@ namespace QuantLib {
         Date paymentDate = (*cf)->date();
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 return cp->accrualDays();
         }
         return 0;
@@ -361,7 +361,7 @@ namespace QuantLib {
         Date paymentDate = (*cf)->date();
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 return cp->accruedPeriod(settlementDate);
         }
         return 0;
@@ -381,7 +381,7 @@ namespace QuantLib {
         Date paymentDate = (*cf)->date();
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 return cp->accruedDays(settlementDate);
         }
         return 0;
@@ -402,7 +402,7 @@ namespace QuantLib {
         Real result = 0.0;
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 result += cp->accruedAmount(settlementDate);
         }
         return result;
@@ -585,7 +585,7 @@ namespace QuantLib {
             Date refStartDate, refEndDate;
             ext::shared_ptr<Coupon> coupon =
                     ext::dynamic_pointer_cast<Coupon>(cashFlow);
-            if (coupon) {
+            if (coupon != 0) {
                 refStartDate = coupon->referencePeriodStart();
                 refEndDate = coupon->referencePeriodEnd();
             } else {
@@ -599,7 +599,7 @@ namespace QuantLib {
                 refEndDate = cashFlowDate;
             }
 
-            if (coupon && lastDate!=coupon->accrualStartDate()) {
+            if ((coupon != 0) && lastDate != coupon->accrualStartDate()) {
                 Time couponPeriod = dc.yearFraction(coupon->accrualStartDate(),
                                                 cashFlowDate, refStartDate, refEndDate);
                 Time accruedPeriod = dc.yearFraction(coupon->accrualStartDate(),
diff --git a/ql/cashflows/conundrumpricer.hpp b/ql/cashflows/conundrumpricer.hpp
index ee3a4114489..cfa3785479d 100644
--- a/ql/cashflows/conundrumpricer.hpp
+++ b/ql/cashflows/conundrumpricer.hpp
@@ -284,9 +284,9 @@ namespace QuantLib {
                        Option::Type optionType);
             Real operator()(Real x) const;
           protected:
-            Real functionF(const Real x) const;
-            Real firstDerivativeOfF(const Real x) const;
-            Real secondDerivativeOfF(const Real x) const;
+            Real functionF(Real x) const;
+            Real firstDerivativeOfF(Real x) const;
+            Real secondDerivativeOfF(Real x) const;
 
             Real strike() const;
             Real annuity() const;
diff --git a/ql/cashflows/couponpricer.cpp b/ql/cashflows/couponpricer.cpp
index 94512162e74..a17388cfa0a 100644
--- a/ql/cashflows/couponpricer.cpp
+++ b/ql/cashflows/couponpricer.cpp
@@ -225,13 +225,13 @@ namespace QuantLib {
             // we might end up here because a CappedFlooredCoupon
             // was directly constructed; we should then check
             // the underlying for consistency with the pricer
-            if (ext::dynamic_pointer_cast<IborCoupon>(c.underlying())) {
+            if (ext::dynamic_pointer_cast<IborCoupon>(c.underlying()) != 0) {
                 QL_REQUIRE(ext::dynamic_pointer_cast<IborCouponPricer>(pricer_),
                            "pricer not compatible with Ibor Coupon");
-            } else if (ext::dynamic_pointer_cast<CmsCoupon>(c.underlying())) {
+            } else if (ext::dynamic_pointer_cast<CmsCoupon>(c.underlying()) != 0) {
                 QL_REQUIRE(ext::dynamic_pointer_cast<CmsCouponPricer>(pricer_),
                            "pricer not compatible with CMS Coupon");
-            } else if (ext::dynamic_pointer_cast<CmsSpreadCoupon>(c.underlying())) {
+            } else if (ext::dynamic_pointer_cast<CmsSpreadCoupon>(c.underlying()) != 0) {
                 QL_REQUIRE(ext::dynamic_pointer_cast<CmsSpreadCouponPricer>(pricer_),
                            "pricer not compatible with CMS spread Coupon");
             }
diff --git a/ql/cashflows/cpicoupon.hpp b/ql/cashflows/cpicoupon.hpp
index 58c87a72084..b506b67f006 100644
--- a/ql/cashflows/cpicoupon.hpp
+++ b/ql/cashflows/cpicoupon.hpp
@@ -179,7 +179,7 @@ namespace QuantLib {
       public:
         CPILeg(const Schedule& schedule,
                const ext::shared_ptr<ZeroInflationIndex>& index,
-               const Real baseCPI,
+               Real baseCPI,
                const Period& observationLag);
         CPILeg& withNotionals(Real notional);
         CPILeg& withNotionals(const std::vector<Real>& notionals);
diff --git a/ql/cashflows/digitalcoupon.hpp b/ql/cashflows/digitalcoupon.hpp
index f57ee6949b7..616edea8a7e 100644
--- a/ql/cashflows/digitalcoupon.hpp
+++ b/ql/cashflows/digitalcoupon.hpp
@@ -132,10 +132,10 @@ namespace QuantLib {
 
         void setPricer(
             const ext::shared_ptr<FloatingRateCouponPricer>& pricer) {
-            if (pricer_)
+            if (pricer_ != 0)
                 unregisterWith(pricer_);
             pricer_ = pricer;
-            if (pricer_)
+            if (pricer_ != 0)
                 registerWith(pricer_);
             update();
             underlying_->setPricer(pricer);
diff --git a/ql/cashflows/floatingratecoupon.cpp b/ql/cashflows/floatingratecoupon.cpp
index 75d0751c60e..e0245793072 100644
--- a/ql/cashflows/floatingratecoupon.cpp
+++ b/ql/cashflows/floatingratecoupon.cpp
@@ -60,10 +60,10 @@ namespace QuantLib {
 
     void FloatingRateCoupon::setPricer(
                 const ext::shared_ptr<FloatingRateCouponPricer>& pricer) {
-        if (pricer_)
+        if (pricer_ != 0)
             unregisterWith(pricer_);
         pricer_ = pricer;
-        if (pricer_)
+        if (pricer_ != 0)
             registerWith(pricer_);
         update();
     }
diff --git a/ql/cashflows/inflationcoupon.cpp b/ql/cashflows/inflationcoupon.cpp
index 34c94ebba32..1668cee3d73 100644
--- a/ql/cashflows/inflationcoupon.cpp
+++ b/ql/cashflows/inflationcoupon.cpp
@@ -49,10 +49,10 @@ namespace QuantLib {
 
     void InflationCoupon::setPricer(const ext::shared_ptr<InflationCouponPricer>& pricer) {
         QL_REQUIRE(checkPricerImpl(pricer),"pricer given is wrong type");
-        if (pricer_)
+        if (pricer_ != 0)
             unregisterWith(pricer_);
         pricer_ = pricer;
-        if (pricer_)
+        if (pricer_ != 0)
             registerWith(pricer_);
         update();
     }
diff --git a/ql/cashflows/inflationcouponpricer.cpp b/ql/cashflows/inflationcouponpricer.cpp
index a9d5d3c306c..2b0264853dc 100644
--- a/ql/cashflows/inflationcouponpricer.cpp
+++ b/ql/cashflows/inflationcouponpricer.cpp
@@ -28,7 +28,7 @@ namespace QuantLib {
         for (Size i=0; i<leg.size(); ++i) {
             ext::shared_ptr<InflationCoupon> c =
                 ext::dynamic_pointer_cast<InflationCoupon>(leg[i]);
-            if (c)
+            if (c != 0)
                 c->setPricer(p);
         }
     }
diff --git a/ql/cashflows/lineartsrpricer.hpp b/ql/cashflows/lineartsrpricer.hpp
index 601febe8fb3..fdf2f6b80ab 100644
--- a/ql/cashflows/lineartsrpricer.hpp
+++ b/ql/cashflows/lineartsrpricer.hpp
@@ -189,8 +189,8 @@ namespace QuantLib {
       private:
 
         Real GsrG(const Date &d) const;
-        Real singularTerms(const Option::Type type, const Real strike) const;
-        Real integrand(const Real strike) const;
+        Real singularTerms(Option::Type type, Real strike) const;
+        Real integrand(Real strike) const;
         Real a_, b_;
 
         class integrand_f;
diff --git a/ql/event.cpp b/ql/event.cpp
index 9b346afcf15..644cc108008 100644
--- a/ql/event.cpp
+++ b/ql/event.cpp
@@ -28,9 +28,9 @@ namespace QuantLib {
                             boost::optional<bool> includeRefDate) const {
         Date refDate =
             d != Date() ? d : Settings::instance().evaluationDate();
-        bool includeRefDateEvent =
-            includeRefDate ? *includeRefDate :
-                           Settings::instance().includeReferenceDateEvents();
+        bool includeRefDateEvent = includeRefDate ? // NOLINT(readability-implicit-bool-conversion)
+                                       *includeRefDate :
+                                       Settings::instance().includeReferenceDateEvents();
         if (includeRefDateEvent)
             return date() < refDate;
         else
diff --git a/ql/experimental/amortizingbonds/amortizingfixedratebond.hpp b/ql/experimental/amortizingbonds/amortizingfixedratebond.hpp
index 5ebc6d2fde5..dc11dba33fc 100644
--- a/ql/experimental/amortizingbonds/amortizingfixedratebond.hpp
+++ b/ql/experimental/amortizingbonds/amortizingfixedratebond.hpp
@@ -47,17 +47,16 @@ namespace QuantLib {
             daycount is only used for quoting/settlement purposes -
             not for calculating the coupons.
         */
-        AmortizingFixedRateBond(
-                          Natural settlementDays,
-                          const Calendar& calendar,
-                          Real faceAmount,
-                          const Date& startDate,
-                          const Period& bondTenor,
-                          const Frequency& sinkingFrequency,
-                          const Rate coupon,
-                          const DayCounter& accrualDayCounter,
-                          BusinessDayConvention paymentConvention = Following,
-                          const Date& issueDate = Date());
+        AmortizingFixedRateBond(Natural settlementDays,
+                                const Calendar& calendar,
+                                Real faceAmount,
+                                const Date& startDate,
+                                const Period& bondTenor,
+                                const Frequency& sinkingFrequency,
+                                Rate coupon,
+                                const DayCounter& accrualDayCounter,
+                                BusinessDayConvention paymentConvention = Following,
+                                const Date& issueDate = Date());
         Frequency frequency() const { return frequency_; }
         const DayCounter& dayCounter() const { return dayCounter_; }
       protected:
diff --git a/ql/experimental/barrieroption/perturbativebarrieroptionengine.cpp b/ql/experimental/barrieroption/perturbativebarrieroptionengine.cpp
index f262a58392a..ea3ea9ace6a 100644
--- a/ql/experimental/barrieroption/perturbativebarrieroptionengine.cpp
+++ b/ql/experimental/barrieroption/perturbativebarrieroptionengine.cpp
@@ -64,7 +64,7 @@ namespace QuantLib {
                 Real c, Real gm);
     Real dvv(Real s,Real p,Real tt,Real a,Real b,Real gm);
     Real dff(Real s, Real p,Real tt,Real a,Real b,Real gm);
-    Real tvtl(int jj,Real limit[4],Real sigmarho[4],Real epsi);
+    Real tvtl(int jj, const Real limit[4], const Real sigmarho[4], Real epsi);
 
     Real BarrierUPD(Real kprice, Real stock, Real hbarr,
                       Real taumin, Real taumax, int iord, int igm,
@@ -783,8 +783,7 @@ namespace QuantLib {
                                   Real RUB, Real AR, Real RUC,
                                   int NUC));
 
-    Real tvtl(int NU, Real limit[], Real sigmarho[],Real epsi)
-    {
+    Real tvtl(int NU, const Real limit[], const Real sigmarho[], Real epsi) {
         /*
           A function for computing trivariate normal and t-probabilities.
 
@@ -886,7 +885,7 @@ namespace QuantLib {
                 RUB = asin( R13 );
                 AR = asin( R23);
                 RUC = SIGN( PT, AR ) - AR;
-                TVT = TVT + ADONET(  ZRO, ONE, EPS, *TVTMFN)/( 4.0*PT );
+                TVT = TVT + ADONET(ZRO, ONE, EPS, TVTMFN) / (4.0 * PT);
             }
         result = max( ZRO, min( TVT, ONE ) );
 
@@ -941,7 +940,6 @@ namespace QuantLib {
                 SX = sin(X);
                 CS = 1 - SX*SX;
             }
-        return;
     }
     //
 
diff --git a/ql/experimental/barrieroption/vannavolgabarrierengine.cpp b/ql/experimental/barrieroption/vannavolgabarrierengine.cpp
index 48edfa9a243..a9c5ced4e24 100644
--- a/ql/experimental/barrieroption/vannavolgabarrierengine.cpp
+++ b/ql/experimental/barrieroption/vannavolgabarrierengine.cpp
@@ -33,37 +33,33 @@ using std::sqrt;
 
 namespace QuantLib {
 
-    VannaVolgaBarrierEngine::VannaVolgaBarrierEngine(
-            const Handle<DeltaVolQuote>& atmVol,
-            const Handle<DeltaVolQuote>& vol25Put,
-            const Handle<DeltaVolQuote>& vol25Call,
-            const Handle<Quote>& spotFX,
-            const Handle<YieldTermStructure>& domesticTS,
-            const Handle<YieldTermStructure>& foreignTS,
-            const bool adaptVanDelta,
-            const Real bsPriceWithSmile
-            )
-    : GenericEngine<DividendBarrierOption::arguments,
-                    DividendBarrierOption::results>(),
-      atmVol_(atmVol), vol25Put_(vol25Put), vol25Call_(vol25Call), T_(atmVol_->maturity()),
+    VannaVolgaBarrierEngine::VannaVolgaBarrierEngine(const Handle<DeltaVolQuote>& atmVol,
+                                                     const Handle<DeltaVolQuote>& vol25Put,
+                                                     const Handle<DeltaVolQuote>& vol25Call,
+                                                     const Handle<Quote>& spotFX,
+                                                     const Handle<YieldTermStructure>& domesticTS,
+                                                     const Handle<YieldTermStructure>& foreignTS,
+                                                     const bool adaptVanDelta,
+                                                     const Real bsPriceWithSmile)
+    : atmVol_(atmVol), vol25Put_(vol25Put), vol25Call_(vol25Call), T_(atmVol_->maturity()),
       spotFX_(spotFX), domesticTS_(domesticTS), foreignTS_(foreignTS),
-      adaptVanDelta_(adaptVanDelta), bsPriceWithSmile_(bsPriceWithSmile)
-      {
-          QL_REQUIRE(vol25Put_->delta() == -0.25, "25 delta put is required by vanna volga method");
-          QL_REQUIRE(vol25Call_->delta() == 0.25, "25 delta call is required by vanna volga method");
-
-          QL_REQUIRE(vol25Put_->maturity() == vol25Call_->maturity() && vol25Put_->maturity() == atmVol_->maturity(),
-              "Maturity of 3 vols are not the same");
-
-          QL_REQUIRE(!domesticTS_.empty(), "domestic yield curve is not defined");
-          QL_REQUIRE(!foreignTS_.empty(), "foreign yield curve is not defined");
-
-          registerWith(atmVol_);
-          registerWith(vol25Put_);
-          registerWith(vol25Call_);
-          registerWith(spotFX_);
-          registerWith(domesticTS_);
-          registerWith(foreignTS_);
+      adaptVanDelta_(adaptVanDelta), bsPriceWithSmile_(bsPriceWithSmile) {
+        QL_REQUIRE(vol25Put_->delta() == -0.25, "25 delta put is required by vanna volga method");
+        QL_REQUIRE(vol25Call_->delta() == 0.25, "25 delta call is required by vanna volga method");
+
+        QL_REQUIRE(vol25Put_->maturity() == vol25Call_->maturity() &&
+                       vol25Put_->maturity() == atmVol_->maturity(),
+                   "Maturity of 3 vols are not the same");
+
+        QL_REQUIRE(!domesticTS_.empty(), "domestic yield curve is not defined");
+        QL_REQUIRE(!foreignTS_.empty(), "foreign yield curve is not defined");
+
+        registerWith(atmVol_);
+        registerWith(vol25Put_);
+        registerWith(vol25Call_);
+        registerWith(spotFX_);
+        registerWith(domesticTS_);
+        registerWith(foreignTS_);
       }
 
     void VannaVolgaBarrierEngine::calculate() const {
@@ -337,7 +333,7 @@ namespace QuantLib {
             Real inPrice;
 
             //adapt Vanilla delta
-            if(adaptVanDelta_ == true){
+            if (adaptVanDelta_) {
                 outPrice += lambda*(bsPriceWithSmile_ - vanillaOption);
                 //capfloored by (0, vanilla)
                 outPrice = std::max(0.0, std::min(bsPriceWithSmile_, outPrice));
diff --git a/ql/experimental/barrieroption/vannavolgabarrierengine.hpp b/ql/experimental/barrieroption/vannavolgabarrierengine.hpp
index fac8c506da5..96401640c33 100644
--- a/ql/experimental/barrieroption/vannavolgabarrierengine.hpp
+++ b/ql/experimental/barrieroption/vannavolgabarrierengine.hpp
@@ -41,16 +41,14 @@ namespace QuantLib {
       public:
 
         // Constructor
-          VannaVolgaBarrierEngine(
-                const Handle<DeltaVolQuote>& atmVol,
-                const Handle<DeltaVolQuote>& vol25Put,
-                const Handle<DeltaVolQuote>& vol25Call,
-                const Handle<Quote>& spotFX,
-                const Handle<YieldTermStructure>& domesticTS,
-                const Handle<YieldTermStructure>& foreignTS,
-                const bool adaptVanDelta = false,
-                const Real bsPriceWithSmile = 0.0
-                );
+        VannaVolgaBarrierEngine(const Handle<DeltaVolQuote>& atmVol,
+                                const Handle<DeltaVolQuote>& vol25Put,
+                                const Handle<DeltaVolQuote>& vol25Call,
+                                const Handle<Quote>& spotFX,
+                                const Handle<YieldTermStructure>& domesticTS,
+                                const Handle<YieldTermStructure>& foreignTS,
+                                bool adaptVanDelta = false,
+                                Real bsPriceWithSmile = 0.0);
 
         void calculate() const;
 
diff --git a/ql/experimental/basismodels/swaptioncfs.cpp b/ql/experimental/basismodels/swaptioncfs.cpp
index b8e27291be5..a677f69ebd3 100644
--- a/ql/experimental/basismodels/swaptioncfs.cpp
+++ b/ql/experimental/basismodels/swaptioncfs.cpp
@@ -109,7 +109,7 @@ namespace QuantLib {
             fixedWeights_.push_back(fixedLeg_[k]->amount());
         for (Size k = 0; k < fixedLeg_.size(); ++k) {
             ext::shared_ptr<Coupon> coupon = ext::dynamic_pointer_cast<Coupon>(fixedLeg_[k]);
-            if (coupon)
+            if (coupon != 0)
                 annuityWeights_.push_back(coupon->nominal() * coupon->accrualPeriod());
         }
     }
diff --git a/ql/experimental/basismodels/tenoroptionletvts.hpp b/ql/experimental/basismodels/tenoroptionletvts.hpp
index 1a7e021636b..3a13628ef50 100644
--- a/ql/experimental/basismodels/tenoroptionletvts.hpp
+++ b/ql/experimental/basismodels/tenoroptionletvts.hpp
@@ -52,7 +52,7 @@ namespace QuantLib {
 
           public:
             // constructor includes actual transformation details
-            TenorOptionletSmileSection(const TenorOptionletVTS& volTS, const Time optionTime);
+            TenorOptionletSmileSection(const TenorOptionletVTS& volTS, Time optionTime);
 
             // further SmileSection interface methods
             virtual Real minStrike() const {
diff --git a/ql/experimental/callablebonds/callablebond.cpp b/ql/experimental/callablebonds/callablebond.cpp
index 64deeef8228..af9350808ab 100644
--- a/ql/experimental/callablebonds/callablebond.cpp
+++ b/ql/experimental/callablebonds/callablebond.cpp
@@ -411,7 +411,7 @@ namespace QuantLib {
             if (!cashflows_[i]->hasOccurred(settlement,IncludeToday)) {
                 ext::shared_ptr<Coupon> coupon =
                     ext::dynamic_pointer_cast<Coupon>(cashflows_[i]);
-                if (coupon)
+                if (coupon != 0)
                     // !!!
                     return coupon->accruedAmount(settlement) /
                            notional(settlement) * 100.0;
diff --git a/ql/experimental/callablebonds/treecallablebondengine.cpp b/ql/experimental/callablebonds/treecallablebondengine.cpp
index 8b594a66194..ae17d68a187 100644
--- a/ql/experimental/callablebonds/treecallablebondengine.cpp
+++ b/ql/experimental/callablebonds/treecallablebondengine.cpp
@@ -55,7 +55,7 @@ namespace QuantLib {
 
         ext::shared_ptr<TermStructureConsistentModel> tsmodel =
             ext::dynamic_pointer_cast<TermStructureConsistentModel>(*model_);
-        if (tsmodel) {
+        if (tsmodel != 0) {
             referenceDate = tsmodel->termStructure()->referenceDate();
             dayCounter = tsmodel->termStructure()->dayCounter();
         } else {
@@ -68,7 +68,7 @@ namespace QuantLib {
                                                       dayCounter);
         ext::shared_ptr<Lattice> lattice;
 
-        if (lattice_) {
+        if (lattice_ != 0) {
             lattice = lattice_;
         } else {
             std::vector<Time> times = callableBond.mandatoryTimes();
diff --git a/ql/experimental/callablebonds/treecallablebondengine.hpp b/ql/experimental/callablebonds/treecallablebondengine.hpp
index d1f0c911e8e..7a0afea2dbd 100644
--- a/ql/experimental/callablebonds/treecallablebondengine.hpp
+++ b/ql/experimental/callablebonds/treecallablebondengine.hpp
@@ -41,10 +41,9 @@ namespace QuantLib {
         */
         //@{
         TreeCallableFixedRateBondEngine(
-                           const ext::shared_ptr<ShortRateModel>&,
-                           const Size timeSteps,
-                           const Handle<YieldTermStructure>& termStructure =
-                                                 Handle<YieldTermStructure>());
+            const ext::shared_ptr<ShortRateModel>&,
+            Size timeSteps,
+            const Handle<YieldTermStructure>& termStructure = Handle<YieldTermStructure>());
         TreeCallableFixedRateBondEngine(
                            const ext::shared_ptr<ShortRateModel>&,
                            const TimeGrid& timeGrid,
diff --git a/ql/experimental/catbonds/montecarlocatbondengine.cpp b/ql/experimental/catbonds/montecarlocatbondengine.cpp
index 901afc14dfe..cbf1cf36ced 100644
--- a/ql/experimental/catbonds/montecarlocatbondengine.cpp
+++ b/ql/experimental/catbonds/montecarlocatbondengine.cpp
@@ -38,10 +38,9 @@ namespace QuantLib {
 
         results_.valuationDate = (*discountCurve_)->referenceDate();
 
-        bool includeRefDateFlows =
-            includeSettlementDateFlows_ ?
-            *includeSettlementDateFlows_ :
-            Settings::instance().includeReferenceDateEvents();
+        bool includeRefDateFlows = includeSettlementDateFlows_ ? // NOLINT(readability-implicit-bool-conversion)
+                                       *includeSettlementDateFlows_ :
+                                       Settings::instance().includeReferenceDateEvents();
 
         Real lossProbability;
         Real exhaustionProbability;
diff --git a/ql/experimental/catbonds/montecarlocatbondengine.hpp b/ql/experimental/catbonds/montecarlocatbondengine.hpp
index 0c5b5ad1dae..a339545912e 100644
--- a/ql/experimental/catbonds/montecarlocatbondengine.hpp
+++ b/ql/experimental/catbonds/montecarlocatbondengine.hpp
@@ -32,33 +32,30 @@ namespace QuantLib {
         public CatBond::engine
     {
     public:
-        MonteCarloCatBondEngine(
-              const ext::shared_ptr<CatRisk> catRisk,
-              const Handle<YieldTermStructure>& discountCurve =
-                                                Handle<YieldTermStructure>(),
-              boost::optional<bool> includeSettlementDateFlows = boost::none);
-        void calculate() const;
-        Handle<YieldTermStructure> discountCurve() const {
-            return discountCurve_;
-        }
+      MonteCarloCatBondEngine(
+          ext::shared_ptr<CatRisk> catRisk,
+          const Handle<YieldTermStructure>& discountCurve = Handle<YieldTermStructure>(),
+          boost::optional<bool> includeSettlementDateFlows = boost::none);
+      void calculate() const;
+      Handle<YieldTermStructure> discountCurve() const { return discountCurve_; }
     protected:
-        Real cashFlowRiskyValue(const ext::shared_ptr<CashFlow> cf, 
-                                const NotionalPath& notionalPath) const;
+      Real cashFlowRiskyValue(ext::shared_ptr<CashFlow> cf, const NotionalPath& notionalPath) const;
 
-        Real npv(bool includeSettlementDateFlows, 
-                 Date settlementDate, 
-                 Date npvDate, 
-                 Real& lossProbability, 
-                 Real& exhaustionProbability, 
-                 Real& expectedLoss) const;
+      Real npv(bool includeSettlementDateFlows,
+               Date settlementDate,
+               Date npvDate,
+               Real& lossProbability,
+               Real& exhaustionProbability,
+               Real& expectedLoss) const;
 
-        Real pathNpv(bool includeSettlementDateFlows, 
-                     Date settlementDate, 
-                     const NotionalPath& notionalPath) const;
-      private:
-        ext::shared_ptr<CatRisk> catRisk_;
-        Handle<YieldTermStructure> discountCurve_;
-        boost::optional<bool> includeSettlementDateFlows_;
+      Real pathNpv(bool includeSettlementDateFlows,
+                   Date settlementDate,
+                   const NotionalPath& notionalPath) const;
+
+    private:
+      ext::shared_ptr<CatRisk> catRisk_;
+      Handle<YieldTermStructure> discountCurve_;
+      boost::optional<bool> includeSettlementDateFlows_;
     };
 
 }
diff --git a/ql/experimental/commodities/commodity.cpp b/ql/experimental/commodities/commodity.cpp
index 3d5d82aa4d9..98999ec32a4 100644
--- a/ql/experimental/commodities/commodity.cpp
+++ b/ql/experimental/commodities/commodity.cpp
@@ -50,7 +50,7 @@ namespace QuantLib {
         for (SecondaryCostAmounts::const_iterator i = secondaryCostAmounts.begin();
              i != secondaryCostAmounts.end(); ++i) {
             Real amount = i->second.value();
-            if (currencyCode == "")
+            if (currencyCode.empty())
                 currencyCode = i->second.currency().code();
             totalAmount += amount;
             out << std::setw(28) << std::left << i->first
@@ -82,13 +82,13 @@ namespace QuantLib {
             break;
         }
         out << error.error;
-        if (error.detail != "")
+        if (!error.detail.empty())
             out << ": " << error.detail;
         return out;
     }
 
     std::ostream& operator<<(std::ostream& out, const PricingErrors& errors) {
-        if (errors.size() > 0) {
+        if (!errors.empty()) {
             out << "*** pricing errors" << std::endl;
             for (PricingErrors::const_iterator i = errors.begin();
                  i != errors.end(); ++i)
diff --git a/ql/experimental/commodities/commoditycashflow.cpp b/ql/experimental/commodities/commoditycashflow.cpp
index b4a8a4ffc25..cb9c350d872 100644
--- a/ql/experimental/commodities/commoditycashflow.cpp
+++ b/ql/experimental/commodities/commoditycashflow.cpp
@@ -34,7 +34,7 @@ namespace QuantLib {
 
     std::ostream& operator<<(std::ostream& out,
                              const CommodityCashFlows& cashFlows) {
-        if (cashFlows.size() == 0)
+        if (cashFlows.empty())
             return out << "no cashflows" << std::endl;
         out << "cashflows" << std::endl;
         std::string currencyCode; //= cashFlows[0]->discountedAmount().currency().code();
diff --git a/ql/experimental/commodities/energybasisswap.cpp b/ql/experimental/commodities/energybasisswap.cpp
index 7aa7ba1697e..d7f914acf5f 100644
--- a/ql/experimental/commodities/energybasisswap.cpp
+++ b/ql/experimental/commodities/energybasisswap.cpp
@@ -44,7 +44,7 @@ namespace QuantLib {
       basis_(basis), payLegTermStructure_(payLegTermStructure),
       receiveLegTermStructure_(receiveLegTermStructure),
       discountTermStructure_(discountTermStructure) {
-        QL_REQUIRE(pricingPeriods_.size() > 0, "no payment dates");
+        QL_REQUIRE(!pricingPeriods_.empty(), "no payment dates");
         registerWith(spreadIndex_);
         registerWith(payIndex_);
         registerWith(receiveIndex_);
@@ -292,7 +292,7 @@ namespace QuantLib {
                 NPV_ += dDelta;
             }
 
-            QL_REQUIRE(paymentCashFlows_.size() > 0, "no cashflows");
+            QL_REQUIRE(!paymentCashFlows_.empty(), "no cashflows");
 
             for (SecondaryCostAmounts::const_iterator i =
                      secondaryCostAmounts_.begin();
diff --git a/ql/experimental/commodities/energycommodity.cpp b/ql/experimental/commodities/energycommodity.cpp
index 9faea2235fd..bcf54aa4bff 100644
--- a/ql/experimental/commodities/energycommodity.cpp
+++ b/ql/experimental/commodities/energycommodity.cpp
@@ -156,7 +156,7 @@ namespace QuantLib {
             try {
                 for (SecondaryCosts::const_iterator i = secondaryCosts_->begin();
                      i != secondaryCosts_->end(); ++i) {
-                    if (boost::any_cast<CommodityUnitCost>(&i->second)) {
+                    if (boost::any_cast<CommodityUnitCost>(&i->second) != 0) {
                         Real value =
                             calculateUnitCost(
                                 commodityType,
@@ -164,7 +164,7 @@ namespace QuantLib {
                                 evaluationDate) * totalQuantityValue;
                         secondaryCostAmounts_[i->first] =
                             Money(baseCurrency, value);
-                    } else if (boost::any_cast<Money>(&i->second)) {
+                    } else if (boost::any_cast<Money>(&i->second) != 0) {
                         const Money& amount = boost::any_cast<Money>(i->second);
                         Real fxConversionFactor =
                             calculateFxConversionFactor(amount.currency(),
diff --git a/ql/experimental/commodities/energyswap.cpp b/ql/experimental/commodities/energyswap.cpp
index b152b19f1a9..e095608b42a 100644
--- a/ql/experimental/commodities/energyswap.cpp
+++ b/ql/experimental/commodities/energyswap.cpp
@@ -34,7 +34,7 @@ namespace QuantLib {
       receiveCurrency_(receiveCurrency), pricingPeriods_(pricingPeriods) {}
 
     const CommodityType& EnergySwap::commodityType() const {
-        QL_REQUIRE(pricingPeriods_.size() > 0, "no pricing periods");
+        QL_REQUIRE(!pricingPeriods_.empty(), "no pricing periods");
         return pricingPeriods_[0]->quantity().commodityType();
     }
 
diff --git a/ql/experimental/commodities/energyvanillaswap.cpp b/ql/experimental/commodities/energyvanillaswap.cpp
index ab18af5d325..ab4a62115cc 100644
--- a/ql/experimental/commodities/energyvanillaswap.cpp
+++ b/ql/experimental/commodities/energyvanillaswap.cpp
@@ -43,7 +43,7 @@ namespace QuantLib {
       receiveLegTermStructure_(receiveLegTermStructure),
       discountTermStructure_(discountTermStructure) {
 
-        QL_REQUIRE(pricingPeriods_.size() > 0, "no pricing periods");
+        QL_REQUIRE(!pricingPeriods_.empty(), "no pricing periods");
         registerWith(index_);
     }
 
diff --git a/ql/experimental/commodities/unitofmeasureconversionmanager.cpp b/ql/experimental/commodities/unitofmeasureconversionmanager.cpp
index 60c86cc25e3..390f9be5833 100644
--- a/ql/experimental/commodities/unitofmeasureconversionmanager.cpp
+++ b/ql/experimental/commodities/unitofmeasureconversionmanager.cpp
@@ -54,8 +54,7 @@ namespace QuantLib {
 
     }
 
-    UnitOfMeasureConversionManager::UnitOfMeasureConversionManager()
-    : Singleton<UnitOfMeasureConversionManager>() {
+    UnitOfMeasureConversionManager::UnitOfMeasureConversionManager() {
         addKnownConversionFactors();
     }
 
diff --git a/ql/experimental/convertiblebonds/convertiblebond.cpp b/ql/experimental/convertiblebonds/convertiblebond.cpp
index a8b68271949..ddb3b9a8680 100644
--- a/ql/experimental/convertiblebonds/convertiblebond.cpp
+++ b/ql/experimental/convertiblebonds/convertiblebond.cpp
@@ -228,7 +228,7 @@ namespace QuantLib {
                 ext::shared_ptr<SoftCallability> softCall =
                     ext::dynamic_pointer_cast<SoftCallability>(
                                                              callability_[i]);
-                if (softCall)
+                if (softCall != 0)
                     moreArgs->callabilityTriggers.push_back(
                                                          softCall->trigger());
                 else
diff --git a/ql/experimental/coupons/lognormalcmsspreadpricer.hpp b/ql/experimental/coupons/lognormalcmsspreadpricer.hpp
index e55f49d8fc2..622ba056819 100644
--- a/ql/experimental/coupons/lognormalcmsspreadpricer.hpp
+++ b/ql/experimental/coupons/lognormalcmsspreadpricer.hpp
@@ -60,13 +60,13 @@ namespace QuantLib {
 
       public:
         LognormalCmsSpreadPricer(
-            const ext::shared_ptr<CmsCouponPricer> cmsPricer,
-            const Handle<Quote> &correlation,
-            const Handle<YieldTermStructure> &couponDiscountCurve =
-                Handle<YieldTermStructure>(),
-            const Size IntegrationPoints = 16,
-            const boost::optional<VolatilityType> volatilityType= boost::none,
-            const Real shift1 = Null<Real>(), const Real shift2 = Null<Real>());
+            ext::shared_ptr<CmsCouponPricer> cmsPricer,
+            const Handle<Quote>& correlation,
+            const Handle<YieldTermStructure>& couponDiscountCurve = Handle<YieldTermStructure>(),
+            Size IntegrationPoints = 16,
+            boost::optional<VolatilityType> volatilityType = boost::none,
+            Real shift1 = Null<Real>(),
+            Real shift2 = Null<Real>());
 
         /* */
         virtual Real swapletPrice() const;
@@ -80,8 +80,8 @@ namespace QuantLib {
         void initialize(const FloatingRateCoupon &coupon);
         Real optionletPrice(Option::Type optionType, Real strike) const;
 
-        Real integrand(const Real) const;
-        Real integrand_normal(const Real) const;
+        Real integrand(Real) const;
+        Real integrand_normal(Real) const;
 
         class integrand_f;
         friend class integrand_f;
diff --git a/ql/experimental/coupons/swapspreadindex.hpp b/ql/experimental/coupons/swapspreadindex.hpp
index 352369bdc25..47ed909e900 100644
--- a/ql/experimental/coupons/swapspreadindex.hpp
+++ b/ql/experimental/coupons/swapspreadindex.hpp
@@ -32,8 +32,8 @@ namespace QuantLib {
         SwapSpreadIndex(const std::string& familyName,
                         const ext::shared_ptr<SwapIndex>& swapIndex1,
                         const ext::shared_ptr<SwapIndex>& swapIndex2,
-                        const Real gearing1 = 1.0,
-                        const Real gearing2 = -1.0);
+                        Real gearing1 = 1.0,
+                        Real gearing2 = -1.0);
 
         //! \name InterestRateIndex interface
         //@{
diff --git a/ql/experimental/credit/basket.cpp b/ql/experimental/credit/basket.cpp
index 1654fa7bb97..f9be40ee156 100644
--- a/ql/experimental/credit/basket.cpp
+++ b/ql/experimental/credit/basket.cpp
@@ -81,10 +81,10 @@ namespace QuantLib {
     void Basket::setLossModel(
         const ext::shared_ptr<DefaultLossModel>& lossModel) {
 
-        if (lossModel_)
+        if (lossModel_ != 0)
             unregisterWith(lossModel_);
         lossModel_ = lossModel;
-        if (lossModel_) {
+        if (lossModel_ != 0) {
             //recovery quotes, defaults(once Issuer is observable)etc might 
             //  trigger us:
             registerWith(lossModel_);
@@ -131,7 +131,7 @@ namespace QuantLib {
             ext::shared_ptr<DefaultEvent> credEvent =
                 pool_->get(pool_->names()[i]).defaultedBetween(refDate_,
                     endDate, pool_->defaultKeys()[i]);
-            if (credEvent) {
+            if (credEvent != 0) {
                 /* \todo If the event has not settled one would need to 
                 introduce some model recovery rate (independently of a loss 
                 model) This remains to be done.
@@ -156,7 +156,7 @@ namespace QuantLib {
             ext::shared_ptr<DefaultEvent> credEvent =
                 pool_->get(pool_->names()[i]).defaultedBetween(refDate_,
                     endDate, pool_->defaultKeys()[i]);
-            if (credEvent) {
+            if (credEvent != 0) {
                 if(credEvent->hasSettled()) {
                     loss += claim_->amount(credEvent->date(),
                             //notionals_[i],
diff --git a/ql/experimental/credit/basket.hpp b/ql/experimental/credit/basket.hpp
index 576b9b7ac6f..2d14f20a26b 100644
--- a/ql/experimental/credit/basket.hpp
+++ b/ql/experimental/credit/basket.hpp
@@ -61,15 +61,13 @@ namespace QuantLib {
           are no constraints on forward baskets but models assigned
           should be consistent.)
         */
-        Basket(
-            const Date& refDate,
-            const std::vector<std::string>& names,
-            const std::vector<Real>& notionals,
-            const ext::shared_ptr<Pool> pool,
-            Real attachmentRatio = 0.0,
-            Real detachmentRatio = 1.0,
-            const ext::shared_ptr<Claim>& claim =
-                ext::shared_ptr<Claim>(new FaceValueClaim()));
+        Basket(const Date& refDate,
+               const std::vector<std::string>& names,
+               const std::vector<Real>& notionals,
+               ext::shared_ptr<Pool> pool,
+               Real attachmentRatio = 0.0,
+               Real detachmentRatio = 1.0,
+               const ext::shared_ptr<Claim>& claim = ext::shared_ptr<Claim>(new FaceValueClaim()));
         void update() {
             computeBasket();
             LazyObject::update();
diff --git a/ql/experimental/credit/defaultevent.cpp b/ql/experimental/credit/defaultevent.cpp
index e2394c57f30..543ea6ffa7b 100644
--- a/ql/experimental/credit/defaultevent.cpp
+++ b/ql/experimental/credit/defaultevent.cpp
@@ -163,9 +163,7 @@ namespace QuantLib {
         if(!eveType) return false;
         if(defaultedAmount_ < eveType->amountRequired()) return false;
         Date today = Settings::instance().evaluationDate();
-        if(!this->hasOccurred(today - eveType->gracePeriod(), true))
-            return false;
-        return true;
+        return this->hasOccurred(today - eveType->gracePeriod(), true);
     }
 
 
@@ -241,4 +239,3 @@ namespace QuantLib {
                    recoveryRates) { }
 
 }
-
diff --git a/ql/experimental/credit/defaultprobabilitykey.cpp b/ql/experimental/credit/defaultprobabilitykey.cpp
index 1ae29195865..55da04fc144 100644
--- a/ql/experimental/credit/defaultprobabilitykey.cpp
+++ b/ql/experimental/credit/defaultprobabilitykey.cpp
@@ -55,10 +55,7 @@ namespace QuantLib {
         return true;
     }
 
-    DefaultProbKey::DefaultProbKey()
-        : eventTypes_(),
-          obligationCurrency_(Currency()),
-          seniority_(NoSeniority) {}
+    DefaultProbKey::DefaultProbKey() : obligationCurrency_(Currency()), seniority_(NoSeniority) {}
 
     DefaultProbKey::DefaultProbKey(
         const std::vector<ext::shared_ptr<DefaultType> >& eventTypes,
diff --git a/ql/experimental/credit/defaultprobabilitykey.hpp b/ql/experimental/credit/defaultprobabilitykey.hpp
index d9995cef3a0..0a91514a80d 100644
--- a/ql/experimental/credit/defaultprobabilitykey.hpp
+++ b/ql/experimental/credit/defaultprobabilitykey.hpp
@@ -49,9 +49,8 @@ namespace QuantLib {
       public:
         DefaultProbKey();
 
-        DefaultProbKey(const std::vector<ext::shared_ptr<DefaultType> >&
-                           eventTypes,
-                       const Currency cur,
+        DefaultProbKey(const std::vector<ext::shared_ptr<DefaultType> >& eventTypes,
+                       Currency cur,
                        Seniority sen);
 
         const Currency& currency() const {return obligationCurrency_;}
diff --git a/ql/experimental/credit/interpolatedaffinehazardratecurve.hpp b/ql/experimental/credit/interpolatedaffinehazardratecurve.hpp
index 478c6b37a44..c3cb0f0050a 100644
--- a/ql/experimental/credit/interpolatedaffinehazardratecurve.hpp
+++ b/ql/experimental/credit/interpolatedaffinehazardratecurve.hpp
@@ -66,25 +66,22 @@ namespace QuantLib {
             const std::vector<Date>& dates,
             const std::vector<Rate>& hazardRates,
             const DayCounter& dayCounter,
-            const ext::shared_ptr<OneFactorAffineModel> model,
+            ext::shared_ptr<OneFactorAffineModel> model,
             const Calendar& cal = Calendar(),
-            const std::vector<Handle<Quote> >& jumps 
-                = std::vector<Handle<Quote> >(),
+            const std::vector<Handle<Quote> >& jumps = std::vector<Handle<Quote> >(),
             const std::vector<Date>& jumpDates = std::vector<Date>(),
             const Interpolator& interpolator = Interpolator());
-        InterpolatedAffineHazardRateCurve(
-            const std::vector<Date>& dates,
-            const std::vector<Rate>& hazardRates,
-            const DayCounter& dayCounter,
-            const ext::shared_ptr<OneFactorAffineModel> model,
-            const Calendar& calendar,
-            const Interpolator& interpolator);
-        InterpolatedAffineHazardRateCurve(
-            const std::vector<Date>& dates,
-            const std::vector<Rate>& hazardRates,
-            const DayCounter& dayCounter,
-            const ext::shared_ptr<OneFactorAffineModel> model,
-            const Interpolator& interpolator);
+        InterpolatedAffineHazardRateCurve(const std::vector<Date>& dates,
+                                          const std::vector<Rate>& hazardRates,
+                                          const DayCounter& dayCounter,
+                                          ext::shared_ptr<OneFactorAffineModel> model,
+                                          const Calendar& calendar,
+                                          const Interpolator& interpolator);
+        InterpolatedAffineHazardRateCurve(const std::vector<Date>& dates,
+                                          const std::vector<Rate>& hazardRates,
+                                          const DayCounter& dayCounter,
+                                          ext::shared_ptr<OneFactorAffineModel> model,
+                                          const Interpolator& interpolator);
         //! \name TermStructure interface
         //@{
         Date maxDate() const;
@@ -100,26 +97,23 @@ namespace QuantLib {
       protected:
         InterpolatedAffineHazardRateCurve(
             const DayCounter&,
-            const ext::shared_ptr<OneFactorAffineModel> model,
-            const std::vector<Handle<Quote> >& jumps 
-                = std::vector<Handle<Quote> >(),
+            ext::shared_ptr<OneFactorAffineModel> model,
+            const std::vector<Handle<Quote> >& jumps = std::vector<Handle<Quote> >(),
             const std::vector<Date>& jumpDates = std::vector<Date>(),
             const Interpolator& interpolator = Interpolator());
         InterpolatedAffineHazardRateCurve(
             const Date& referenceDate,
             const DayCounter&,
-            const ext::shared_ptr<OneFactorAffineModel> model,
-            const std::vector<Handle<Quote> >& jumps 
-                = std::vector<Handle<Quote> >(),
+            ext::shared_ptr<OneFactorAffineModel> model,
+            const std::vector<Handle<Quote> >& jumps = std::vector<Handle<Quote> >(),
             const std::vector<Date>& jumpDates = std::vector<Date>(),
             const Interpolator& interpolator = Interpolator());
         InterpolatedAffineHazardRateCurve(
             Natural settlementDays,
             const Calendar&,
             const DayCounter&,
-            const ext::shared_ptr<OneFactorAffineModel> model,
-            const std::vector<Handle<Quote> >& jumps 
-                = std::vector<Handle<Quote> >(),
+            ext::shared_ptr<OneFactorAffineModel> model,
+            const std::vector<Handle<Quote> >& jumps = std::vector<Handle<Quote> >(),
             const std::vector<Date>& jumpDates = std::vector<Date>(),
             const Interpolator& interpolator = Interpolator());
         //! \name DefaultProbabilityTermStructure implementation
diff --git a/ql/experimental/credit/onefactorcopula.cpp b/ql/experimental/credit/onefactorcopula.cpp
index f0dbc2ec778..5610922231c 100644
--- a/ql/experimental/credit/onefactorcopula.cpp
+++ b/ql/experimental/credit/onefactorcopula.cpp
@@ -58,7 +58,7 @@ namespace QuantLib {
     //-------------------------------------------------------------------------
         calculate ();
 
-        QL_REQUIRE (y_.size() > 0, "cumulative Y not tabulated yet");
+        QL_REQUIRE(!y_.empty(), "cumulative Y not tabulated yet");
 
         // linear interpolation on the tabulated cumulative distribution of Y
         if (y < y_.front())
@@ -79,7 +79,7 @@ namespace QuantLib {
     //-------------------------------------------------------------------------
         calculate ();
 
-        QL_REQUIRE (y_.size() > 0, "cumulative Y not tabulated yet");
+        QL_REQUIRE(!y_.empty(), "cumulative Y not tabulated yet");
 
         // linear interpolation on the tabulated cumulative distribution of Y
         if (x < cumulativeY_.front())
diff --git a/ql/experimental/credit/randomdefaultlatentmodel.hpp b/ql/experimental/credit/randomdefaultlatentmodel.hpp
index d5361d0e875..8415bb45ce7 100644
--- a/ql/experimental/credit/randomdefaultlatentmodel.hpp
+++ b/ql/experimental/credit/randomdefaultlatentmodel.hpp
@@ -127,7 +127,7 @@ namespace QuantLib {
 
         void performSimulations() const {
             // Next sequence should determine the event and push it into buffer
-            for(Size i=nSims_; i; i--) {
+            for (Size i = nSims_; i != 0u; i--) {
                 const std::vector<Real>& sample =
                     copulasRng_->nextSequence().value;
                 static_cast<const derivedRandomLM<copulaPolicy, USNG>* >(
@@ -828,23 +828,19 @@ namespace QuantLib {
         Real accuracy_;
     public:
         // \todo: Allow a constructor building its own default latent model.
-        RandomDefaultLM(
-            const ext::shared_ptr<DefaultLatentModel<copulaPolicy> >& model,
-            const std::vector<Real>& recoveries = std::vector<Real>(),
-            Size nSims = 0,// stats will crash on div by zero, FIX ME.
-            Real accuracy = 1.e-6,
-            BigNatural seed = 2863311530UL)
-        : RandomLM< ::QuantLib::RandomDefaultLM, copulaPolicy, USNG>
-            (model->numFactors(), model->size(), model->copula(),
-                nSims, seed ),
-          model_(model),
-          recoveries_(recoveries.size()==0 ? std::vector<Real>(model->size(),
-            0.) : recoveries),
-          accuracy_(accuracy)
-        {
-            // redundant through basket?
-            this->registerWith(Settings::instance().evaluationDate());
-            this->registerWith(model_);
+      RandomDefaultLM(const ext::shared_ptr<DefaultLatentModel<copulaPolicy> >& model,
+                      const std::vector<Real>& recoveries = std::vector<Real>(),
+                      Size nSims = 0, // stats will crash on div by zero, FIX ME.
+                      Real accuracy = 1.e-6,
+                      BigNatural seed = 2863311530UL)
+      : RandomLM< ::QuantLib::RandomDefaultLM, copulaPolicy, USNG>(
+            model->numFactors(), model->size(), model->copula(), nSims, seed),
+        model_(model),
+        recoveries_(recoveries.empty() ? std::vector<Real>(model->size(), 0.) : recoveries),
+        accuracy_(accuracy) {
+          // redundant through basket?
+          this->registerWith(Settings::instance().evaluationDate());
+          this->registerWith(model_);
         }
         RandomDefaultLM(
             const ext::shared_ptr<ConstantLossLatentmodel<copulaPolicy> >&
diff --git a/ql/experimental/credit/recursivelossmodel.hpp b/ql/experimental/credit/recursivelossmodel.hpp
index bf8bf635b63..56064b20781 100644
--- a/ql/experimental/credit/recursivelossmodel.hpp
+++ b/ql/experimental/credit/recursivelossmodel.hpp
@@ -47,35 +47,34 @@ namespace QuantLib {
     template<class copulaPolicy> 
     class RecursiveLossModel : public DefaultLossModel {
     public:
-        RecursiveLossModel(
-            const ext::shared_ptr<ConstantLossLatentmodel<copulaPolicy> >& m,
-// nope! use max common divisor. See O'Kane. Or give both options at least.
-            Size nbuckets  = 1)
-        : copula_(m), nBuckets_(nbuckets), wk_() { }
-      private:
-          /*!
-          @param pDefDate Vector of unconditional default probabilities for each
-          live name (at the current evaluation date). This is passed instead of 
-          the date for performance reasons (if in the future other magnitudes 
-          -e.g. lgd- are contingent on the date they shouldd be passed too).
-          */
-        Disposable<std::map<Real, Probability> > conditionalLossDistrib(
-            const std::vector<Probability>& pDefDate, 
-            const std::vector<Real>& mktFactor) const;
-        Real expectedConditionalLoss(const std::vector<Probability>& pDefDate, //<< never used!!
-            const std::vector<Real>& mktFactor) const;
-        Disposable<std::vector<Real> > conditionalLossProb(
-            const std::vector<Probability>& pDefDate, 
-            //const Date& date,
-            const std::vector<Real>& mktFactor) const;
-        //versions using the P-inverse, deprecate the former
-        Disposable<std::map<Real, Probability> > conditionalLossDistribInvP(
-            const std::vector<Real>& pDefDate, 
-            //const Date& date,
-            const std::vector<Real>& mktFactor) const;
-        Real expectedConditionalLossInvP(const std::vector<Real>& pDefDate, 
-            //const Date& date,
-            const std::vector<Real>& mktFactor) const;
+      RecursiveLossModel(const ext::shared_ptr<ConstantLossLatentmodel<copulaPolicy> >& m,
+                         // nope! use max common divisor. See O'Kane. Or give both options at least.
+                         Size nbuckets = 1)
+      : copula_(m), nBuckets_(nbuckets) {}
+
+    private:
+      /*!
+      @param pDefDate Vector of unconditional default probabilities for each
+      live name (at the current evaluation date). This is passed instead of
+      the date for performance reasons (if in the future other magnitudes
+      -e.g. lgd- are contingent on the date they shouldd be passed too).
+      */
+      Disposable<std::map<Real, Probability> >
+      conditionalLossDistrib(const std::vector<Probability>& pDefDate,
+                             const std::vector<Real>& mktFactor) const;
+      Real expectedConditionalLoss(const std::vector<Probability>& pDefDate, //<< never used!!
+                                   const std::vector<Real>& mktFactor) const;
+      Disposable<std::vector<Real> > conditionalLossProb(const std::vector<Probability>& pDefDate,
+                                                         // const Date& date,
+                                                         const std::vector<Real>& mktFactor) const;
+      // versions using the P-inverse, deprecate the former
+      Disposable<std::map<Real, Probability> >
+      conditionalLossDistribInvP(const std::vector<Real>& pDefDate,
+                                 // const Date& date,
+                                 const std::vector<Real>& mktFactor) const;
+      Real expectedConditionalLossInvP(const std::vector<Real>& pDefDate,
+                                       // const Date& date,
+                                       const std::vector<Real>& mktFactor) const;
     protected:
         void resetModel();
     public:
diff --git a/ql/experimental/credit/riskyassetswap.cpp b/ql/experimental/credit/riskyassetswap.cpp
index 514ceb770a3..d1fbee1171b 100644
--- a/ql/experimental/credit/riskyassetswap.cpp
+++ b/ql/experimental/credit/riskyassetswap.cpp
@@ -76,7 +76,7 @@ namespace QuantLib {
 
         NPV_ *= nominal_;
 
-        if (fixedPayer_ == false)
+        if (!fixedPayer_)
             NPV_ *= -1;
     }
 
diff --git a/ql/experimental/credit/spotlosslatentmodel.hpp b/ql/experimental/credit/spotlosslatentmodel.hpp
index 6e7dead765a..39524acbcfd 100644
--- a/ql/experimental/credit/spotlosslatentmodel.hpp
+++ b/ql/experimental/credit/spotlosslatentmodel.hpp
@@ -68,9 +68,9 @@ namespace QuantLib {
             Real modelA,
             LatentModelIntegrationType::LatentModelIntegrationType integralType,
             const initTraits& ini = initTraits()
-            ); 
+            );
 
-        void resetBasket(const ext::shared_ptr<Basket> basket) const;
+        void resetBasket(ext::shared_ptr<Basket> basket) const;
         Probability conditionalDefaultProbability(const Date& date, Size iName,
             const std::vector<Real>& mktFactors) const;
         Probability conditionalDefaultProbability(Probability prob, Size iName,
diff --git a/ql/experimental/credit/syntheticcdo.cpp b/ql/experimental/credit/syntheticcdo.cpp
index f471e7da6fe..fe338e63b35 100644
--- a/ql/experimental/credit/syntheticcdo.cpp
+++ b/ql/experimental/credit/syntheticcdo.cpp
@@ -40,15 +40,10 @@ namespace QuantLib {
                                const DayCounter& dayCounter,
                                BusinessDayConvention paymentConvention,
                                boost::optional<Real> notional)
-    : basket_(basket),
-      side_(side),
-      upfrontRate_(upfrontRate),
-      runningRate_(runningRate),
-      leverageFactor_(notional ? notional.get()/basket->trancheNotional() : 1.),
-      dayCounter_(dayCounter),
-      paymentConvention_(paymentConvention)
-    {
-        QL_REQUIRE (basket->names().size() > 0, "basket is empty");
+    : basket_(basket), side_(side), upfrontRate_(upfrontRate), runningRate_(runningRate),
+      leverageFactor_(notional ? notional.get() / basket->trancheNotional() : 1.), // NOLINT(readability-implicit-bool-conversion)
+      dayCounter_(dayCounter), paymentConvention_(paymentConvention) {
+        QL_REQUIRE(!basket->names().empty(), "basket is empty");
         // Basket inception must lie before contract protection start.
         QL_REQUIRE(basket->refDate() <= schedule.startDate(),
         //using the start date of the schedule might be wrong, think of the 
diff --git a/ql/experimental/exoticoptions/continuousarithmeticasianvecerengine.cpp b/ql/experimental/exoticoptions/continuousarithmeticasianvecerengine.cpp
index 410ee931919..9bc2c886662 100644
--- a/ql/experimental/exoticoptions/continuousarithmeticasianvecerengine.cpp
+++ b/ql/experimental/exoticoptions/continuousarithmeticasianvecerengine.cpp
@@ -146,7 +146,7 @@ namespace QuantLib {
                             0.5 * sigma2 * vecerTerm * vecerTerm  * Dia[i],
                             0.5 * sigma2 *  vecerTerm * vecerTerm * upperD[i]);
                     }
-                    explicit_part = gammaOp.identity(gammaOp.size()) +
+                    explicit_part = TridiagonalOperator::identity(gammaOp.size()) +
                                     (1 - Theta) * k * gammaOp;
                     explicit_part.setFirstRow(1.0,0.0); // Apply before applying
                     explicit_part.setLastRow(-1.0,1.0); // Neumann BC
@@ -168,7 +168,7 @@ namespace QuantLib {
                             0.5 * sigma2 * vecerTerm * vecerTerm * upperD[i]);
                     }
 
-                    implicit_part = gammaOp.identity(gammaOp.size()) -
+                    implicit_part = TridiagonalOperator::identity(gammaOp.size()) -
                                     Theta * k * gammaOp;
 
                     // Apply before solving
diff --git a/ql/experimental/finitedifferences/fdmblackscholesfwdop.cpp b/ql/experimental/finitedifferences/fdmblackscholesfwdop.cpp
index b1ea3617cc7..b3a54a5ce0c 100644
--- a/ql/experimental/finitedifferences/fdmblackscholesfwdop.cpp
+++ b/ql/experimental/finitedifferences/fdmblackscholesfwdop.cpp
@@ -52,7 +52,7 @@ namespace QuantLib {
         const Rate r = rTS_->forwardRate(t1, t2, Continuous).rate();
         const Rate q = qTS_->forwardRate(t1, t2, Continuous).rate();
 
-        if (localVol_) {
+        if (localVol_ != 0) {
             const ext::shared_ptr<FdmLinearOpLayout> layout=mesher_->layout();
             const FdmLinearOpIterator endIter = layout->end();
 
diff --git a/ql/experimental/finitedifferences/fdmexpextouinnervaluecalculator.hpp b/ql/experimental/finitedifferences/fdmexpextouinnervaluecalculator.hpp
index c19e93cdff0..1c44813b642 100644
--- a/ql/experimental/finitedifferences/fdmexpextouinnervaluecalculator.hpp
+++ b/ql/experimental/finitedifferences/fdmexpextouinnervaluecalculator.hpp
@@ -49,7 +49,7 @@ namespace QuantLib {
             const Real u = mesher_->location(iter, direction_);
 
             Real f = 0;
-            if (shape_) {
+            if (shape_ != 0) {
                 f = std::lower_bound(shape_->begin(), shape_->end(),
                    std::pair<Time, Real>(t-std::sqrt(QL_EPSILON), 0.0))->second;
             }
diff --git a/ql/experimental/finitedifferences/fdmextoujumpmodelinnervalue.hpp b/ql/experimental/finitedifferences/fdmextoujumpmodelinnervalue.hpp
index 2b0bcad0547..754ded5ba93 100644
--- a/ql/experimental/finitedifferences/fdmextoujumpmodelinnervalue.hpp
+++ b/ql/experimental/finitedifferences/fdmextoujumpmodelinnervalue.hpp
@@ -49,7 +49,7 @@ namespace QuantLib {
             const Real y = mesher_->location(iter, 1);
 
             Real f = 0;
-            if (shape_) {
+            if (shape_ != 0) {
                 f = std::lower_bound(shape_->begin(), shape_->end(),
                    std::pair<Time, Real>(t-std::sqrt(QL_EPSILON), 0.0))->second;
             }
diff --git a/ql/experimental/finitedifferences/fdmhestonfwdop.cpp b/ql/experimental/finitedifferences/fdmhestonfwdop.cpp
index 7276e898e91..b6167250973 100644
--- a/ql/experimental/finitedifferences/fdmhestonfwdop.cpp
+++ b/ql/experimental/finitedifferences/fdmhestonfwdop.cpp
@@ -119,7 +119,7 @@ namespace QuantLib {
     void FdmHestonFwdOp::setTime(Time t1, Time t2){
         const Rate r = rTS_->forwardRate(t1, t2, Continuous).rate();
         const Rate q = qTS_->forwardRate(t1, t2, Continuous).rate();
-        if (leverageFct_) {
+        if (leverageFct_ != 0) {
             L_ = getLeverageFctSlice(t1, t2);
             Array Lsquare = L_*L_;
             if (type_ == FdmSquareRootFwdOp::Plain) { 
@@ -155,7 +155,7 @@ namespace QuantLib {
     }
 
     Disposable<Array> FdmHestonFwdOp::apply(const Array& u) const {
-        if (leverageFct_) {
+        if (leverageFct_ != 0) {
             return mapX_->apply(u)
                     + mapY_->apply(u)
                     + correlation_->apply(L_*u);
@@ -168,7 +168,7 @@ namespace QuantLib {
     }
 
     Disposable<Array> FdmHestonFwdOp::apply_mixed(const Array& u) const{
-        if (leverageFct_) {
+        if (leverageFct_ != 0) {
             return correlation_->apply(L_*u);
         }
         else
diff --git a/ql/experimental/finitedifferences/fdmvppstepcondition.cpp b/ql/experimental/finitedifferences/fdmvppstepcondition.cpp
index 7905800e929..286441d9021 100644
--- a/ql/experimental/finitedifferences/fdmvppstepcondition.cpp
+++ b/ql/experimental/finitedifferences/fdmvppstepcondition.cpp
@@ -87,7 +87,7 @@ namespace QuantLib {
         }
 
         for (FdmLinearOpIterator iter=layout->begin();iter != endIter; ++iter) {
-            if (!iter.coordinates()[stateDirection_]) {
+            if (iter.coordinates()[stateDirection_] == 0u) {
 
                 Array x(nStates);
                 for (Size i=0; i < nStates; ++i) {
diff --git a/ql/experimental/finitedifferences/fdmzabrop.hpp b/ql/experimental/finitedifferences/fdmzabrop.hpp
index 0cf2aa8dce0..61e6d73ced6 100644
--- a/ql/experimental/finitedifferences/fdmzabrop.hpp
+++ b/ql/experimental/finitedifferences/fdmzabrop.hpp
@@ -34,9 +34,8 @@ namespace QuantLib {
 
 class FdmZabrUnderlyingPart {
   public:
-    FdmZabrUnderlyingPart(const ext::shared_ptr<FdmMesher> &mesher,
-                          const Real beta, const Real nu, const Real rho,
-                          const Real gamma);
+    FdmZabrUnderlyingPart(
+        const ext::shared_ptr<FdmMesher>& mesher, Real beta, Real nu, Real rho, Real gamma);
 
     void setTime(Time t1, Time t2);
     const TripleBandLinearOp &getMap() const;
@@ -51,9 +50,8 @@ class FdmZabrUnderlyingPart {
 
 class FdmZabrVolatilityPart {
   public:
-    FdmZabrVolatilityPart(const ext::shared_ptr<FdmMesher> &mesher,
-                          const Real beta, const Real nu, const Real rho,
-                          const Real gamma);
+    FdmZabrVolatilityPart(
+        const ext::shared_ptr<FdmMesher>& mesher, Real beta, Real nu, Real rho, Real gamma);
 
     void setTime(Time t1, Time t2);
     const TripleBandLinearOp &getMap() const;
@@ -68,10 +66,11 @@ class FdmZabrVolatilityPart {
 
 class FdmZabrOp : public FdmLinearOpComposite {
   public:
-    FdmZabrOp(
-        const ext::shared_ptr<FdmMesher> &mesher, const Real beta,
-        const Real nu, const Real rho,
-        const Real gamma = 1.0); // gamma=1.0 recovers the classic sabr model
+    FdmZabrOp(const ext::shared_ptr<FdmMesher>& mesher,
+              Real beta,
+              Real nu,
+              Real rho,
+              Real gamma = 1.0); // gamma=1.0 recovers the classic sabr model
 
     Size size() const;
     void setTime(Time t1, Time t2);
diff --git a/ql/experimental/futures/overnightindexfuture.hpp b/ql/experimental/futures/overnightindexfuture.hpp
index c39dfb4011a..51903ca8827 100644
--- a/ql/experimental/futures/overnightindexfuture.hpp
+++ b/ql/experimental/futures/overnightindexfuture.hpp
@@ -38,14 +38,13 @@ namespace QuantLib {
       public:
         enum NettingType { Averaging, Compounding };
 
-        OvernightIndexFuture(
-            const ext::shared_ptr<OvernightIndex>& overnightIndex,
-            const ext::shared_ptr<Payoff>& payoff,
-            const Date& valueDate,
-            const Date& maturityDate,
-            const Handle<YieldTermStructure>& discountCurve,
-            const Handle<Quote>& convexityAdjustment = Handle<Quote>(),
-            const NettingType subPeriodsNettingType = Compounding);
+        OvernightIndexFuture(const ext::shared_ptr<OvernightIndex>& overnightIndex,
+                             const ext::shared_ptr<Payoff>& payoff,
+                             const Date& valueDate,
+                             const Date& maturityDate,
+                             const Handle<YieldTermStructure>& discountCurve,
+                             const Handle<Quote>& convexityAdjustment = Handle<Quote>(),
+                             NettingType subPeriodsNettingType = Compounding);
 
         //! returns spot value/price of an underlying financial instrument
         virtual Real spotValue() const;
diff --git a/ql/experimental/futures/overnightindexfutureratehelper.hpp b/ql/experimental/futures/overnightindexfutureratehelper.hpp
index 07dd3836764..f4ca149c11b 100644
--- a/ql/experimental/futures/overnightindexfutureratehelper.hpp
+++ b/ql/experimental/futures/overnightindexfutureratehelper.hpp
@@ -33,15 +33,14 @@ namespace QuantLib {
     //! RateHelper for bootstrapping over overnight compounding futures
     class OvernightIndexFutureRateHelper : public RateHelper {
       public:
-        OvernightIndexFutureRateHelper(
-            const Handle<Quote>& price,
-            // first day of reference period
-            const Date& valueDate,
-            // delivery date
-            const Date& maturityDate,
-            const ext::shared_ptr<OvernightIndex>& overnightIndex,
-            const Handle<Quote>& convexityAdjustment = Handle<Quote>(),
-            const OvernightIndexFuture::NettingType subPeriodsNettingType =
+        OvernightIndexFutureRateHelper(const Handle<Quote>& price,
+                                       // first day of reference period
+                                       const Date& valueDate,
+                                       // delivery date
+                                       const Date& maturityDate,
+                                       const ext::shared_ptr<OvernightIndex>& overnightIndex,
+                                       const Handle<Quote>& convexityAdjustment = Handle<Quote>(),
+                                       OvernightIndexFuture::NettingType subPeriodsNettingType =
                                            OvernightIndexFuture::Compounding);
 
         //! \name RateHelper interface
@@ -69,24 +68,22 @@ namespace QuantLib {
     */
     class SofrFutureRateHelper : public OvernightIndexFutureRateHelper {
       public:
-        SofrFutureRateHelper(
-            const Handle<Quote>& price,
-            Month referenceMonth,
-            Year referenceYear,
-            Frequency referenceFreq,
-            const ext::shared_ptr<OvernightIndex>& overnightIndex,
-            const Handle<Quote>& convexityAdjustment = Handle<Quote>(),
-            const OvernightIndexFuture::NettingType subPeriodsNettingType =
-                                           OvernightIndexFuture::Compounding);
-        SofrFutureRateHelper(
-            Real price,
-            Month referenceMonth,
-            Year referenceYear,
-            Frequency referenceFreq,
-            const ext::shared_ptr<OvernightIndex>& overnightIndex,
-            Real convexityAdjustment = 0,
-            const OvernightIndexFuture::NettingType subPeriodsNettingType =
-                                           OvernightIndexFuture::Compounding);
+        SofrFutureRateHelper(const Handle<Quote>& price,
+                             Month referenceMonth,
+                             Year referenceYear,
+                             Frequency referenceFreq,
+                             const ext::shared_ptr<OvernightIndex>& overnightIndex,
+                             const Handle<Quote>& convexityAdjustment = Handle<Quote>(),
+                             OvernightIndexFuture::NettingType subPeriodsNettingType =
+                                 OvernightIndexFuture::Compounding);
+        SofrFutureRateHelper(Real price,
+                             Month referenceMonth,
+                             Year referenceYear,
+                             Frequency referenceFreq,
+                             const ext::shared_ptr<OvernightIndex>& overnightIndex,
+                             Real convexityAdjustment = 0,
+                             OvernightIndexFuture::NettingType subPeriodsNettingType =
+                                 OvernightIndexFuture::Compounding);
     };
 
 }
diff --git a/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp b/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp
index fa0eabba8be..752250d07e2 100644
--- a/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp
+++ b/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp
@@ -46,10 +46,9 @@ namespace QuantLib {
 
         //! YoYOptionletStripper interface
         //@{
-        virtual void initialize(
-                       const ext::shared_ptr<YoYCapFloorTermPriceSurface> &,
-                       const ext::shared_ptr<YoYInflationCapFloorEngine> &,
-                       const Real slope) const;
+        virtual void initialize(const ext::shared_ptr<YoYCapFloorTermPriceSurface>&,
+                                const ext::shared_ptr<YoYInflationCapFloorEngine>&,
+                                Real slope) const;
         virtual Rate minStrike() const {
             return YoYCapFloorTermPriceSurface_->strikes().front();
         }
diff --git a/ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp b/ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp
index 860b32780f8..40be0c61a22 100644
--- a/ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp
+++ b/ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp
@@ -48,16 +48,16 @@ namespace QuantLib {
         //! \name Constructor
         //! calculate the reference date based on the global evaluation date
         KInterpolatedYoYOptionletVolatilitySurface(
-           const Natural settlementDays,
-           const Calendar&,
-           const BusinessDayConvention bdc,
-           const DayCounter& dc,
-           const Period &lag,
-           const ext::shared_ptr<YoYCapFloorTermPriceSurface> &capFloorPrices,
-           const ext::shared_ptr<YoYInflationCapFloorEngine> &pricer,
-           const ext::shared_ptr<YoYOptionletStripper> &yoyOptionletStripper,
-           const Real slope,
-           const Interpolator1D &interpolator = Interpolator1D());
+            Natural settlementDays,
+            const Calendar&,
+            BusinessDayConvention bdc,
+            const DayCounter& dc,
+            const Period& lag,
+            const ext::shared_ptr<YoYCapFloorTermPriceSurface>& capFloorPrices,
+            const ext::shared_ptr<YoYInflationCapFloorEngine>& pricer,
+            const ext::shared_ptr<YoYOptionletStripper>& yoyOptionletStripper,
+            Real slope,
+            const Interpolator1D& interpolator = Interpolator1D());
 
         virtual Real minStrike() const;
         virtual Real maxStrike() const;
diff --git a/ql/experimental/inflation/yoycapfloortermpricesurface.hpp b/ql/experimental/inflation/yoycapfloortermpricesurface.hpp
index 7b7e533db2c..55730573cde 100644
--- a/ql/experimental/inflation/yoycapfloortermpricesurface.hpp
+++ b/ql/experimental/inflation/yoycapfloortermpricesurface.hpp
@@ -82,18 +82,18 @@ namespace QuantLib {
         //@{
         virtual BusinessDayConvention businessDayConvention() const {return bdc_;}
         virtual Natural fixingDays() const {return fixingDays_;}
-        virtual Real price(const Date &d, const Rate k) const = 0;
-        virtual Real capPrice(const Date &d, const Rate k) const = 0;
-        virtual Real floorPrice(const Date &d, const Rate k) const = 0;
+        virtual Real price(const Date& d, Rate k) const = 0;
+        virtual Real capPrice(const Date& d, Rate k) const = 0;
+        virtual Real floorPrice(const Date& d, Rate k) const = 0;
         virtual Rate atmYoYSwapRate(const Date &d,
                                     bool extrapolate = true) const = 0;
         virtual Rate atmYoYRate(const Date &d,
                                 const Period &obsLag = Period(-1,Days),
                                 bool extrapolate = true) const = 0;
 
-        virtual Real price(const Period &d, const Rate k) const;
-        virtual Real capPrice(const Period &d, const Rate k) const;
-        virtual Real floorPrice(const Period &d, const Rate k) const;
+        virtual Real price(const Period& d, Rate k) const;
+        virtual Real capPrice(const Period& d, Rate k) const;
+        virtual Real floorPrice(const Period& d, Rate k) const;
         virtual Rate atmYoYSwapRate(const Period &d,
                                     bool extrapolate = true) const;
         virtual Rate atmYoYRate(const Period &d,
@@ -179,9 +179,9 @@ namespace QuantLib {
         atmYoYSwapDateRates() const { return atmYoYSwapDateRates_; }
         virtual ext::shared_ptr<YoYInflationTermStructure>
         YoYTS() const { return yoy_; }
-        virtual Rate price(const Date &d, const Rate k) const;
-        virtual Real floorPrice(const Date &d, const Rate k) const;
-        virtual Real capPrice(const Date &d, const Rate k) const;
+        virtual Rate price(const Date& d, Rate k) const;
+        virtual Real floorPrice(const Date& d, Rate k) const;
+        virtual Real capPrice(const Date& d, Rate k) const;
         virtual Rate atmYoYSwapRate(const Date &d,
                                     bool extrapolate = true) const {
             return atmYoYSwapRateCurve_(timeFromReference(d),extrapolate);
@@ -207,9 +207,7 @@ namespace QuantLib {
         void intersect() const;
         class ObjectiveFunction {
           public:
-            ObjectiveFunction(const Time t,
-                              const Interpolation2D &,
-                              const Interpolation2D &);
+            ObjectiveFunction(Time t, const Interpolation2D&, const Interpolation2D&);
             Real operator()(Rate guess) const;
           protected:
             const Time t_;
@@ -404,13 +402,13 @@ namespace QuantLib {
                 int counter = 1;
                 bool stop = false;
                 Real strike = 0.0;
-                while (stop == false) {
+                while (!stop) {
                     strike = fStrikes_.back() - counter * searchStep;
                     if (floorPrice_(t, strike) < capPrice_(t, strike))
                         stop = true;
                     counter++;
                     if (counter == numTrials + 1) {
-                        if (stop == false) {
+                        if (!stop) {
                             stop = true;
                             trialsExceeded = true;
                         }
@@ -422,13 +420,13 @@ namespace QuantLib {
                 int counter = 1;
                 bool stop = false;
                 Real strike = 0.0;
-                while (stop == false) {
+                while (!stop) {
                     strike = fStrikes_.back() + counter * searchStep;
                     if (floorPrice_(t, strike) > capPrice_(t, strike))
                         stop = true;
                     counter++;
                     if (counter == numTrials + 1) {
-                        if (stop == false) {
+                        if (!stop) {
                             stop = true;
                             trialsExceeded = true;
                         }
@@ -441,7 +439,7 @@ namespace QuantLib {
             guess = (hi+lo)/2.0;
             Rate kI = -999.999;
 
-            if (trialsExceeded == false) {
+            if (!trialsExceeded) {
                 try{
                     kI = solver.solve(  ObjectiveFunction(t, capPrice_, floorPrice_), solverTolerance_, guess, lo, hi );
                 } catch( std::exception &e) {
diff --git a/ql/experimental/inflation/yoyoptionletstripper.hpp b/ql/experimental/inflation/yoyoptionletstripper.hpp
index 2c87c957a99..4fa2e1aa68b 100644
--- a/ql/experimental/inflation/yoyoptionletstripper.hpp
+++ b/ql/experimental/inflation/yoyoptionletstripper.hpp
@@ -40,10 +40,9 @@ namespace QuantLib {
 
         //! YoYOptionletStripper interface
         //@{
-        virtual void initialize(
-                       const ext::shared_ptr<YoYCapFloorTermPriceSurface> &,
-                       const ext::shared_ptr<YoYInflationCapFloorEngine> &,
-                       const Real slope) const = 0;
+        virtual void initialize(const ext::shared_ptr<YoYCapFloorTermPriceSurface>&,
+                                const ext::shared_ptr<YoYInflationCapFloorEngine>&,
+                                Real slope) const = 0;
         virtual Rate minStrike() const = 0;
         virtual Rate maxStrike() const = 0;
         virtual std::vector<Rate> strikes() const = 0;
diff --git a/ql/experimental/lattices/extendedbinomialtree.cpp b/ql/experimental/lattices/extendedbinomialtree.cpp
index d5f5ff6c715..2c38d3b14c3 100644
--- a/ql/experimental/lattices/extendedbinomialtree.cpp
+++ b/ql/experimental/lattices/extendedbinomialtree.cpp
@@ -157,15 +157,13 @@ namespace QuantLib {
     }
 
 
-
-
-
-    ExtendedLeisenReimer::ExtendedLeisenReimer(
-                        const ext::shared_ptr<StochasticProcess1D>& process,
-                        Time end, Size steps, Real strike)
-    : ExtendedBinomialTree<ExtendedLeisenReimer>(process, end,
-                                                 (steps%2 ? steps : steps+1)),
-      end_(end), oddSteps_(steps%2 ? steps : steps+1), strike_(strike) {
+    ExtendedLeisenReimer::ExtendedLeisenReimer(const ext::shared_ptr<StochasticProcess1D>& process,
+                                               Time end,
+                                               Size steps,
+                                               Real strike)
+    : ExtendedBinomialTree<ExtendedLeisenReimer>(
+          process, end, ((steps % 2) != 0u ? steps : steps + 1)),
+      end_(end), oddSteps_((steps % 2) != 0u ? steps : steps + 1), strike_(strike) {
 
         QL_REQUIRE(strike>0.0, "strike " << strike << "must be positive");
         Real variance = process->variance(0.0, x0_, end);
@@ -235,12 +233,12 @@ namespace QuantLib {
         return p;
     }
 
-    ExtendedJoshi4::ExtendedJoshi4(
-                        const ext::shared_ptr<StochasticProcess1D>& process,
-                        Time end, Size steps, Real strike)
-    : ExtendedBinomialTree<ExtendedJoshi4>(process, end,
-                                           (steps%2 ? steps : steps+1)),
-      end_(end), oddSteps_(steps%2 ? steps : steps+1), strike_(strike) {
+    ExtendedJoshi4::ExtendedJoshi4(const ext::shared_ptr<StochasticProcess1D>& process,
+                                   Time end,
+                                   Size steps,
+                                   Real strike)
+    : ExtendedBinomialTree<ExtendedJoshi4>(process, end, ((steps % 2) != 0u ? steps : steps + 1)),
+      end_(end), oddSteps_((steps % 2) != 0u ? steps : steps + 1), strike_(strike) {
 
         QL_REQUIRE(strike>0.0, "strike " << strike << "must be positive");
         Real variance = process->variance(0.0, x0_, end);
diff --git a/ql/experimental/math/convolvedstudentt.hpp b/ql/experimental/math/convolvedstudentt.hpp
index 2b6cd2fb4cf..29169650796 100644
--- a/ql/experimental/math/convolvedstudentt.hpp
+++ b/ql/experimental/math/convolvedstudentt.hpp
@@ -126,16 +126,17 @@ namespace QuantLib {
             The GP complex integration is simplified thanks to the symetry of
             the distribution.
         */
-        Probability operator()(const Real x) const;
+      Probability operator()(Real x) const;
 
-        /*! \brief Returns the probability density of the resulting
-        distribution.\par
-            Similarly to the cumulative probability, Gil-Pelaez theorem is
-            applied, the integration is similar.
+      /*! \brief Returns the probability density of the resulting
+      distribution.\par
+          Similarly to the cumulative probability, Gil-Pelaez theorem is
+          applied, the integration is similar.
+
+          \todo Implement in a separate class? given the name of this class..
+      */
+      Probability density(Real x) const;
 
-            \todo Implement in a separate class? given the name of this class..
-        */
-        Probability density(const Real x) const;
     private:
         mutable std::vector<Integer> degreesFreedom_;
         mutable std::vector<Real> factors_;
@@ -175,8 +176,9 @@ namespace QuantLib {
             const std::vector<Real>& factors = std::vector<Real>(),
             Real accuracy = 1.e-6);
         //! Returns the cumulative inverse value.
-        Real operator()(const Probability q) const;
-    private:
+        Real operator()(Probability q) const;
+
+      private:
         mutable Real normSqr_, accuracy_;
         mutable CumulativeBehrensFisher distrib_;
     };
diff --git a/ql/experimental/math/fireflyalgorithm.cpp b/ql/experimental/math/fireflyalgorithm.cpp
index f03569d569b..ed67d930dca 100644
--- a/ql/experimental/math/fireflyalgorithm.cpp
+++ b/ql/experimental/math/fireflyalgorithm.cpp
@@ -82,7 +82,7 @@ namespace QuantLib {
         
         startState(P, endCriteria);
 
-        bool isFA = Mfa_ > 0 ? true : false;
+        bool isFA = Mfa_ > 0;
         //Variables for DE
         Array z(N_, 0.0);
         Size indexR1, indexR2;
diff --git a/ql/experimental/math/gaussiannoncentralchisquaredpolynomial.cpp b/ql/experimental/math/gaussiannoncentralchisquaredpolynomial.cpp
index 62959d864ff..5ffd557efec 100644
--- a/ql/experimental/math/gaussiannoncentralchisquaredpolynomial.cpp
+++ b/ql/experimental/math/gaussiannoncentralchisquaredpolynomial.cpp
@@ -88,7 +88,7 @@ namespace QuantLib {
     GaussNonCentralChiSquaredPolynomial::GaussNonCentralChiSquaredPolynomial(
         Real nu, Real lambda)
     : nu_(nu), lambda_(lambda) {
-        if (!moments.size())
+        if (moments.empty())
             moments = initMoments();
     }
 
diff --git a/ql/experimental/math/hybridsimulatedannealing.hpp b/ql/experimental/math/hybridsimulatedannealing.hpp
index e313c7d495b..637484feec1 100644
--- a/ql/experimental/math/hybridsimulatedannealing.hpp
+++ b/ql/experimental/math/hybridsimulatedannealing.hpp
@@ -76,24 +76,25 @@ namespace QuantLib {
             ResetToOrigin
         };
 
-        HybridSimulatedAnnealing(const Sampler &sampler,
-            const Probability &probability,
-            const Temperature &temperature,
-            const Reannealing &reannealing = ReannealingTrivial(),
-            Real startTemperature = 200.0,
-            Real endTemperature = 0.01,
-            Size reAnnealSteps = 50,
-            ResetScheme resetScheme = ResetToBestPoint,
-            Size resetSteps = 150,
-            ext::shared_ptr<OptimizationMethod> localOptimizer
-            = ext::shared_ptr<OptimizationMethod>(),
-            LocalOptimizeScheme optimizeScheme = EveryBestPoint)
-            : sampler_(sampler), probability_(probability),
-            temperature_(temperature), reannealing_(reannealing),
-            startTemperature_(startTemperature), endTemperature_(endTemperature),
-            reAnnealSteps_(reAnnealSteps == 0 ? QL_MAX_INTEGER : reAnnealSteps), resetScheme_(resetScheme),
-            resetSteps_(resetSteps == 0 ? QL_MAX_INTEGER : resetSteps), localOptimizer_(localOptimizer),
-            optimizeScheme_(localOptimizer ? optimizeScheme : NoLocalOptimize) {
+        HybridSimulatedAnnealing(const Sampler& sampler,
+                                 const Probability& probability,
+                                 const Temperature& temperature,
+                                 const Reannealing& reannealing = ReannealingTrivial(),
+                                 Real startTemperature = 200.0,
+                                 Real endTemperature = 0.01,
+                                 Size reAnnealSteps = 50,
+                                 ResetScheme resetScheme = ResetToBestPoint,
+                                 Size resetSteps = 150,
+                                 ext::shared_ptr<OptimizationMethod> localOptimizer =
+                                     ext::shared_ptr<OptimizationMethod>(),
+                                 LocalOptimizeScheme optimizeScheme = EveryBestPoint)
+        : sampler_(sampler), probability_(probability), temperature_(temperature),
+          reannealing_(reannealing), startTemperature_(startTemperature),
+          endTemperature_(endTemperature),
+          reAnnealSteps_(reAnnealSteps == 0 ? QL_MAX_INTEGER : reAnnealSteps),
+          resetScheme_(resetScheme), resetSteps_(resetSteps == 0 ? QL_MAX_INTEGER : resetSteps),
+          localOptimizer_(localOptimizer),
+          optimizeScheme_(localOptimizer != 0 ? optimizeScheme : NoLocalOptimize) {
             if (!localOptimizer)
                 localOptimizer.reset(new LevenbergMarquardt);
         }
diff --git a/ql/experimental/math/hybridsimulatedannealingfunctors.hpp b/ql/experimental/math/hybridsimulatedannealingfunctors.hpp
index 12edc55ae99..5cc5654dc63 100644
--- a/ql/experimental/math/hybridsimulatedannealingfunctors.hpp
+++ b/ql/experimental/math/hybridsimulatedannealingfunctors.hpp
@@ -268,7 +268,7 @@ namespace QuantLib
                 newPoint[i] = lower_[i] - 1.0;
                 while (newPoint[i] < lower_[i] || newPoint[i] > upper_[i]) {
                     Real draw = uniform_();
-                    Real sign = (0.5 < draw) - (draw < 0.5);
+                    Real sign = static_cast<int>(0.5 < draw) - static_cast<int>(draw < 0.5);
                     Real y = sign*temp[i] * (std::pow(1.0 + 1.0 / temp[i],
                                                       std::abs(2 * draw - 1.0)) - 1.0);
                     newPoint[i] = currentPoint[i] + y*(upper_[i] - lower_[i]);
@@ -454,7 +454,7 @@ namespace QuantLib
             functionTol_(functionTol), N_(dimension), bound_(false),
             lower_(lower), upper_(upper), initialTemp_(dimension, initialTemp),
             bounded_(dimension, 1.0) {
-            if (lower.size() > 0 && upper.size() > 0) {
+            if (!lower.empty() && !upper.empty()) {
                 QL_REQUIRE(lower.size() == N_, "Incompatible input");
                 QL_REQUIRE(upper.size() == N_, "Incompatible input");
                 bound_ = true;
diff --git a/ql/experimental/math/laplaceinterpolation.hpp b/ql/experimental/math/laplaceinterpolation.hpp
index d319f84c1fb..cc5effd2247 100644
--- a/ql/experimental/math/laplaceinterpolation.hpp
+++ b/ql/experimental/math/laplaceinterpolation.hpp
@@ -158,8 +158,6 @@ template <class M> void laplaceInterpolation(M &A, Real relTol = 1E-6) {
             }
         }
     }
-
-    return;
 };
 
 } // namespace QuantLib
diff --git a/ql/experimental/math/latentmodel.hpp b/ql/experimental/math/latentmodel.hpp
index 30b0334396a..3547361bae2 100644
--- a/ql/experimental/math/latentmodel.hpp
+++ b/ql/experimental/math/latentmodel.hpp
@@ -548,9 +548,9 @@ namespace QuantLib {
             possibly drop the static policy and create a policy member
             in LatentModel)
         */
-        explicit LatentModel(const Real correlSqr, Size nVariables,
-            const typename copulaType::initTraits& ini = 
-                copulaType::initTraits());
+        explicit LatentModel(Real correlSqr,
+                             Size nVariables,
+                             const typename copulaType::initTraits& ini = copulaType::initTraits());
         /*! Constructs a LM with an arbitrary number of latent variables 
           depending only on one random factor with the same weight for all
           latent variables. The weight is observed and this constructor is
diff --git a/ql/experimental/math/particleswarmoptimization.hpp b/ql/experimental/math/particleswarmoptimization.hpp
index 601dccd5280..442f41aa03c 100644
--- a/ql/experimental/math/particleswarmoptimization.hpp
+++ b/ql/experimental/math/particleswarmoptimization.hpp
@@ -104,11 +104,13 @@ namespace QuantLib {
             ext::shared_ptr<Inertia> inertia,
             Real c1 = 2.05, Real c2 = 2.05,
             unsigned long seed = SeedGenerator::instance().get());
-        explicit ParticleSwarmOptimization(const Size M,
-            ext::shared_ptr<Topology> topology,
-            ext::shared_ptr<Inertia> inertia,
-            Real omega, Real c1, Real c2,
-            unsigned long seed = SeedGenerator::instance().get());
+        explicit ParticleSwarmOptimization(Size M,
+                                           ext::shared_ptr<Topology> topology,
+                                           ext::shared_ptr<Inertia> inertia,
+                                           Real omega,
+                                           Real c1,
+                                           Real c2,
+                                           unsigned long seed = SeedGenerator::instance().get());
         void startState(Problem &P, const EndCriteria &endCriteria);
         EndCriteria::Type minimize(Problem &P, const EndCriteria &endCriteria);
 
diff --git a/ql/experimental/math/piecewiseintegral.hpp b/ql/experimental/math/piecewiseintegral.hpp
index 687b81b3593..22e1a238eed 100644
--- a/ql/experimental/math/piecewiseintegral.hpp
+++ b/ql/experimental/math/piecewiseintegral.hpp
@@ -37,9 +37,9 @@ namespace QuantLib {
 
 class PiecewiseIntegral : public Integrator {
   public:
-    PiecewiseIntegral(const ext::shared_ptr<Integrator> &integrator,
-                      const std::vector<Real> &criticalPoints,
-                      const bool avoidCriticalPoints = true);
+    PiecewiseIntegral(const ext::shared_ptr<Integrator>& integrator,
+                      const std::vector<Real>& criticalPoints,
+                      bool avoidCriticalPoints = true);
 
   protected:
     Real integrate(const ext::function<Real(Real)> &f, Real a, Real b) const;
diff --git a/ql/experimental/mcbasket/pathmultiassetoption.cpp b/ql/experimental/mcbasket/pathmultiassetoption.cpp
index 0a4234a7e92..165dc2bda9b 100644
--- a/ql/experimental/mcbasket/pathmultiassetoption.cpp
+++ b/ql/experimental/mcbasket/pathmultiassetoption.cpp
@@ -27,7 +27,7 @@ namespace QuantLib {
 
     PathMultiAssetOption::PathMultiAssetOption(
                             const ext::shared_ptr<PricingEngine>& engine) {
-        if (engine)
+        if (engine != 0)
             setPricingEngine(engine);
     }
 
@@ -52,7 +52,7 @@ namespace QuantLib {
 
     void PathMultiAssetOption::arguments::validate() const {
         QL_REQUIRE(payoff,                 "no payoff given");
-        QL_REQUIRE(fixingDates.size() > 0, "no dates given");
+        QL_REQUIRE(!fixingDates.empty(), "no dates given");
     }
 }
 
diff --git a/ql/experimental/models/hestonslvfdmmodel.hpp b/ql/experimental/models/hestonslvfdmmodel.hpp
index f5017edfd33..414cbf0873d 100644
--- a/ql/experimental/models/hestonslvfdmmodel.hpp
+++ b/ql/experimental/models/hestonslvfdmmodel.hpp
@@ -72,13 +72,12 @@ class SimpleQuote;
 
     class HestonSLVFDMModel : public LazyObject {
       public:
-        HestonSLVFDMModel(
-            const Handle<LocalVolTermStructure>& localVol,
-            const Handle<HestonModel>& hestonModel,
-            const Date& endDate,
-            const HestonSLVFokkerPlanckFdmParams& params,
-            const bool logging = false,
-            const std::vector<Date>& mandatoryDates = std::vector<Date>());
+        HestonSLVFDMModel(const Handle<LocalVolTermStructure>& localVol,
+                          const Handle<HestonModel>& hestonModel,
+                          const Date& endDate,
+                          const HestonSLVFokkerPlanckFdmParams& params,
+                          bool logging = false,
+                          const std::vector<Date>& mandatoryDates = std::vector<Date>());
 
         ext::shared_ptr<HestonProcess> hestonProcess() const;
         ext::shared_ptr<LocalVolTermStructure> localVol() const;
diff --git a/ql/experimental/models/hestonslvmcmodel.cpp b/ql/experimental/models/hestonslvmcmodel.cpp
index 3d6ecf919ca..88bc91918c3 100644
--- a/ql/experimental/models/hestonslvmcmodel.cpp
+++ b/ql/experimental/models/hestonslvmcmodel.cpp
@@ -169,7 +169,7 @@ namespace QuantLib {
 
             Size s = 0u, e = 0u;
             for (Size i=0; i < nBins_; ++i) {
-                const Size inc = k + (i < m);
+                const Size inc = k + static_cast<unsigned long>(i < m);
                 e = s + inc;
 
                 Real sum=0.0;
diff --git a/ql/experimental/risk/creditriskplus.hpp b/ql/experimental/risk/creditriskplus.hpp
index 781966aa9c4..cd466be7645 100644
--- a/ql/experimental/risk/creditriskplus.hpp
+++ b/ql/experimental/risk/creditriskplus.hpp
@@ -42,12 +42,12 @@ namespace QuantLib {
     class CreditRiskPlus {
 
       public:
-
-        CreditRiskPlus(const std::vector<Real> &exposure,
-                       const std::vector<Real> &defaultProbability,
-                       const std::vector<Size> &sector,
-                       const std::vector<Real> &relativeDefaultVariance,
-                       const Matrix &correlation, const Real unit);
+        CreditRiskPlus(const std::vector<Real>& exposure,
+                       const std::vector<Real>& defaultProbability,
+                       const std::vector<Size>& sector,
+                       const std::vector<Real>& relativeDefaultVariance,
+                       const Matrix& correlation,
+                       Real unit);
 
         const std::vector<Real> &loss() { return loss_; }
         const std::vector<Real> &marginalLoss() { return marginalLoss_; }
@@ -70,7 +70,7 @@ namespace QuantLib {
             return sectorUl_;
         }
 
-        Real lossQuantile(const Real p);
+        Real lossQuantile(Real p);
 
       private:
 
diff --git a/ql/experimental/risk/sensitivityanalysis.cpp b/ql/experimental/risk/sensitivityanalysis.cpp
index ba8e5820ccf..208016fee6b 100644
--- a/ql/experimental/risk/sensitivityanalysis.cpp
+++ b/ql/experimental/risk/sensitivityanalysis.cpp
@@ -310,8 +310,6 @@ namespace QuantLib {
             bucketAnalysis(deltaMatrix[i], gammaMatrix[i], referenceValues,
                            quotes[i], parameters, shift, type);
         }
-
-        return;
     }
 
     pair<vector<vector<Real> >, vector<vector<Real> > >
diff --git a/ql/experimental/shortrate/generalizedhullwhite.hpp b/ql/experimental/shortrate/generalizedhullwhite.hpp
index 949ea448c2c..048b302c11a 100644
--- a/ql/experimental/shortrate/generalizedhullwhite.hpp
+++ b/ql/experimental/shortrate/generalizedhullwhite.hpp
@@ -57,7 +57,8 @@ namespace QuantLib {
         void reset(const Interpolation &interp) {
             ext::shared_ptr<InterpolationParameter::Impl> impl =
                 ext::dynamic_pointer_cast<InterpolationParameter::Impl>(impl_);
-            if (impl) impl->reset(interp);
+            if (impl != 0)
+                impl->reset(interp);
         }
     };
 
diff --git a/ql/experimental/swaptions/haganirregularswaptionengine.cpp b/ql/experimental/swaptions/haganirregularswaptionengine.cpp
index f19ca4a4f0b..8f1425ac20b 100644
--- a/ql/experimental/swaptions/haganirregularswaptionengine.cpp
+++ b/ql/experimental/swaptions/haganirregularswaptionengine.cpp
@@ -239,12 +239,10 @@ namespace QuantLib {
     ///////////////////////////////////////////////////////////
 
 
-    HaganIrregularSwaptionEngine::HaganIrregularSwaptionEngine(const Handle<SwaptionVolatilityStructure>& volatilityStructure,
+    HaganIrregularSwaptionEngine::HaganIrregularSwaptionEngine(
+        const Handle<SwaptionVolatilityStructure>& volatilityStructure,
         const Handle<YieldTermStructure>& termStructure)
-        : GenericEngine<IrregularSwaption::arguments,IrregularSwaption::results>(),
-        termStructure_(termStructure),
-        volatilityStructure_(volatilityStructure)
-    {
+    : termStructure_(termStructure), volatilityStructure_(volatilityStructure) {
         registerWith(termStructure_);
         registerWith(volatilityStructure_);
     }
diff --git a/ql/experimental/swaptions/irregularswap.cpp b/ql/experimental/swaptions/irregularswap.cpp
index 42628268bc1..65d06e30ee9 100644
--- a/ql/experimental/swaptions/irregularswap.cpp
+++ b/ql/experimental/swaptions/irregularswap.cpp
@@ -75,7 +75,7 @@ namespace QuantLib {
         IrregularSwap::arguments* arguments =
             dynamic_cast<IrregularSwap::arguments*>(args);
 
-        if (!arguments)  // it's a swap engine...
+        if (arguments == 0) // it's a swap engine...
             return;
 
         arguments->type = type_;
@@ -177,7 +177,7 @@ namespace QuantLib {
 
         const IrregularSwap::results* results =
             dynamic_cast<const IrregularSwap::results*>(r);
-        if (results) { // might be a swap engine, so no error is thrown
+        if (results != 0) { // might be a swap engine, so no error is thrown
             fairRate_ = results->fairRate;
             fairSpread_ = results->fairSpread;
         } else {
diff --git a/ql/experimental/varianceoption/integralhestonvarianceoptionengine.cpp b/ql/experimental/varianceoption/integralhestonvarianceoptionengine.cpp
index 14543e56091..0e52363995d 100644
--- a/ql/experimental/varianceoption/integralhestonvarianceoptionengine.cpp
+++ b/ql/experimental/varianceoption/integralhestonvarianceoptionengine.cpp
@@ -384,7 +384,7 @@ namespace QuantLib {
 
         ext::shared_ptr<PlainVanillaPayoff> plainPayoff =
             ext::dynamic_pointer_cast<PlainVanillaPayoff>(arguments_.payoff);
-        if (plainPayoff && plainPayoff->optionType() == Option::Call) {
+        if ((plainPayoff != 0) && plainPayoff->optionType() == Option::Call) {
             // a specialization for Call options is available
             Real strike = plainPayoff->strike();
             results_.value = IvopOneDim(epsilon, chi, theta, rho,
diff --git a/ql/experimental/volatility/abcdatmvolcurve.cpp b/ql/experimental/volatility/abcdatmvolcurve.cpp
index 423d586be4c..be5b5cb4436 100644
--- a/ql/experimental/volatility/abcdatmvolcurve.cpp
+++ b/ql/experimental/volatility/abcdatmvolcurve.cpp
@@ -125,9 +125,9 @@ namespace QuantLib {
         // the time data used for interpolation
         actualOptionTimes_.clear();
         for (Size i=0; i<nOptionTenors_; ++i) {
-            if(inclusionInInterpolation_[i]==true) {
-               actualOptionTimes_.push_back(optionTimes_[i]);
-               actualOptionTenors_.push_back(optionTenors_[i]);
+            if (inclusionInInterpolation_[i]) {
+                actualOptionTimes_.push_back(optionTimes_[i]);
+                actualOptionTenors_.push_back(optionTenors_[i]);
             }
         }
     }
@@ -137,8 +137,8 @@ namespace QuantLib {
         actualVols_.clear();
         for (Size i=0; i<nOptionTenors_; ++i) {
             vols_[i] = volHandles_[i]->value();
-            if(inclusionInInterpolation_[i]==true)
-               actualVols_.push_back(vols_[i]);
+            if (inclusionInInterpolation_[i])
+                actualVols_.push_back(vols_[i]);
         }
     }
 
@@ -148,8 +148,8 @@ namespace QuantLib {
         actualVols_.clear();
         for (Size i=0; i<vols_.size(); ++i) {
             vols_[i] = volHandles_[i]->value();
-            if(inclusionInInterpolation_[i]==true)
-               actualVols_.push_back(vols_[i]);
+            if (inclusionInInterpolation_[i])
+                actualVols_.push_back(vols_[i]);
         }
         interpolation_->update();
     }
diff --git a/ql/experimental/volatility/noarbsabr.hpp b/ql/experimental/volatility/noarbsabr.hpp
index 4082723ca2d..070513e9296 100644
--- a/ql/experimental/volatility/noarbsabr.hpp
+++ b/ql/experimental/volatility/noarbsabr.hpp
@@ -102,11 +102,10 @@ const Real density_threshold = 1E-100;
 class NoArbSabrModel {
 
   public:
-    NoArbSabrModel(const Real expiryTime, const Real forward, const Real alpha,
-              const Real beta, const Real nu, const Real rho);
+    NoArbSabrModel(Real expiryTime, Real forward, Real alpha, Real beta, Real nu, Real rho);
 
-    Real optionPrice(const Real strike) const;
-    Real digitalOptionPrice(const Real strike) const;
+    Real optionPrice(Real strike) const;
+    Real digitalOptionPrice(Real strike) const;
     Real density(const Real strike) const {
         return p(strike) * (1 - absProb_) / numericalIntegralOverP_;
     }
@@ -122,18 +121,18 @@ class NoArbSabrModel {
     Real absorptionProbability() const { return absProb_; }
 
     private:
-    Real p(const Real f) const;
-    Real forwardError(const Real forward) const;
-    const Real expiryTime_, externalForward_;
-    const Real alpha_, beta_, nu_, rho_;
-    Real absProb_, fmin_, fmax_;
-    mutable Real forward_, numericalIntegralOverP_;
-    mutable Real numericalForward_;
-    ext::shared_ptr<GaussLobattoIntegral> integrator_;
-    class integrand;
-    friend class integrand;
-    class p_integrand;
-    friend class p_integrand;
+      Real p(Real f) const;
+      Real forwardError(Real forward) const;
+      const Real expiryTime_, externalForward_;
+      const Real alpha_, beta_, nu_, rho_;
+      Real absProb_, fmin_, fmax_;
+      mutable Real forward_, numericalIntegralOverP_;
+      mutable Real numericalForward_;
+      ext::shared_ptr<GaussLobattoIntegral> integrator_;
+      class integrand;
+      friend class integrand;
+      class p_integrand;
+      friend class p_integrand;
 };
 
 namespace detail {
@@ -142,13 +141,12 @@ extern "C" const unsigned long sabrabsprob[1209600];
 
 class D0Interpolator {
   public:
-    D0Interpolator(const Real forward, const Real expiryTime, const Real alpha,
-                   const Real beta, const Real nu, const Real rho);
+    D0Interpolator(Real forward, Real expiryTime, Real alpha, Real beta, Real nu, Real rho);
     Real operator()() const;
 
   private:
-    Real phi(const Real d0) const;
-    Real d0(const Real phi) const;
+    Real phi(Real d0) const;
+    Real d0(Real phi) const;
     const Real forward_, expiryTime_, alpha_, beta_, nu_, rho_, gamma_;
     Real sigmaI_;
     std::vector<Real> tauG_, sigmaIG_, rhoG_, nuG_, betaG_;
diff --git a/ql/experimental/volatility/noarbsabrsmilesection.hpp b/ql/experimental/volatility/noarbsabrsmilesection.hpp
index d9af8c86367..3863b557a63 100644
--- a/ql/experimental/volatility/noarbsabrsmilesection.hpp
+++ b/ql/experimental/volatility/noarbsabrsmilesection.hpp
@@ -34,13 +34,15 @@ namespace QuantLib {
 class NoArbSabrSmileSection : public SmileSection {
 
   public:
-    NoArbSabrSmileSection(Time timeToExpiry, Rate forward,
-                          const std::vector<Real> &sabrParameters,
-                          const Real shift = 0.0);
-    NoArbSabrSmileSection(const Date &d, Rate forward,
-                          const std::vector<Real> &sabrParameters,
-                          const DayCounter &dc = Actual365Fixed(),
-                          const Real shift = 0.0);
+    NoArbSabrSmileSection(Time timeToExpiry,
+                          Rate forward,
+                          const std::vector<Real>& sabrParameters,
+                          Real shift = 0.0);
+    NoArbSabrSmileSection(const Date& d,
+                          Rate forward,
+                          const std::vector<Real>& sabrParameters,
+                          const DayCounter& dc = Actual365Fixed(),
+                          Real shift = 0.0);
     Real minStrike() const { return 0.0; }
     Real maxStrike() const { return QL_MAX_REAL; }
     Real atmLevel() const { return forward_; }
diff --git a/ql/experimental/volatility/sviinterpolation.hpp b/ql/experimental/volatility/sviinterpolation.hpp
index 9300f84faf7..9c614481df0 100644
--- a/ql/experimental/volatility/sviinterpolation.hpp
+++ b/ql/experimental/volatility/sviinterpolation.hpp
@@ -44,7 +44,6 @@ inline void checkSviParameters(const Real a, const Real b, const Real sigma,
                                                << ") must be non negative");
     QL_REQUIRE(b * (1.0 + std::fabs(rho)) < 4.0,
                "b(1+|rho|) must be less than 4");
-    return;
 }
 
 inline Real sviTotalVariance(const Real a, const Real b, const Real sigma,
diff --git a/ql/experimental/volatility/svismilesection.cpp b/ql/experimental/volatility/svismilesection.cpp
index 3e9071fab74..05a29fcdbbe 100644
--- a/ql/experimental/volatility/svismilesection.cpp
+++ b/ql/experimental/volatility/svismilesection.cpp
@@ -42,7 +42,6 @@ void SviSmileSection::init() {
                    << params_.size() << ") given");
     detail::checkSviParameters(params_[0], params_[1], params_[2], params_[3],
                                params_[4]);
-    return;
 }
 
 Real SviSmileSection::volatilityImpl(Rate strike) const {
diff --git a/ql/experimental/volatility/zabr.cpp b/ql/experimental/volatility/zabr.cpp
index 06d20c29bb3..aa7386aa89e 100644
--- a/ql/experimental/volatility/zabr.cpp
+++ b/ql/experimental/volatility/zabr.cpp
@@ -282,9 +282,9 @@ Real ZabrModel::fullFdPrice(const Real strike) const {
         Real f = mesher->location(iter, 0);
         // Real v = mesher->location(iter, 0);
         rhs[iter.index()] = std::max(f - strike, 0.0);
-        if (!iter.coordinates()[1])
+        if (iter.coordinates()[1] == 0u)
             f_.push_back(mesher->location(iter, 0));
-        if (!iter.coordinates()[0])
+        if (iter.coordinates()[0] == 0u)
             v_.push_back(mesher->location(iter, 1));
     }
 
diff --git a/ql/experimental/volatility/zabr.hpp b/ql/experimental/volatility/zabr.hpp
index 0e5538c4b8c..1affdc91020 100644
--- a/ql/experimental/volatility/zabr.hpp
+++ b/ql/experimental/volatility/zabr.hpp
@@ -39,24 +39,23 @@ namespace QuantLib {
 class ZabrModel {
 
   public:
-    ZabrModel(const Real expiryTime, const Real forward, const Real alpha,
-              const Real beta, const Real nu, const Real rho, const Real gamma);
+    ZabrModel(Real expiryTime, Real forward, Real alpha, Real beta, Real nu, Real rho, Real gamma);
 
-    Real localVolatility(const Real f) const;
+    Real localVolatility(Real f) const;
     Disposable<std::vector<Real> >
     localVolatility(const std::vector<Real> &f) const;
 
-    Real fdPrice(const Real strike) const;
+    Real fdPrice(Real strike) const;
     Disposable<std::vector<Real> >
     fdPrice(const std::vector<Real> &strikes) const;
 
-    Real fullFdPrice(const Real strike) const;
+    Real fullFdPrice(Real strike) const;
 
-    Real lognormalVolatility(const Real strike) const;
+    Real lognormalVolatility(Real strike) const;
     Disposable<std::vector<Real> >
     lognormalVolatility(const std::vector<Real> &strikes) const;
 
-    Real normalVolatility(const Real strike) const;
+    Real normalVolatility(Real strike) const;
     Disposable<std::vector<Real> >
     normalVolatility(const std::vector<Real> &strikes) const;
 
@@ -73,16 +72,16 @@ class ZabrModel {
     const Real alpha_, beta_, nu_, rho_,
         gamma_; // nu_ here is a tranformed version of the input nu !
 
-    Real x(const Real strike) const;
+    Real x(Real strike) const;
     Disposable<std::vector<Real> > x(const std::vector<Real> &strikes) const;
 
-    Real y(const Real strike) const;
+    Real y(Real strike) const;
 
-    Real F(const Real y, const Real u) const;
+    Real F(Real y, Real u) const;
 
-    Real lognormalVolatilityHelper(const Real strike, const Real x) const;
-    Real normalVolatilityHelper(const Real strike, const Real x) const;
-    Real localVolatilityHelper(const Real f, const Real x) const;
+    Real lognormalVolatilityHelper(Real strike, Real x) const;
+    Real normalVolatilityHelper(Real strike, Real x) const;
+    Real localVolatilityHelper(Real f, Real x) const;
 };
 }
 
diff --git a/ql/experimental/volatility/zabrsmilesection.hpp b/ql/experimental/volatility/zabrsmilesection.hpp
index 6e0487f7b18..ca382890f36 100644
--- a/ql/experimental/volatility/zabrsmilesection.hpp
+++ b/ql/experimental/volatility/zabrsmilesection.hpp
@@ -44,15 +44,17 @@ struct ZabrFullFd {};
 
 template <typename Evaluation> class ZabrSmileSection : public SmileSection {
   public:
-    ZabrSmileSection(Time timeToExpiry, Rate forward,
-                     const std::vector<Real> &zabrParameters,
-                     const std::vector<Real> &moneyness = std::vector<Real>(),
-                     const Size fdRefinement = 5);
-    ZabrSmileSection(const Date &d, Rate forward,
-                     const std::vector<Real> &zabrParameters,
-                     const DayCounter &dc = Actual365Fixed(),
-                     const std::vector<Real> &moneyness = std::vector<Real>(),
-                     const Size fdRefinement = 5);
+    ZabrSmileSection(Time timeToExpiry,
+                     Rate forward,
+                     const std::vector<Real>& zabrParameters,
+                     const std::vector<Real>& moneyness = std::vector<Real>(),
+                     Size fdRefinement = 5);
+    ZabrSmileSection(const Date& d,
+                     Rate forward,
+                     const std::vector<Real>& zabrParameters,
+                     const DayCounter& dc = Actual365Fixed(),
+                     const std::vector<Real>& moneyness = std::vector<Real>(),
+                     Size fdRefinement = 5);
 
     Real minStrike() const { return 0.0; }
     Real maxStrike() const { return QL_MAX_REAL; }
@@ -161,7 +163,7 @@ void ZabrSmileSection<Evaluation>::init(const std::vector<Real> &moneyness,
         0.0, 0.01, 0.05, 0.10, 0.25, 0.40, 0.50, 0.60, 0.70, 0.80, 0.90,
         1.0, 1.25, 1.5,  1.75, 2.0,  5.0,  7.5,  10.0, 15.0, 20.0};
     std::vector<Real> tmp;
-    if (moneyness.size() == 0)
+    if (moneyness.empty())
         tmp = std::vector<Real>(defaultMoney, defaultMoney + 21);
     else
         tmp = std::vector<Real>(moneyness);
diff --git a/ql/instrument.hpp b/ql/instrument.hpp
index 67fd85777fd..3e74f6c7696 100644
--- a/ql/instrument.hpp
+++ b/ql/instrument.hpp
@@ -132,10 +132,10 @@ namespace QuantLib {
 
     inline void Instrument::setPricingEngine(
                                   const ext::shared_ptr<PricingEngine>& e) {
-        if (engine_)
+        if (engine_ != 0)
             unregisterWith(engine_);
         engine_ = e;
-        if (engine_)
+        if (engine_ != 0)
             registerWith(engine_);
         // trigger (lazy) recalculation and notify observers
         update();
diff --git a/ql/instruments/assetswap.cpp b/ql/instruments/assetswap.cpp
index 93d2ddca70d..22cae35e6d7 100644
--- a/ql/instruments/assetswap.cpp
+++ b/ql/instruments/assetswap.cpp
@@ -114,7 +114,7 @@ namespace QuantLib {
         // and it is a coupon then add the accrued coupon
         if (i<bondLeg.end()-1) {
             ext::shared_ptr<Coupon> c = ext::dynamic_pointer_cast<Coupon>(*i);
-            if (c) {
+            if (c != 0) {
                 ext::shared_ptr<CashFlow> accruedCoupon(new
                     SimpleCashFlow(c->accruedAmount(dealMaturity), finalDate));
                 legs_[0].push_back(accruedCoupon);
@@ -277,7 +277,7 @@ namespace QuantLib {
         AssetSwap::arguments* arguments =
             dynamic_cast<AssetSwap::arguments*>(args);
 
-        if (!arguments)  // it's a swap engine...
+        if (arguments == 0) // it's a swap engine...
             return;
 
         const Leg& fixedCoupons = bondLeg();
@@ -391,7 +391,7 @@ namespace QuantLib {
         Swap::fetchResults(r);
         const AssetSwap::results* results =
             dynamic_cast<const AssetSwap::results*>(r);
-        if (results) {
+        if (results != 0) {
             fairSpread_ = results->fairSpread;
             fairCleanPrice_= results->fairCleanPrice;
             fairNonParRepayment_= results->fairNonParRepayment;
diff --git a/ql/instruments/bond.cpp b/ql/instruments/bond.cpp
index 4b266263034..34a00a86e86 100644
--- a/ql/instruments/bond.cpp
+++ b/ql/instruments/bond.cpp
@@ -364,7 +364,7 @@ namespace QuantLib {
         for (Size k = 0; k < cashflows_.size(); ++k) {
             ext::shared_ptr<LazyObject> f =
                 ext::dynamic_pointer_cast<LazyObject>(cashflows_[k]);
-            if (f)
+            if (f != 0)
                 f->update();
         }
         update();
diff --git a/ql/instruments/bonds/btp.cpp b/ql/instruments/bonds/btp.cpp
index 3893a9f5c5a..dd697cfa833 100644
--- a/ql/instruments/bonds/btp.cpp
+++ b/ql/instruments/bonds/btp.cpp
@@ -223,8 +223,6 @@ namespace QuantLib {
                 break; // exit the loop
             }
         }
-
-        return;
     }
 
     RendistatoEquivalentSwapLengthQuote::RendistatoEquivalentSwapLengthQuote(
diff --git a/ql/instruments/bonds/cpibond.hpp b/ql/instruments/bonds/cpibond.hpp
index b303b5035ec..d3f8ff421c2 100644
--- a/ql/instruments/bonds/cpibond.hpp
+++ b/ql/instruments/bonds/cpibond.hpp
@@ -57,7 +57,7 @@ namespace QuantLib {
                 const Calendar& paymentCalendar = Calendar(),
                 const Period& exCouponPeriod = Period(),
                 const Calendar& exCouponCalendar = Calendar(),
-                const BusinessDayConvention exCouponConvention = Unadjusted,
+                BusinessDayConvention exCouponConvention = Unadjusted,
                 bool exCouponEndOfMonth = false);
 
         Frequency frequency() const { return frequency_; }
diff --git a/ql/instruments/bonds/fixedratebond.hpp b/ql/instruments/bonds/fixedratebond.hpp
index b798bd99b9e..c454b0aa903 100644
--- a/ql/instruments/bonds/fixedratebond.hpp
+++ b/ql/instruments/bonds/fixedratebond.hpp
@@ -57,7 +57,7 @@ namespace QuantLib {
                       const Calendar& paymentCalendar = Calendar(),
                       const Period& exCouponPeriod = Period(),
                       const Calendar& exCouponCalendar = Calendar(),
-                      const BusinessDayConvention exCouponConvention = Unadjusted,
+                      BusinessDayConvention exCouponConvention = Unadjusted,
                       bool exCouponEndOfMonth = false);
         /*! simple annual compounding coupon rates
             with internal schedule calculation */
@@ -79,9 +79,9 @@ namespace QuantLib {
                       const Calendar& paymentCalendar = Calendar(),
                       const Period& exCouponPeriod = Period(),
                       const Calendar& exCouponCalendar = Calendar(),
-                      const BusinessDayConvention exCouponConvention = Unadjusted,
+                      BusinessDayConvention exCouponConvention = Unadjusted,
                       bool exCouponEndOfMonth = false);
-        //! generic compounding and frequency InterestRate coupons 
+        //! generic compounding and frequency InterestRate coupons
         FixedRateBond(Natural settlementDays,
                       Real faceAmount,
                       const Schedule& schedule,
@@ -92,7 +92,7 @@ namespace QuantLib {
                       const Calendar& paymentCalendar = Calendar(),
                       const Period& exCouponPeriod = Period(),
                       const Calendar& exCouponCalendar = Calendar(),
-                      const BusinessDayConvention exCouponConvention = Unadjusted,
+                      BusinessDayConvention exCouponConvention = Unadjusted,
                       bool exCouponEndOfMonth = false);
         Frequency frequency() const { return frequency_; }
         const DayCounter& dayCounter() const { return dayCounter_; }
diff --git a/ql/instruments/bonds/floatingratebond.hpp b/ql/instruments/bonds/floatingratebond.hpp
index 52ce7179a69..517cb1edf87 100644
--- a/ql/instruments/bonds/floatingratebond.hpp
+++ b/ql/instruments/bonds/floatingratebond.hpp
@@ -46,23 +46,18 @@ namespace QuantLib {
                          const Schedule& schedule,
                          const ext::shared_ptr<IborIndex>& iborIndex,
                          const DayCounter& accrualDayCounter,
-                         BusinessDayConvention paymentConvention
-                                             = Following,
+                         BusinessDayConvention paymentConvention = Following,
                          Natural fixingDays = Null<Natural>(),
-                         const std::vector<Real>& gearings
-                                             = std::vector<Real>(1, 1.0),
-                         const std::vector<Spread>& spreads
-                                             = std::vector<Spread>(1, 0.0),
-                         const std::vector<Rate>& caps
-                                             = std::vector<Rate>(),
-                         const std::vector<Rate>& floors
-                                            = std::vector<Rate>(),
+                         const std::vector<Real>& gearings = std::vector<Real>(1, 1.0),
+                         const std::vector<Spread>& spreads = std::vector<Spread>(1, 0.0),
+                         const std::vector<Rate>& caps = std::vector<Rate>(),
+                         const std::vector<Rate>& floors = std::vector<Rate>(),
                          bool inArrears = false,
                          Real redemption = 100.0,
-                         const Date& issueDate = Date(),                         
+                         const Date& issueDate = Date(),
                          const Period& exCouponPeriod = Period(),
                          const Calendar& exCouponCalendar = Calendar(),
-                         const BusinessDayConvention exCouponConvention = Unadjusted,
+                         BusinessDayConvention exCouponConvention = Unadjusted,
                          bool exCouponEndOfMonth = false);
         FloatingRateBond(Natural settlementDays,
                          Real faceAmount,
@@ -75,10 +70,8 @@ namespace QuantLib {
                          BusinessDayConvention accrualConvention = Following,
                          BusinessDayConvention paymentConvention = Following,
                          Natural fixingDays = Null<Natural>(),
-                         const std::vector<Real>& gearings
-                                             = std::vector<Real>(1, 1.0),
-                         const std::vector<Spread>& spreads
-                                             = std::vector<Spread>(1, 0.0),
+                         const std::vector<Real>& gearings = std::vector<Real>(1, 1.0),
+                         const std::vector<Spread>& spreads = std::vector<Spread>(1, 0.0),
                          const std::vector<Rate>& caps = std::vector<Rate>(),
                          const std::vector<Rate>& floors = std::vector<Rate>(),
                          bool inArrears = false,
@@ -89,7 +82,7 @@ namespace QuantLib {
                          bool endOfMonth = false,
                          const Period& exCouponPeriod = Period(),
                          const Calendar& exCouponCalendar = Calendar(),
-                         const BusinessDayConvention exCouponConvention = Unadjusted,
+                         BusinessDayConvention exCouponConvention = Unadjusted,
                          bool exCouponEndOfMonth = false);
     };
 
diff --git a/ql/instruments/capfloor.cpp b/ql/instruments/capfloor.cpp
index b075657ec46..ecfde1c16eb 100644
--- a/ql/instruments/capfloor.cpp
+++ b/ql/instruments/capfloor.cpp
@@ -276,7 +276,7 @@ namespace QuantLib {
             ext::shared_ptr<LazyObject> f =
                 ext::dynamic_pointer_cast<LazyObject>(
                     floatingLeg_[i]);
-            if (f)
+            if (f != 0)
                 f->update();
         }
         update();
diff --git a/ql/instruments/capfloor.hpp b/ql/instruments/capfloor.hpp
index cd953d6ee72..c722cfd228d 100644
--- a/ql/instruments/capfloor.hpp
+++ b/ql/instruments/capfloor.hpp
@@ -84,7 +84,7 @@ namespace QuantLib {
         Date maturityDate() const;
         ext::shared_ptr<FloatingRateCoupon> lastFloatingRateCoupon() const;
         //! Returns the n-th optionlet as a new CapFloor with only one cash flow.
-        ext::shared_ptr<CapFloor> optionlet(const Size n) const;
+        ext::shared_ptr<CapFloor> optionlet(Size n) const;
         //@}
         Rate atmRate(const YieldTermStructure& discountCurve) const;
         //! implied term volatility
diff --git a/ql/instruments/cpiswap.cpp b/ql/instruments/cpiswap.cpp
index d6b97e02597..b85bab15396 100644
--- a/ql/instruments/cpiswap.cpp
+++ b/ql/instruments/cpiswap.cpp
@@ -65,8 +65,8 @@ namespace QuantLib {
     observationLag_(observationLag),
     observationInterpolation_(observationInterpolation)
     {
-        QL_REQUIRE(floatSchedule_.size()>0,"empty float schedule");
-        QL_REQUIRE(fixedSchedule_.size()>0,"empty fixed schedule");
+        QL_REQUIRE(!floatSchedule_.empty(), "empty float schedule");
+        QL_REQUIRE(!fixedSchedule_.empty(), "empty fixed schedule");
         // \todo if roll!=unadjusted then need calendars ...
 
         if (inflationNominal==Null<Real>()) inflationNominal_ = nominal_;
@@ -143,7 +143,8 @@ namespace QuantLib {
         CPISwap::arguments* arguments =
         dynamic_cast<CPISwap::arguments*>(args);
 
-        if (!arguments) return; // it's a swap engine...
+        if (arguments == 0)
+            return; // it's a swap engine...
     }
 
 
@@ -189,7 +190,7 @@ namespace QuantLib {
         Swap::fetchResults(r);
 
         const CPISwap::results* results = dynamic_cast<const CPISwap::results*>(r);
-        if (results) { // might be a swap engine, so no error is thrown
+        if (results != 0) { // might be a swap engine, so no error is thrown
             fairRate_ = results->fairRate;
             fairSpread_ = results->fairSpread;
         } else {
diff --git a/ql/instruments/creditdefaultswap.hpp b/ql/instruments/creditdefaultswap.hpp
index fc6f911ac79..99b7c355bad 100644
--- a/ql/instruments/creditdefaultswap.hpp
+++ b/ql/instruments/creditdefaultswap.hpp
@@ -100,10 +100,9 @@ namespace QuantLib {
                           bool settlesAccrual = true,
                           bool paysAtDefaultTime = true,
                           const Date& protectionStart = Date(),
-                          const ext::shared_ptr<Claim>& =
-                                                  ext::shared_ptr<Claim>(),
+                          const ext::shared_ptr<Claim>& = ext::shared_ptr<Claim>(),
                           const DayCounter& lastPeriodDayCounter = DayCounter(),
-                          const bool rebatesAccrual = true);
+                          bool rebatesAccrual = true);
         //! CDS quoted as upfront and running spread
         /*! @param side  Whether the protection is bought or sold.
             @param notional  Notional value
@@ -148,10 +147,9 @@ namespace QuantLib {
                           bool paysAtDefaultTime = true,
                           const Date& protectionStart = Date(),
                           const Date& upfrontDate = Date(),
-                          const ext::shared_ptr<Claim>& =
-                                                  ext::shared_ptr<Claim>(),
+                          const ext::shared_ptr<Claim>& = ext::shared_ptr<Claim>(),
                           const DayCounter& lastPeriodDayCounter = DayCounter(),
-                          const bool rebatesAccrual = true);
+                          bool rebatesAccrual = true);
         //@}
         //! \name Instrument interface
         //@{
diff --git a/ql/instruments/floatfloatswap.cpp b/ql/instruments/floatfloatswap.cpp
index d6671691228..a0e3d6f7f78 100644
--- a/ql/instruments/floatfloatswap.cpp
+++ b/ql/instruments/floatfloatswap.cpp
@@ -105,62 +105,50 @@ namespace QuantLib {
                    "nominal2 size (" << nominal2_.size()
                                      << ") does not match schedule2 size ("
                                      << nominal2_.size() << ")");
-        QL_REQUIRE(gearing1_.size() == 0 ||
-                       gearing1_.size() == nominal1_.size(),
-                   "nominal1 size (" << nominal1_.size()
-                                     << ") does not match gearing1 size ("
+        QL_REQUIRE(gearing1_.empty() || gearing1_.size() == nominal1_.size(),
+                   "nominal1 size (" << nominal1_.size() << ") does not match gearing1 size ("
                                      << gearing1_.size() << ")");
-        QL_REQUIRE(gearing2_.size() == 0 ||
-                       gearing2_.size() == nominal2_.size(),
-                   "nominal2 size (" << nominal2_.size()
-                                     << ") does not match gearing2 size ("
+        QL_REQUIRE(gearing2_.empty() || gearing2_.size() == nominal2_.size(),
+                   "nominal2 size (" << nominal2_.size() << ") does not match gearing2 size ("
                                      << gearing2_.size() << ")");
-        QL_REQUIRE(cappedRate1_.size() == 0 ||
-                       cappedRate1_.size() == nominal1_.size(),
-                   "nominal1 size (" << nominal1_.size()
-                                     << ") does not match cappedRate1 size ("
+        QL_REQUIRE(cappedRate1_.empty() || cappedRate1_.size() == nominal1_.size(),
+                   "nominal1 size (" << nominal1_.size() << ") does not match cappedRate1 size ("
                                      << cappedRate1_.size() << ")");
-        QL_REQUIRE(cappedRate2_.size() == 0 ||
-                       cappedRate2_.size() == nominal2_.size(),
-                   "nominal2 size (" << nominal2_.size()
-                                     << ") does not match cappedRate2 size ("
+        QL_REQUIRE(cappedRate2_.empty() || cappedRate2_.size() == nominal2_.size(),
+                   "nominal2 size (" << nominal2_.size() << ") does not match cappedRate2 size ("
                                      << cappedRate2_.size() << ")");
-        QL_REQUIRE(flooredRate1_.size() == 0 ||
-                       flooredRate1_.size() == nominal1_.size(),
-                   "nominal1 size (" << nominal1_.size()
-                                     << ") does not match flooredRate1 size ("
+        QL_REQUIRE(flooredRate1_.empty() || flooredRate1_.size() == nominal1_.size(),
+                   "nominal1 size (" << nominal1_.size() << ") does not match flooredRate1 size ("
                                      << flooredRate1_.size() << ")");
-        QL_REQUIRE(flooredRate2_.size() == 0 ||
-                       flooredRate2_.size() == nominal2_.size(),
-                   "nominal2 size (" << nominal2_.size()
-                                     << ") does not match flooredRate2 size ("
+        QL_REQUIRE(flooredRate2_.empty() || flooredRate2_.size() == nominal2_.size(),
+                   "nominal2 size (" << nominal2_.size() << ") does not match flooredRate2 size ("
                                      << flooredRate2_.size() << ")");
 
-        if (paymentConvention1)
+        if (paymentConvention1) // NOLINT(readability-implicit-bool-conversion)
             paymentConvention1_ = *paymentConvention1;
         else
             paymentConvention1_ = schedule1_.businessDayConvention();
 
-        if (paymentConvention2)
+        if (paymentConvention2) // NOLINT(readability-implicit-bool-conversion)
             paymentConvention2_ = *paymentConvention2;
         else
             paymentConvention2_ = schedule2_.businessDayConvention();
 
-        if (gearing1_.size() == 0)
+        if (gearing1_.empty())
             gearing1_ = std::vector<Real>(nominal1_.size(), 1.0);
-        if (gearing2_.size() == 0)
+        if (gearing2_.empty())
             gearing2_ = std::vector<Real>(nominal2_.size(), 1.0);
-        if (spread1_.size() == 0)
+        if (spread1_.empty())
             spread1_ = std::vector<Real>(nominal1_.size(), 0.0);
-        if (spread2_.size() == 0)
+        if (spread2_.empty())
             spread2_ = std::vector<Real>(nominal2_.size(), 0.0);
-        if (cappedRate1_.size() == 0)
+        if (cappedRate1_.empty())
             cappedRate1_ = std::vector<Real>(nominal1_.size(), Null<Real>());
-        if (cappedRate2_.size() == 0)
+        if (cappedRate2_.empty())
             cappedRate2_ = std::vector<Real>(nominal2_.size(), Null<Real>());
-        if (flooredRate1_.size() == 0)
+        if (flooredRate1_.empty())
             flooredRate1_ = std::vector<Real>(nominal1_.size(), Null<Real>());
-        if (flooredRate2_.size() == 0)
+        if (flooredRate2_.empty())
             flooredRate2_ = std::vector<Real>(nominal2_.size(), Null<Real>());
 
         bool isNull;
@@ -241,7 +229,7 @@ namespace QuantLib {
         QL_REQUIRE(ibor2 != NULL || cms2 != NULL || cmsspread2 != NULL,
                    "index2 must be ibor or cms");
 
-        if (ibor1) {
+        if (ibor1 != 0) {
             IborLeg leg(schedule1_, ibor1);
             leg = leg.withNotionals(nominal1_)
                       .withPaymentDayCounter(dayCount1_)
@@ -255,7 +243,7 @@ namespace QuantLib {
             legs_[0] = leg;
         }
 
-        if (ibor2) {
+        if (ibor2 != 0) {
             IborLeg leg(schedule2_, ibor2);
             leg = leg.withNotionals(nominal2_)
                       .withPaymentDayCounter(dayCount2_)
@@ -269,7 +257,7 @@ namespace QuantLib {
             legs_[1] = leg;
         }
 
-        if (cms1) {
+        if (cms1 != 0) {
             CmsLeg leg(schedule1_, cms1);
             leg = leg.withNotionals(nominal1_)
                       .withPaymentDayCounter(dayCount1_)
@@ -283,7 +271,7 @@ namespace QuantLib {
             legs_[0] = leg;
         }
 
-        if (cms2) {
+        if (cms2 != 0) {
             CmsLeg leg(schedule2_, cms2);
             leg = leg.withNotionals(nominal2_)
                       .withPaymentDayCounter(dayCount2_)
@@ -297,7 +285,7 @@ namespace QuantLib {
             legs_[1] = leg;
         }
 
-        if (cmsspread1) {
+        if (cmsspread1 != 0) {
             CmsSpreadLeg leg(schedule1_, cmsspread1);
             leg = leg.withNotionals(nominal1_)
                       .withPaymentDayCounter(dayCount1_)
@@ -311,7 +299,7 @@ namespace QuantLib {
             legs_[0] = leg;
         }
 
-        if (cmsspread2) {
+        if (cmsspread2 != 0) {
             CmsSpreadLeg leg(schedule2_, cmsspread2);
             leg = leg.withNotionals(nominal2_)
                       .withPaymentDayCounter(dayCount2_)
@@ -394,7 +382,7 @@ namespace QuantLib {
         FloatFloatSwap::arguments *arguments =
             dynamic_cast<FloatFloatSwap::arguments *>(args);
 
-        if(!arguments)
+        if (arguments == 0)
             return; // swap engine ... // QL_REQUIRE(arguments != 0, "argument type does not match");
 
         arguments->type = type_;
@@ -434,7 +422,7 @@ namespace QuantLib {
         for (Size i = 0; i < leg1Coupons.size(); ++i) {
             ext::shared_ptr<FloatingRateCoupon> coupon =
                 ext::dynamic_pointer_cast<FloatingRateCoupon>(leg1Coupons[i]);
-            if (coupon) {
+            if (coupon != 0) {
                 arguments->leg1AccrualTimes[i] = coupon->accrualPeriod();
                 arguments->leg1PayDates[i] = coupon->date();
                 arguments->leg1ResetDates[i] = coupon->accrualStartDate();
@@ -450,7 +438,7 @@ namespace QuantLib {
                 ext::shared_ptr<CappedFlooredCoupon> cfcoupon =
                     ext::dynamic_pointer_cast<CappedFlooredCoupon>(
                         leg1Coupons[i]);
-                if (cfcoupon) {
+                if (cfcoupon != 0) {
                     arguments->leg1CappedRates[i] = cfcoupon->cap();
                     arguments->leg1FlooredRates[i] = cfcoupon->floor();
                 }
@@ -480,7 +468,7 @@ namespace QuantLib {
         for (Size i = 0; i < leg2Coupons.size(); ++i) {
             ext::shared_ptr<FloatingRateCoupon> coupon =
                 ext::dynamic_pointer_cast<FloatingRateCoupon>(leg2Coupons[i]);
-            if (coupon) {
+            if (coupon != 0) {
                 arguments->leg2AccrualTimes[i] = coupon->accrualPeriod();
                 arguments->leg2PayDates[i] = coupon->date();
                 arguments->leg2ResetDates[i] = coupon->accrualStartDate();
@@ -496,7 +484,7 @@ namespace QuantLib {
                 ext::shared_ptr<CappedFlooredCoupon> cfcoupon =
                     ext::dynamic_pointer_cast<CappedFlooredCoupon>(
                         leg2Coupons[i]);
-                if (cfcoupon) {
+                if (cfcoupon != 0) {
                     arguments->leg2CappedRates[i] = cfcoupon->cap();
                     arguments->leg2FlooredRates[i] = cfcoupon->floor();
                 }
diff --git a/ql/instruments/floatfloatswap.hpp b/ql/instruments/floatfloatswap.hpp
index 3747d65a348..210fe097e63 100644
--- a/ql/instruments/floatfloatswap.hpp
+++ b/ql/instruments/floatfloatswap.hpp
@@ -45,45 +45,49 @@ namespace QuantLib {
         class arguments;
         class results;
         class engine;
-        FloatFloatSwap(
-            const VanillaSwap::Type type, const Real nominal1,
-            const Real nominal2, const Schedule &schedule1,
-            const ext::shared_ptr<InterestRateIndex> &index1,
-            const DayCounter &dayCount1, const Schedule &schedule2,
-            const ext::shared_ptr<InterestRateIndex> &index2,
-            const DayCounter &dayCount2,
-            const bool intermediateCapitalExchange = false,
-            const bool finalCapitalExchange = false, const Real gearing1 = 1.0,
-            const Real spread1 = 0.0, const Real cappedRate1 = Null<Real>(),
-            const Real flooredRate1 = Null<Real>(), const Real gearing2 = 1.0,
-            const Real spread2 = 0.0, const Real cappedRate2 = Null<Real>(),
-            const Real flooredRate2 = Null<Real>(),
-            boost::optional<BusinessDayConvention> paymentConvention1 =
-                boost::none,
-            boost::optional<BusinessDayConvention> paymentConvention2 =
-                boost::none);
-
-        FloatFloatSwap(
-            const VanillaSwap::Type type, const std::vector<Real> &nominal1,
-            const std::vector<Real> &nominal2, const Schedule &schedule1,
-            const ext::shared_ptr<InterestRateIndex> &index1,
-            const DayCounter &dayCount1, const Schedule &schedule2,
-            const ext::shared_ptr<InterestRateIndex> &index2,
-            const DayCounter &dayCount2,
-            const bool intermediateCapitalExchange = false,
-            const bool finalCapitalExchange = false,
-            const std::vector<Real> &gearing1 = std::vector<Real>(),
-            const std::vector<Real> &spread1 = std::vector<Real>(),
-            const std::vector<Real> &cappedRate1 = std::vector<Real>(),
-            const std::vector<Real> &flooredRate1 = std::vector<Real>(),
-            const std::vector<Real> &gearing2 = std::vector<Real>(),
-            const std::vector<Real> &spread2 = std::vector<Real>(),
-            const std::vector<Real> &cappedRate2 = std::vector<Real>(),
-            const std::vector<Real> &flooredRate2 = std::vector<Real>(),
-            boost::optional<BusinessDayConvention> paymentConvention1 =
-                boost::none,
-            boost::optional<BusinessDayConvention> paymentConvention2 =
-                boost::none);
+        FloatFloatSwap(VanillaSwap::Type type,
+                       Real nominal1,
+                       Real nominal2,
+                       const Schedule& schedule1,
+                       const ext::shared_ptr<InterestRateIndex>& index1,
+                       const DayCounter& dayCount1,
+                       const Schedule& schedule2,
+                       const ext::shared_ptr<InterestRateIndex>& index2,
+                       const DayCounter& dayCount2,
+                       bool intermediateCapitalExchange = false,
+                       bool finalCapitalExchange = false,
+                       Real gearing1 = 1.0,
+                       Real spread1 = 0.0,
+                       Real cappedRate1 = Null<Real>(),
+                       Real flooredRate1 = Null<Real>(),
+                       Real gearing2 = 1.0,
+                       Real spread2 = 0.0,
+                       Real cappedRate2 = Null<Real>(),
+                       Real flooredRate2 = Null<Real>(),
+                       boost::optional<BusinessDayConvention> paymentConvention1 = boost::none,
+                       boost::optional<BusinessDayConvention> paymentConvention2 = boost::none);
+
+        FloatFloatSwap(VanillaSwap::Type type,
+                       const std::vector<Real>& nominal1,
+                       const std::vector<Real>& nominal2,
+                       const Schedule& schedule1,
+                       const ext::shared_ptr<InterestRateIndex>& index1,
+                       const DayCounter& dayCount1,
+                       const Schedule& schedule2,
+                       const ext::shared_ptr<InterestRateIndex>& index2,
+                       const DayCounter& dayCount2,
+                       bool intermediateCapitalExchange = false,
+                       bool finalCapitalExchange = false,
+                       const std::vector<Real>& gearing1 = std::vector<Real>(),
+                       const std::vector<Real>& spread1 = std::vector<Real>(),
+                       const std::vector<Real>& cappedRate1 = std::vector<Real>(),
+                       const std::vector<Real>& flooredRate1 = std::vector<Real>(),
+                       const std::vector<Real>& gearing2 = std::vector<Real>(),
+                       const std::vector<Real>& spread2 = std::vector<Real>(),
+                       const std::vector<Real>& cappedRate2 = std::vector<Real>(),
+                       const std::vector<Real>& flooredRate2 = std::vector<Real>(),
+                       boost::optional<BusinessDayConvention> paymentConvention1 = boost::none,
+                       boost::optional<BusinessDayConvention> paymentConvention2 = boost::none);
 
         //! \name Inspectors
         //@{
diff --git a/ql/instruments/floatfloatswaption.hpp b/ql/instruments/floatfloatswaption.hpp
index 69d83dfc632..018139687fb 100644
--- a/ql/instruments/floatfloatswaption.hpp
+++ b/ql/instruments/floatfloatswaption.hpp
@@ -64,11 +64,10 @@ namespace QuantLib {
         }
         //@}
         Disposable<std::vector<ext::shared_ptr<BlackCalibrationHelper> > >
-        calibrationBasket(
-            ext::shared_ptr<SwapIndex> standardSwapBase,
-            ext::shared_ptr<SwaptionVolatilityStructure> swaptionVolatility,
-            const BasketGeneratingEngine::CalibrationBasketType basketType =
-                BasketGeneratingEngine::MaturityStrikeByDeltaGamma) const;
+        calibrationBasket(ext::shared_ptr<SwapIndex> standardSwapBase,
+                          ext::shared_ptr<SwaptionVolatilityStructure> swaptionVolatility,
+                          BasketGeneratingEngine::CalibrationBasketType basketType =
+                              BasketGeneratingEngine::MaturityStrikeByDeltaGamma) const;
 
       private:
         // arguments
diff --git a/ql/instruments/inflationcapfloor.hpp b/ql/instruments/inflationcapfloor.hpp
index c93fdf7a8ba..584b5d88667 100644
--- a/ql/instruments/inflationcapfloor.hpp
+++ b/ql/instruments/inflationcapfloor.hpp
@@ -80,7 +80,7 @@ namespace QuantLib {
         Date maturityDate() const;
         ext::shared_ptr<YoYInflationCoupon> lastYoYInflationCoupon() const;
         //! Returns the n-th optionlet as a cap/floor with only one cash flow.
-        ext::shared_ptr<YoYInflationCapFloor> optionlet(const Size n) const;
+        ext::shared_ptr<YoYInflationCapFloor> optionlet(Size n) const;
         //@}
         virtual Rate atmRate(const YieldTermStructure& discountCurve) const;
         //! implied term volatility
diff --git a/ql/instruments/makecds.cpp b/ql/instruments/makecds.cpp
index f6581169be2..206167ea66c 100644
--- a/ql/instruments/makecds.cpp
+++ b/ql/instruments/makecds.cpp
@@ -47,7 +47,7 @@ namespace QuantLib {
         Date start = evaluation + 1;
         Date upfrontDate = WeekendsOnly().advance(evaluation, 3 * Days);
         Date end;
-        if(tenor_) {
+        if (tenor_) { // NOLINT(readability-implicit-bool-conversion)
             end = start + *tenor_;
         } else {
             end = *termDate_;
diff --git a/ql/instruments/makecds.hpp b/ql/instruments/makecds.hpp
index b6f1db6f1d9..0d8d7aeeb7e 100644
--- a/ql/instruments/makecds.hpp
+++ b/ql/instruments/makecds.hpp
@@ -36,8 +36,8 @@ namespace QuantLib {
     */
     class MakeCreditDefaultSwap {
       public:
-        MakeCreditDefaultSwap(const Period &tenor, const Real couponRate);
-        MakeCreditDefaultSwap(const Date &termDate, const Real couponRate);
+        MakeCreditDefaultSwap(const Period& tenor, Real couponRate);
+        MakeCreditDefaultSwap(const Date& termDate, Real couponRate);
 
         operator CreditDefaultSwap() const;
         operator ext::shared_ptr<CreditDefaultSwap>() const;
diff --git a/ql/instruments/makecms.cpp b/ql/instruments/makecms.cpp
index 1ad81860fe7..380470b98fd 100644
--- a/ql/instruments/makecms.cpp
+++ b/ql/instruments/makecms.cpp
@@ -137,7 +137,7 @@ namespace QuantLib {
             .withSpreads(cmsSpread_)
             .withCaps(cmsCap_)
             .withFloors(cmsFloor_);
-        if (couponPricer_)
+        if (couponPricer_ != 0)
             setCouponPricer(cmsLeg, couponPricer_);
 
         Rate usedSpread = iborSpread_;
diff --git a/ql/instruments/makeswaption.hpp b/ql/instruments/makeswaption.hpp
index 5f4d4df6400..5c36cc218e0 100644
--- a/ql/instruments/makeswaption.hpp
+++ b/ql/instruments/makeswaption.hpp
@@ -59,7 +59,7 @@ namespace QuantLib {
         MakeSwaption& withSettlementMethod(Settlement::Method settlementMethod);
         MakeSwaption& withOptionConvention(BusinessDayConvention bdc);
         MakeSwaption& withExerciseDate(const Date&);
-        MakeSwaption& withUnderlyingType(const VanillaSwap::Type type);
+        MakeSwaption& withUnderlyingType(VanillaSwap::Type type);
 
         MakeSwaption& withPricingEngine(
                               const ext::shared_ptr<PricingEngine>& engine);
diff --git a/ql/instruments/nonstandardswap.cpp b/ql/instruments/nonstandardswap.cpp
index 5939ea5c790..081ce2bc350 100644
--- a/ql/instruments/nonstandardswap.cpp
+++ b/ql/instruments/nonstandardswap.cpp
@@ -73,7 +73,7 @@ namespace QuantLib {
           intermediateCapitalExchange_(intermediateCapitalExchange),
           finalCapitalExchange_(finalCapitalExchange) {
 
-        if (paymentConvention)
+        if (paymentConvention) // NOLINT(readability-implicit-bool-conversion)
             paymentConvention_ = *paymentConvention;
         else
             paymentConvention_ = floatingSchedule_.businessDayConvention();
@@ -99,7 +99,7 @@ namespace QuantLib {
           intermediateCapitalExchange_(intermediateCapitalExchange),
           finalCapitalExchange_(finalCapitalExchange) {
 
-        if (paymentConvention)
+        if (paymentConvention) // NOLINT(readability-implicit-bool-conversion)
             paymentConvention_ = *paymentConvention;
         else
             paymentConvention_ = floatingSchedule_.businessDayConvention();
@@ -226,7 +226,7 @@ namespace QuantLib {
         NonstandardSwap::arguments *arguments =
             dynamic_cast<NonstandardSwap::arguments *>(args);
 
-        if (!arguments)
+        if (arguments == 0)
             return; // swap engine ...
 
         arguments->type = type_;
@@ -245,7 +245,7 @@ namespace QuantLib {
         for (Size i = 0; i < fixedCoupons.size(); ++i) {
             ext::shared_ptr<FixedRateCoupon> coupon =
                 ext::dynamic_pointer_cast<FixedRateCoupon>(fixedCoupons[i]);
-            if (coupon) {
+            if (coupon != 0) {
                 arguments->fixedPayDates[i] = coupon->date();
                 arguments->fixedResetDates[i] = coupon->accrualStartDate();
                 arguments->fixedCoupons[i] = coupon->amount();
@@ -285,7 +285,7 @@ namespace QuantLib {
         for (Size i = 0; i < floatingCoupons.size(); ++i) {
             ext::shared_ptr<IborCoupon> coupon =
                 ext::dynamic_pointer_cast<IborCoupon>(floatingCoupons[i]);
-            if (coupon) {
+            if (coupon != 0) {
                 arguments->floatingResetDates[i] = coupon->accrualStartDate();
                 arguments->floatingPayDates[i] = coupon->date();
                 arguments->floatingFixingDates[i] = coupon->fixingDate();
diff --git a/ql/instruments/nonstandardswap.hpp b/ql/instruments/nonstandardswap.hpp
index b8b189b2c76..317696ddd8b 100644
--- a/ql/instruments/nonstandardswap.hpp
+++ b/ql/instruments/nonstandardswap.hpp
@@ -43,29 +43,34 @@ namespace QuantLib {
         class results;
         class engine;
         NonstandardSwap(const VanillaSwap &fromVanilla);
-        NonstandardSwap(
-            const VanillaSwap::Type type, const std::vector<Real> &fixedNominal,
-            const std::vector<Real> &floatingNominal,
-            const Schedule &fixedSchedule, const std::vector<Real> &fixedRate,
-            const DayCounter &fixedDayCount, const Schedule &floatingSchedule,
-            const ext::shared_ptr<IborIndex> &iborIndex, const Real gearing,
-            const Spread spread, const DayCounter &floatingDayCount,
-            const bool intermediateCapitalExchange = false,
-            const bool finalCapitalExchange = false,
-            boost::optional<BusinessDayConvention> paymentConvention =
-                boost::none);
-        NonstandardSwap(
-            const VanillaSwap::Type type, const std::vector<Real> &fixedNominal,
-            const std::vector<Real> &floatingNominal,
-            const Schedule &fixedSchedule, const std::vector<Real> &fixedRate,
-            const DayCounter &fixedDayCount, const Schedule &floatingSchedule,
-            const ext::shared_ptr<IborIndex> &iborIndex,
-            const std::vector<Real> &gearing, const std::vector<Spread> &spread,
-            const DayCounter &floatingDayCount,
-            const bool intermediateCapitalExchange = false,
-            const bool finalCapitalExchange = false,
-            boost::optional<BusinessDayConvention> paymentConvention =
-                boost::none);
+        NonstandardSwap(VanillaSwap::Type type,
+                        const std::vector<Real>& fixedNominal,
+                        const std::vector<Real>& floatingNominal,
+                        const Schedule& fixedSchedule,
+                        const std::vector<Real>& fixedRate,
+                        const DayCounter& fixedDayCount,
+                        const Schedule& floatingSchedule,
+                        const ext::shared_ptr<IborIndex>& iborIndex,
+                        Real gearing,
+                        Spread spread,
+                        const DayCounter& floatingDayCount,
+                        bool intermediateCapitalExchange = false,
+                        bool finalCapitalExchange = false,
+                        boost::optional<BusinessDayConvention> paymentConvention = boost::none);
+        NonstandardSwap(VanillaSwap::Type type,
+                        const std::vector<Real>& fixedNominal,
+                        const std::vector<Real>& floatingNominal,
+                        const Schedule& fixedSchedule,
+                        const std::vector<Real>& fixedRate,
+                        const DayCounter& fixedDayCount,
+                        const Schedule& floatingSchedule,
+                        const ext::shared_ptr<IborIndex>& iborIndex,
+                        const std::vector<Real>& gearing,
+                        const std::vector<Spread>& spread,
+                        const DayCounter& floatingDayCount,
+                        bool intermediateCapitalExchange = false,
+                        bool finalCapitalExchange = false,
+                        boost::optional<BusinessDayConvention> paymentConvention = boost::none);
         //! \name Inspectors
         //@{
         VanillaSwap::Type type() const;
diff --git a/ql/instruments/nonstandardswaption.hpp b/ql/instruments/nonstandardswaption.hpp
index 3f4d4c7dd97..98f2ae0e110 100644
--- a/ql/instruments/nonstandardswaption.hpp
+++ b/ql/instruments/nonstandardswaption.hpp
@@ -68,11 +68,10 @@ namespace QuantLib {
         }
         //@}
         Disposable<std::vector<ext::shared_ptr<BlackCalibrationHelper> > >
-        calibrationBasket(
-            ext::shared_ptr<SwapIndex> standardSwapBase,
-            ext::shared_ptr<SwaptionVolatilityStructure> swaptionVolatility,
-            const BasketGeneratingEngine::CalibrationBasketType basketType =
-                BasketGeneratingEngine::MaturityStrikeByDeltaGamma) const;
+        calibrationBasket(ext::shared_ptr<SwapIndex> standardSwapBase,
+                          ext::shared_ptr<SwaptionVolatilityStructure> swaptionVolatility,
+                          BasketGeneratingEngine::CalibrationBasketType basketType =
+                              BasketGeneratingEngine::MaturityStrikeByDeltaGamma) const;
 
       private:
         // arguments
diff --git a/ql/instruments/swap.cpp b/ql/instruments/swap.cpp
index c3080faf67e..841a33cb045 100644
--- a/ql/instruments/swap.cpp
+++ b/ql/instruments/swap.cpp
@@ -162,7 +162,7 @@ namespace QuantLib {
                 ext::shared_ptr<LazyObject> f =
                     ext::dynamic_pointer_cast<LazyObject>(
                         legs_[j][k]);
-                if (f)
+                if (f != 0)
                     f->update();
             }
         }
diff --git a/ql/instruments/vanillaswap.cpp b/ql/instruments/vanillaswap.cpp
index 4d5f9b03b65..733cc56bdfb 100644
--- a/ql/instruments/vanillaswap.cpp
+++ b/ql/instruments/vanillaswap.cpp
@@ -47,7 +47,7 @@ namespace QuantLib {
       floatingSchedule_(floatSchedule), iborIndex_(iborIndex), spread_(spread),
       floatingDayCount_(floatingDayCount) {
 
-        if (paymentConvention)
+        if (paymentConvention) // NOLINT(readability-implicit-bool-conversion)
             paymentConvention_ = *paymentConvention;
         else
             paymentConvention_ = floatingSchedule_.businessDayConvention();
@@ -86,7 +86,7 @@ namespace QuantLib {
         VanillaSwap::arguments* arguments =
             dynamic_cast<VanillaSwap::arguments*>(args);
 
-        if (!arguments)  // it's a swap engine...
+        if (arguments == 0) // it's a swap engine...
             return;
 
         arguments->type = type_;
@@ -185,7 +185,7 @@ namespace QuantLib {
 
         const VanillaSwap::results* results =
             dynamic_cast<const VanillaSwap::results*>(r);
-        if (results) { // might be a swap engine, so no error is thrown
+        if (results != 0) { // might be a swap engine, so no error is thrown
             fairRate_ = results->fairRate;
             fairSpread_ = results->fairSpread;
         } else {
diff --git a/ql/instruments/yearonyearinflationswap.cpp b/ql/instruments/yearonyearinflationswap.cpp
index 49a3f9d8215..726160aef6f 100644
--- a/ql/instruments/yearonyearinflationswap.cpp
+++ b/ql/instruments/yearonyearinflationswap.cpp
@@ -88,7 +88,7 @@ namespace QuantLib {
         YearOnYearInflationSwap::arguments* arguments =
         dynamic_cast<YearOnYearInflationSwap::arguments*>(args);
 
-        if (!arguments)  // it's a swap engine...
+        if (arguments == 0) // it's a swap engine...
             return;
 
         arguments->type = type_;
@@ -181,7 +181,7 @@ namespace QuantLib {
 
         const YearOnYearInflationSwap::results* results =
         dynamic_cast<const YearOnYearInflationSwap::results*>(r);
-        if (results) { // might be a swap engine, so no error is thrown
+        if (results != 0) { // might be a swap engine, so no error is thrown
             fairRate_ = results->fairRate;
             fairSpread_ = results->fairSpread;
         } else {
diff --git a/ql/legacy/libormarketmodels/liborforwardmodel.cpp b/ql/legacy/libormarketmodels/liborforwardmodel.cpp
index 06db38a1f31..c5288147b3c 100644
--- a/ql/legacy/libormarketmodels/liborforwardmodel.cpp
+++ b/ql/legacy/libormarketmodels/liborforwardmodel.cpp
@@ -146,7 +146,7 @@ namespace QuantLib {
     // same frequency
     ext::shared_ptr<SwaptionVolatilityMatrix>
         LiborForwardModel::getSwaptionVolatilityMatrix() const {
-        if (swaptionVola) {
+        if (swaptionVola != 0) {
             return swaptionVola;
         }
 
diff --git a/ql/legacy/libormarketmodels/lmfixedvolmodel.cpp b/ql/legacy/libormarketmodels/lmfixedvolmodel.cpp
index 9f4758cc41a..da63790c82d 100644
--- a/ql/legacy/libormarketmodels/lmfixedvolmodel.cpp
+++ b/ql/legacy/libormarketmodels/lmfixedvolmodel.cpp
@@ -68,9 +68,6 @@ namespace QuantLib {
         return volatilities_[i-ti];
     }
 
-    void LmFixedVolatilityModel::generateArguments() {
-        return;
-    }
-
+    void LmFixedVolatilityModel::generateArguments() {}
 }
 
diff --git a/ql/math/array.hpp b/ql/math/array.hpp
index 62aa03ecc9f..2cc1e81eba4 100644
--- a/ql/math/array.hpp
+++ b/ql/math/array.hpp
@@ -213,23 +213,22 @@ namespace QuantLib {
 
     // inline definitions
 
-    inline Array::Array(Size size)
-    : data_(size ? new Real[size] : (Real*)(0)), n_(size) {}
+    inline Array::Array(Size size) : data_(size != 0u ? new Real[size] : (Real*)(0)), n_(size) {}
 
     inline Array::Array(Size size, Real value)
-    : data_(size ? new Real[size] : (Real*)(0)), n_(size) {
+    : data_(size != 0u ? new Real[size] : (Real*)(0)), n_(size) {
         std::fill(begin(),end(),value);
     }
 
     inline Array::Array(Size size, Real value, Real increment)
-    : data_(size ? new Real[size] : (Real*)(0)), n_(size) {
+    : data_(size != 0u ? new Real[size] : (Real*)(0)), n_(size) {
         for (iterator i=begin(); i!=end(); ++i, value+=increment)
             *i = value;
     }
 
     inline Array::Array(const Array& from)
-    : data_(from.n_ ? new Real[from.n_] : (Real*)(0)), n_(from.n_) {
-        #if defined(QL_PATCH_MSVC) && defined(QL_DEBUG)
+    : data_(from.n_ != 0u ? new Real[from.n_] : (Real*)(0)), n_(from.n_) {
+#if defined(QL_PATCH_MSVC) && defined(QL_DEBUG)
         if (n_)
         #endif
         std::copy(from.begin(),from.end(),begin());
diff --git a/ql/math/initializers.hpp b/ql/math/initializers.hpp
index 6b5f67cab3b..c62f1330905 100644
--- a/ql/math/initializers.hpp
+++ b/ql/math/initializers.hpp
@@ -43,11 +43,11 @@ class ArrayProxy {
 
 private:
     ArrayProxy(Array& a, const Real x) : a_(a) {
-        QL_REQUIRE(a_.size() > 0, "ArrayProxy: array has size 0");
+        QL_REQUIRE(!a_.empty(), "ArrayProxy: array has size 0");
         a_[0] = x;
         idx_ = 1;
     }
-    friend ArrayProxy operator<<(Array&, const Real);
+    friend ArrayProxy operator<<(Array&, Real);
     Size idx_;
     Array& a_;
 };
@@ -69,7 +69,7 @@ class MatrixProxy {
         *m_.begin() = x;
         idx_ = 1;
     }
-    friend MatrixProxy operator<<(Matrix&, const Real);
+    friend MatrixProxy operator<<(Matrix&, Real);
     Size idx_;
     Matrix& m_;
 };
diff --git a/ql/math/integrals/discreteintegrals.cpp b/ql/math/integrals/discreteintegrals.cpp
index 46f47d61092..6cbadbb2113 100644
--- a/ql/math/integrals/discreteintegrals.cpp
+++ b/ql/math/integrals/discreteintegrals.cpp
@@ -67,7 +67,7 @@ namespace QuantLib {
 
             acc(k*alpha*f[j]+k*beta*f[j+1]+k*gamma*f[j+2]);
         }
-        if (!(n & 1)) {
+        if ((n & 1) == 0u) {
             acc(0.5*(x[n-1]-x[n-2])*(f[n-1]+f[n-2]));
         }
 
diff --git a/ql/math/integrals/gaussianorthogonalpolynomial.cpp b/ql/math/integrals/gaussianorthogonalpolynomial.cpp
index 154bbd8a7da..aae6d04471e 100644
--- a/ql/math/integrals/gaussianorthogonalpolynomial.cpp
+++ b/ql/math/integrals/gaussianorthogonalpolynomial.cpp
@@ -82,7 +82,7 @@ namespace QuantLib {
     }
 
     Real GaussHermitePolynomial::beta(Size i) const {
-        return (i%2)? i/2.0 + mu_ : i/2.0;
+        return (i % 2) != 0u ? i / 2.0 + mu_ : i / 2.0;
     }
 
     Real GaussHermitePolynomial::w(Real x) const {
@@ -172,7 +172,7 @@ namespace QuantLib {
     }
 
     Real GaussHyperbolicPolynomial::beta(Size i) const {
-        return i ? M_PI_2*M_PI_2*i*i : M_PI;
+        return i != 0u ? M_PI_2 * M_PI_2 * i * i : M_PI;
     }
 
     Real GaussHyperbolicPolynomial::w(Real x) const {
diff --git a/ql/math/interpolations/multicubicspline.hpp b/ql/math/interpolations/multicubicspline.hpp
index 185bade64f4..ca4ec217ebc 100644
--- a/ql/math/interpolations/multicubicspline.hpp
+++ b/ql/math/interpolations/multicubicspline.hpp
@@ -134,12 +134,8 @@ namespace QuantLib {
             operator data_type() const {
                 return first;
             }
-            data_type operator[](Size n) const {
-                return n ? second[n - 1] : first;
-            }
-            data_type& operator[](Size n) {
-                return n ? second[n - 1] : first;
-            }
+            data_type operator[](Size n) const { return n != 0u ? second[n - 1] : first; }
+            data_type& operator[](Size n) { return n != 0u ? second[n - 1] : first; }
             data_type first;
             Y second;
         };
@@ -252,7 +248,7 @@ namespace QuantLib {
                     (v[k] = (u += d[j] * v[j])) /= t;
                 }
                 y2[0] = y2[dim] = 0.0;
-                while (k) {
+                while (k != 0u) {
                     (y2[k-1] *= y2[l-1]) += v[k-1];
                     --k; --l;
                 }
@@ -520,7 +516,8 @@ namespace QuantLib {
                 y[j].swap(tmp2);
                 for(; k < dim; ++k) {
                     if((x[j][k] = v[k + 1] - v[k]) <= 0.0) break;
-                    if(k) y[j][k - 1] = 2.0 * (v[k + 1] - v[k - 1]);
+                    if (k != 0u)
+                        y[j][k - 1] = 2.0 * (v[k + 1] - v[k - 1]);
                 }
             }
             QL_REQUIRE(dim >= 3,
diff --git a/ql/math/interpolations/sabrinterpolation.hpp b/ql/math/interpolations/sabrinterpolation.hpp
index 983340e57c7..e7b234f20e8 100644
--- a/ql/math/interpolations/sabrinterpolation.hpp
+++ b/ql/math/interpolations/sabrinterpolation.hpp
@@ -41,11 +41,11 @@ namespace detail {
 
 class SABRWrapper {
   public:
-    SABRWrapper(const Time t, const Real &forward,
-                const std::vector<Real> &params,
-                const std::vector<Real> &addParams)
-        : t_(t), forward_(forward), params_(params),
-          shift_(addParams.size() == 0 ? 0.0 : addParams[0]) {
+    SABRWrapper(const Time t,
+                const Real& forward,
+                const std::vector<Real>& params,
+                const std::vector<Real>& addParams)
+    : t_(t), forward_(forward), params_(params), shift_(addParams.empty() ? 0.0 : addParams[0]) {
         QL_REQUIRE(forward_ + shift_ > 0.0, "forward+shift must be positive: "
                                                  << forward_ << " with shift "
                                                  << shift_ << " not allowed");
@@ -71,12 +71,10 @@ struct SABRSpecs {
             params[1] = 0.5;
         if (params[0] == Null<Real>())
             // adapt alpha to beta level
-            params[0] = 0.2 * (params[1] < 0.9999
-                                   ? std::pow(forward + (addParams.size() == 0
-                                                             ? 0.0
-                                                             : addParams[0]),
-                                              1.0 - params[1])
-                                   : 1.0);
+            params[0] = 0.2 * (params[1] < 0.9999 ?
+                                   std::pow(forward + (addParams.empty() ? 0.0 : addParams[0]),
+                                            1.0 - params[1]) :
+                                   1.0);
         if (params[2] == Null<Real>())
             params[2] = std::sqrt(0.4);
         if (params[3] == Null<Real>())
@@ -92,9 +90,8 @@ struct SABRSpecs {
             values[0] = (1.0 - 2E-6) * r[j++] + 1E-6; // lognormal vol guess
             // adapt this to beta level
             if (values[1] < 0.999)
-                values[0] *= std::pow(
-                    forward + (addParams.size() == 0 ? 0.0 : addParams[0]),
-                    1.0 - values[1]);
+                values[0] *=
+                    std::pow(forward + (addParams.empty() ? 0.0 : addParams[0]), 1.0 - values[1]);
         }
         if (!paramIsFixed[2])
             values[2] = 1.5 * r[j++] + 1E-6;
diff --git a/ql/math/matrixutilities/bicgstab.cpp b/ql/math/matrixutilities/bicgstab.cpp
index e4850c1c2da..93527baf9a9 100644
--- a/ql/math/matrixutilities/bicgstab.cpp
+++ b/ql/math/matrixutilities/bicgstab.cpp
@@ -57,15 +57,15 @@ namespace QuantLib {
            if  (rho == 0.0 || omega == 0.0)
                break;
 
-           if (i) {
-              beta = (rho/rhoTld)*(alpha/omega);
-              p = r + beta*(p - omega*v);
+           if (i != 0u) {
+               beta = (rho / rhoTld) * (alpha / omega);
+               p = r + beta * (p - omega * v);
            }
            else {
               p = r;
            }
 
-           pTld = ((M_)? M_(p) : p);
+           pTld = ((M_) != 0 ? M_(p) : p);
            v     = A_(pTld);
 
            alpha = rho/DotProduct(rTld, v);
@@ -76,7 +76,7 @@ namespace QuantLib {
               break;
            }
 
-           sTld = ((M_) ? M_(s) : s);
+           sTld = ((M_) != 0 ? M_(s) : s);
            t = A_(sTld);
            omega = DotProduct(t,s)/DotProduct(t,t);
            x += alpha*pTld + omega*sTld;
diff --git a/ql/math/matrixutilities/gmres.cpp b/ql/math/matrixutilities/gmres.cpp
index 14f1d726cc3..b625b048ff2 100644
--- a/ql/math/matrixutilities/gmres.cpp
+++ b/ql/math/matrixutilities/gmres.cpp
@@ -92,7 +92,7 @@ namespace QuantLib {
 
         for (Size j=0; j < maxIter_ && errors.back() >= relTol_; ++j) {
             h.push_back(Array(maxIter_, 0.0));
-            Array w = A_((M_)? M_(v[j]) : v[j]);
+            Array w = A_((M_) != 0 ? M_(v[j]) : v[j]);
 
             for (Size i=0; i <= j; ++i) {
                 h[i][j] = DotProduct(w, v[i]);
@@ -142,7 +142,7 @@ namespace QuantLib {
         Array xm = std::inner_product(
             v.begin(), v.begin()+k, y.begin(), Array(x.size(), 0.0));
 
-        xm = x + ((M_)? M_(xm) : xm);
+        xm = x + ((M_) != 0 ? M_(xm) : xm);
 
         GMRESResult result = { errors, xm };
         return result;
diff --git a/ql/math/matrixutilities/sparseilupreconditioner.cpp b/ql/math/matrixutilities/sparseilupreconditioner.cpp
index ab99d05680f..4aea9e8b865 100644
--- a/ql/math/matrixutilities/sparseilupreconditioner.cpp
+++ b/ql/math/matrixutilities/sparseilupreconditioner.cpp
@@ -61,7 +61,7 @@ namespace QuantLib {
             Integer jj = -1;
             while (jj < ii) {
                 for (Integer k=jj+1; k<n; ++k) {
-                    if(levii[k]) {
+                    if (levii[k] != 0) {
                         jj = k;
                         break;
                     }
diff --git a/ql/math/ode/adaptiverungekutta.hpp b/ql/math/ode/adaptiverungekutta.hpp
index 6a9637c9a0b..b1b6a57cf43 100644
--- a/ql/math/ode/adaptiverungekutta.hpp
+++ b/ql/math/ode/adaptiverungekutta.hpp
@@ -72,29 +72,24 @@ namespace QuantLib {
             The ode is given by a function \f$ F: R \times K^n
             \rightarrow K^n \f$ as \f$ f'(x) = F(x,f(x)) \f$, $K=R,
             C$ */
-        Disposable<std::vector<T> > operator()(const OdeFct& ode,
-                                               const std::vector<T>& y1,
-                                               const Real x1,
-                                               const Real x2);
-        T operator()(const OdeFct1d& ode,
-                     const T y1,
-                     const Real x1,
-                     const Real x2);
-
-    private:
+        Disposable<std::vector<T> >
+        operator()(const OdeFct& ode, const std::vector<T>& y1, Real x1, Real x2);
+        T operator()(const OdeFct1d& ode, T y1, Real x1, Real x2);
+
+      private:
         void rkqs(std::vector<T>& y,
                   const std::vector<T>& dydx,
                   Real& x,
-                  const Real htry,
-                  const Real eps,
+                  Real htry,
+                  Real eps,
                   const std::vector<Real>& yScale,
-                  Real &hdid,
-                  Real &hnext,
+                  Real& hdid,
+                  Real& hnext,
                   const OdeFct& derivs);
         void rkck(const std::vector<T>& y,
                   const std::vector<T>& dydx,
                   Real x,
-                  const Real h,
+                  Real h,
                   std::vector<T>& yout,
                   std::vector<T>& yerr,
                   const OdeFct& derivs);
diff --git a/ql/math/optimization/armijo.hpp b/ql/math/optimization/armijo.hpp
index ccabd81c1c0..d1280fa5cdb 100644
--- a/ql/math/optimization/armijo.hpp
+++ b/ql/math/optimization/armijo.hpp
@@ -54,10 +54,10 @@ namespace QuantLib {
         : LineSearch(eps), alpha_(alpha), beta_(beta) {}
 
         //! Perform line search
-        Real operator()(Problem& P,             // Optimization problem
+        Real operator()(Problem& P, // Optimization problem
                         EndCriteria::Type& ecType,
                         const EndCriteria&,
-                        const Real t_ini);      // initial value of line-search step
+                        Real t_ini); // initial value of line-search step
       private:
         Real alpha_, beta_;
     };
diff --git a/ql/math/optimization/endcriteria.hpp b/ql/math/optimization/endcriteria.hpp
index 807dbae2169..fc096eea60a 100644
--- a/ql/math/optimization/endcriteria.hpp
+++ b/ql/math/optimization/endcriteria.hpp
@@ -63,39 +63,37 @@ namespace QuantLib {
 
         /*! Test if the number of iterations is not too big 
             and if a minimum point is not reached */
-        bool operator()(const Size iteration,
+        bool operator()(Size iteration,
                         Size& statState,
-                        const bool positiveOptimization,
-                        const Real fold,
-                        const Real normgold,
-                        const Real fnew,
-                        const Real normgnew,
+                        bool positiveOptimization,
+                        Real fold,
+                        Real normgold,
+                        Real fnew,
+                        Real normgnew,
                         EndCriteria::Type& ecType) const;
 
         /*! Test if the number of iteration is below MaxIterations */
-        bool checkMaxIterations(const Size iteration,
-                                  EndCriteria::Type& ecType) const;
+        bool checkMaxIterations(Size iteration, EndCriteria::Type& ecType) const;
         /*! Test if the root variation is below rootEpsilon */
-        bool checkStationaryPoint(const Real xOld,
-                                  const Real xNew,
+        bool checkStationaryPoint(Real xOld,
+                                  Real xNew,
                                   Size& statStateIterations,
                                   EndCriteria::Type& ecType) const;
         /*! Test if the function variation is below functionEpsilon */
-        bool checkStationaryFunctionValue(const Real fxOld,
-                                          const Real fxNew,
+        bool checkStationaryFunctionValue(Real fxOld,
+                                          Real fxNew,
                                           Size& statStateIterations,
                                           EndCriteria::Type& ecType) const;
         /*! Test if the function value is below functionEpsilon */
-        bool checkStationaryFunctionAccuracy(const Real f,
-                                             const bool positiveOptimization,
+        bool checkStationaryFunctionAccuracy(Real f,
+                                             bool positiveOptimization,
                                              EndCriteria::Type& ecType) const;
         /*! Test if the gradient norm variation is below gradientNormEpsilon */
         //bool checkZerGradientNormValue(const Real gNormOld, 
         //                               const Real gNormNew,
         //                               EndCriteria::Type& ecType) const;
         /*! Test if the gradient norm value is below gradientNormEpsilon */
-        bool checkZeroGradientNorm(const Real gNorm,
-                                           EndCriteria::Type& ecType) const;
+        bool checkZeroGradientNorm(Real gNorm, EndCriteria::Type& ecType) const;
 
       protected:
         //! Maximum number of iterations
diff --git a/ql/math/optimization/goldstein.hpp b/ql/math/optimization/goldstein.hpp
index f0f90e0f588..c064814d910 100644
--- a/ql/math/optimization/goldstein.hpp
+++ b/ql/math/optimization/goldstein.hpp
@@ -37,10 +37,10 @@ namespace QuantLib {
         : LineSearch(eps), alpha_(alpha), beta_(beta), extrapolation_(extrapolation) {}
 
         //! Perform line search
-        Real operator()(Problem& P,             // Optimization problem
+        Real operator()(Problem& P, // Optimization problem
                         EndCriteria::Type& ecType,
                         const EndCriteria&,
-                        const Real t_ini);      // initial value of line-search step
+                        Real t_ini); // initial value of line-search step
 
       private:
         Real alpha_, beta_;
diff --git a/ql/math/optimization/linesearch.hpp b/ql/math/optimization/linesearch.hpp
index 47d680e0f86..d2ef2833642 100644
--- a/ql/math/optimization/linesearch.hpp
+++ b/ql/math/optimization/linesearch.hpp
@@ -58,7 +58,7 @@ namespace QuantLib {
         virtual Real operator()(Problem& P, // Optimization problem
                                 EndCriteria::Type& ecType,
                                 const EndCriteria&,
-                                const Real t_ini) = 0;      // initial value of line-search step
+                                Real t_ini) = 0; // initial value of line-search step
         Real update(Array& params,
                     const Array& direction,
                     Real beta,
diff --git a/ql/math/optimization/lmdif.cpp b/ql/math/optimization/lmdif.cpp
index 1de17189f0a..fdfa970f5f8 100644
--- a/ql/math/optimization/lmdif.cpp
+++ b/ql/math/optimization/lmdif.cpp
@@ -253,111 +253,114 @@ return( k % m );
 //  QuantLib::LevenbergMarquardt::fcn(m, n, x, fvec, iflag);
 //}
 
-void
-fdjac2(int m,int n,Real* x,Real* fvec,Real* fjac,int,
-       int* iflag,Real epsfcn,Real* wa,
-       const QuantLib::MINPACK::LmdifCostFunction& fcn)
-{
-/*
-*     **********
-*
-*     subroutine fdjac2
-*
-*     this subroutine computes a forward-difference approximation
-*     to the m by n jacobian matrix associated with a specified
-*     problem of m functions in n variables.
-*
-*     the subroutine statement is
-*
-*   subroutine fdjac2(fcn,m,n,x,fvec,fjac,ldfjac,iflag,epsfcn,wa)
-*
-*     where
-*
-*   fcn is the name of the user-supplied subroutine which
-*     calculates the functions. fcn must be declared
-*     in an external statement in the user calling
-*     program, and should be written as follows.
-*
-*     subroutine fcn(m,n,x,fvec,iflag)
-*     integer m,n,iflag
-*     double precision x(n),fvec(m)
-*     ----------
-*     calculate the functions at x and
-*     return this vector in fvec.
-*     ----------
-*     return
-*     end
-*
-*     the value of iflag should not be changed by fcn unless
-*     the user wants to terminate execution of fdjac2.
-*     in this case set iflag to a negative integer.
-*
-*   m is a positive integer input variable set to the number
-*     of functions.
-*
-*   n is a positive integer input variable set to the number
-*     of variables. n must not exceed m.
-*
-*   x is an input array of length n.
-*
-*   fvec is an input array of length m which must contain the
-*     functions evaluated at x.
-*
-*   fjac is an output m by n array which contains the
-*     approximation to the jacobian matrix evaluated at x.
-*
-*   ldfjac is a positive integer input variable not less than m
-*     which specifies the leading dimension of the array fjac.
-*
-*   iflag is an integer variable which can be used to terminate
-*     the execution of fdjac2. see description of fcn.
-*
-*   epsfcn is an input variable used in determining a suitable
-*     step length for the forward-difference approximation. this
-*     approximation assumes that the relative errors in the
-*     functions are of the order of epsfcn. if epsfcn is less
-*     than the machine precision, it is assumed that the relative
-*     errors in the functions are of the order of the machine
-*     precision.
-*
-*   wa is a work array of length m.
-*
-*     subprograms called
-*
-*   user-supplied ...... fcn
-*
-*   minpack-supplied ... dpmpar
-*
-*   fortran-supplied ... dabs,dmax1,dsqrt
-*
-*     argonne national laboratory. minpack project. march 1980.
-*     burton s. garbow, kenneth e. hillstrom, jorge j. more
-*
-      **********
-*/
-int i,j,ij;
-Real eps,h,temp;
-static double zero = 0.0;
-
-
-temp = dmax1(epsfcn,MACHEP);
-eps = std::sqrt(temp);
-ij = 0;
-for( j=0; j<n; j++ )
-    {
-    temp = x[j];
-    h = eps * std::fabs(temp);
-    if(h == zero)
-        h = eps;
-    x[j] = temp + h;
-    fcn(m,n,x,wa,iflag);
-    if( *iflag < 0)
-        return;
-    x[j] = temp;
-    for( i=0; i<m; i++ )
-        {
-        fjac[ij] = (wa[i] - fvec[i])/h;
-        ij += 1;    /* fjac[i+m*j] */
+void fdjac2(int m,
+            int n,
+            Real* x,
+            const Real* fvec,
+            Real* fjac,
+            int,
+            int* iflag,
+            Real epsfcn,
+            Real* wa,
+            const QuantLib::MINPACK::LmdifCostFunction& fcn) {
+    /*
+     *     **********
+     *
+     *     subroutine fdjac2
+     *
+     *     this subroutine computes a forward-difference approximation
+     *     to the m by n jacobian matrix associated with a specified
+     *     problem of m functions in n variables.
+     *
+     *     the subroutine statement is
+     *
+     *   subroutine fdjac2(fcn,m,n,x,fvec,fjac,ldfjac,iflag,epsfcn,wa)
+     *
+     *     where
+     *
+     *   fcn is the name of the user-supplied subroutine which
+     *     calculates the functions. fcn must be declared
+     *     in an external statement in the user calling
+     *     program, and should be written as follows.
+     *
+     *     subroutine fcn(m,n,x,fvec,iflag)
+     *     integer m,n,iflag
+     *     double precision x(n),fvec(m)
+     *     ----------
+     *     calculate the functions at x and
+     *     return this vector in fvec.
+     *     ----------
+     *     return
+     *     end
+     *
+     *     the value of iflag should not be changed by fcn unless
+     *     the user wants to terminate execution of fdjac2.
+     *     in this case set iflag to a negative integer.
+     *
+     *   m is a positive integer input variable set to the number
+     *     of functions.
+     *
+     *   n is a positive integer input variable set to the number
+     *     of variables. n must not exceed m.
+     *
+     *   x is an input array of length n.
+     *
+     *   fvec is an input array of length m which must contain the
+     *     functions evaluated at x.
+     *
+     *   fjac is an output m by n array which contains the
+     *     approximation to the jacobian matrix evaluated at x.
+     *
+     *   ldfjac is a positive integer input variable not less than m
+     *     which specifies the leading dimension of the array fjac.
+     *
+     *   iflag is an integer variable which can be used to terminate
+     *     the execution of fdjac2. see description of fcn.
+     *
+     *   epsfcn is an input variable used in determining a suitable
+     *     step length for the forward-difference approximation. this
+     *     approximation assumes that the relative errors in the
+     *     functions are of the order of epsfcn. if epsfcn is less
+     *     than the machine precision, it is assumed that the relative
+     *     errors in the functions are of the order of the machine
+     *     precision.
+     *
+     *   wa is a work array of length m.
+     *
+     *     subprograms called
+     *
+     *   user-supplied ...... fcn
+     *
+     *   minpack-supplied ... dpmpar
+     *
+     *   fortran-supplied ... dabs,dmax1,dsqrt
+     *
+     *     argonne national laboratory. minpack project. march 1980.
+     *     burton s. garbow, kenneth e. hillstrom, jorge j. more
+     *
+     **********
+     */
+    int i, j, ij;
+    Real eps, h, temp;
+    static double zero = 0.0;
+
+
+    temp = dmax1(epsfcn, MACHEP);
+    eps = std::sqrt(temp);
+    ij = 0;
+    for (j = 0; j < n; j++) {
+        temp = x[j];
+        h = eps * std::fabs(temp);
+        if (h == zero)
+            h = eps;
+        x[j] = temp + h;
+        fcn(m, n, x, wa, iflag);
+        if (*iflag < 0)
+            return;
+        x[j] = temp;
+        for (i = 0; i < m; i++) {
+            fjac[ij] = (wa[i] - fvec[i]) / h;
+            ij += 1; /* fjac[i+m*j] */
         }
     }
 /*
@@ -574,109 +577,112 @@ for( k=jp1; k<n; k++ )
 /************************qrsolv.c*************************/
 
 
-void
-qrsolv(int n,Real* r,int ldr,int* ipvt,Real* diag,Real* qtb,
-       Real* x,Real* sdiag,Real* wa)
-{
-/*
-*     **********
-*
-*     subroutine qrsolv
-*
-*     given an m by n matrix a, an n by n diagonal matrix d,
-*     and an m-vector b, the problem is to determine an x which
-*     solves the system
-*
-*       a*x = b ,     d*x = 0 ,
-*
-*     in the least squares sense.
-*
-*     this subroutine completes the solution of the problem
-*     if it is provided with the necessary information from the
-*     qr factorization, with column pivoting, of a. that is, if
-*     a*p = q*r, where p is a permutation matrix, q has orthogonal
-*     columns, and r is an upper triangular matrix with diagonal
-*     elements of nonincreasing magnitude, then qrsolv expects
-*     the full upper triangle of r, the permutation matrix p,
-*     and the first n components of (q transpose)*b. the system
-*     a*x = b, d*x = 0, is then equivalent to
-*
-*          t       t
-*       r*z = q *b ,  p *d*p*z = 0 ,
-*
-*     where x = p*z. if this system does not have full rank,
-*     then a least squares solution is obtained. on output qrsolv
-*     also provides an upper triangular matrix s such that
-*
-*        t   t       t
-*       p *(a *a + d*d)*p = s *s .
-*
-*     s is computed within qrsolv and may be of separate interest.
-*
-*     the subroutine statement is
-*
-*   subroutine qrsolv(n,r,ldr,ipvt,diag,qtb,x,sdiag,wa)
-*
-*     where
-*
-*   n is a positive integer input variable set to the order of r.
-*
-*   r is an n by n array. on input the full upper triangle
-*     must contain the full upper triangle of the matrix r.
-*     on output the full upper triangle is unaltered, and the
-*     strict lower triangle contains the strict upper triangle
-*     (transposed) of the upper triangular matrix s.
-*
-*   ldr is a positive integer input variable not less than n
-*     which specifies the leading dimension of the array r.
-*
-*   ipvt is an integer input array of length n which defines the
-*     permutation matrix p such that a*p = q*r. column j of p
-*     is column ipvt(j) of the identity matrix.
-*
-*   diag is an input array of length n which must contain the
-*     diagonal elements of the matrix d.
-*
-*   qtb is an input array of length n which must contain the first
-*     n elements of the vector (q transpose)*b.
-*
-*   x is an output array of length n which contains the least
-*     squares solution of the system a*x = b, d*x = 0.
-*
-*   sdiag is an output array of length n which contains the
-*     diagonal elements of the upper triangular matrix s.
-*
-*   wa is a work array of length n.
-*
-*     subprograms called
-*
-*   fortran-supplied ... dabs,dsqrt
-*
-*     argonne national laboratory. minpack project. march 1980.
-*     burton s. garbow, kenneth e. hillstrom, jorge j. more
-*
-*     **********
-*/
-int i,ij,ik,kk,j,jp1,k,kp1,l,nsing;
-Real cos,cotan,qtbpj,sin,sum,tan,temp;
-static double zero = 0.0;
-static double p25 = 0.25;
-static double p5 = 0.5;
-
-/*
-*     copy r and (q transpose)*b to preserve input and initialize s.
-*     in particular, save the diagonal elements of r in x.
-*/
-kk = 0;
-for( j=0; j<n; j++ )
-    {
-    ij = kk;
-    ik = kk;
-    for( i=j; i<n; i++ )
-        {
-        r[ij] = r[ik];
-        ij += 1;   /* [i+ldr*j] */
-        ik += ldr; /* [j+ldr*i] */
+void qrsolv(int n,
+            Real* r,
+            int ldr,
+            const int* ipvt,
+            const Real* diag,
+            const Real* qtb,
+            Real* x,
+            Real* sdiag,
+            Real* wa) {
+    /*
+     *     **********
+     *
+     *     subroutine qrsolv
+     *
+     *     given an m by n matrix a, an n by n diagonal matrix d,
+     *     and an m-vector b, the problem is to determine an x which
+     *     solves the system
+     *
+     *       a*x = b ,     d*x = 0 ,
+     *
+     *     in the least squares sense.
+     *
+     *     this subroutine completes the solution of the problem
+     *     if it is provided with the necessary information from the
+     *     qr factorization, with column pivoting, of a. that is, if
+     *     a*p = q*r, where p is a permutation matrix, q has orthogonal
+     *     columns, and r is an upper triangular matrix with diagonal
+     *     elements of nonincreasing magnitude, then qrsolv expects
+     *     the full upper triangle of r, the permutation matrix p,
+     *     and the first n components of (q transpose)*b. the system
+     *     a*x = b, d*x = 0, is then equivalent to
+     *
+     *          t       t
+     *       r*z = q *b ,  p *d*p*z = 0 ,
+     *
+     *     where x = p*z. if this system does not have full rank,
+     *     then a least squares solution is obtained. on output qrsolv
+     *     also provides an upper triangular matrix s such that
+     *
+     *        t   t       t
+     *       p *(a *a + d*d)*p = s *s .
+     *
+     *     s is computed within qrsolv and may be of separate interest.
+     *
+     *     the subroutine statement is
+     *
+     *   subroutine qrsolv(n,r,ldr,ipvt,diag,qtb,x,sdiag,wa)
+     *
+     *     where
+     *
+     *   n is a positive integer input variable set to the order of r.
+     *
+     *   r is an n by n array. on input the full upper triangle
+     *     must contain the full upper triangle of the matrix r.
+     *     on output the full upper triangle is unaltered, and the
+     *     strict lower triangle contains the strict upper triangle
+     *     (transposed) of the upper triangular matrix s.
+     *
+     *   ldr is a positive integer input variable not less than n
+     *     which specifies the leading dimension of the array r.
+     *
+     *   ipvt is an integer input array of length n which defines the
+     *     permutation matrix p such that a*p = q*r. column j of p
+     *     is column ipvt(j) of the identity matrix.
+     *
+     *   diag is an input array of length n which must contain the
+     *     diagonal elements of the matrix d.
+     *
+     *   qtb is an input array of length n which must contain the first
+     *     n elements of the vector (q transpose)*b.
+     *
+     *   x is an output array of length n which contains the least
+     *     squares solution of the system a*x = b, d*x = 0.
+     *
+     *   sdiag is an output array of length n which contains the
+     *     diagonal elements of the upper triangular matrix s.
+     *
+     *   wa is a work array of length n.
+     *
+     *     subprograms called
+     *
+     *   fortran-supplied ... dabs,dsqrt
+     *
+     *     argonne national laboratory. minpack project. march 1980.
+     *     burton s. garbow, kenneth e. hillstrom, jorge j. more
+     *
+     *     **********
+     */
+    int i, ij, ik, kk, j, jp1, k, kp1, l, nsing;
+    Real cos, cotan, qtbpj, sin, sum, tan, temp;
+    static double zero = 0.0;
+    static double p25 = 0.25;
+    static double p5 = 0.5;
+
+    /*
+     *     copy r and (q transpose)*b to preserve input and initialize s.
+     *     in particular, save the diagonal elements of r in x.
+     */
+    kk = 0;
+    for (j = 0; j < n; j++) {
+        ij = kk;
+        ik = kk;
+        for (i = j; i < n; i++) {
+            r[ij] = r[ik];
+            ij += 1;   /* [i+ldr*j] */
+            ik += ldr; /* [j+ldr*i] */
         }
     x[j] = r[kk];
     wa[j] = qtb[j];
@@ -805,129 +811,134 @@ for( j=0; j<n; j++ )
 /************************lmpar.c*************************/
 
 
-void
-lmpar(int n,Real* r,int ldr,int* ipvt,Real* diag,
-      Real* qtb,Real delta,Real* par,Real* x,Real* sdiag,
-      Real* wa1,Real* wa2)
-{
-/*     **********
-*
-*     subroutine lmpar
-*
-*     given an m by n matrix a, an n by n nonsingular diagonal
-*     matrix d, an m-vector b, and a positive number delta,
-*     the problem is to determine a value for the parameter
-*     par such that if x solves the system
-*
-*       a*x = b ,     sqrt(par)*d*x = 0 ,
-*
-*     in the least squares sense, and dxnorm is the euclidean
-*     norm of d*x, then either par is zero and
-*
-*       (dxnorm-delta) .le. 0.1*delta ,
-*
-*     or par is positive and
-*
-*       abs(dxnorm-delta) .le. 0.1*delta .
-*
-*     this subroutine completes the solution of the problem
-*     if it is provided with the necessary information from the
-*     qr factorization, with column pivoting, of a. that is, if
-*     a*p = q*r, where p is a permutation matrix, q has orthogonal
-*     columns, and r is an upper triangular matrix with diagonal
-*     elements of nonincreasing magnitude, then lmpar expects
-*     the full upper triangle of r, the permutation matrix p,
-*     and the first n components of (q transpose)*b. on output
-*     lmpar also provides an upper triangular matrix s such that
-*
-*        t   t           t
-*       p *(a *a + par*d*d)*p = s *s .
-*
-*     s is employed within lmpar and may be of separate interest.
-*
-*     only a few iterations are generally needed for convergence
-*     of the algorithm. if, however, the limit of 10 iterations
-*     is reached, then the output par will contain the best
-*     value obtained so far.
-*
-*     the subroutine statement is
-*
-*   subroutine lmpar(n,r,ldr,ipvt,diag,qtb,delta,par,x,sdiag,
-*            wa1,wa2)
-*
-*     where
-*
-*   n is a positive integer input variable set to the order of r.
-*
-*   r is an n by n array. on input the full upper triangle
-*     must contain the full upper triangle of the matrix r.
-*     on output the full upper triangle is unaltered, and the
-*     strict lower triangle contains the strict upper triangle
-*     (transposed) of the upper triangular matrix s.
-*
-*   ldr is a positive integer input variable not less than n
-*     which specifies the leading dimension of the array r.
-*
-*   ipvt is an integer input array of length n which defines the
-*     permutation matrix p such that a*p = q*r. column j of p
-*     is column ipvt(j) of the identity matrix.
-*
-*   diag is an input array of length n which must contain the
-*     diagonal elements of the matrix d.
-*
-*   qtb is an input array of length n which must contain the first
-*     n elements of the vector (q transpose)*b.
-*
-*   delta is a positive input variable which specifies an upper
-*     bound on the euclidean norm of d*x.
-*
-*   par is a nonnegative variable. on input par contains an
-*     initial estimate of the levenberg-marquardt parameter.
-*     on output par contains the final estimate.
-*
-*   x is an output array of length n which contains the least
-*     squares solution of the system a*x = b, sqrt(par)*d*x = 0,
-*     for the output par.
-*
-*   sdiag is an output array of length n which contains the
-*     diagonal elements of the upper triangular matrix s.
-*
-*   wa1 and wa2 are work arrays of length n.
-*
-*     subprograms called
-*
-*   minpack-supplied ... dpmpar,enorm,qrsolv
-*
-*   fortran-supplied ... dabs,dmax1,dmin1,dsqrt
-*
-*     argonne national laboratory. minpack project. march 1980.
-*     burton s. garbow, kenneth e. hillstrom, jorge j. more
-*
-*     **********
-*/
-int i,iter,ij,jj,j,jm1,jp1,k,l,nsing;
-Real dxnorm,fp,gnorm,parc,parl,paru;
-Real sum,temp;
-static double zero = 0.0;
-static double p1 = 0.1;
-static double p001 = 0.001;
-
-extern double DWARF;
-
-/*
-*     compute and store in x the gauss-newton direction. if the
-*     jacobian is rank-deficient, obtain a least squares solution.
-*/
-nsing = n;
-jj = 0;
-for( j=0; j<n; j++ )
-    {
-    wa1[j] = qtb[j];
-    if( (r[jj] == zero) && (nsing == n) )
-        nsing = j;
-    if(nsing < n)
-        wa1[j] = zero;
-    jj += ldr+1; /* [j+ldr*j] */
+void lmpar(int n,
+           Real* r,
+           int ldr,
+           int* ipvt,
+           const Real* diag,
+           Real* qtb,
+           Real delta,
+           Real* par,
+           Real* x,
+           Real* sdiag,
+           Real* wa1,
+           Real* wa2) {
+    /*     **********
+     *
+     *     subroutine lmpar
+     *
+     *     given an m by n matrix a, an n by n nonsingular diagonal
+     *     matrix d, an m-vector b, and a positive number delta,
+     *     the problem is to determine a value for the parameter
+     *     par such that if x solves the system
+     *
+     *       a*x = b ,     sqrt(par)*d*x = 0 ,
+     *
+     *     in the least squares sense, and dxnorm is the euclidean
+     *     norm of d*x, then either par is zero and
+     *
+     *       (dxnorm-delta) .le. 0.1*delta ,
+     *
+     *     or par is positive and
+     *
+     *       abs(dxnorm-delta) .le. 0.1*delta .
+     *
+     *     this subroutine completes the solution of the problem
+     *     if it is provided with the necessary information from the
+     *     qr factorization, with column pivoting, of a. that is, if
+     *     a*p = q*r, where p is a permutation matrix, q has orthogonal
+     *     columns, and r is an upper triangular matrix with diagonal
+     *     elements of nonincreasing magnitude, then lmpar expects
+     *     the full upper triangle of r, the permutation matrix p,
+     *     and the first n components of (q transpose)*b. on output
+     *     lmpar also provides an upper triangular matrix s such that
+     *
+     *        t   t           t
+     *       p *(a *a + par*d*d)*p = s *s .
+     *
+     *     s is employed within lmpar and may be of separate interest.
+     *
+     *     only a few iterations are generally needed for convergence
+     *     of the algorithm. if, however, the limit of 10 iterations
+     *     is reached, then the output par will contain the best
+     *     value obtained so far.
+     *
+     *     the subroutine statement is
+     *
+     *   subroutine lmpar(n,r,ldr,ipvt,diag,qtb,delta,par,x,sdiag,
+     *            wa1,wa2)
+     *
+     *     where
+     *
+     *   n is a positive integer input variable set to the order of r.
+     *
+     *   r is an n by n array. on input the full upper triangle
+     *     must contain the full upper triangle of the matrix r.
+     *     on output the full upper triangle is unaltered, and the
+     *     strict lower triangle contains the strict upper triangle
+     *     (transposed) of the upper triangular matrix s.
+     *
+     *   ldr is a positive integer input variable not less than n
+     *     which specifies the leading dimension of the array r.
+     *
+     *   ipvt is an integer input array of length n which defines the
+     *     permutation matrix p such that a*p = q*r. column j of p
+     *     is column ipvt(j) of the identity matrix.
+     *
+     *   diag is an input array of length n which must contain the
+     *     diagonal elements of the matrix d.
+     *
+     *   qtb is an input array of length n which must contain the first
+     *     n elements of the vector (q transpose)*b.
+     *
+     *   delta is a positive input variable which specifies an upper
+     *     bound on the euclidean norm of d*x.
+     *
+     *   par is a nonnegative variable. on input par contains an
+     *     initial estimate of the levenberg-marquardt parameter.
+     *     on output par contains the final estimate.
+     *
+     *   x is an output array of length n which contains the least
+     *     squares solution of the system a*x = b, sqrt(par)*d*x = 0,
+     *     for the output par.
+     *
+     *   sdiag is an output array of length n which contains the
+     *     diagonal elements of the upper triangular matrix s.
+     *
+     *   wa1 and wa2 are work arrays of length n.
+     *
+     *     subprograms called
+     *
+     *   minpack-supplied ... dpmpar,enorm,qrsolv
+     *
+     *   fortran-supplied ... dabs,dmax1,dmin1,dsqrt
+     *
+     *     argonne national laboratory. minpack project. march 1980.
+     *     burton s. garbow, kenneth e. hillstrom, jorge j. more
+     *
+     *     **********
+     */
+    int i, iter, ij, jj, j, jm1, jp1, k, l, nsing;
+    Real dxnorm, fp, gnorm, parc, parl, paru;
+    Real sum, temp;
+    static double zero = 0.0;
+    static double p1 = 0.1;
+    static double p001 = 0.001;
+
+
+    /*
+     *     compute and store in x the gauss-newton direction. if the
+     *     jacobian is rank-deficient, obtain a least squares solution.
+     */
+    nsing = n;
+    jj = 0;
+    for (j = 0; j < n; j++) {
+        wa1[j] = qtb[j];
+        if ((r[jj] == zero) && (nsing == n))
+            nsing = j;
+        if (nsing < n)
+            wa1[j] = zero;
+        jj += ldr + 1; /* [j+ldr*j] */
     }
 if(nsing >= 1)
     {
@@ -1364,7 +1375,7 @@ iter = 1;
 *    calculate the jacobian matrix.
 */
 iflag = 2;
-if(jacFcn) // use user supplied jacobian calculation
+if (jacFcn != 0) // use user supplied jacobian calculation
     jacFcn(m,n,x,fjac,&iflag);
 else
     fdjac2(m,n,x,fvec,fjac,ldfjac,&iflag,epsfcn,wa4, fcn);
diff --git a/ql/math/optimization/lmdif.hpp b/ql/math/optimization/lmdif.hpp
index 5ff0ec29d20..40277a97cac 100644
--- a/ql/math/optimization/lmdif.hpp
+++ b/ql/math/optimization/lmdif.hpp
@@ -45,10 +45,16 @@ namespace QuantLib {
                    Real* wa1,Real* wa2,Real* wa3,Real* wa4,
                    const LmdifCostFunction& fcn,
                    const LmdifCostFunction& jacFcn);
-        
-        void qrsolv(int n,Real* r,int ldr,int* ipvt,
-                    Real* diag,Real* qtb, Real* x,
-                    Real* sdiag,Real* wa);
+
+        void qrsolv(int n,
+                    Real* r,
+                    int ldr,
+                    const int* ipvt,
+                    const Real* diag,
+                    const Real* qtb,
+                    Real* x,
+                    Real* sdiag,
+                    Real* wa);
         void qrfac(int m,int n,Real* a,int, int pivot,int* ipvt,
                    int,Real* rdiag,Real* acnorm,Real* wa);
     }
diff --git a/ql/math/optimization/projection.cpp b/ql/math/optimization/projection.cpp
index 17dfc0c22ea..0da6b2acf02 100644
--- a/ql/math/optimization/projection.cpp
+++ b/ql/math/optimization/projection.cpp
@@ -29,7 +29,7 @@ namespace QuantLib {
           actualParameters_(parameterValues),
           fixParameters_(fixParameters) {
 
-        if (fixParameters_.size() == 0)
+        if (fixParameters_.empty())
             fixParameters_ =
                 std::vector<bool>(actualParameters_.size(), false);
 
diff --git a/ql/math/optimization/simulatedannealing.hpp b/ql/math/optimization/simulatedannealing.hpp
index e586e733517..88ca0d532d9 100644
--- a/ql/math/optimization/simulatedannealing.hpp
+++ b/ql/math/optimization/simulatedannealing.hpp
@@ -134,7 +134,6 @@ namespace QuantLib {
             }
         }
         ytry_ = yflu_;
-        return;
     }
 
     template <class RNG>
diff --git a/ql/math/primenumbers.cpp b/ql/math/primenumbers.cpp
index c13aa4ad66b..3c6d38b5a25 100644
--- a/ql/math/primenumbers.cpp
+++ b/ql/math/primenumbers.cpp
@@ -66,7 +66,7 @@ namespace QuantLib {
             do {
                 p = primeNumbers_[i];
                 ++i;
-            } while ( m%p && p<=n );
+            } while (((m % p) != 0u) && p <= n);
         } while ( p<=n );
         primeNumbers_.push_back(m);
         return m;
diff --git a/ql/math/randomnumbers/haltonrsg.cpp b/ql/math/randomnumbers/haltonrsg.cpp
index 944f152ab99..f6bada472cb 100644
--- a/ql/math/randomnumbers/haltonrsg.cpp
+++ b/ql/math/randomnumbers/haltonrsg.cpp
@@ -61,7 +61,7 @@ namespace QuantLib {
             unsigned long b = PrimeNumbers::get(i);
             double f = 1.0;
             unsigned long k = sequenceCounter_+randomStart_[i];
-            while (k) {
+            while (k != 0u) {
                 f /= b;
                 h += (k%b)*f;
                 k /= b;
diff --git a/ql/math/randomnumbers/knuthuniformrng.cpp b/ql/math/randomnumbers/knuthuniformrng.cpp
index e5a184d8b40..2943a6c9a78 100644
--- a/ql/math/randomnumbers/knuthuniformrng.cpp
+++ b/ql/math/randomnumbers/knuthuniformrng.cpp
@@ -46,21 +46,27 @@ namespace QuantLib {
         for (;j<KK+KK-1;j++) u[j]=ul[j]=0.0;
         u[1]+=ulp;ul[1]=ulp;            // make u[1] (and only u[1]) "odd"
         s=seed&0x3fffffff;
-        t=TT-1; while (t) {
+        t=TT-1;
+        while (t != 0) {
             for (j=KK-1;j>0;--j) ul[j+j]=ul[j],u[j+j]=u[j];    // "square"
             for (j=KK+KK-2;j>KK-LL;j-=2)
                 ul[KK+KK-1-j]=0.0,u[KK+KK-1-j]=u[j]-ul[j];
-            for (j=KK+KK-2;j>=KK;--j) if(ul[j]) {
-                ul[j-(KK-LL)]=ulp-ul[j-(KK-LL)],
-                    u[j-(KK-LL)]=mod_sum(u[j-(KK-LL)],u[j]);
-                ul[j-KK]=ulp-ul[j-KK],u[j-KK]=mod_sum(u[j-KK],u[j]);
+            for (j=KK+KK-2;j>=KK;--j)
+                if (ul[j] != 0.0) {
+                    ul[j - (KK - LL)] = ulp - ul[j - (KK - LL)],
+                                 u[j - (KK - LL)] = mod_sum(u[j - (KK - LL)], u[j]);
+                    ul[j - KK] = ulp - ul[j - KK], u[j - KK] = mod_sum(u[j - KK], u[j]);
             }
             if (is_odd(s)) {                            // "multiply by z"
                 for (j=KK;j>0;--j)  ul[j]=ul[j-1],u[j]=u[j-1];
                 ul[0]=ul[KK],u[0]=u[KK];    // shift the buffer cyclically
-                if (ul[KK]) ul[LL]=ulp-ul[LL],u[LL]=mod_sum(u[LL],u[KK]);
+                if (ul[KK] != 0.0)
+                    ul[LL] = ulp - ul[LL], u[LL] = mod_sum(u[LL], u[KK]);
             }
-            if (s) s>>=1; else t--;
+            if (s != 0)
+                s >>= 1;
+            else
+                t--;
         }
         for (j=0;j<LL;j++) ran_u[j+KK-LL]=u[j];
         for (;j<KK;j++) ran_u[j-LL]=u[j];
diff --git a/ql/math/randomnumbers/mt19937uniformrng.cpp b/ql/math/randomnumbers/mt19937uniformrng.cpp
index 3664f2093c2..70ca96cfcac 100644
--- a/ql/math/randomnumbers/mt19937uniformrng.cpp
+++ b/ql/math/randomnumbers/mt19937uniformrng.cpp
@@ -103,7 +103,7 @@ namespace QuantLib {
                                       const std::vector<unsigned long>& seeds) {
         seedInitialization(19650218UL);
         Size i=1, j=0, k = (N>seeds.size() ? N : seeds.size());
-        for (; k; k--) {
+        for (; k != 0u; k--) {
             mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1664525UL))
                 + seeds[j] + j; /* non linear */
             mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
@@ -111,7 +111,7 @@ namespace QuantLib {
             if (i>=N) { mt[0] = mt[N-1]; i=1; }
             if (j>=seeds.size()) j=0;
         }
-        for (k=N-1; k; k--) {
+        for (k = N - 1; k != 0u; k--) {
             mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1566083941UL))
                 - i; /* non linear */
             mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
diff --git a/ql/math/randomnumbers/sobolrsg.cpp b/ql/math/randomnumbers/sobolrsg.cpp
index 15eaccc2f78..8e061a0a2fb 100644
--- a/ql/math/randomnumbers/sobolrsg.cpp
+++ b/ql/math/randomnumbers/sobolrsg.cpp
@@ -34,58 +34,39 @@ namespace QuantLib {
         // number of dimensions in the alternative primitive polynomials
         const unsigned int maxAltDegree = 52;
 
-        static const long AltPrimitivePolynomialDegree01[]=
-        {
-            0, /* x+1 (1)(1) */
-            -1
-        };
+        const long AltPrimitivePolynomialDegree01[] = {0, /* x+1 (1)(1) */
+                                                       -1};
 
-        static const long AltPrimitivePolynomialDegree02[]=
-        {
-            1, /* x^2+x+1 (1)1(1) */
-            -1
-        };
+        const long AltPrimitivePolynomialDegree02[] = {1, /* x^2+x+1 (1)1(1) */
+                                                       -1};
 
-        static const long AltPrimitivePolynomialDegree03[]=
-        {
-            1, /* x^3    +x+1 (1)01(1) */
-            2, /* x^3+x^2  +1 (1)10(1) */
-            -1
-        };
+        const long AltPrimitivePolynomialDegree03[] = {1, /* x^3    +x+1 (1)01(1) */
+                                                       2, /* x^3+x^2  +1 (1)10(1) */
+                                                       -1};
 
-        static const long AltPrimitivePolynomialDegree04[]=
-        {
-            1, /* x^4+       +x+1 (1)001(1) */
-            4, /* x^4+x^3+     +1 (1)100(1) */
-            -1
-        };
+        const long AltPrimitivePolynomialDegree04[] = {1, /* x^4+       +x+1 (1)001(1) */
+                                                       4, /* x^4+x^3+     +1 (1)100(1) */
+                                                       -1};
 
 
-        static const long AltPrimitivePolynomialDegree05[]=
-        {
-            2,  /* x^5        +x^2  +1 (1)0010(1) */
-            13, /* x^5+x^4+x^3    +x+1 (1)1101(1) */
-            7,  /* x^5    +x^3+x^2+x+1 (1)0111(1) */
-            14, /* x^5+x^4+x^3+x^2  +1 (1)1110(1) */
-            11, /* x^5+x^4    +x^2+x+1 (1)1011(1) */
-            4,  /* x^5    +x^3      +1 (1)0100(1) */
-            -1
-        };
+        const long AltPrimitivePolynomialDegree05[] = {2,  /* x^5        +x^2  +1 (1)0010(1) */
+                                                       13, /* x^5+x^4+x^3    +x+1 (1)1101(1) */
+                                                       7,  /* x^5    +x^3+x^2+x+1 (1)0111(1) */
+                                                       14, /* x^5+x^4+x^3+x^2  +1 (1)1110(1) */
+                                                       11, /* x^5+x^4    +x^2+x+1 (1)1011(1) */
+                                                       4,  /* x^5    +x^3      +1 (1)0100(1) */
+                                                       -1};
 
-        static const long AltPrimitivePolynomialDegree06[]=
-        {
-            1,  /* x^6                +x+1 (1)00001(1) */
-            16, /* x^6+x^5              +1 (1)10000(1) */
-            13, /* x^6    +x^4+x^3    +x+1 (1)01101(1) */
-            22, /* x^6+x^5    +x^3+x^2  +1 (1)10110(1) */
-            19, /* x^6            +x^2+x+1 (1)10011(1) */
-            25, /* x^6+x^5+x^4        +x+1 (1)11001(1) */
-            -1
-        };
+        const long AltPrimitivePolynomialDegree06[] = {1,  /* x^6                +x+1 (1)00001(1) */
+                                                       16, /* x^6+x^5              +1 (1)10000(1) */
+                                                       13, /* x^6    +x^4+x^3    +x+1 (1)01101(1) */
+                                                       22, /* x^6+x^5    +x^3+x^2  +1 (1)10110(1) */
+                                                       19, /* x^6            +x^2+x+1 (1)10011(1) */
+                                                       25, /* x^6+x^5+x^4        +x+1 (1)11001(1) */
+                                                       -1};
 
 
-        static const long AltPrimitivePolynomialDegree07[]=
-        {
+        const long AltPrimitivePolynomialDegree07[] = {
             1,  /* x^7                    +x+1 (1)000001(1) */
             32, /* x^7+x^6                  +1 (1)100000(1) */
             4,  /* x^7            +x^3      +1 (1)000100(1) */
@@ -104,30 +85,10 @@ namespace QuantLib {
             41, /* x^7+x^6    +x^4        +x+1 (1)101001(1) */
             55, /* x^7+x^6+x^5    +x^3+x^2+x+1 (1)110111(1) */
             59, /* x^7+x^6+x^5+x^4    +x^2+x+1 (1)111011(1) */
-            -1
-        };
-
-        static const long AltPrimitivePolynomialDegree08[]=
-        {
-            14,
-            56,
-            21,
-            22,
-            38,
-            47,
-            49,
-            50,
-            52,
-            67,
-            70,
-            84,
-            97,
-            103,
-            115,
-            122,
-            -1
-        };
+            -1};
 
+        const long AltPrimitivePolynomialDegree08[] = {14, 56, 21, 22, 38,  47,  49,  50, 52,
+                                                       67, 70, 84, 97, 103, 115, 122, -1};
 
 
 #define N_ALT_MAX_DEGREE 8
@@ -78748,7 +78709,7 @@ namespace QuantLib {
                         // rightmost l bits non-zero
                         directionIntegers_[k][l-1] =
                             (boost::uint_least32_t)(u*(1UL<<l));
-                    } while (!(directionIntegers_[k][l-1] & 1UL));
+                    } while ((directionIntegers_[k][l - 1] & 1UL) == 0u);
                     // iterate until the direction integer is odd
                     // that is it has the rightmost bit set
 
@@ -78779,7 +78740,7 @@ namespace QuantLib {
                 for (Size j=1; j<gk; j++) {
                     // XORed with a selection of (unshifted) direction
                     // integers controlled by which of the a[k][j] are set
-                    if ((ppmt[k] >> (gk-j-1)) & 1UL)
+                    if (((ppmt[k] >> (gk - j - 1)) & 1UL) != 0u)
                         n ^= directionIntegers_[k][l-j];
                 }
                 // a[k][gk] is always set, so directionIntegers_[k][l-gk]
@@ -78822,7 +78783,7 @@ namespace QuantLib {
         for (Size k=0; k<dimensionality_; k++) {
             integerSequence_[k] = 0;
             for (Size index=0; index<ops; index++) {
-                if (G>>index & 1)
+                if ((G >> index & 1) != 0u)
                     integerSequence_[k] ^= directionIntegers_[k][index];
             }
         }
@@ -78850,7 +78811,10 @@ namespace QuantLib {
         boost::uint_least32_t n = sequenceCounter_;
         // Find rightmost zero bit of n
         int j = 0;
-        while (n & 1) { n >>= 1; j++; }
+        while ((n & 1) != 0u) {
+            n >>= 1;
+            j++;
+        }
         for (Size k=0; k<dimensionality_; k++) {
             // XOR the appropriate direction number into each component of
             // the integer sequence to obtain a new Sobol integer for that
diff --git a/ql/math/statistics/sequencestatistics.hpp b/ql/math/statistics/sequencestatistics.hpp
index 58ce9af0b04..18825aca0d3 100644
--- a/ql/math/statistics/sequencestatistics.hpp
+++ b/ql/math/statistics/sequencestatistics.hpp
@@ -164,12 +164,12 @@ namespace QuantLib {
 
     template <class Stat>
     inline Size GenericSequenceStatistics<Stat>::samples() const {
-        return (stats_.size() == 0) ? 0 : stats_[0].samples();
+        return (stats_.empty()) ? 0 : stats_[0].samples();
     }
 
     template <class Stat>
     inline Real GenericSequenceStatistics<Stat>::weightSum() const {
-        return (stats_.size() == 0) ? 0.0 : stats_[0].weightSum();
+        return (stats_.empty()) ? 0.0 : stats_[0].weightSum();
     }
 
 
diff --git a/ql/methods/finitedifferences/meshers/concentrating1dmesher.hpp b/ql/methods/finitedifferences/meshers/concentrating1dmesher.hpp
index 062cb9971b7..cc3f8cdb8f9 100644
--- a/ql/methods/finitedifferences/meshers/concentrating1dmesher.hpp
+++ b/ql/methods/finitedifferences/meshers/concentrating1dmesher.hpp
@@ -38,11 +38,12 @@ namespace QuantLib {
 
     class Concentrating1dMesher : public Fdm1dMesher {
       public:
-        Concentrating1dMesher(
-            Real start, Real end, Size size,
-            const std::pair<Real, Real>& cPoints
-                     = (std::pair<Real, Real>(Null<Real>(), Null<Real>())),
-            const bool requireCPoint = false);
+        Concentrating1dMesher(Real start,
+                              Real end,
+                              Size size,
+                              const std::pair<Real, Real>& cPoints =
+                                  (std::pair<Real, Real>(Null<Real>(), Null<Real>())),
+                              bool requireCPoint = false);
 
         Concentrating1dMesher(
             Real start, Real end, Size size,
diff --git a/ql/methods/finitedifferences/meshers/fdmblackscholesmesher.cpp b/ql/methods/finitedifferences/meshers/fdmblackscholesmesher.cpp
index b44c238ab3f..2c86295a856 100644
--- a/ql/methods/finitedifferences/meshers/fdmblackscholesmesher.cpp
+++ b/ql/methods/finitedifferences/meshers/fdmblackscholesmesher.cpp
@@ -68,19 +68,14 @@ namespace QuantLib {
 
         const Handle<YieldTermStructure> rTS = process->riskFreeRate();
 
-        const Handle<YieldTermStructure> qTS = (fdmQuantoHelper)
-            ? Handle<YieldTermStructure>(
-                ext::make_shared<QuantoTermStructure>(
-                    process->dividendYield(),
-                    process->riskFreeRate(),
-                    Handle<YieldTermStructure>(fdmQuantoHelper->fTS_),
-                    process->blackVolatility(),
-                    strike,
-                    Handle<BlackVolTermStructure>(fdmQuantoHelper->fxVolTS_),
-                    fdmQuantoHelper->exchRateATMlevel_,
-                    fdmQuantoHelper->equityFxCorrelation_)
-              )
-            : process->dividendYield();
+        const Handle<YieldTermStructure> qTS =
+            (fdmQuantoHelper) != 0 ?
+                Handle<YieldTermStructure>(ext::make_shared<QuantoTermStructure>(
+                    process->dividendYield(), process->riskFreeRate(),
+                    Handle<YieldTermStructure>(fdmQuantoHelper->fTS_), process->blackVolatility(),
+                    strike, Handle<BlackVolTermStructure>(fdmQuantoHelper->fxVolTS_),
+                    fdmQuantoHelper->exchRateATMlevel_, fdmQuantoHelper->equityFxCorrelation_)) :
+                process->dividendYield();
 
         Time lastDivTime = 0.0;
         Real fwd = S + spotAdjustment;
diff --git a/ql/methods/finitedifferences/meshers/fdmhestonvariancemesher.cpp b/ql/methods/finitedifferences/meshers/fdmhestonvariancemesher.cpp
index bb6900864c9..5e6273d9dd5 100644
--- a/ql/methods/finitedifferences/meshers/fdmhestonvariancemesher.cpp
+++ b/ql/methods/finitedifferences/meshers/fdmhestonvariancemesher.cpp
@@ -173,7 +173,7 @@ namespace QuantLib {
 
         volaEstimate_ = mesher.volaEstimate();
 
-        if (leverageFct) {
+        if (leverageFct != 0) {
             typedef boost::accumulators::accumulator_set<
                 Real, boost::accumulators::stats<
                     boost::accumulators::tag::mean> >
diff --git a/ql/methods/finitedifferences/operators/fdm2dblackscholesop.cpp b/ql/methods/finitedifferences/operators/fdm2dblackscholesop.cpp
index bbd6aeb31cd..766ab655ef4 100644
--- a/ql/methods/finitedifferences/operators/fdm2dblackscholesop.cpp
+++ b/ql/methods/finitedifferences/operators/fdm2dblackscholesop.cpp
@@ -70,8 +70,8 @@ namespace QuantLib {
     void Fdm2dBlackScholesOp::setTime(Time t1, Time t2) {
         opX_.setTime(t1, t2);
         opY_.setTime(t1, t2);
-        
-        if (localVol1_) {
+
+        if (localVol1_ != 0) {
             const ext::shared_ptr<FdmLinearOpLayout> layout=mesher_->layout();
             const FdmLinearOpIterator endIter = layout->end();
 
diff --git a/ql/methods/finitedifferences/operators/fdmblackscholesop.cpp b/ql/methods/finitedifferences/operators/fdmblackscholesop.cpp
index 31d571589e9..f62deead34a 100644
--- a/ql/methods/finitedifferences/operators/fdmblackscholesop.cpp
+++ b/ql/methods/finitedifferences/operators/fdmblackscholesop.cpp
@@ -56,7 +56,7 @@ namespace QuantLib {
         const Rate r = rTS_->forwardRate(t1, t2, Continuous).rate();
         const Rate q = qTS_->forwardRate(t1, t2, Continuous).rate();
 
-        if (localVol_) {
+        if (localVol_ != 0) {
             const ext::shared_ptr<FdmLinearOpLayout> layout=mesher_->layout();
             const FdmLinearOpIterator endIter = layout->end();
 
@@ -80,7 +80,7 @@ namespace QuantLib {
                 }
             }
 
-            if (quantoHelper_) {
+            if (quantoHelper_ != 0) {
                 mapT_.axpyb(r - q - 0.5*v
                     - quantoHelper_->quantoAdjustment(Sqrt(v), t1, t2),
                     dxMap_, dxxMap_.mult(0.5*v), Array(1, -r));
@@ -94,7 +94,7 @@ namespace QuantLib {
             const Real v
                 = volTS_->blackForwardVariance(t1, t2, strike_)/(t2-t1);
 
-            if (quantoHelper_) {
+            if (quantoHelper_ != 0) {
                 mapT_.axpyb(
                     Array(1, r - q - 0.5*v)
                         - quantoHelper_->quantoAdjustment(
diff --git a/ql/methods/finitedifferences/operators/fdmhestonop.cpp b/ql/methods/finitedifferences/operators/fdmhestonop.cpp
index 2028062ca82..68fe659fdad 100644
--- a/ql/methods/finitedifferences/operators/fdmhestonop.cpp
+++ b/ql/methods/finitedifferences/operators/fdmhestonop.cpp
@@ -66,7 +66,7 @@ namespace QuantLib {
         L_ = getLeverageFctSlice(t1, t2);
         const Array Lsquare = L_*L_;
 
-        if (quantoHelper_) {
+        if (quantoHelper_ != 0) {
             mapT_.axpyb(r - q - varianceValues_*Lsquare
                 - quantoHelper_->quantoAdjustment(
                     volatilityValues_*L_, t1, t2),
diff --git a/ql/methods/finitedifferences/operators/fdmlocalvolfwdop.cpp b/ql/methods/finitedifferences/operators/fdmlocalvolfwdop.cpp
index d8479eb1614..190e6318449 100644
--- a/ql/methods/finitedifferences/operators/fdmlocalvolfwdop.cpp
+++ b/ql/methods/finitedifferences/operators/fdmlocalvolfwdop.cpp
@@ -26,23 +26,16 @@
 
 namespace QuantLib {
 
-    FdmLocalVolFwdOp::FdmLocalVolFwdOp(
-        const ext::shared_ptr<FdmMesher>& mesher,
-        const ext::shared_ptr<Quote>& spot,
-        const ext::shared_ptr<YieldTermStructure>& rTS,
-        const ext::shared_ptr<YieldTermStructure>& qTS,
-        const ext::shared_ptr<LocalVolTermStructure>& localVol,
-        Size direction)
-    : mesher_(mesher),
-      rTS_   (rTS),
-      qTS_   (qTS),
-      localVol_(localVol),
-      x_ ((localVol) ? Array(Exp(mesher->locations(direction))) : Array()),
-      dxMap_ (FirstDerivativeOp(direction, mesher)),
-      dxxMap_(SecondDerivativeOp(direction, mesher)),
-      mapT_  (direction, mesher),
-      direction_(direction) {
-    }
+    FdmLocalVolFwdOp::FdmLocalVolFwdOp(const ext::shared_ptr<FdmMesher>& mesher,
+                                       const ext::shared_ptr<Quote>& spot,
+                                       const ext::shared_ptr<YieldTermStructure>& rTS,
+                                       const ext::shared_ptr<YieldTermStructure>& qTS,
+                                       const ext::shared_ptr<LocalVolTermStructure>& localVol,
+                                       Size direction)
+    : mesher_(mesher), rTS_(rTS), qTS_(qTS), localVol_(localVol),
+      x_((localVol) != 0 ? Array(Exp(mesher->locations(direction))) : Array()),
+      dxMap_(FirstDerivativeOp(direction, mesher)), dxxMap_(SecondDerivativeOp(direction, mesher)),
+      mapT_(direction, mesher), direction_(direction) {}
 
     void FdmLocalVolFwdOp::setTime(Time t1, Time t2) {
         const Rate r = rTS_->forwardRate(t1, t2, Continuous).rate();
diff --git a/ql/methods/finitedifferences/schemes/methodoflinesscheme.hpp b/ql/methods/finitedifferences/schemes/methodoflinesscheme.hpp
index 9abbc1f4cd3..309b8fcffac 100644
--- a/ql/methods/finitedifferences/schemes/methodoflinesscheme.hpp
+++ b/ql/methods/finitedifferences/schemes/methodoflinesscheme.hpp
@@ -40,10 +40,10 @@ namespace QuantLib {
         typedef traits::condition_type condition_type;
 
         // constructors
-        MethodOfLinesScheme(
-            const Real eps, const Real relInitStepSize,
-            const ext::shared_ptr<FdmLinearOpComposite>& map,
-            const bc_set& bcSet = bc_set());
+        MethodOfLinesScheme(Real eps,
+                            Real relInitStepSize,
+                            const ext::shared_ptr<FdmLinearOpComposite>& map,
+                            const bc_set& bcSet = bc_set());
 
         void step(array_type& a, Time t);
         void setStep(Time dt);
diff --git a/ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp b/ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp
index a883d22a367..c15b63bee24 100644
--- a/ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp
+++ b/ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp
@@ -35,14 +35,13 @@ namespace QuantLib {
 
     class Fdm2dBlackScholesSolver : public LazyObject {
       public:
-        Fdm2dBlackScholesSolver(
-            const Handle<GeneralizedBlackScholesProcess>& p1,
-            const Handle<GeneralizedBlackScholesProcess>& p2,
-            const Real correlation,
-            const FdmSolverDesc& solverDesc,
-            const FdmSchemeDesc& schemeDesc = FdmSchemeDesc::Hundsdorfer(),
-            bool localVol = false,
-            Real illegalLocalVolOverwrite = -Null<Real>());
+        Fdm2dBlackScholesSolver(const Handle<GeneralizedBlackScholesProcess>& p1,
+                                const Handle<GeneralizedBlackScholesProcess>& p2,
+                                Real correlation,
+                                const FdmSolverDesc& solverDesc,
+                                const FdmSchemeDesc& schemeDesc = FdmSchemeDesc::Hundsdorfer(),
+                                bool localVol = false,
+                                Real illegalLocalVolOverwrite = -Null<Real>());
 
         Real valueAt(Real x, Real y) const;
         Real thetaAt(Real x, Real y) const;
diff --git a/ql/methods/finitedifferences/solvers/fdm2dimsolver.cpp b/ql/methods/finitedifferences/solvers/fdm2dimsolver.cpp
index ba12ab29cc7..376081ea279 100644
--- a/ql/methods/finitedifferences/solvers/fdm2dimsolver.cpp
+++ b/ql/methods/finitedifferences/solvers/fdm2dimsolver.cpp
@@ -59,10 +59,10 @@ namespace QuantLib {
                  = solverDesc_.calculator->avgInnerValue(iter,
                                                          solverDesc.maturity);
 
-            if (!iter.coordinates()[1]) {
+            if (iter.coordinates()[1] == 0u) {
                 x_.push_back(mesher->location(iter, 0));
             }
-            if (!iter.coordinates()[0]) {
+            if (iter.coordinates()[0] == 0u) {
                 y_.push_back(mesher->location(iter, 1));
             }
         }
diff --git a/ql/methods/finitedifferences/solvers/fdm3dimsolver.cpp b/ql/methods/finitedifferences/solvers/fdm3dimsolver.cpp
index 534f0d1c529..e5a77177fcf 100644
--- a/ql/methods/finitedifferences/solvers/fdm3dimsolver.cpp
+++ b/ql/methods/finitedifferences/solvers/fdm3dimsolver.cpp
@@ -64,13 +64,13 @@ namespace QuantLib {
                                                       solverDesc.maturity);
 
 
-            if (!iter.coordinates()[1] && !iter.coordinates()[2]) {
+            if ((iter.coordinates()[1] == 0u) && (iter.coordinates()[2] == 0u)) {
                 x_.push_back(mesher->location(iter, 0));
             }
-            if (!iter.coordinates()[0] && !iter.coordinates()[2]) {
+            if ((iter.coordinates()[0] == 0u) && (iter.coordinates()[2] == 0u)) {
                 y_.push_back(mesher->location(iter, 1));
             }
-            if (!iter.coordinates()[0] && !iter.coordinates()[1]) {
+            if ((iter.coordinates()[0] == 0u) && (iter.coordinates()[1] == 0u)) {
                 z_.push_back(mesher->location(iter, 2));
             }
         }
diff --git a/ql/methods/finitedifferences/solvers/fdmbackwardsolver.cpp b/ql/methods/finitedifferences/solvers/fdmbackwardsolver.cpp
index 771df8e5e71..c3f5c0fdfd3 100644
--- a/ql/methods/finitedifferences/solvers/fdmbackwardsolver.cpp
+++ b/ql/methods/finitedifferences/solvers/fdmbackwardsolver.cpp
@@ -86,19 +86,17 @@ namespace QuantLib {
         return FdmSchemeDesc(FdmSchemeDesc::TrBDF2Type, 2 - M_SQRT2, 1e-8);
     }
 
-    FdmBackwardSolver::FdmBackwardSolver(
-        const ext::shared_ptr<FdmLinearOpComposite>& map,
-        const FdmBoundaryConditionSet& bcSet,
-        const ext::shared_ptr<FdmStepConditionComposite> condition,
-        const FdmSchemeDesc& schemeDesc)
+    FdmBackwardSolver::FdmBackwardSolver(const ext::shared_ptr<FdmLinearOpComposite>& map,
+                                         const FdmBoundaryConditionSet& bcSet,
+                                         const ext::shared_ptr<FdmStepConditionComposite> condition,
+                                         const FdmSchemeDesc& schemeDesc)
     : map_(map), bcSet_(bcSet),
-      condition_((condition) ? condition 
-                             : ext::make_shared<FdmStepConditionComposite>(
-                                     std::list<std::vector<Time> >(),
-                                     FdmStepConditionComposite::Conditions())),
-      schemeDesc_(schemeDesc) {
-     }
-        
+      condition_((condition) != 0 ?
+                     condition :
+                     ext::make_shared<FdmStepConditionComposite>(
+                         std::list<std::vector<Time> >(), FdmStepConditionComposite::Conditions())),
+      schemeDesc_(schemeDesc) {}
+
     void FdmBackwardSolver::rollback(FdmBackwardSolver::array_type& rhs, 
                                      Time from, Time to,
                                      Size steps, Size dampingSteps) {
@@ -106,9 +104,8 @@ namespace QuantLib {
         const Time deltaT = from - to;
         const Size allSteps = steps + dampingSteps;
         const Time dampingTo = from - (deltaT*dampingSteps)/allSteps;
-                    
-        if (   dampingSteps 
-            && schemeDesc_.type != FdmSchemeDesc::ImplicitEulerType) {
+
+        if ((dampingSteps != 0u) && schemeDesc_.type != FdmSchemeDesc::ImplicitEulerType) {
             ImplicitEulerScheme implicitEvolver(map_, bcSet_);    
             FiniteDifferenceModel<ImplicitEulerScheme> 
                     dampingModel(implicitEvolver, condition_->stoppingTimes());
diff --git a/ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp b/ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp
index 5703a64acc8..aa5364ee033 100644
--- a/ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp
+++ b/ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp
@@ -61,12 +61,11 @@ namespace QuantLib {
     class FdmBackwardSolver {
       public:
         typedef FdmLinearOp::array_type array_type;
-        
-        FdmBackwardSolver(
-          const ext::shared_ptr<FdmLinearOpComposite>& map,
-          const FdmBoundaryConditionSet& bcSet,
-          const ext::shared_ptr<FdmStepConditionComposite> condition,
-          const FdmSchemeDesc& schemeDesc);
+
+        FdmBackwardSolver(const ext::shared_ptr<FdmLinearOpComposite>& map,
+                          const FdmBoundaryConditionSet& bcSet,
+                          ext::shared_ptr<FdmStepConditionComposite> condition,
+                          const FdmSchemeDesc& schemeDesc);
 
         void rollback(array_type& a, 
                       Time from, Time to,
diff --git a/ql/methods/finitedifferences/solvers/fdmndimsolver.hpp b/ql/methods/finitedifferences/solvers/fdmndimsolver.hpp
index 892d01f5a18..2d5a43bc7a3 100644
--- a/ql/methods/finitedifferences/solvers/fdmndimsolver.hpp
+++ b/ql/methods/finitedifferences/solvers/fdmndimsolver.hpp
@@ -110,7 +110,7 @@ namespace QuantLib {
 
             const std::vector<Size>& c = iter.coordinates();
             for (Size i=0; i < N; ++i) {
-                if (!(std::accumulate(c.begin(), c.end(), 0)-c[i])) {
+                if ((std::accumulate(c.begin(), c.end(), 0) - c[i]) == 0u) {
                     x_[i].push_back(mesher->location(iter, i));
                 }
             }
diff --git a/ql/methods/finitedifferences/stepconditions/fdmsimplestoragecondition.cpp b/ql/methods/finitedifferences/stepconditions/fdmsimplestoragecondition.cpp
index dda0219195a..5e2a94abaae 100644
--- a/ql/methods/finitedifferences/stepconditions/fdmsimplestoragecondition.cpp
+++ b/ql/methods/finitedifferences/stepconditions/fdmsimplestoragecondition.cpp
@@ -42,10 +42,10 @@ namespace QuantLib {
         const FdmLinearOpIterator endIter = layout->end();
         for (FdmLinearOpIterator iter = layout->begin(); iter != endIter;
              ++iter) {
-            if (!iter.coordinates()[1]) {
+            if (iter.coordinates()[1] == 0u) {
                 x_.push_back(mesher_->location(iter, 0));
             }
-            if (!iter.coordinates()[0]) {
+            if (iter.coordinates()[0] == 0u) {
                 y_.push_back(mesher_->location(iter, 1));
             }
         }
diff --git a/ql/methods/finitedifferences/tridiagonaloperator.hpp b/ql/methods/finitedifferences/tridiagonaloperator.hpp
index 1de9cf87386..b7e7e5f60b4 100644
--- a/ql/methods/finitedifferences/tridiagonaloperator.hpp
+++ b/ql/methods/finitedifferences/tridiagonaloperator.hpp
@@ -168,7 +168,7 @@ namespace QuantLib {
     }
 
     inline void TridiagonalOperator::setTime(Time t) {
-        if (timeSetter_)
+        if (timeSetter_ != 0)
             timeSetter_->setTime(t, *this);
     }
 
diff --git a/ql/methods/finitedifferences/utilities/fdmtimedepdirichletboundary.cpp b/ql/methods/finitedifferences/utilities/fdmtimedepdirichletboundary.cpp
index 775840555a5..f321f6121b8 100644
--- a/ql/methods/finitedifferences/utilities/fdmtimedepdirichletboundary.cpp
+++ b/ql/methods/finitedifferences/utilities/fdmtimedepdirichletboundary.cpp
@@ -51,10 +51,9 @@ namespace QuantLib {
     }
 
     void FdmTimeDepDirichletBoundary::setTime(Time t) {
-        if (valueOnBoundary_) {
+        if (valueOnBoundary_ != 0) {
             std::fill(values_.begin(), values_.end(), valueOnBoundary_(t));
-        }
-        else if (valuesOnBoundary_) {
+        } else if (valuesOnBoundary_ != 0) {
             values_ = valuesOnBoundary_(t);
         }
         else {
diff --git a/ql/methods/lattices/binomialtree.cpp b/ql/methods/lattices/binomialtree.cpp
index a596f189c50..e44f263bdd1 100644
--- a/ql/methods/lattices/binomialtree.cpp
+++ b/ql/methods/lattices/binomialtree.cpp
@@ -96,14 +96,14 @@ namespace QuantLib {
     }
 
 
-    LeisenReimer::LeisenReimer(
-                        const ext::shared_ptr<StochasticProcess1D>& process,
-                        Time end, Size steps, Real strike)
-    : BinomialTree<LeisenReimer>(process, end,
-                                 ((steps%2) ? steps : (steps+1))) {
+    LeisenReimer::LeisenReimer(const ext::shared_ptr<StochasticProcess1D>& process,
+                               Time end,
+                               Size steps,
+                               Real strike)
+    : BinomialTree<LeisenReimer>(process, end, ((steps % 2) != 0u ? steps : (steps + 1))) {
 
         QL_REQUIRE(strike>0.0, "strike must be positive");
-        Size oddSteps = ((steps%2) ? steps : (steps+1));
+        Size oddSteps = ((steps % 2) != 0u ? steps : (steps + 1));
         Real variance = process->variance(0.0, x0_, end);
         Real ermqdt = std::exp(driftPerStep_ + 0.5*variance/oddSteps);
         Real d2 = (std::log(x0_/strike) + driftPerStep_*oddSteps ) /
@@ -139,11 +139,13 @@ namespace QuantLib {
     }
 
     Joshi4::Joshi4(const ext::shared_ptr<StochasticProcess1D>& process,
-                   Time end, Size steps, Real strike)
-    : BinomialTree<Joshi4>(process, end, (steps%2) ? steps : (steps+1)) {
+                   Time end,
+                   Size steps,
+                   Real strike)
+    : BinomialTree<Joshi4>(process, end, (steps % 2) != 0u ? steps : (steps + 1)) {
 
         QL_REQUIRE(strike>0.0, "strike must be positive");
-        Size oddSteps = (steps%2) ? steps : (steps+1);
+        Size oddSteps = (steps % 2) != 0u ? steps : (steps + 1);
         Real variance = process->variance(0.0, x0_, end);
         Real ermqdt = std::exp(driftPerStep_ + 0.5*variance/oddSteps);
         Real d2 = (std::log(x0_/strike) + driftPerStep_*oddSteps ) /
diff --git a/ql/methods/montecarlo/brownianbridge.cpp b/ql/methods/montecarlo/brownianbridge.cpp
index 908c6fe9192..78df0744795 100644
--- a/ql/methods/montecarlo/brownianbridge.cpp
+++ b/ql/methods/montecarlo/brownianbridge.cpp
@@ -79,11 +79,11 @@ namespace QuantLib {
         leftWeight_[0] = rightWeight_[0] = 0.0;
         for (Size j=0, i=1; i<size_; ++i) {
             // Find the next unpopulated entry in the map.
-            while (map[j])
+            while (map[j] != 0u)
                 ++j;
             Size k = j;
             // Find the next populated entry in the map from there.
-            while (!map[k])
+            while (map[k] == 0u)
                 ++k;
             // l-1 is now the index of the point to be constructed next.
             Size l = j + ((k-1-j)>>1);
diff --git a/ql/methods/montecarlo/lsmbasissystem.cpp b/ql/methods/montecarlo/lsmbasissystem.cpp
index c9093a13695..47e9cd8e899 100644
--- a/ql/methods/montecarlo/lsmbasissystem.cpp
+++ b/ql/methods/montecarlo/lsmbasissystem.cpp
@@ -58,7 +58,7 @@ namespace QuantLib {
         class MultiDimFct {
           public:
             explicit MultiDimFct(const VF_R& b): b_(b) {
-                QL_REQUIRE(b_.size()>0, "zero size basis");
+                QL_REQUIRE(!b_.empty(), "zero size basis");
             }
             inline Real operator()(const Array& a) const {
                 #if defined(QL_EXTRA_SAFETY_CHECKS)
diff --git a/ql/models/equity/hestonmodelhelper.hpp b/ql/models/equity/hestonmodelhelper.hpp
index 79935ce46c9..f327d238018 100644
--- a/ql/models/equity/hestonmodelhelper.hpp
+++ b/ql/models/equity/hestonmodelhelper.hpp
@@ -35,23 +35,23 @@ namespace QuantLib {
       public:
         HestonModelHelper(const Period& maturity,
                           const Calendar& calendar,
-                          const Real s0,
-                          const Real strikePrice,
+                          Real s0,
+                          Real strikePrice,
                           const Handle<Quote>& volatility,
                           const Handle<YieldTermStructure>& riskFreeRate,
                           const Handle<YieldTermStructure>& dividendYield,
-                          BlackCalibrationHelper::CalibrationErrorType errorType
-                                    = BlackCalibrationHelper::RelativePriceError);
+                          BlackCalibrationHelper::CalibrationErrorType errorType =
+                              BlackCalibrationHelper::RelativePriceError);
 
         HestonModelHelper(const Period& maturity,
                           const Calendar& calendar,
                           const Handle<Quote>& s0,
-                          const Real strikePrice,
+                          Real strikePrice,
                           const Handle<Quote>& volatility,
                           const Handle<YieldTermStructure>& riskFreeRate,
                           const Handle<YieldTermStructure>& dividendYield,
-                          BlackCalibrationHelper::CalibrationErrorType errorType
-                                    = BlackCalibrationHelper::RelativePriceError);
+                          BlackCalibrationHelper::CalibrationErrorType errorType =
+                              BlackCalibrationHelper::RelativePriceError);
 
         void addTimesTo(std::list<Time>&) const {}
         void performCalculations() const;
diff --git a/ql/models/marketmodels/correlations/expcorrelations.cpp b/ql/models/marketmodels/correlations/expcorrelations.cpp
index 13d032e0d68..0bc635471f9 100644
--- a/ql/models/marketmodels/correlations/expcorrelations.cpp
+++ b/ql/models/marketmodels/correlations/expcorrelations.cpp
@@ -88,7 +88,7 @@ namespace QuantLib {
         checkIncreasingTimes(rateTimes_);
 
         // corrTimes must include all rateTimes but the last
-        if (times_ == std::vector<Time>())
+        if (times_.empty())
             times_ = std::vector<Time>(rateTimes_.begin(),
                                        rateTimes_.end()-1);
         else
diff --git a/ql/models/marketmodels/curvestate.hpp b/ql/models/marketmodels/curvestate.hpp
index defae192024..9edaedd1af4 100644
--- a/ql/models/marketmodels/curvestate.hpp
+++ b/ql/models/marketmodels/curvestate.hpp
@@ -89,25 +89,24 @@ namespace QuantLib {
         std::vector<Time> rateTimes_, rateTaus_;
     };
 
-    void forwardsFromDiscountRatios(const Size firstValidIndex,
+    void forwardsFromDiscountRatios(Size firstValidIndex,
                                     const std::vector<DiscountFactor>& ds,
                                     const std::vector<Time>& taus,
                                     std::vector<Rate>& fwds);
 
-    void coterminalFromDiscountRatios(const Size firstValidIndex,
+    void coterminalFromDiscountRatios(Size firstValidIndex,
                                       const std::vector<DiscountFactor>& ds,
                                       const std::vector<Time>& taus,
                                       std::vector<Rate>& cotSwapRates,
                                       std::vector<Real>& cotSwapAnnuities);
 
-    void constantMaturityFromDiscountRatios(// Size i, // to be added later
-                                            const Size spanningForwards,
-                                            const Size firstValidIndex,
-                                            const std::vector<DiscountFactor>& ds,
-                                            const std::vector<Time>& taus,
-                                            std::vector<Rate>& cotSwapRates,
-                                            std::vector<Real>& cotSwapAnnuities);
-
+    void constantMaturityFromDiscountRatios( // Size i, // to be added later
+        Size spanningForwards,
+        Size firstValidIndex,
+        const std::vector<DiscountFactor>& ds,
+        const std::vector<Time>& taus,
+        std::vector<Rate>& cotSwapRates,
+        std::vector<Real>& cotSwapAnnuities);
 }
 
 #endif
diff --git a/ql/models/marketmodels/driftcomputation/lmmdriftcalculator.cpp b/ql/models/marketmodels/driftcomputation/lmmdriftcalculator.cpp
index b1851b321d0..3dfb7b362ce 100644
--- a/ql/models/marketmodels/driftcomputation/lmmdriftcalculator.cpp
+++ b/ql/models/marketmodels/driftcomputation/lmmdriftcalculator.cpp
@@ -26,19 +26,16 @@
 
 namespace QuantLib {
 
-    LMMDriftCalculator::LMMDriftCalculator(
-                                    const Matrix& pseudo,
-                                    const std::vector<Spread>& displacements,
-                                    const std::vector<Time>& taus,
-                                    Size numeraire,
-                                    Size alive)
+    LMMDriftCalculator::LMMDriftCalculator(const Matrix& pseudo,
+                                           const std::vector<Spread>& displacements,
+                                           const std::vector<Time>& taus,
+                                           Size numeraire,
+                                           Size alive)
     : numberOfRates_(taus.size()), numberOfFactors_(pseudo.columns()),
-      isFullFactor_(numberOfFactors_==numberOfRates_ ? true : false),
-      numeraire_(numeraire), alive_(alive),
-      displacements_(displacements), oneOverTaus_(taus.size()),
-      pseudo_(pseudo), tmp_(taus.size(), 0.0),
-      e_(pseudo_.columns(), pseudo_.rows(), 0.0),
-      downs_(taus.size()), ups_(taus.size()) {
+      isFullFactor_(numberOfFactors_ == numberOfRates_), numeraire_(numeraire), alive_(alive),
+      displacements_(displacements), oneOverTaus_(taus.size()), pseudo_(pseudo),
+      tmp_(taus.size(), 0.0), e_(pseudo_.columns(), pseudo_.rows(), 0.0), downs_(taus.size()),
+      ups_(taus.size()) {
 
         // Check requirements
         QL_REQUIRE(numberOfRates_>0, "Dim out of range");
diff --git a/ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.cpp b/ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.cpp
index eb3c617b268..f97c28b5c37 100644
--- a/ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.cpp
+++ b/ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.cpp
@@ -22,18 +22,14 @@
 
 namespace QuantLib {
 
-    LMMNormalDriftCalculator::LMMNormalDriftCalculator(
-                                         const Matrix& pseudo,
-                                         const std::vector<Time>& taus,
-                                         Size numeraire,
-                                         Size alive)
+    LMMNormalDriftCalculator::LMMNormalDriftCalculator(const Matrix& pseudo,
+                                                       const std::vector<Time>& taus,
+                                                       Size numeraire,
+                                                       Size alive)
     : numberOfRates_(taus.size()), numberOfFactors_(pseudo.columns()),
-      isFullFactor_(numberOfFactors_==numberOfRates_ ? true : false),
-      numeraire_(numeraire), alive_(alive),
-      oneOverTaus_(taus.size()),
-      pseudo_(pseudo), tmp_(taus.size(), 0.0),
-      e_(pseudo_.columns(), pseudo_.rows(), 0.0),
-      downs_(taus.size()), ups_(taus.size()) {
+      isFullFactor_(numberOfFactors_ == numberOfRates_), numeraire_(numeraire), alive_(alive),
+      oneOverTaus_(taus.size()), pseudo_(pseudo), tmp_(taus.size(), 0.0),
+      e_(pseudo_.columns(), pseudo_.rows(), 0.0), downs_(taus.size()), ups_(taus.size()) {
 
         // Check requirements
         QL_REQUIRE(numberOfRates_>0, "Dim out of range");
diff --git a/ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp b/ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp
index cf1811d087b..8922f94aa44 100644
--- a/ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp
+++ b/ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp
@@ -35,7 +35,7 @@ namespace QuantLib {
     //! Predictor-Corrector
     class LogNormalCmSwapRatePc : public MarketModelEvolver {
       public:
-        LogNormalCmSwapRatePc(const Size spanningForwards,
+        LogNormalCmSwapRatePc(Size spanningForwards,
                               const ext::shared_ptr<MarketModel>&,
                               const BrownianGeneratorFactory&,
                               const std::vector<Size>& numeraires,
diff --git a/ql/models/marketmodels/models/abcdvol.hpp b/ql/models/marketmodels/models/abcdvol.hpp
index 27b872cdee3..7d0b8099dda 100644
--- a/ql/models/marketmodels/models/abcdvol.hpp
+++ b/ql/models/marketmodels/models/abcdvol.hpp
@@ -35,17 +35,16 @@ namespace QuantLib {
     //! %Abcd-interpolated volatility structure
     class AbcdVol : public MarketModel {
       public:
-        AbcdVol(
-            Real a,
-            Real b,
-            Real c,
-            Real d,
-            const std::vector<Real>& ks,
-            const ext::shared_ptr<PiecewiseConstantCorrelation>& corr,
-            const EvolutionDescription& evolution,
-            const Size numberOfFactors,
-            const std::vector<Rate>& initialRates,
-            const std::vector<Spread>& displacements);
+        AbcdVol(Real a,
+                Real b,
+                Real c,
+                Real d,
+                const std::vector<Real>& ks,
+                const ext::shared_ptr<PiecewiseConstantCorrelation>& corr,
+                const EvolutionDescription& evolution,
+                Size numberOfFactors,
+                const std::vector<Rate>& initialRates,
+                const std::vector<Spread>& displacements);
         //! \name MarketModel interface
         //@{
         const std::vector<Rate>& initialRates() const;
diff --git a/ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp b/ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp
index 93e4acc8b63..3450dbf6117 100644
--- a/ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp
+++ b/ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp
@@ -50,12 +50,10 @@ namespace QuantLib {
         static Natural capletAlphaFormCalibration(
             const EvolutionDescription& evolution,
             const PiecewiseConstantCorrelation& corr,
-            const std::vector<ext::shared_ptr<
-                PiecewiseConstantVariance> >&
-                    displacedSwapVariances,
+            const std::vector<ext::shared_ptr<PiecewiseConstantVariance> >& displacedSwapVariances,
             const std::vector<Volatility>& capletVols,
             const CurveState& cs,
-            const Spread displacement,
+            Spread displacement,
 
             const std::vector<Real>& alphaInitial,
             const std::vector<Real>& alphaMax,
@@ -63,7 +61,7 @@ namespace QuantLib {
             bool maximizeHomogeneity,
             ext::shared_ptr<AlphaForm> parametricForm,
 
-            const Size numberOfFactors,
+            Size numberOfFactors,
             Integer steps,
             Real toleranceForAlphaSolving,
 
@@ -72,6 +70,7 @@ namespace QuantLib {
             std::vector<Real>& b,
 
             std::vector<Matrix>& swapCovariancePseudoRoots);
+
       private:
         Natural calibrationImpl_(Natural numberOfFactors, 
                                  Natural maxIterations,
diff --git a/ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp b/ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp
index 5e0f6b5aafe..97f37b7c575 100644
--- a/ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp
+++ b/ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp
@@ -40,21 +40,20 @@ namespace QuantLib {
 
         // actual calibration function
         static Natural capletMaxHomogeneityCalibration(
-                    const EvolutionDescription& evolution,
-                    const PiecewiseConstantCorrelation& corr,
-                    const std::vector<ext::shared_ptr<
-                        PiecewiseConstantVariance> >&
-                            displacedSwapVariances,
-                    const std::vector<Volatility>& capletVols,
-                    const CurveState& cs,
-                    const Spread displacement,
-                    Real caplet0Swaption1Priority, 
-                    Size numberOfFactors,
-                    Size maxIterations,
-                    Real tolerance,
-                    Real& deformationSize,
-                    Real& totalSwaptionError, // ?
-                    std::vector<Matrix>& swapCovariancePseudoRoots); // the thing we really want the pseudo root for each time step
+            const EvolutionDescription& evolution,
+            const PiecewiseConstantCorrelation& corr,
+            const std::vector<ext::shared_ptr<PiecewiseConstantVariance> >& displacedSwapVariances,
+            const std::vector<Volatility>& capletVols,
+            const CurveState& cs,
+            Spread displacement,
+            Real caplet0Swaption1Priority,
+            Size numberOfFactors,
+            Size maxIterations,
+            Real tolerance,
+            Real& deformationSize,
+            Real& totalSwaptionError,                        // ?
+            std::vector<Matrix>& swapCovariancePseudoRoots); // the thing we really want the pseudo
+                                                             // root for each time step
 
       private:
         Natural calibrationImpl_(Natural numberOfFactors, 
diff --git a/ql/models/marketmodels/models/capletcoterminalperiodic.cpp b/ql/models/marketmodels/models/capletcoterminalperiodic.cpp
index 2af80ea44dc..ea1c990e07f 100644
--- a/ql/models/marketmodels/models/capletcoterminalperiodic.cpp
+++ b/ql/models/marketmodels/models/capletcoterminalperiodic.cpp
@@ -122,7 +122,9 @@ namespace QuantLib
                 caplet0Swaption1Priority);
 
 
-            failures= unperiodicCalibrator.calibrate(numberOfFactors, maxUnperiodicIterations,toleranceUnperiodic,max1dIterations,tolerance1d);
+            failures = static_cast<QuantLib::Integer>(
+                unperiodicCalibrator.calibrate(numberOfFactors, maxUnperiodicIterations,
+                                               toleranceUnperiodic, max1dIterations, tolerance1d));
 
             swapCovariancePseudoRoots = unperiodicCalibrator.swapPseudoRoots();
 
diff --git a/ql/models/marketmodels/models/capletcoterminalperiodic.hpp b/ql/models/marketmodels/models/capletcoterminalperiodic.hpp
index 68c431a5629..a25eecdd672 100644
--- a/ql/models/marketmodels/models/capletcoterminalperiodic.hpp
+++ b/ql/models/marketmodels/models/capletcoterminalperiodic.hpp
@@ -35,33 +35,32 @@
 namespace QuantLib {
 
 
-
-     Integer capletSwaptionPeriodicCalibration(
+    Integer capletSwaptionPeriodicCalibration(
         const EvolutionDescription& evolution,
         const ext::shared_ptr<PiecewiseConstantCorrelation>& corr,
-        VolatilityInterpolationSpecifier&
-        displacedSwapVariances,
+        VolatilityInterpolationSpecifier& displacedSwapVariances,
         const std::vector<Volatility>& capletVols,
         const ext::shared_ptr<CurveState>& cs,
-        const Spread displacement,
-        Real caplet0Swaption1Priority, 
+        Spread displacement,
+        Real caplet0Swaption1Priority,
         Size numberOfFactors,
-        Size period, 
+        Size period,
         Size max1dIterations,
         Real tolerance1d,
         Size maxUnperiodicIterations,
-        Real toleranceUnperiodic, 
-        Size maxPeriodIterations, 
-        Real periodTolerance, 
-        Real& deformationSize, // used to return information, not set yet
-        Real& totalSwaptionError, // ?
-        std::vector<Matrix>& swapCovariancePseudoRoots,  // the thing we really want the pseudo root for each time step
-        std::vector<Real> & finalScales,  //scalings used for matching
-        Size& iterationsDone, // number of  period iteratations done 
-        Real& errorImprovement, // improvement in error for last iteration
-        Matrix& modelSwaptionVolsMatrix // the swaption vols calibrated to at each step of the iteration
-        );
-
+        Real toleranceUnperiodic,
+        Size maxPeriodIterations,
+        Real periodTolerance,
+        Real& deformationSize,                          // used to return information, not set yet
+        Real& totalSwaptionError,                       // ?
+        std::vector<Matrix>& swapCovariancePseudoRoots, // the thing we really want the pseudo root
+                                                        // for each time step
+        std::vector<Real>& finalScales,                 // scalings used for matching
+        Size& iterationsDone,                           // number of  period iteratations done
+        Real& errorImprovement,                         // improvement in error for last iteration
+        Matrix&
+            modelSwaptionVolsMatrix // the swaption vols calibrated to at each step of the iteration
+    );
 }
 
 #endif
diff --git a/ql/models/marketmodels/models/fwdperiodadapter.cpp b/ql/models/marketmodels/models/fwdperiodadapter.cpp
index 2e6c065cf2c..9967189e9f9 100644
--- a/ql/models/marketmodels/models/fwdperiodadapter.cpp
+++ b/ql/models/marketmodels/models/fwdperiodadapter.cpp
@@ -54,7 +54,7 @@ namespace QuantLib {
             std::fill(displacements_.begin(), displacements_.end(), dis);
         }
 
-        if (displacements_.size() ==0) // if not specified use average across rate
+        if (displacements_.empty()) // if not specified use average across rate
         {
             displacements_.reserve(numberOfRates_);
             Size m=0;
diff --git a/ql/models/marketmodels/models/pseudorootfacade.hpp b/ql/models/marketmodels/models/pseudorootfacade.hpp
index 5d8c3c23f54..ceffcd52108 100644
--- a/ql/models/marketmodels/models/pseudorootfacade.hpp
+++ b/ql/models/marketmodels/models/pseudorootfacade.hpp
@@ -32,8 +32,7 @@ namespace QuantLib
 {
     class PseudoRootFacade : public MarketModel {
       public:
-        PseudoRootFacade(
-            const ext::shared_ptr<CTSMMCapletCalibration> calibrator);
+        PseudoRootFacade(ext::shared_ptr<CTSMMCapletCalibration> calibrator);
         PseudoRootFacade(
             const std::vector<Matrix>& covariancePseudoRoots,
             const std::vector<Rate>& rateTimes,
diff --git a/ql/models/marketmodels/pathwisediscounter.cpp b/ql/models/marketmodels/pathwisediscounter.cpp
index d37d7631be5..c402b971128 100644
--- a/ql/models/marketmodels/pathwisediscounter.cpp
+++ b/ql/models/marketmodels/pathwisediscounter.cpp
@@ -80,8 +80,5 @@ void MarketModelPathwiseDiscounter::getFactors(
        factors[i+1] = -df*taus_[i]*Discounts[currentStep][i+1]/Discounts[currentStep][i];
 
     factors[before_+1] *= postWeight_;
-
-    return ;
 }
-
 }
diff --git a/ql/models/marketmodels/swapforwardmappings.hpp b/ql/models/marketmodels/swapforwardmappings.hpp
index b95c1a3c925..55c298c3067 100644
--- a/ql/models/marketmodels/swapforwardmappings.hpp
+++ b/ql/models/marketmodels/swapforwardmappings.hpp
@@ -54,9 +54,8 @@ namespace QuantLib {
 
         /*! Returns the Z matrix to switch base from forward to
             coterminal swap rates */
-        static Disposable<Matrix>
-        coterminalSwapZedMatrix(const CurveState& cs,
-                                const Spread displacement);
+        static Disposable<Matrix> coterminalSwapZedMatrix(const CurveState& cs,
+                                                          Spread displacement);
 
         /*! Returns the dsr[i]/df[j] jacobian between
             coinitial swap rates and forward rates */
@@ -65,23 +64,18 @@ namespace QuantLib {
 
         /*! Returns the Z matrix to switch base from forward to
             coinitial swap rates */
-        static Disposable<Matrix>
-        coinitialSwapZedMatrix(const CurveState& cs,
-                               const Spread displacement);
+        static Disposable<Matrix> coinitialSwapZedMatrix(const CurveState& cs, Spread displacement);
 
 
         /*! Returns the dsr[i]/df[j] jacobian between
             constant maturity swap rates and forward rates */
-        static Disposable<Matrix>
-        cmSwapForwardJacobian(const CurveState& cs,
-                              const Size spanningForwards);
+        static Disposable<Matrix> cmSwapForwardJacobian(const CurveState& cs,
+                                                        Size spanningForwards);
 
         /*! Returns the Z matrix to switch base from forward to
             constant maturity swap rates */
         static Disposable<Matrix>
-        cmSwapZedMatrix(const CurveState& cs,
-                        const Size spanningForwards,
-                        const Spread displacement);
+        cmSwapZedMatrix(const CurveState& cs, Size spanningForwards, Spread displacement);
 
         /*! computes the implied vol of a swaption specified by two indices
         using the freezing coefficients methdodology. This routine is easy to use but not very efficient
diff --git a/ql/models/model.cpp b/ql/models/model.cpp
index c66192ccbcf..983cbb16fb3 100644
--- a/ql/models/model.cpp
+++ b/ql/models/model.cpp
@@ -116,7 +116,7 @@ namespace QuantLib {
                    prms.size() << ") and fixed-parameter specs (" <<
                    fixParameters.size() << ")");
         vector<bool> all(prms.size(), false);
-        Projection proj(prms,fixParameters.size()>0 ? fixParameters : all);
+        Projection proj(prms, !fixParameters.empty() ? fixParameters : all);
         CalibrationFunction f(this,instruments,w,proj);
         ProjectedConstraint pc(c,proj);
         Problem prob(f, pc, proj.project(prms));
diff --git a/ql/models/shortrate/calibrationhelpers/caphelper.hpp b/ql/models/shortrate/calibrationhelpers/caphelper.hpp
index f19cd278ab8..021dc7e36e8 100644
--- a/ql/models/shortrate/calibrationhelpers/caphelper.hpp
+++ b/ql/models/shortrate/calibrationhelpers/caphelper.hpp
@@ -42,10 +42,10 @@ namespace QuantLib {
                   const DayCounter& fixedLegDayCounter,
                   bool includeFirstSwaplet,
                   const Handle<YieldTermStructure>& termStructure,
-                  BlackCalibrationHelper::CalibrationErrorType errorType
-                                    = BlackCalibrationHelper::RelativePriceError,
-                  const VolatilityType type = ShiftedLognormal,
-                  const Real shift = 0.0);
+                  BlackCalibrationHelper::CalibrationErrorType errorType =
+                      BlackCalibrationHelper::RelativePriceError,
+                  VolatilityType type = ShiftedLognormal,
+                  Real shift = 0.0);
         virtual void addTimesTo(std::list<Time>& times) const;
         virtual Real modelValue() const;
         virtual Real blackPrice(Volatility volatility) const;
diff --git a/ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp b/ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp
index 651d8a4d58d..8acfaf697d1 100644
--- a/ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp
+++ b/ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp
@@ -43,12 +43,12 @@ namespace QuantLib {
                        const DayCounter& fixedLegDayCounter,
                        const DayCounter& floatingLegDayCounter,
                        const Handle<YieldTermStructure>& termStructure,
-                       BlackCalibrationHelper::CalibrationErrorType errorType
-                                      = BlackCalibrationHelper::RelativePriceError,
-                       const Real strike = Null<Real>(),
-                       const Real nominal = 1.0,
-                       const VolatilityType type = ShiftedLognormal,
-                       const Real shift = 0.0);
+                       BlackCalibrationHelper::CalibrationErrorType errorType =
+                           BlackCalibrationHelper::RelativePriceError,
+                       Real strike = Null<Real>(),
+                       Real nominal = 1.0,
+                       VolatilityType type = ShiftedLognormal,
+                       Real shift = 0.0);
 
         SwaptionHelper(const Date& exerciseDate,
                        const Period& length,
@@ -58,12 +58,12 @@ namespace QuantLib {
                        const DayCounter& fixedLegDayCounter,
                        const DayCounter& floatingLegDayCounter,
                        const Handle<YieldTermStructure>& termStructure,
-                       BlackCalibrationHelper::CalibrationErrorType errorType
-                                      = BlackCalibrationHelper::RelativePriceError,
-                       const Real strike = Null<Real>(),
-                       const Real nominal = 1.0,
-                       const VolatilityType type = ShiftedLognormal,
-                       const Real shift = 0.0);
+                       BlackCalibrationHelper::CalibrationErrorType errorType =
+                           BlackCalibrationHelper::RelativePriceError,
+                       Real strike = Null<Real>(),
+                       Real nominal = 1.0,
+                       VolatilityType type = ShiftedLognormal,
+                       Real shift = 0.0);
 
         SwaptionHelper(const Date& exerciseDate,
                        const Date& endDate,
@@ -73,12 +73,12 @@ namespace QuantLib {
                        const DayCounter& fixedLegDayCounter,
                        const DayCounter& floatingLegDayCounter,
                        const Handle<YieldTermStructure>& termStructure,
-                       BlackCalibrationHelper::CalibrationErrorType errorType
-                                      = BlackCalibrationHelper::RelativePriceError,
-                       const Real strike = Null<Real>(),
-                       const Real nominal = 1.0,
-                       const VolatilityType type = ShiftedLognormal,
-                       const Real shift = 0.0);
+                       BlackCalibrationHelper::CalibrationErrorType errorType =
+                           BlackCalibrationHelper::RelativePriceError,
+                       Real strike = Null<Real>(),
+                       Real nominal = 1.0,
+                       VolatilityType type = ShiftedLognormal,
+                       Real shift = 0.0);
 
         virtual void addTimesTo(std::list<Time>& times) const;
         virtual Real modelValue() const;
diff --git a/ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp b/ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp
index a14cf9f0a3b..f723a2c7b62 100644
--- a/ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp
+++ b/ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp
@@ -77,66 +77,69 @@ class Gaussian1dModel : public TermStructureConsistentModel, public LazyObject {
   public:
     const ext::shared_ptr<StochasticProcess1D> stateProcess() const;
 
-    Real numeraire(const Time t, const Real y = 0.0,
-                   const Handle<YieldTermStructure> &yts =
-                             Handle<YieldTermStructure>()) const;
-
-    Real zerobond(
-        const Time T, const Time t = 0.0, const Real y = 0.0,
-        const Handle<YieldTermStructure> &yts = Handle<YieldTermStructure>()) const;
-
-    Real numeraire(const Date &referenceDate, const Real y = 0.0,
-                   const Handle<YieldTermStructure> &yts =
-                             Handle<YieldTermStructure>()) const;
-
-    Real zerobond(
-        const Date &maturity, const Date &referenceDate = Null<Date>(),
-        const Real y = 0.0,
-        const Handle<YieldTermStructure> &yts = Handle<YieldTermStructure>()) const;
-
-    Real zerobondOption(
-        const Option::Type &type, const Date &expiry, const Date &valueDate,
-        const Date &maturity, const Rate strike,
-        const Date &referenceDate = Null<Date>(), const Real y = 0.0,
-        const Handle<YieldTermStructure> &yts = Handle<YieldTermStructure>(),
-        const Real yStdDevs = 7.0, const Size yGridPoints = 64,
-        const bool extrapolatePayoff = true,
-        const bool flatPayoffExtrapolation = false) const;
-
-    Real forwardRate(
-        const Date &fixing, const Date &referenceDate = Null<Date>(),
-        const Real y = 0.0,
-        ext::shared_ptr<IborIndex> iborIdx = ext::shared_ptr<IborIndex>()) const;
-
-    Real swapRate(
-        const Date &fixing, const Period &tenor,
-        const Date &referenceDate = Null<Date>(), const Real y = 0.0,
-        ext::shared_ptr<SwapIndex> swapIdx = ext::shared_ptr<SwapIndex>()) const;
-
-    Real swapAnnuity(
-        const Date &fixing, const Period &tenor,
-        const Date &referenceDate = Null<Date>(), const Real y = 0.0,
-        ext::shared_ptr<SwapIndex> swapIdx = ext::shared_ptr<SwapIndex>()) const;
+    Real numeraire(Time t,
+                   Real y = 0.0,
+                   const Handle<YieldTermStructure>& yts = Handle<YieldTermStructure>()) const;
+
+    Real zerobond(Time T,
+                  Time t = 0.0,
+                  Real y = 0.0,
+                  const Handle<YieldTermStructure>& yts = Handle<YieldTermStructure>()) const;
+
+    Real numeraire(const Date& referenceDate,
+                   Real y = 0.0,
+                   const Handle<YieldTermStructure>& yts = Handle<YieldTermStructure>()) const;
+
+    Real zerobond(const Date& maturity,
+                  const Date& referenceDate = Null<Date>(),
+                  Real y = 0.0,
+                  const Handle<YieldTermStructure>& yts = Handle<YieldTermStructure>()) const;
+
+    Real zerobondOption(const Option::Type& type,
+                        const Date& expiry,
+                        const Date& valueDate,
+                        const Date& maturity,
+                        Rate strike,
+                        const Date& referenceDate = Null<Date>(),
+                        Real y = 0.0,
+                        const Handle<YieldTermStructure>& yts = Handle<YieldTermStructure>(),
+                        Real yStdDevs = 7.0,
+                        Size yGridPoints = 64,
+                        bool extrapolatePayoff = true,
+                        bool flatPayoffExtrapolation = false) const;
+
+    Real forwardRate(const Date& fixing,
+                     const Date& referenceDate = Null<Date>(),
+                     Real y = 0.0,
+                     ext::shared_ptr<IborIndex> iborIdx = ext::shared_ptr<IborIndex>()) const;
+
+    Real swapRate(const Date& fixing,
+                  const Period& tenor,
+                  const Date& referenceDate = Null<Date>(),
+                  Real y = 0.0,
+                  ext::shared_ptr<SwapIndex> swapIdx = ext::shared_ptr<SwapIndex>()) const;
+
+    Real swapAnnuity(const Date& fixing,
+                     const Period& tenor,
+                     const Date& referenceDate = Null<Date>(),
+                     Real y = 0.0,
+                     ext::shared_ptr<SwapIndex> swapIdx = ext::shared_ptr<SwapIndex>()) const;
 
     /*! Computes the integral
     \f[ {2\pi}^{-0.5} \int_{a}^{b} p(x) \exp{-0.5*x*x} \mathrm{d}x \f]
     with
     \f[ p(x) = ax^4+bx^3+cx^2+dx+e \f].
     */
-    static Real gaussianPolynomialIntegral(const Real a, const Real b,
-                                           const Real c, const Real d,
-                                           const Real e, const Real x0,
-                                           const Real x1);
+    static Real
+    gaussianPolynomialIntegral(Real a, Real b, Real c, Real d, Real e, Real x0, Real x1);
 
     /*! Computes the integral
     \f[ {2\pi}^{-0.5} \int_{a}^{b} p(x) \exp{-0.5*x*x} \mathrm{d}x \f]
     with
     \f[ p(x) = a(x-h)^4+b(x-h)^3+c(x-h)^2+d(x-h)+e \f].
     */
-    static Real
-    gaussianShiftedPolynomialIntegral(const Real a, const Real b, const Real c,
-                                      const Real d, const Real e, const Real h,
-                                      const Real x0, const Real x1);
+    static Real gaussianShiftedPolynomialIntegral(
+        Real a, Real b, Real c, Real d, Real e, Real h, Real x0, Real x1);
 
     /*! Generates a grid of values for the standardized state variable $y$
        at time $T$
@@ -144,9 +147,8 @@ class Gaussian1dModel : public TermStructureConsistentModel, public LazyObject {
        consisting of
         2*gridPoints+1 points */
 
-    const Disposable<Array> yGrid(const Real yStdDevs, const int gridPoints,
-                                  const Real T = 1.0, const Real t = 0,
-                                  const Real y = 0) const;
+    const Disposable<Array>
+    yGrid(Real yStdDevs, int gridPoints, Real T = 1.0, Real t = 0, Real y = 0) const;
 
   private:
     // It is of great importance for performance reasons to cache underlying
@@ -189,12 +191,10 @@ class Gaussian1dModel : public TermStructureConsistentModel, public LazyObject {
 
     virtual ~Gaussian1dModel() {}
 
-    virtual Real
-    numeraireImpl(const Time t, const Real y,
-                  const Handle<YieldTermStructure> &yts) const = 0;
+    virtual Real numeraireImpl(Time t, Real y, const Handle<YieldTermStructure>& yts) const = 0;
 
-    virtual Real zerobondImpl(const Time T, const Time t, const Real y,
-                              const Handle<YieldTermStructure> &yts) const = 0;
+    virtual Real
+    zerobondImpl(Time T, Time t, Real y, const Handle<YieldTermStructure>& yts) const = 0;
 
     void performCalculations() const {
         evaluationDate_ = Settings::instance().evaluationDate();
diff --git a/ql/models/shortrate/onefactormodels/gsr.hpp b/ql/models/shortrate/onefactormodels/gsr.hpp
index c6aabb1dbee..5573b3192db 100644
--- a/ql/models/shortrate/onefactormodels/gsr.hpp
+++ b/ql/models/shortrate/onefactormodels/gsr.hpp
@@ -35,28 +35,32 @@ class Gsr : public Gaussian1dModel, public CalibratedModel {
 
   public:
     // constant mean reversion
-    Gsr(const Handle<YieldTermStructure> &termStructure,
-        const std::vector<Date> &volstepdates,
-        const std::vector<Real> &volatilities, const Real reversion,
-        const Real T = 60.0);
+    Gsr(const Handle<YieldTermStructure>& termStructure,
+        const std::vector<Date>& volstepdates,
+        const std::vector<Real>& volatilities,
+        Real reversion,
+        Real T = 60.0);
     // piecewise mean reversion (with same step dates as volatilities)
-    Gsr(const Handle<YieldTermStructure> &termStructure,
-        const std::vector<Date> &volstepdates,
-        const std::vector<Real> &volatilities,
-        const std::vector<Real> &reversions, const Real T = 60.0);
+    Gsr(const Handle<YieldTermStructure>& termStructure,
+        const std::vector<Date>& volstepdates,
+        const std::vector<Real>& volatilities,
+        const std::vector<Real>& reversions,
+        Real T = 60.0);
     // constant mean reversion with floating model data
-    Gsr(const Handle<YieldTermStructure> &termStructure,
-        const std::vector<Date> &volstepdates,
-        const std::vector<Handle<Quote> > &volatilities,
-        const Handle<Quote> reversion, const Real T = 60.0);
+    Gsr(const Handle<YieldTermStructure>& termStructure,
+        const std::vector<Date>& volstepdates,
+        const std::vector<Handle<Quote> >& volatilities,
+        Handle<Quote> reversion,
+        Real T = 60.0);
     // piecewise mean reversion with floating model data
-    Gsr(const Handle<YieldTermStructure> &termStructure,
-        const std::vector<Date> &volstepdates,
-        const std::vector<Handle<Quote> > &volatilities,
-        const std::vector<Handle<Quote> > &reversions, const Real T = 60.0);
+    Gsr(const Handle<YieldTermStructure>& termStructure,
+        const std::vector<Date>& volstepdates,
+        const std::vector<Handle<Quote> >& volatilities,
+        const std::vector<Handle<Quote> >& reversions,
+        Real T = 60.0);
 
     Real numeraireTime() const;
-    void numeraireTime(const Real T);
+    void numeraireTime(Real T);
 
     const Array &reversion() const { return reversion_.params(); }
     const Array &volatility() const { return sigma_.params(); }
@@ -133,11 +137,9 @@ class Gsr : public Gaussian1dModel, public CalibratedModel {
     }
 
   protected:
-    Real numeraireImpl(const Time t, const Real y,
-                       const Handle<YieldTermStructure> &yts) const;
+    Real numeraireImpl(Time t, Real y, const Handle<YieldTermStructure>& yts) const;
 
-    Real zerobondImpl(const Time T, const Time t, const Real y,
-                      const Handle<YieldTermStructure> &yts) const;
+    Real zerobondImpl(Time T, Time t, Real y, const Handle<YieldTermStructure>& yts) const;
 
     void generateArguments() {
         ext::static_pointer_cast<GsrProcess>(stateProcess_)->flushCache();
diff --git a/ql/models/shortrate/onefactormodels/markovfunctional.cpp b/ql/models/shortrate/onefactormodels/markovfunctional.cpp
index 9e91b31b6fe..734aa05f050 100644
--- a/ql/models/shortrate/onefactormodels/markovfunctional.cpp
+++ b/ql/models/shortrate/onefactormodels/markovfunctional.cpp
@@ -55,7 +55,7 @@ namespace QuantLib {
                        << swaptionExpiries.size()
                        << ") is differnt from number of swaption tenors ("
                        << swaptionTenors.size() << ")");
-        QL_REQUIRE(swaptionExpiries.size() >= 1,
+        QL_REQUIRE(!swaptionExpiries.empty(),
                    "need at least one swaption expiry to calibrate numeraire");
         QL_REQUIRE(!termStructure.empty(),
                    "yield term structure handle is empty");
@@ -83,7 +83,7 @@ namespace QuantLib {
           capletExpiries_(capletExpiries),
           swaptionTenors_(std::vector<Period>()), iborIndex_(iborIndex) {
 
-        QL_REQUIRE(capletExpiries.size() >= 1,
+        QL_REQUIRE(!capletExpiries.empty(),
                    "need at least one caplet expiry to calibrate numeraire");
         QL_REQUIRE(!termStructure.empty(),
                    "yield term structure handle is empty");
@@ -353,7 +353,7 @@ namespace QuantLib {
                 forcedRightIndex = forcedArbitrageIndices_[pointIndex].second;
             }
 
-            if (modelSettings_.adjustments_ & ModelSettings::KahaleSmile) {
+            if ((modelSettings_.adjustments_ & ModelSettings::KahaleSmile) != 0) {
 
                 i->second.smileSection_ = ext::make_shared<KahaleSmileSection>(
                     
@@ -374,7 +374,7 @@ namespace QuantLib {
 
             } else {
 
-                if (modelSettings_.adjustments_ & ModelSettings::SabrSmile) {
+                if ((modelSettings_.adjustments_ & ModelSettings::SabrSmile) != 0) {
 
                     SmileSectionUtils ssutils(
                         *i->second.rawSmileSection_,
@@ -427,7 +427,7 @@ namespace QuantLib {
                         ext::dynamic_pointer_cast<KahaleSmileSection>(
                             i->second.smileSection_)->coreIndices());
 
-                } else if (modelSettings_.adjustments_ & ModelSettings::CustomSmile) {
+                } else if ((modelSettings_.adjustments_ & ModelSettings::CustomSmile) != 0) {
 
                     // Custom smile section is af by assumption
                     i->second.smileSection_ =
@@ -476,7 +476,7 @@ namespace QuantLib {
              i != calibrationPoints_.rend(); ++i, --idx) {
 
             ext::shared_ptr<CustomSmileSection> mfSec;
-            if (modelSettings_.adjustments_ & ModelSettings::CustomSmile) {
+            if ((modelSettings_.adjustments_ & ModelSettings::CustomSmile) != 0) {
                 mfSec = ext::dynamic_pointer_cast<CustomSmileSection>(
                     i->second.smileSection_);
                 QL_REQUIRE(mfSec,
@@ -513,8 +513,8 @@ namespace QuantLib {
             Real digital = 0.0, swapRate, swapRate0;
 
             for (int c = 0;
-                 c == 0 || (c == 1 && (modelSettings_.adjustments_ &
-                                       ModelSettings::AdjustDigitals));
+                 c == 0 ||
+                 (c == 1 && ((modelSettings_.adjustments_ & ModelSettings::AdjustDigitals) != 0));
                  c++) {
 
                 if (c == 1) {
@@ -573,8 +573,7 @@ namespace QuantLib {
                     digital += integral * numeraire0 * digitalsCorrectionFactor;
 
                     bool check = true;
-                    if (modelSettings_.adjustments_ &
-                        ModelSettings::CustomSmile) {
+                    if ((modelSettings_.adjustments_ & ModelSettings::CustomSmile) != 0) {
                         swapRate = mfSec->inverseDigitalCall(
                             digital, i->second.annuity_);
                     } else if (digital >= i->second.minRateDigital_) {
@@ -610,7 +609,7 @@ namespace QuantLib {
                 }
             }
 
-            if (modelSettings_.adjustments_ & ModelSettings::AdjustYts) {
+            if ((modelSettings_.adjustments_ & ModelSettings::AdjustYts) != 0) {
                 numeraire_[idx]->update();
                 Real modelDeflatedZerobond = deflatedZerobond(times_[idx], 0.0);
                 Real marketDeflatedZerobond =
@@ -888,42 +887,38 @@ namespace QuantLib {
         out << "Digital gap          : " << m.settings_.digitalGap_
             << std::endl;
         out << "Adjustments          : "
+            << ((m.settings_.adjustments_ & MarkovFunctional::ModelSettings::AdjustDigitals) != 0 ?
+                    "Digitals " :
+                    "")
+            << ((m.settings_.adjustments_ & MarkovFunctional::ModelSettings::AdjustYts) != 0 ?
+                    "Yts " :
+                    "")
             << ((m.settings_.adjustments_ &
-                        MarkovFunctional::ModelSettings::AdjustDigitals)
-                    ? "Digitals "
-                    : "")
+                 MarkovFunctional::ModelSettings::ExtrapolatePayoffFlat) != 0 ?
+                    "FlatPayoffExt " :
+                    "")
             << ((m.settings_.adjustments_ &
-                        MarkovFunctional::ModelSettings::AdjustYts)
-                                  ? "Yts "
-                                  : "")
+                 MarkovFunctional::ModelSettings::NoPayoffExtrapolation) != 0 ?
+                    "NoPayoffExt " :
+                    "")
+            << ((m.settings_.adjustments_ & MarkovFunctional::ModelSettings::KahaleSmile) != 0 ?
+                    "Kahale " :
+                    "")
             << ((m.settings_.adjustments_ &
-                        MarkovFunctional::ModelSettings::ExtrapolatePayoffFlat)
-                    ? "FlatPayoffExt "
-                    : "")
+                 MarkovFunctional::ModelSettings::SmileExponentialExtrapolation) != 0 ?
+                    "SmileExp " :
+                    "")
+            << ((m.settings_.adjustments_ & MarkovFunctional::ModelSettings::KahaleInterpolation) !=
+                        0 ?
+                    "KahaleInt " :
+                    "")
             << ((m.settings_.adjustments_ &
-                        MarkovFunctional::ModelSettings::NoPayoffExtrapolation)
-                    ? "NoPayoffExt "
-                    : "")
-            << ((m.settings_.adjustments_ &
-                        MarkovFunctional::ModelSettings::KahaleSmile)
-                    ? "Kahale "
-                    : "")
-            << ((m.settings_.adjustments_ & MarkovFunctional::ModelSettings::
-                                                SmileExponentialExtrapolation)
-                    ? "SmileExp "
-                    : "")
-            << ((m.settings_.adjustments_ &
-                        MarkovFunctional::ModelSettings::KahaleInterpolation)
-                    ? "KahaleInt "
-                    : "")
-            << ((m.settings_.adjustments_ & MarkovFunctional::ModelSettings::
-                                                   SmileDeleteArbitragePoints)
-                    ? "SmileDelArb "
-                    : "")
-            << ((m.settings_.adjustments_ &
-                        MarkovFunctional::ModelSettings::SabrSmile)
-                    ? "Sabr"
-                    : "")
+                 MarkovFunctional::ModelSettings::SmileDeleteArbitragePoints) != 0 ?
+                    "SmileDelArb " :
+                    "")
+            << ((m.settings_.adjustments_ & MarkovFunctional::ModelSettings::SabrSmile) != 0 ?
+                    "Sabr" :
+                    "")
             << std::endl;
         out << "Smile moneyness checkpoints: ";
         for (Size i = 0; i < m.settings_.smileMoneynessCheckpoints_.size(); i++)
@@ -934,7 +929,7 @@ namespace QuantLib {
 
         QL_REQUIRE(!m.dirty_, "model outputs are dirty");
 
-        if (m.expiries_.size() == 0)
+        if (m.expiries_.empty())
             return out; // no trace information was collected so no output
         out << std::endl;
         out << "Messages:" << std::endl;
diff --git a/ql/models/shortrate/onefactormodels/markovfunctional.hpp b/ql/models/shortrate/onefactormodels/markovfunctional.hpp
index 9ba91899cd6..48fd7a3ff19 100644
--- a/ql/models/shortrate/onefactormodels/markovfunctional.hpp
+++ b/ql/models/shortrate/onefactormodels/markovfunctional.hpp
@@ -101,17 +101,14 @@ namespace QuantLib {
 
         class CustomSmileSection : public SmileSection {
         public:
-            virtual Real
-            inverseDigitalCall(const Real price,
-                               const Real discount = 1.0) const = 0;
+          virtual Real inverseDigitalCall(Real price, Real discount = 1.0) const = 0;
         };
 
         class CustomSmileFactory {
         public:
             virtual ~CustomSmileFactory() {}
             virtual ext::shared_ptr<CustomSmileSection>
-            smileSection(const ext::shared_ptr<SmileSection>& source,
-                         const Real atm) const = 0;
+            smileSection(const ext::shared_ptr<SmileSection>& source, Real atm) const = 0;
         };
 
         struct ModelSettings {
@@ -305,27 +302,25 @@ namespace QuantLib {
         };
 
         // Constructor for a swaption smile calibrated model
-        MarkovFunctional(const Handle<YieldTermStructure> &termStructure,
-                         const Real reversion,
-                         const std::vector<Date> &volstepdates,
-                         const std::vector<Real> &volatilities,
-                         const Handle<SwaptionVolatilityStructure> &swaptionVol,
-                         const std::vector<Date> &swaptionExpiries,
-                         const std::vector<Period> &swaptionTenors,
-                         const ext::shared_ptr<SwapIndex> &swapIndexBase,
-                         const MarkovFunctional::ModelSettings &modelSettings =
-                             ModelSettings());
+        MarkovFunctional(const Handle<YieldTermStructure>& termStructure,
+                         Real reversion,
+                         const std::vector<Date>& volstepdates,
+                         const std::vector<Real>& volatilities,
+                         const Handle<SwaptionVolatilityStructure>& swaptionVol,
+                         const std::vector<Date>& swaptionExpiries,
+                         const std::vector<Period>& swaptionTenors,
+                         const ext::shared_ptr<SwapIndex>& swapIndexBase,
+                         const MarkovFunctional::ModelSettings& modelSettings = ModelSettings());
 
         // Constructor for a caplet smile calibrated model
-        MarkovFunctional(const Handle<YieldTermStructure> &termStructure,
-                         const Real reversion,
-                         const std::vector<Date> &volstepdates,
-                         const std::vector<Real> &volatilities,
-                         const Handle<OptionletVolatilityStructure> &capletVol,
-                         const std::vector<Date> &capletExpiries,
-                         const ext::shared_ptr<IborIndex> &iborIndex,
-                         const MarkovFunctional::ModelSettings &modelSettings =
-                             ModelSettings());
+        MarkovFunctional(const Handle<YieldTermStructure>& termStructure,
+                         Real reversion,
+                         const std::vector<Date>& volstepdates,
+                         const std::vector<Real>& volatilities,
+                         const Handle<OptionletVolatilityStructure>& capletVol,
+                         const std::vector<Date>& capletExpiries,
+                         const ext::shared_ptr<IborIndex>& iborIndex,
+                         const MarkovFunctional::ModelSettings& modelSettings = ModelSettings());
 
         const ModelSettings &modelSettings() const { return modelSettings_; }
         const ModelOutputs &modelOutputs() const;
@@ -342,10 +337,9 @@ namespace QuantLib {
             const std::vector<Real> &weights = std::vector<Real>(),
             const std::vector<bool> &fixParameters = std::vector<bool>()) {
 
-            CalibratedModel::calibrate(helpers, method, endCriteria, constraint,
-                                       weights, fixParameters.size() == 0
-                                                    ? FixedFirstVolatility()
-                                                    : fixParameters);
+            CalibratedModel::calibrate(helpers, method, endCriteria, constraint, weights,
+                                       fixParameters.empty() ? FixedFirstVolatility() :
+                                                               fixParameters);
         }
 
         // VC++ warns when overriding a deprecated method
@@ -388,12 +382,9 @@ namespace QuantLib {
         }
 
       protected:
+        Real numeraireImpl(Time t, Real y, const Handle<YieldTermStructure>& yts) const;
 
-        Real numeraireImpl(const Time t, const Real y,
-                           const Handle<YieldTermStructure> &yts) const;
-
-        Real zerobondImpl(const Time T, const Time t, const Real y,
-                          const Handle<YieldTermStructure> &yts) const;
+        Real zerobondImpl(Time T, Time t, Real y, const Handle<YieldTermStructure>& yts) const;
 
         void generateArguments() {
             // if calculate triggers performCalculations, updateNumeraireTabulations
@@ -431,24 +422,21 @@ namespace QuantLib {
                                           const Period &tenor);
         void makeCapletCalibrationPoint(const Date &expiry);
 
-        Real marketSwapRate(const Date &expiry, const CalibrationPoint &p,
-                            const Real digitalPrice,
-                            const Real guess = 0.03,
-                            const Real shift = 0.0) const;
-        Real marketDigitalPrice(const Date &expiry,
-                                const CalibrationPoint &p,
-                                const Option::Type &type,
-                                const Real strike) const;
-
-        const Disposable<Array>
-        deflatedZerobondArray(const Time T, const Time t, const Array &y) const;
-        const Disposable<Array> numeraireArray(const Time t,
-                                               const Array &y) const;
-        const Disposable<Array> zerobondArray(const Time T, const Time t,
-                                              const Array &y) const;
-
-        Real deflatedZerobond(const Time T, const Time t = 0.0,
-                              const Real y = 0.0) const;
+        Real marketSwapRate(const Date& expiry,
+                            const CalibrationPoint& p,
+                            Real digitalPrice,
+                            Real guess = 0.03,
+                            Real shift = 0.0) const;
+        Real marketDigitalPrice(const Date& expiry,
+                                const CalibrationPoint& p,
+                                const Option::Type& type,
+                                Real strike) const;
+
+        const Disposable<Array> deflatedZerobondArray(Time T, Time t, const Array& y) const;
+        const Disposable<Array> numeraireArray(Time t, const Array& y) const;
+        const Disposable<Array> zerobondArray(Time T, Time t, const Array& y) const;
+
+        Real deflatedZerobond(Time T, Time t = 0.0, Real y = 0.0) const;
 
         // the following methods (tagged internal) are indended only to produce
         // the volatility diagnostics in the model outputs
@@ -457,39 +445,46 @@ namespace QuantLib {
         // for this purpose
 
         Real forwardRateInternal(
-            const Date &fixing, const Date &referenceDate = Null<Date>(),
-            const Real y = 0.0, const bool zeroFixingDays = false,
-            ext::shared_ptr<IborIndex> iborIdx =
-                ext::shared_ptr<IborIndex>()) const;
-
-        Real swapRateInternal(const Date &fixing, const Period &tenor,
-                              const Date &referenceDate = Null<Date>(),
-                              const Real y = 0.0,
-                              const bool zeroFixingDays = false,
-                              ext::shared_ptr<SwapIndex> swapIdx =
-                                        ext::shared_ptr<SwapIndex>()) const;
+            const Date& fixing,
+            const Date& referenceDate = Null<Date>(),
+            Real y = 0.0,
+            bool zeroFixingDays = false,
+            ext::shared_ptr<IborIndex> iborIdx = ext::shared_ptr<IborIndex>()) const;
 
         Real
-        swapAnnuityInternal(const Date &fixing, const Period &tenor,
-                            const Date &referenceDate = Null<Date>(),
-                            const Real y = 0.0,
-                            const bool zeroFixingDays = false,
-                            ext::shared_ptr<SwapIndex> swapIdx =
-                                ext::shared_ptr<SwapIndex>()) const;
+        swapRateInternal(const Date& fixing,
+                         const Period& tenor,
+                         const Date& referenceDate = Null<Date>(),
+                         Real y = 0.0,
+                         bool zeroFixingDays = false,
+                         ext::shared_ptr<SwapIndex> swapIdx = ext::shared_ptr<SwapIndex>()) const;
+
+        Real swapAnnuityInternal(
+            const Date& fixing,
+            const Period& tenor,
+            const Date& referenceDate = Null<Date>(),
+            Real y = 0.0,
+            bool zeroFixingDays = false,
+            ext::shared_ptr<SwapIndex> swapIdx = ext::shared_ptr<SwapIndex>()) const;
 
         Real capletPriceInternal(
-            const Option::Type &type, const Date &expiry, const Rate strike,
-            const Date &referenceDate = Null<Date>(), const Real y = 0.0,
-            const bool zeroFixingDays = false,
-            ext::shared_ptr<IborIndex> iborIdx =
-                ext::shared_ptr<IborIndex>()) const;
+            const Option::Type& type,
+            const Date& expiry,
+            Rate strike,
+            const Date& referenceDate = Null<Date>(),
+            Real y = 0.0,
+            bool zeroFixingDays = false,
+            ext::shared_ptr<IborIndex> iborIdx = ext::shared_ptr<IborIndex>()) const;
 
         Real swaptionPriceInternal(
-            const Option::Type &type, const Date &expiry, const Period &tenor,
-            const Rate strike, const Date &referenceDate = Null<Date>(),
-            const Real y = 0.0, const bool zeroFixingDays = false,
-            ext::shared_ptr<SwapIndex> swapIdx =
-                ext::shared_ptr<SwapIndex>()) const;
+            const Option::Type& type,
+            const Date& expiry,
+            const Period& tenor,
+            Rate strike,
+            const Date& referenceDate = Null<Date>(),
+            Real y = 0.0,
+            bool zeroFixingDays = false,
+            ext::shared_ptr<SwapIndex> swapIdx = ext::shared_ptr<SwapIndex>()) const;
 
         class ZeroHelper;
         friend class ZeroHelper;
diff --git a/ql/patterns/observable.cpp b/ql/patterns/observable.cpp
index e575733cea3..4ce4edbec1a 100644
--- a/ql/patterns/observable.cpp
+++ b/ql/patterns/observable.cpp
@@ -30,7 +30,7 @@ namespace QuantLib {
         updatesDeferred_ = false;
 
         // if there are outstanding deferred updates, do the notification
-        if (deferredObservers_.size()) {
+        if (!deferredObservers_.empty()) {
             bool successful = true;
             std::string errMsg;
 
@@ -59,8 +59,7 @@ namespace QuantLib {
             // if updates are only deferred, flag this for later notification
             // these are held centrally by the settings singleton
             settings_.registerDeferredObservers(observers_);
-        }
-        else if (observers_.size()) {
+        } else if (!observers_.empty()) {
             bool successful = true;
             std::string errMsg;
             for (iterator i=observers_.begin(); i!=observers_.end(); ++i) {
diff --git a/ql/patterns/observable.hpp b/ql/patterns/observable.hpp
index 5898b3b12e3..7cad07d110e 100644
--- a/ql/patterns/observable.hpp
+++ b/ql/patterns/observable.hpp
@@ -208,7 +208,7 @@ namespace QuantLib {
 
     inline std::pair<Observer::iterator, bool>
     Observer::registerWith(const ext::shared_ptr<Observable>& h) {
-        if (h) {
+        if (h != 0) {
             h->registerObserver(this);
             return observables_.insert(h);
         }
@@ -217,7 +217,7 @@ namespace QuantLib {
 
     inline void
     Observer::registerWithObservables(const ext::shared_ptr<Observer> &o) {
-        if (o) {
+        if (o != 0) {
             iterator i;
             for (i = o->observables_.begin(); i != o->observables_.end(); ++i)
                 registerWith(*i);
@@ -226,7 +226,7 @@ namespace QuantLib {
 
     inline
     Size Observer::unregisterWith(const ext::shared_ptr<Observable>& h) {
-        if (h)
+        if (h != 0)
             h->unregisterObserver(this);
         return observables_.erase(h);
     }
diff --git a/ql/prices.hpp b/ql/prices.hpp
index 814e41e4f0e..b84964eec9d 100644
--- a/ql/prices.hpp
+++ b/ql/prices.hpp
@@ -51,16 +51,12 @@ namespace QuantLib {
     /*! return the MidEquivalent price, i.e. the mid if available,
         or a suitable substitute if the proper mid is not available
     */
-    Real midEquivalent(const Real bid,
-                       const Real ask,
-                       const Real last,
-                       const Real close);
+    Real midEquivalent(Real bid, Real ask, Real last, Real close);
 
     /*! return the MidSafe price, i.e. the mid only if
         both bid and ask prices are available
     */
-    Real midSafe(const Real bid,
-                 const Real ask);
+    Real midSafe(Real bid, Real ask);
 
     //! interval price
     class IntervalPrice {
diff --git a/ql/pricingengines/americanpayoffatexpiry.cpp b/ql/pricingengines/americanpayoffatexpiry.cpp
index be315091e79..8fdae828c3a 100644
--- a/ql/pricingengines/americanpayoffatexpiry.cpp
+++ b/ql/pricingengines/americanpayoffatexpiry.cpp
@@ -52,14 +52,14 @@ namespace QuantLib {
         // binary cash-or-nothing payoff?
         ext::shared_ptr<CashOrNothingPayoff> coo =
             ext::dynamic_pointer_cast<CashOrNothingPayoff>(payoff);
-        if (coo) {
+        if (coo != 0) {
             K_ = coo->cashPayoff();
         }
 
         // binary asset-or-nothing payoff?
         ext::shared_ptr<AssetOrNothingPayoff> aoo =
             ext::dynamic_pointer_cast<AssetOrNothingPayoff>(payoff);
-        if (aoo) {
+        if (aoo != 0) {
             K_ = forward_;
             mu_ += 1.0;
         }
diff --git a/ql/pricingengines/americanpayoffathit.cpp b/ql/pricingengines/americanpayoffathit.cpp
index 637f79c7b5f..9895bc9962f 100644
--- a/ql/pricingengines/americanpayoffathit.cpp
+++ b/ql/pricingengines/americanpayoffathit.cpp
@@ -137,7 +137,7 @@ namespace QuantLib {
         // Binary Cash-Or-Nothing payoff?
         ext::shared_ptr<CashOrNothingPayoff> coo =
             ext::dynamic_pointer_cast<CashOrNothingPayoff>(payoff);
-        if (coo) {
+        if (coo != 0) {
             K_ = coo->cashPayoff();
             DKDstrike_ = 0.0;
         }
@@ -145,7 +145,7 @@ namespace QuantLib {
         // Binary Asset-Or-Nothing payoff?
         ext::shared_ptr<AssetOrNothingPayoff> aoo =
             ext::dynamic_pointer_cast<AssetOrNothingPayoff>(payoff);
-        if (aoo) {
+        if (aoo != 0) {
             if (inTheMoney_) {
                 K_ = spot_;
                 DKDstrike_ = 0.0;
diff --git a/ql/pricingengines/asian/fdblackscholesasianengine.cpp b/ql/pricingengines/asian/fdblackscholesasianengine.cpp
index dd6484b2f69..b42c349835f 100644
--- a/ql/pricingengines/asian/fdblackscholesasianengine.cpp
+++ b/ql/pricingengines/asian/fdblackscholesasianengine.cpp
@@ -33,13 +33,12 @@ namespace QuantLib {
 
 
     FdBlackScholesAsianEngine::FdBlackScholesAsianEngine(
-            const ext::shared_ptr<GeneralizedBlackScholesProcess>& process,
-            Size tGrid, Size xGrid, Size aGrid, 
-            const FdmSchemeDesc& schemeDesc)
-    : GenericEngine<DiscreteAveragingAsianOption::arguments,
-                    DiscreteAveragingAsianOption::results>(),
-      process_(process), tGrid_(tGrid), xGrid_(xGrid), aGrid_(aGrid),
-      schemeDesc_(schemeDesc) {}
+        const ext::shared_ptr<GeneralizedBlackScholesProcess>& process,
+        Size tGrid,
+        Size xGrid,
+        Size aGrid,
+        const FdmSchemeDesc& schemeDesc)
+    : process_(process), tGrid_(tGrid), xGrid_(xGrid), aGrid_(aGrid), schemeDesc_(schemeDesc) {}
 
 
     void FdBlackScholesAsianEngine::calculate() const {
diff --git a/ql/pricingengines/barrier/analyticbinarybarrierengine.cpp b/ql/pricingengines/barrier/analyticbinarybarrierengine.cpp
index cc48ad91bf1..6c16dca0ed5 100644
--- a/ql/pricingengines/barrier/analyticbinarybarrierengine.cpp
+++ b/ql/pricingengines/barrier/analyticbinarybarrierengine.cpp
@@ -163,14 +163,14 @@ namespace QuantLib {
         // binary cash-or-nothing payoff?
         ext::shared_ptr<CashOrNothingPayoff> coo =
             ext::dynamic_pointer_cast<CashOrNothingPayoff>(payoff_);
-        if (coo) {
+        if (coo != 0) {
             K = coo->cashPayoff();
         }
 
         // binary asset-or-nothing payoff?
         ext::shared_ptr<AssetOrNothingPayoff> aoo =
             ext::dynamic_pointer_cast<AssetOrNothingPayoff>(payoff_);
-        if (aoo) {
+        if (aoo != 0) {
             mu += 1.0; 
             K = spot * dividendDiscount / discount; // forward
         }
diff --git a/ql/pricingengines/basket/mcamericanbasketengine.cpp b/ql/pricingengines/basket/mcamericanbasketengine.cpp
index e100f14c11a..9fdb0c18a5b 100644
--- a/ql/pricingengines/basket/mcamericanbasketengine.cpp
+++ b/ql/pricingengines/basket/mcamericanbasketengine.cpp
@@ -50,7 +50,7 @@ namespace QuantLib {
         const ext::shared_ptr<StrikedTypePayoff> strikePayoff
             = ext::dynamic_pointer_cast<StrikedTypePayoff>(basketPayoff->basePayoff());
 
-        if (strikePayoff) {
+        if (strikePayoff != 0) {
             scalingValue_/=strikePayoff->strike();
         }
 
diff --git a/ql/pricingengines/basket/stulzengine.cpp b/ql/pricingengines/basket/stulzengine.cpp
index 8d9b83f97cd..ea4a9edcd65 100644
--- a/ql/pricingengines/basket/stulzengine.cpp
+++ b/ql/pricingengines/basket/stulzengine.cpp
@@ -152,7 +152,7 @@ namespace QuantLib {
         Real forward2 = process2_->stateVariable()->value() *
             dividendDiscount2 / riskFreeDiscount;
 
-        if (max_basket) {
+        if (max_basket != 0) {
             switch (payoff->optionType()) {
               // euro call on a two asset max basket
               case Option::Call:
@@ -176,7 +176,7 @@ namespace QuantLib {
               default:
                 QL_FAIL("unknown option type");
             }
-        } else if (min_basket) {
+        } else if (min_basket != 0) {
             switch (payoff->optionType()) {
               // euro call on a two asset min basket
               case Option::Call:
diff --git a/ql/pricingengines/bond/discountingbondengine.cpp b/ql/pricingengines/bond/discountingbondengine.cpp
index 696c2c8996f..af84b89536f 100644
--- a/ql/pricingengines/bond/discountingbondengine.cpp
+++ b/ql/pricingengines/bond/discountingbondengine.cpp
@@ -37,10 +37,9 @@ namespace QuantLib {
 
         results_.valuationDate = (*discountCurve_)->referenceDate();
 
-        bool includeRefDateFlows =
-            includeSettlementDateFlows_ ?
-            *includeSettlementDateFlows_ :
-            Settings::instance().includeReferenceDateEvents();
+        bool includeRefDateFlows = includeSettlementDateFlows_ ? // NOLINT(readability-implicit-bool-conversion)
+                                       *includeSettlementDateFlows_ :
+                                       Settings::instance().includeReferenceDateEvents();
 
         results_.value = CashFlows::npv(arguments_.cashflows,
                                         **discountCurve_,
diff --git a/ql/pricingengines/capfloor/analyticcapfloorengine.cpp b/ql/pricingengines/capfloor/analyticcapfloorengine.cpp
index 7c70796b058..95799d6924e 100644
--- a/ql/pricingengines/capfloor/analyticcapfloorengine.cpp
+++ b/ql/pricingengines/capfloor/analyticcapfloorengine.cpp
@@ -40,7 +40,7 @@ namespace QuantLib {
 
         ext::shared_ptr<TermStructureConsistentModel> tsmodel =
             ext::dynamic_pointer_cast<TermStructureConsistentModel>(*model_);
-        if (tsmodel) {
+        if (tsmodel != 0) {
             referenceDate = tsmodel->termStructure()->referenceDate();
             dayCounter = tsmodel->termStructure()->dayCounter();
         } else {
@@ -57,7 +57,7 @@ namespace QuantLib {
         if (referenceDate == Settings::instance().evaluationDate()) {
             boost::optional<bool> includeTodaysPayments =
                 Settings::instance().includeTodaysCashFlows();
-            if (includeTodaysPayments)
+            if (includeTodaysPayments) // NOLINT(readability-implicit-bool-conversion)
                 includeRefDatePayments = *includeTodaysPayments;
         }
 
diff --git a/ql/pricingengines/capfloor/treecapfloorengine.cpp b/ql/pricingengines/capfloor/treecapfloorengine.cpp
index 171c1b68dea..ef55923ed24 100644
--- a/ql/pricingengines/capfloor/treecapfloorengine.cpp
+++ b/ql/pricingengines/capfloor/treecapfloorengine.cpp
@@ -52,7 +52,7 @@ namespace QuantLib {
 
         ext::shared_ptr<TermStructureConsistentModel> tsmodel =
             ext::dynamic_pointer_cast<TermStructureConsistentModel>(*model_);
-        if (tsmodel) {
+        if (tsmodel != 0) {
             referenceDate = tsmodel->termStructure()->referenceDate();
             dayCounter = tsmodel->termStructure()->dayCounter();
         } else {
@@ -63,7 +63,7 @@ namespace QuantLib {
         DiscretizedCapFloor capfloor(arguments_, referenceDate, dayCounter);
         ext::shared_ptr<Lattice> lattice;
 
-        if (lattice_) {
+        if (lattice_ != 0) {
             lattice = lattice_;
         } else {
             std::vector<Time> times = capfloor.mandatoryTimes();
diff --git a/ql/pricingengines/credit/integralcdsengine.cpp b/ql/pricingengines/credit/integralcdsengine.cpp
index 47164929018..177272f36a4 100644
--- a/ql/pricingengines/credit/integralcdsengine.cpp
+++ b/ql/pricingengines/credit/integralcdsengine.cpp
@@ -76,11 +76,9 @@ namespace QuantLib {
         }
 
         results_.accrualRebateNPV = 0.;
-        if(arguments_.accrualRebate &&
-           arguments_.accrualRebate->amount() != 0. &&
-           !arguments_.accrualRebate->hasOccurred(
-                                              settlementDate,
-                                              includeSettlementDateFlows_)) {
+        // NOLINTNEXTLINE(readability-implicit-bool-conversion)
+        if (arguments_.accrualRebate && arguments_.accrualRebate->amount() != 0. &&
+            !arguments_.accrualRebate->hasOccurred(settlementDate, includeSettlementDateFlows_)) {
             results_.accrualRebateNPV = nonKnockOut *
                 discountCurve_->discount(arguments_.accrualRebate->date()) *
                 arguments_.accrualRebate->amount();
@@ -203,6 +201,7 @@ namespace QuantLib {
             results_.couponLegBPS = Null<Rate>();
         }
 
+        // NOLINTNEXTLINE(readability-implicit-bool-conversion)
         if (arguments_.upfront && *arguments_.upfront != 0.0) {
             results_.upfrontBPS =
                 results_.upfrontNPV*basisPoint/(*arguments_.upfront);
diff --git a/ql/pricingengines/credit/isdacdsengine.cpp b/ql/pricingengines/credit/isdacdsengine.cpp
index 9a08e17198c..e0842211e11 100644
--- a/ql/pricingengines/credit/isdacdsengine.cpp
+++ b/ql/pricingengines/credit/isdacdsengine.cpp
@@ -295,16 +295,15 @@ namespace QuantLib {
         }
 
         results_.accrualRebateNPV = 0.;
-        if (arguments_.accrualRebate &&
-            arguments_.accrualRebate->amount() != 0. &&
-            !arguments_.accrualRebate->hasOccurred(
-                evalDate, includeSettlementDateFlows_)) {
+        // NOLINTNEXTLINE(readability-implicit-bool-conversion)
+        if (arguments_.accrualRebate && arguments_.accrualRebate->amount() != 0. &&
+            !arguments_.accrualRebate->hasOccurred(evalDate, includeSettlementDateFlows_)) {
             results_.accrualRebateNPV =
                 discountCurve_->discount(arguments_.accrualRebate->date()) *
                 arguments_.accrualRebate->amount();
         }
 
-        Real upfrontSign = Protection::Seller ? 1.0 : -1.0;
+        Real upfrontSign = Protection::Seller != 0u ? 1.0 : -1.0;
 
         if (arguments_.side == Protection::Seller) {
             results_.defaultLegNPV *= -1.0;
@@ -346,6 +345,7 @@ namespace QuantLib {
             results_.couponLegBPS = Null<Rate>();
         }
 
+        // NOLINTNEXTLINE(readability-implicit-bool-conversion)
         if (arguments_.upfront && *arguments_.upfront != 0.0) {
             results_.upfrontBPS =
                 results_.upfrontNPV * basisPoint / (*arguments_.upfront);
diff --git a/ql/pricingengines/credit/isdacdsengine.hpp b/ql/pricingengines/credit/isdacdsengine.hpp
index 3723b1335bc..12a03b9d4f2 100644
--- a/ql/pricingengines/credit/isdacdsengine.hpp
+++ b/ql/pricingengines/credit/isdacdsengine.hpp
@@ -94,14 +94,13 @@ namespace QuantLib {
             provide the evaluation date's fixing.
         */
 
-        IsdaCdsEngine(
-            const Handle<DefaultProbabilityTermStructure> &probability,
-            Real recoveryRate,
-            const Handle<YieldTermStructure> &discountCurve,
-            boost::optional<bool> includeSettlementDateFlows = boost::none,
-            const NumericalFix numericalFix = Taylor,
-            const AccrualBias accrualBias = HalfDayBias,
-            const ForwardsInCouponPeriod forwardsInCouponPeriod = Piecewise);
+        IsdaCdsEngine(const Handle<DefaultProbabilityTermStructure>& probability,
+                      Real recoveryRate,
+                      const Handle<YieldTermStructure>& discountCurve,
+                      boost::optional<bool> includeSettlementDateFlows = boost::none,
+                      NumericalFix numericalFix = Taylor,
+                      AccrualBias accrualBias = HalfDayBias,
+                      ForwardsInCouponPeriod forwardsInCouponPeriod = Piecewise);
 
         const Handle<YieldTermStructure> isdaRateCurve() const {
             return discountCurve_;
diff --git a/ql/pricingengines/credit/midpointcdsengine.cpp b/ql/pricingengines/credit/midpointcdsengine.cpp
index 8cf484fc3cc..2599b03080f 100644
--- a/ql/pricingengines/credit/midpointcdsengine.cpp
+++ b/ql/pricingengines/credit/midpointcdsengine.cpp
@@ -75,11 +75,9 @@ namespace QuantLib {
         }
 
         results_.accrualRebateNPV = 0.;
-        if(arguments_.accrualRebate &&
-           arguments_.accrualRebate->amount() != 0. &&
-           !arguments_.accrualRebate->hasOccurred(
-                                              settlementDate,
-                                              includeSettlementDateFlows_)) {
+        // NOLINTNEXTLINE(readability-implicit-bool-conversion)
+        if (arguments_.accrualRebate && arguments_.accrualRebate->amount() != 0. &&
+            !arguments_.accrualRebate->hasOccurred(settlementDate, includeSettlementDateFlows_)) {
             results_.accrualRebateNPV = nonKnockOut *
                 discountCurve_->discount(arguments_.accrualRebate->date()) *
                 arguments_.accrualRebate->amount();
@@ -195,6 +193,7 @@ namespace QuantLib {
             results_.couponLegBPS = Null<Rate>();
         }
 
+        // NOLINTNEXTLINE(readability-implicit-bool-conversion)
         if (arguments_.upfront && *arguments_.upfront != 0.0) {
             results_.upfrontBPS =
                 results_.upfrontNPV*basisPoint/(*arguments_.upfront);
diff --git a/ql/pricingengines/forward/replicatingvarianceswapengine.hpp b/ql/pricingengines/forward/replicatingvarianceswapengine.hpp
index e3255ec506a..4a62e185b47 100644
--- a/ql/pricingengines/forward/replicatingvarianceswapengine.hpp
+++ b/ql/pricingengines/forward/replicatingvarianceswapengine.hpp
@@ -54,9 +54,9 @@ namespace QuantLib {
       protected:
         // helper methods
         void computeOptionWeights(const std::vector<Real>&,
-                                  const Option::Type,
+                                  Option::Type,
                                   weights_type& optionWeights) const;
-        Real computeLogPayoff(const Real, const Real) const;
+        Real computeLogPayoff(Real, Real) const;
         Real computeReplicatingPortfolio(
                                      const weights_type& optionWeights) const;
         Rate riskFreeRate() const;
diff --git a/ql/pricingengines/lookback/mclookbackengine.cpp b/ql/pricingengines/lookback/mclookbackengine.cpp
index 2362d2f7cd4..046ed236715 100644
--- a/ql/pricingengines/lookback/mclookbackengine.cpp
+++ b/ql/pricingengines/lookback/mclookbackengine.cpp
@@ -38,7 +38,7 @@ namespace QuantLib {
         LookbackPartialFixedPathPricer(Time lookbackStart,
                                        Option::Type type,
                                        Real strike,
-                                       const DiscountFactor discount);
+                                       DiscountFactor discount);
         Real operator()(const Path& path) const;
       private:
         Time lookbackStart_;
diff --git a/ql/pricingengines/mclongstaffschwartzengine.hpp b/ql/pricingengines/mclongstaffschwartzengine.hpp
index b4190de1013..011364d41af 100644
--- a/ql/pricingengines/mclongstaffschwartzengine.hpp
+++ b/ql/pricingengines/mclongstaffschwartzengine.hpp
@@ -114,42 +114,39 @@ namespace QuantLib {
             mcModelCalibration_;
     };
 
-    template <class GenericEngine, template <class> class MC,
-              class RNG, class S, class RNG_Calibration>
-    inline MCLongstaffSchwartzEngine<GenericEngine,MC,RNG,S,RNG_Calibration>::
-    MCLongstaffSchwartzEngine(
-            const ext::shared_ptr<StochasticProcess>& process,
-            Size timeSteps,
-            Size timeStepsPerYear,
-            bool brownianBridge,
-            bool antitheticVariate,
-            bool controlVariate,
-            Size requiredSamples,
-            Real requiredTolerance,
-            Size maxSamples,
-            BigNatural seed,
-            Size nCalibrationSamples,
-            boost::optional<bool> brownianBridgeCalibration,
-            boost::optional<bool> antitheticVariateCalibration,
-            BigNatural seedCalibration)
-    : McSimulation<MC,RNG,S> (antitheticVariate, controlVariate),
-      process_            (process),
-      timeSteps_          (timeSteps),
-      timeStepsPerYear_   (timeStepsPerYear),
-      brownianBridge_     (brownianBridge),
-      requiredSamples_    (requiredSamples),
-      requiredTolerance_  (requiredTolerance),
-      maxSamples_         (maxSamples),
-      seed_               (seed),
-      nCalibrationSamples_( (nCalibrationSamples == Null<Size>())
-                            ? 2048 : nCalibrationSamples),
-      brownianBridgeCalibration_ (brownianBridgeCalibration ?
-                                  *brownianBridgeCalibration : brownianBridge),
-      antitheticVariateCalibration_(antitheticVariateCalibration ?
-                                    *antitheticVariateCalibration : antitheticVariate),
-      seedCalibration_(seedCalibration != Null<Real>() ?
-                         seedCalibration : (seed == 0 ? 0 : seed+1768237423L))
-    {
+    template <class GenericEngine,
+              template <class> class MC,
+              class RNG,
+              class S,
+              class RNG_Calibration>
+    inline MCLongstaffSchwartzEngine<GenericEngine, MC, RNG, S, RNG_Calibration>::
+        MCLongstaffSchwartzEngine(const ext::shared_ptr<StochasticProcess>& process,
+                                  Size timeSteps,
+                                  Size timeStepsPerYear,
+                                  bool brownianBridge,
+                                  bool antitheticVariate,
+                                  bool controlVariate,
+                                  Size requiredSamples,
+                                  Real requiredTolerance,
+                                  Size maxSamples,
+                                  BigNatural seed,
+                                  Size nCalibrationSamples,
+                                  boost::optional<bool> brownianBridgeCalibration,
+                                  boost::optional<bool> antitheticVariateCalibration,
+                                  BigNatural seedCalibration)
+    : McSimulation<MC, RNG, S>(antitheticVariate, controlVariate), process_(process),
+      timeSteps_(timeSteps), timeStepsPerYear_(timeStepsPerYear), brownianBridge_(brownianBridge),
+      requiredSamples_(requiredSamples), requiredTolerance_(requiredTolerance),
+      maxSamples_(maxSamples), seed_(seed),
+      nCalibrationSamples_((nCalibrationSamples == Null<Size>()) ? 2048 : nCalibrationSamples),
+      // NOLINTNEXTLINE(readability-implicit-bool-conversion)
+      brownianBridgeCalibration_(brownianBridgeCalibration ? *brownianBridgeCalibration :
+                                                                  brownianBridge),
+      antitheticVariateCalibration_(
+          // NOLINTNEXTLINE(readability-implicit-bool-conversion)
+          antitheticVariateCalibration ? *antitheticVariateCalibration : antitheticVariate),
+      seedCalibration_(seedCalibration != Null<Real>() ? seedCalibration :
+                                                         (seed == 0 ? 0 : seed + 1768237423L)) {
         QL_REQUIRE(timeSteps != Null<Size>() ||
                    timeStepsPerYear != Null<Size>(),
                    "no time steps provided");
diff --git a/ql/pricingengines/swap/cvaswapengine.hpp b/ql/pricingengines/swap/cvaswapengine.hpp
index 1f52d3075bf..cd57a122167 100644
--- a/ql/pricingengines/swap/cvaswapengine.hpp
+++ b/ql/pricingengines/swap/cvaswapengine.hpp
@@ -81,14 +81,13 @@ namespace QuantLib {
         @param invstDTS Investor (swap holder) default curve.
         @param invstRecoveryRate Investor recovery rate.
        */
-      CounterpartyAdjSwapEngine(
-          const Handle<YieldTermStructure>& discountCurve,
-          const Volatility blackVol,
-          const Handle<DefaultProbabilityTermStructure>& ctptyDTS,
-          Real ctptyRecoveryRate,
-          const Handle<DefaultProbabilityTermStructure>& invstDTS =
-              Handle<DefaultProbabilityTermStructure>(),
-          Real invstRecoveryRate = 0.999);
+      CounterpartyAdjSwapEngine(const Handle<YieldTermStructure>& discountCurve,
+                                Volatility blackVol,
+                                const Handle<DefaultProbabilityTermStructure>& ctptyDTS,
+                                Real ctptyRecoveryRate,
+                                const Handle<DefaultProbabilityTermStructure>& invstDTS =
+                                    Handle<DefaultProbabilityTermStructure>(),
+                                Real invstRecoveryRate = 0.999);
       /*! Creates an engine with a black volatility model for the 
         exposure. The volatility is given as a quote.
         If the investor default model is not given a default 
diff --git a/ql/pricingengines/swap/discountingswapengine.cpp b/ql/pricingengines/swap/discountingswapengine.cpp
index 4d4ffa68679..edae995bb91 100644
--- a/ql/pricingengines/swap/discountingswapengine.cpp
+++ b/ql/pricingengines/swap/discountingswapengine.cpp
@@ -69,10 +69,9 @@ namespace QuantLib {
         results_.startDiscounts.resize(n);
         results_.endDiscounts.resize(n);
 
-        bool includeRefDateFlows =
-            includeSettlementDateFlows_ ?
-            *includeSettlementDateFlows_ :
-            Settings::instance().includeReferenceDateEvents();
+        bool includeRefDateFlows = includeSettlementDateFlows_ ? // NOLINT(readability-implicit-bool-conversion)
+                                       *includeSettlementDateFlows_ :
+                                       Settings::instance().includeReferenceDateEvents();
 
         for (Size i=0; i<n; ++i) {
             try {
diff --git a/ql/pricingengines/swap/discretizedswap.cpp b/ql/pricingengines/swap/discretizedswap.cpp
index 7452181f35b..cad546d8fec 100644
--- a/ql/pricingengines/swap/discretizedswap.cpp
+++ b/ql/pricingengines/swap/discretizedswap.cpp
@@ -35,6 +35,7 @@ namespace QuantLib {
                                      const Date& referenceDate,
                                      const DayCounter& dayCounter)
     : arguments_(args) {
+        // NOLINTNEXTLINE(readability-implicit-bool-conversion)
         includeTodaysCashFlows_ = Settings::instance().includeTodaysCashFlows() &&
                                   *Settings::instance().includeTodaysCashFlows();
 
diff --git a/ql/pricingengines/swap/treeswapengine.cpp b/ql/pricingengines/swap/treeswapengine.cpp
index e480986a987..fdbce8810e1 100644
--- a/ql/pricingengines/swap/treeswapengine.cpp
+++ b/ql/pricingengines/swap/treeswapengine.cpp
@@ -48,7 +48,7 @@ namespace QuantLib {
 
         ext::shared_ptr<TermStructureConsistentModel> tsmodel =
             ext::dynamic_pointer_cast<TermStructureConsistentModel>(*model_);
-        if (tsmodel) {
+        if (tsmodel != 0) {
             referenceDate = tsmodel->termStructure()->referenceDate();
             dayCounter = tsmodel->termStructure()->dayCounter();
         } else {
@@ -60,7 +60,7 @@ namespace QuantLib {
         std::vector<Time> times = swap.mandatoryTimes();
 
         ext::shared_ptr<Lattice> lattice;
-        if (lattice_) {
+        if (lattice_ != 0) {
             lattice = lattice_;
         } else {
             TimeGrid timeGrid(times.begin(), times.end(), timeSteps_);
diff --git a/ql/pricingengines/swaption/basketgeneratingengine.hpp b/ql/pricingengines/swaption/basketgeneratingengine.hpp
index d128f23e6b5..5a4cf758a7c 100644
--- a/ql/pricingengines/swaption/basketgeneratingengine.hpp
+++ b/ql/pricingengines/swaption/basketgeneratingengine.hpp
@@ -63,12 +63,10 @@ namespace QuantLib {
         } CalibrationBasketType;
 
         Disposable<std::vector<ext::shared_ptr<BlackCalibrationHelper> > >
-        calibrationBasket(
-            const ext::shared_ptr<Exercise> &exercise,
-            ext::shared_ptr<SwapIndex> standardSwapBase,
-            ext::shared_ptr<SwaptionVolatilityStructure> swaptionVolatility,
-            const CalibrationBasketType basketType =
-                MaturityStrikeByDeltaGamma) const;
+        calibrationBasket(const ext::shared_ptr<Exercise>& exercise,
+                          ext::shared_ptr<SwapIndex> standardSwapBase,
+                          ext::shared_ptr<SwaptionVolatilityStructure> swaptionVolatility,
+                          CalibrationBasketType basketType = MaturityStrikeByDeltaGamma) const;
 
       protected:
 
@@ -86,8 +84,7 @@ namespace QuantLib {
 
         virtual ~BasketGeneratingEngine() {}
 
-        virtual Real underlyingNpv(const Date &expiry,
-                                   const Real y) const = 0;
+        virtual Real underlyingNpv(const Date& expiry, Real y) const = 0;
 
         virtual VanillaSwap::Type underlyingType() const = 0;
 
diff --git a/ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.cpp b/ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.cpp
index 7ec97fae1af..197c8b81798 100644
--- a/ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.cpp
+++ b/ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.cpp
@@ -206,26 +206,17 @@ namespace QuantLib {
                               // earliest event date
             }
 
-            if (std::find(arguments_.exercise->dates().begin(),
-                          arguments_.exercise->dates().end(),
-                          event0) != arguments_.exercise->dates().end())
-                isExercise = true;
-            else
-                isExercise = false;
-
-            if (std::find(arguments_.leg1FixingDates.begin(),
-                          arguments_.leg1FixingDates.end(),
-                          event0) != arguments_.leg1FixingDates.end())
-                isLeg1Fixing = true;
-            else
-                isLeg1Fixing = false;
-
-            if (std::find(arguments_.leg2FixingDates.begin(),
-                          arguments_.leg2FixingDates.end(),
-                          event0) != arguments_.leg2FixingDates.end())
-                isLeg2Fixing = true;
-            else
-                isLeg2Fixing = false;
+            isExercise =
+                std::find(arguments_.exercise->dates().begin(), arguments_.exercise->dates().end(),
+                          event0) != arguments_.exercise->dates().end();
+
+            isLeg1Fixing =
+                std::find(arguments_.leg1FixingDates.begin(), arguments_.leg1FixingDates.end(),
+                          event0) != arguments_.leg1FixingDates.end();
+
+            isLeg2Fixing =
+                std::find(arguments_.leg2FixingDates.begin(), arguments_.leg2FixingDates.end(),
+                          event0) != arguments_.leg2FixingDates.end();
 
             event0Time = std::max(
                 model_->termStructure()->timeFromReference(event0), 0.0);
diff --git a/ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.hpp b/ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.hpp
index 05394f892a9..4e1d3d5062a 100644
--- a/ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.hpp
+++ b/ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.hpp
@@ -130,7 +130,7 @@ namespace QuantLib {
         }
 
       protected:
-        Real underlyingNpv(const Date &expiry, const Real y) const;
+        Real underlyingNpv(const Date& expiry, Real y) const;
         VanillaSwap::Type underlyingType() const;
         const Date underlyingLastDate() const;
         const Disposable<Array> initialGuess(const Date &expiry) const;
@@ -144,10 +144,10 @@ namespace QuantLib {
         const bool includeTodaysExercise_;
         const Probabilities probabilities_;
 
-        const std::pair<Real, Real>
-        npvs(const Date &expiry, const Real y,
-             const bool includeExerciseOnxpiry,
-             const bool considerProbabilities=false) const;
+        const std::pair<Real, Real> npvs(const Date& expiry,
+                                         Real y,
+                                         bool includeExerciseOnxpiry,
+                                         bool considerProbabilities = false) const;
 
         mutable ext::shared_ptr<RebatedExercise> rebatedExercise_;
     };
diff --git a/ql/pricingengines/swaption/gaussian1dnonstandardswaptionengine.hpp b/ql/pricingengines/swaption/gaussian1dnonstandardswaptionengine.hpp
index 3457d431caa..1b2c3da048c 100644
--- a/ql/pricingengines/swaption/gaussian1dnonstandardswaptionengine.hpp
+++ b/ql/pricingengines/swaption/gaussian1dnonstandardswaptionengine.hpp
@@ -121,7 +121,7 @@ namespace QuantLib {
         void calculate() const;
 
       protected:
-        Real underlyingNpv(const Date &expiry, const Real y) const;
+        Real underlyingNpv(const Date& expiry, Real y) const;
         VanillaSwap::Type underlyingType() const;
         const Date underlyingLastDate() const;
         const Disposable<Array> initialGuess(const Date &expiry) const;
diff --git a/ql/pricingengines/swaption/jamshidianswaptionengine.cpp b/ql/pricingengines/swaption/jamshidianswaptionengine.cpp
index 6bfc5649061..73b5111341a 100644
--- a/ql/pricingengines/swaption/jamshidianswaptionengine.cpp
+++ b/ql/pricingengines/swaption/jamshidianswaptionengine.cpp
@@ -69,7 +69,7 @@ namespace QuantLib {
 
         ext::shared_ptr<TermStructureConsistentModel> tsmodel =
             ext::dynamic_pointer_cast<TermStructureConsistentModel>(*model_);
-        if (tsmodel) {
+        if (tsmodel != 0) {
             referenceDate = tsmodel->termStructure()->referenceDate();
             dayCounter = tsmodel->termStructure()->dayCounter();
         } else {
diff --git a/ql/pricingengines/swaption/treeswaptionengine.cpp b/ql/pricingengines/swaption/treeswaptionengine.cpp
index 629ecdcd909..d10b2a853df 100644
--- a/ql/pricingengines/swaption/treeswaptionengine.cpp
+++ b/ql/pricingengines/swaption/treeswaptionengine.cpp
@@ -66,7 +66,7 @@ namespace QuantLib {
 
         ext::shared_ptr<TermStructureConsistentModel> tsmodel =
             ext::dynamic_pointer_cast<TermStructureConsistentModel>(*model_);
-        if (tsmodel) {
+        if (tsmodel != 0) {
             referenceDate = tsmodel->termStructure()->referenceDate();
             dayCounter = tsmodel->termStructure()->dayCounter();
         } else {
@@ -77,7 +77,7 @@ namespace QuantLib {
         DiscretizedSwaption swaption(arguments_, referenceDate, dayCounter);
         ext::shared_ptr<Lattice> lattice;
 
-        if (lattice_) {
+        if (lattice_ != 0) {
             lattice = lattice_;
         } else {
             std::vector<Time> times = swaption.mandatoryTimes();
diff --git a/ql/pricingengines/vanilla/analytichestonengine.cpp b/ql/pricingengines/vanilla/analytichestonengine.cpp
index 2f6a18d635f..9f0c4ceaa42 100644
--- a/ql/pricingengines/vanilla/analytichestonengine.cpp
+++ b/ql/pricingengines/vanilla/analytichestonengine.cpp
@@ -125,30 +125,40 @@ 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* 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;
+      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;
 
     private:
         const Size j_;
@@ -257,8 +267,8 @@ 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_ ? engine_->addOnTerm(phi, term_, j_) : Real(0.0);
+        const std::complex<Real> addOnTerm =
+            engine_ != 0 ? engine_->addOnTerm(phi, term_, j_) : Real(0.0);
 
         if (cpxLog_ == Gatheral) {
             if (phi != 0.0) {
@@ -744,10 +754,9 @@ namespace QuantLib {
     }
 
     Size AnalyticHestonEngine::Integration::numberOfEvaluations() const {
-        if (integrator_) {
+        if (integrator_ != 0) {
             return integrator_->numberOfEvaluations();
-        }
-        else if (gaussianQuadrature_) {
+        } else if (gaussianQuadrature_ != 0) {
             return gaussianQuadrature_->order();
         }
         else {
diff --git a/ql/pricingengines/vanilla/analytichestonengine.hpp b/ql/pricingengines/vanilla/analytichestonengine.hpp
index 28521cb6a37..00c3b127aa0 100644
--- a/ql/pricingengines/vanilla/analytichestonengine.hpp
+++ b/ql/pricingengines/vanilla/analytichestonengine.hpp
@@ -127,11 +127,15 @@ 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,
-                                  const ComplexLogFormula cpxLog,
-                                  const AnalyticHestonEngine* const enginePtr,
+                                  ComplexLogFormula cpxLog,
+                                  const AnalyticHestonEngine* enginePtr,
                                   Real& value,
                                   Size& evaluations);
 
diff --git a/ql/pricingengines/vanilla/fddividendengine.hpp b/ql/pricingengines/vanilla/fddividendengine.hpp
index 18f3924e8a4..309308430ae 100644
--- a/ql/pricingengines/vanilla/fddividendengine.hpp
+++ b/ql/pricingengines/vanilla/fddividendengine.hpp
@@ -52,7 +52,7 @@ namespace QuantLib {
         Real getDividendAmount(Size i) const {
             const Dividend *dividend =
                 dynamic_cast<const Dividend *>(this->events_[i].get());
-            if (dividend) {
+            if (dividend != 0) {
                 return dividend->amount();
             } else {
                 return 0.0;
@@ -213,7 +213,8 @@ namespace QuantLib {
         for (Size i=0; i<this->events_.size(); i++) {
             const Dividend *dividend =
                 dynamic_cast<const Dividend *>(this->events_[i].get());
-            if (!dividend) continue;
+            if (dividend == 0)
+                continue;
             if (this->getDividendTime(i) < 0.0) continue;
             underlying -= dividend->amount(underlying);
         }
@@ -228,7 +229,8 @@ namespace QuantLib {
                                                              Size step) const{
         const Dividend *dividend =
             dynamic_cast<const Dividend *>(this->events_[step].get());
-        if (!dividend) return;
+        if (dividend == 0)
+            return;
         detail::DividendAdder adder(dividend);
         this->sMin_ = adder(this->sMin_);
         this->sMax_ = adder(this->sMax_);
diff --git a/ql/pricingengines/vanilla/fdhestonhullwhitevanillaengine.cpp b/ql/pricingengines/vanilla/fdhestonhullwhitevanillaengine.cpp
index 579624edf7f..8017c43773f 100644
--- a/ql/pricingengines/vanilla/fdhestonhullwhitevanillaengine.cpp
+++ b/ql/pricingengines/vanilla/fdhestonhullwhitevanillaengine.cpp
@@ -68,8 +68,8 @@ namespace QuantLib {
                     ext::dynamic_pointer_cast<PlainVanillaPayoff>(
                                           cachedArgs2results_[i].first.payoff);
 
-                if (p1 && p1->strike()     == p2->strike()
-                       && p1->optionType() == p2->optionType()) {
+                if ((p1 != 0) && p1->strike() == p2->strike() &&
+                    p1->optionType() == p2->optionType()) {
                     QL_REQUIRE(arguments_.cashFlow.empty(),
                                "multiple strikes engine does "
                                "not work with discrete dividends");
diff --git a/ql/pricingengines/vanilla/fdhestonvanillaengine.cpp b/ql/pricingengines/vanilla/fdhestonvanillaengine.cpp
index 6104f62266e..00f5fdf1f51 100644
--- a/ql/pricingengines/vanilla/fdhestonvanillaengine.cpp
+++ b/ql/pricingengines/vanilla/fdhestonvanillaengine.cpp
@@ -152,8 +152,8 @@ namespace QuantLib {
                     ext::dynamic_pointer_cast<PlainVanillaPayoff>(
                                           cachedArgs2results_[i].first.payoff);
 
-                if (p1 && p1->strike()     == p2->strike()
-                       && p1->optionType() == p2->optionType()) {
+                if ((p1 != 0) && p1->strike() == p2->strike() &&
+                    p1->optionType() == p2->optionType()) {
                     QL_REQUIRE(arguments_.cashFlow.empty(),
                                "multiple strikes engine does "
                                "not work with discrete dividends");
diff --git a/ql/pricingengines/vanilla/fdvanillaengine.cpp b/ql/pricingengines/vanilla/fdvanillaengine.cpp
index 90b37969cfc..307a84d74e1 100644
--- a/ql/pricingengines/vanilla/fdvanillaengine.cpp
+++ b/ql/pricingengines/vanilla/fdvanillaengine.cpp
@@ -103,7 +103,7 @@ namespace QuantLib {
 
             ext::shared_ptr<StrikedTypePayoff> striked_payoff =
                 ext::dynamic_pointer_cast<StrikedTypePayoff>(payoff_);
-            Real K = striked_payoff ? striked_payoff->strike() : process_->x0();
+            Real K = striked_payoff != 0 ? striked_payoff->strike() : process_->x0();
             Volatility sigma =
                 process_->blackVolatility()->blackVol(exerciseDate_, K);
 
diff --git a/ql/pricingengines/vanilla/hestonexpansionengine.hpp b/ql/pricingengines/vanilla/hestonexpansionengine.hpp
index 10ba3689a54..d8c6c11d2d3 100644
--- a/ql/pricingengines/vanilla/hestonexpansionengine.hpp
+++ b/ql/pricingengines/vanilla/hestonexpansionengine.hpp
@@ -68,8 +68,7 @@ namespace QuantLib {
     class HestonExpansion {
       public:
         virtual ~HestonExpansion() {}
-        virtual Real impliedVolatility(const Real strike,
-                                       const Real forward) const = 0;
+        virtual Real impliedVolatility(Real strike, Real forward) const = 0;
     };
 
     /*! Lorig Pagliarani Pascucci expansion of order-2 for the Heston model.
@@ -80,11 +79,9 @@ namespace QuantLib {
     */
     class LPP2HestonExpansion : public HestonExpansion {
       public:
-        LPP2HestonExpansion(const Real kappa, const Real theta,
-                            const Real sigma, const Real v0,
-                            const Real rho, const Real term);
-        virtual Real impliedVolatility(const Real strike,
-                                       const Real forward) const;
+        LPP2HestonExpansion(Real kappa, Real theta, Real sigma, Real v0, Real rho, Real term);
+        virtual Real impliedVolatility(Real strike, Real forward) const;
+
       private:
         Real coeffs[3];
         Real ekt, e2kt, e3kt, e4kt;
@@ -104,11 +101,9 @@ namespace QuantLib {
     */
     class LPP3HestonExpansion : public HestonExpansion{
       public:
-        LPP3HestonExpansion(const Real kappa, const Real theta,
-                            const Real sigma, const Real v0,
-                            const Real rho, const Real term);
-        virtual Real impliedVolatility(const Real strike,
-                                       const Real forward) const;
+        LPP3HestonExpansion(Real kappa, Real theta, Real sigma, Real v0, Real rho, Real term);
+        virtual Real impliedVolatility(Real strike, Real forward) const;
+
       private:
         Real coeffs[4];
         Real ekt, e2kt, e3kt, e4kt;
@@ -129,11 +124,9 @@ namespace QuantLib {
     */
     class FordeHestonExpansion : public HestonExpansion {
       public:
-        FordeHestonExpansion(const Real kappa, const Real theta,
-                             const Real sigma, const Real v0,
-                             const Real rho, const Real term);
-        virtual Real impliedVolatility(const Real strike,
-                                       const Real forward) const;
+        FordeHestonExpansion(Real kappa, Real theta, Real sigma, Real v0, Real rho, Real term);
+        virtual Real impliedVolatility(Real strike, Real forward) const;
+
       private:
         Real coeffs[5];
     };
diff --git a/ql/pricingengines/vanilla/mcamericanengine.cpp b/ql/pricingengines/vanilla/mcamericanengine.cpp
index 41409ed5807..e911dc35d17 100644
--- a/ql/pricingengines/vanilla/mcamericanengine.cpp
+++ b/ql/pricingengines/vanilla/mcamericanengine.cpp
@@ -53,8 +53,7 @@ namespace QuantLib {
         const ext::shared_ptr<StrikedTypePayoff> strikePayoff
             = ext::dynamic_pointer_cast<StrikedTypePayoff>(payoff_);
 
-        if (strikePayoff) {
-            // FLOATING_POINT_EXCEPTION
+        if (strikePayoff != 0) {
             scalingValue_/=strikePayoff->strike();
         }
     }
diff --git a/ql/processes/blackscholesprocess.cpp b/ql/processes/blackscholesprocess.cpp
index 5cead0aa9bf..c98c65c1b8d 100644
--- a/ql/processes/blackscholesprocess.cpp
+++ b/ql/processes/blackscholesprocess.cpp
@@ -187,7 +187,7 @@ namespace QuantLib {
             ext::shared_ptr<BlackConstantVol> constVol =
                 ext::dynamic_pointer_cast<BlackConstantVol>(
                                                           *blackVolatility());
-            if (constVol) {
+            if (constVol != 0) {
                 // ok, the local vol is constant too.
                 localVolatility_.linkTo(ext::make_shared<LocalConstantVol>(
                     constVol->referenceDate(),
@@ -201,7 +201,7 @@ namespace QuantLib {
             ext::shared_ptr<BlackVarianceCurve> volCurve =
                 ext::dynamic_pointer_cast<BlackVarianceCurve>(
                                                           *blackVolatility());
-            if (volCurve) {
+            if (volCurve != 0) {
                 // ok, we can use the optimized algorithm
                 localVolatility_.linkTo(ext::make_shared<LocalVolCurve>(
                     Handle<BlackVarianceCurve>(volCurve)));
diff --git a/ql/processes/gsrprocess.hpp b/ql/processes/gsrprocess.hpp
index 12f9578465f..9bf670a9f09 100644
--- a/ql/processes/gsrprocess.hpp
+++ b/ql/processes/gsrprocess.hpp
@@ -39,9 +39,12 @@ namespace QuantLib {
     /*! \ingroup processes */
     class GsrProcess : public ForwardMeasureProcess1D {
       public:
-        GsrProcess(const Array &times, const Array &vols,
-                   const Array &reversions, const Real T = 60.0,
-                   const Date &referenceDate = Null<Date>(), const DayCounter &dc = DayCounter());
+        GsrProcess(const Array& times,
+                   const Array& vols,
+                   const Array& reversions,
+                   Real T = 60.0,
+                   const Date& referenceDate = Null<Date>(),
+                   const DayCounter& dc = DayCounter());
         //! \name StochasticProcess1D interface
         //@{
         Real x0() const;
@@ -64,7 +67,7 @@ namespace QuantLib {
         void flushCache() const;
 
       private:
-        void checkT(const Time t) const;
+        void checkT(Time t) const;
         const detail::GsrProcessCore core_;
         Date referenceDate_;
         DayCounter dc_;
diff --git a/ql/processes/gsrprocesscore.hpp b/ql/processes/gsrprocesscore.hpp
index 8ee16f6b532..b662702f042 100644
--- a/ql/processes/gsrprocesscore.hpp
+++ b/ql/processes/gsrprocesscore.hpp
@@ -38,36 +38,33 @@ namespace detail {
 
 class GsrProcessCore {
   public:
-    GsrProcessCore(const Array &times, const Array &vols,
-                   const Array &reversions,
-                   const Real T = 60.0);
+    GsrProcessCore(const Array& times, const Array& vols, const Array& reversions, Real T = 60.0);
 
     // conditional expectation, x0 dependent part
-    Real expectation_x0dep_part(const Time w, const Real xw,
-                                const Time dt) const;
+    Real expectation_x0dep_part(Time w, Real xw, Time dt) const;
 
     // conditional expectation, x0 independent part
     // in the risk neutral measure
-    Real expectation_rn_part(const Time w, const Time dt) const;
+    Real expectation_rn_part(Time w, Time dt) const;
 
     // conditional expectation, drift adjustment for
     // the T-forward measure
-    Real expectation_tf_part(const Time w, const Time dt) const;
+    Real expectation_tf_part(Time w, Time dt) const;
 
     // conditional variance
-    Real variance(const Time w, const Time dt) const;
+    Real variance(Time w, Time dt) const;
 
     // y(t)
-    Real y(const Time t) const;
+    Real y(Time t) const;
 
     // G(t,w)
-    Real G(const Time t, const Time w) const;
+    Real G(Time t, Time w) const;
 
     // sigma
-    Real sigma(const Time t) const;
+    Real sigma(Time t) const;
 
     // reversion
-    Real reversion(const Time t) const;
+    Real reversion(Time t) const;
 
     // reset cache
     void flushCache() const;
diff --git a/ql/processes/jointstochasticprocess.cpp b/ql/processes/jointstochasticprocess.cpp
index 402695b767d..9e67b2b26cc 100644
--- a/ql/processes/jointstochasticprocess.cpp
+++ b/ql/processes/jointstochasticprocess.cpp
@@ -301,7 +301,7 @@ namespace QuantLib {
     }
 
     Time JointStochasticProcess::time(const Date& date) const {
-        QL_REQUIRE(l_.size() > 0, "process list is empty");
+        QL_REQUIRE(!l_.empty(), "process list is empty");
 
         return l_[0]->time(date);
     }
diff --git a/ql/processes/mfstateprocess.cpp b/ql/processes/mfstateprocess.cpp
index 1a0025a0606..6d189712bb8 100644
--- a/ql/processes/mfstateprocess.cpp
+++ b/ql/processes/mfstateprocess.cpp
@@ -63,7 +63,7 @@ namespace QuantLib {
 
         if (dt < QL_EPSILON)
             return 0.0;
-        if (times_.size() == 0)
+        if (times_.empty())
             return reversionZero_ ? dt
                                   : 1.0 / (2.0 * reversion_) *
                                         (std::exp(2.0 * reversion_ * (t + dt)) -
diff --git a/ql/rebatedexercise.hpp b/ql/rebatedexercise.hpp
index 34d7fd90249..e1f0942615f 100644
--- a/ql/rebatedexercise.hpp
+++ b/ql/rebatedexercise.hpp
@@ -40,17 +40,16 @@ namespace QuantLib {
         // in case of exercise the holder receives the rebate
         // (if positive) or pays it (if negative) on the rebate
         // settlement date
-        RebatedExercise(const Exercise &exercise, const Real rebate = 0.0,
-                        const Natural rebateSettlementDays = 0,
-                        const Calendar &rebatePaymentCalendar = NullCalendar(),
-                        const BusinessDayConvention rebatePaymentConvention =
-                            Following);
-        RebatedExercise(const Exercise &exercise,
-                        const std::vector<Real> &rebates,
-                        const Natural rebateSettlementDays = 0,
-                        const Calendar &rebatePaymentCalendar = NullCalendar(),
-                        const BusinessDayConvention rebatePaymentConvention =
-                            Following);
+        RebatedExercise(const Exercise& exercise,
+                        Real rebate = 0.0,
+                        Natural rebateSettlementDays = 0,
+                        const Calendar& rebatePaymentCalendar = NullCalendar(),
+                        BusinessDayConvention rebatePaymentConvention = Following);
+        RebatedExercise(const Exercise& exercise,
+                        const std::vector<Real>& rebates,
+                        Natural rebateSettlementDays = 0,
+                        const Calendar& rebatePaymentCalendar = NullCalendar(),
+                        BusinessDayConvention rebatePaymentConvention = Following);
         Real rebate(Size index) const;
         Date rebatePaymentDate(Size index) const;
         const std::vector<Real> &rebates() const { return rebates_; }
diff --git a/ql/termstructures/credit/defaultprobabilityhelpers.hpp b/ql/termstructures/credit/defaultprobabilityhelpers.hpp
index 504f3922f42..a00511f8641 100644
--- a/ql/termstructures/credit/defaultprobabilityhelpers.hpp
+++ b/ql/termstructures/credit/defaultprobabilityhelpers.hpp
@@ -72,8 +72,7 @@ namespace QuantLib {
                   const Date& startDate = Date(),
                   const DayCounter& lastPeriodDayCounter = DayCounter(),
                   bool rebatesAccrual = true,
-                  const CreditDefaultSwap::PricingModel model =
-                                                 CreditDefaultSwap::Midpoint);
+                  CreditDefaultSwap::PricingModel model = CreditDefaultSwap::Midpoint);
         CdsHelper(Rate quote,
                   const Period& tenor,
                   Integer settlementDays,
@@ -89,8 +88,7 @@ namespace QuantLib {
                   const Date& startDate = Date(),
                   const DayCounter& lastPeriodDayCounter = DayCounter(),
                   bool rebatesAccrual = true,
-                  const CreditDefaultSwap::PricingModel model =
-                                                 CreditDefaultSwap::Midpoint);
+                  CreditDefaultSwap::PricingModel model = CreditDefaultSwap::Midpoint);
         void setTermStructure(DefaultProbabilityTermStructure*);
         ext::shared_ptr<CreditDefaultSwap> swap() const {
             return swap_;
@@ -140,26 +138,25 @@ namespace QuantLib {
                         const Date& startDate = Date(),
                         const DayCounter& lastPeriodDayCounter = DayCounter(),
                         bool rebatesAccrual = true,
-                        const CreditDefaultSwap::PricingModel model =
-                                                 CreditDefaultSwap::Midpoint);
-
-        SpreadCdsHelper(Rate runningSpread,
-                        const Period& tenor,
-                        Integer settlementDays, // ISDA: 1
-                        const Calendar& calendar,
-                        Frequency frequency, // ISDA: Quarterly
-                        BusinessDayConvention paymentConvention,//ISDA:Following
-                        DateGeneration::Rule rule, // ISDA: CDS
-                        const DayCounter& dayCounter, // ISDA: Actual/360
-                        Real recoveryRate,
-                        const Handle<YieldTermStructure>& discountCurve,
-                        bool settlesAccrual = true,
-                        bool paysAtDefaultTime = true,
-                        const Date& startDate = Date(),
-                        const DayCounter& lastPeriodDayCounter = DayCounter(), // ISDA: Actual/360(inc)
-                        const bool rebatesAccrual = true, // ISDA: true
-                        const CreditDefaultSwap::PricingModel model =
-                                                 CreditDefaultSwap::Midpoint);
+                        CreditDefaultSwap::PricingModel model = CreditDefaultSwap::Midpoint);
+
+        SpreadCdsHelper(
+            Rate runningSpread,
+            const Period& tenor,
+            Integer settlementDays, // ISDA: 1
+            const Calendar& calendar,
+            Frequency frequency,                     // ISDA: Quarterly
+            BusinessDayConvention paymentConvention, // ISDA:Following
+            DateGeneration::Rule rule,               // ISDA: CDS
+            const DayCounter& dayCounter,            // ISDA: Actual/360
+            Real recoveryRate,
+            const Handle<YieldTermStructure>& discountCurve,
+            bool settlesAccrual = true,
+            bool paysAtDefaultTime = true,
+            const Date& startDate = Date(),
+            const DayCounter& lastPeriodDayCounter = DayCounter(), // ISDA: Actual/360(inc)
+            bool rebatesAccrual = true,                            // ISDA: true
+            CreditDefaultSwap::PricingModel model = CreditDefaultSwap::Midpoint);
         Real impliedQuote() const;
       private:
         void resetEngine();
@@ -185,9 +182,8 @@ namespace QuantLib {
                          bool paysAtDefaultTime = true,
                          const Date& startDate = Date(),
                          const DayCounter& lastPeriodDayCounter = DayCounter(),
-                         const bool rebatesAccrual = true,
-                         const CreditDefaultSwap::PricingModel model =
-                                                 CreditDefaultSwap::Midpoint);
+                         bool rebatesAccrual = true,
+                         CreditDefaultSwap::PricingModel model = CreditDefaultSwap::Midpoint);
 
         /*! \note the upfront must be quoted in fractional units. */
         UpfrontCdsHelper(Rate upfront,
@@ -206,9 +202,8 @@ namespace QuantLib {
                          bool paysAtDefaultTime = true,
                          const Date& startDate = Date(),
                          const DayCounter& lastPeriodDayCounter = DayCounter(),
-                         const bool rebatesAccrual = true,
-                         const CreditDefaultSwap::PricingModel model =
-                                                 CreditDefaultSwap::Midpoint);
+                         bool rebatesAccrual = true,
+                         CreditDefaultSwap::PricingModel model = CreditDefaultSwap::Midpoint);
         Real impliedQuote() const;
       private:
         void initializeDates();
diff --git a/ql/termstructures/inflation/seasonality.cpp b/ql/termstructures/inflation/seasonality.cpp
index c704f50e610..fb4a8c14a6f 100644
--- a/ql/termstructures/inflation/seasonality.cpp
+++ b/ql/termstructures/inflation/seasonality.cpp
@@ -247,7 +247,7 @@ namespace QuantLib {
 
         }
 
-        if (!dir) // invers Factor required
+        if (dir == 0) // invers Factor required
         {
             seasonalCorrection = 1/seasonalCorrection;
         }
diff --git a/ql/termstructures/inflation/seasonality.hpp b/ql/termstructures/inflation/seasonality.hpp
index 76ae26fc87b..4f161cad875 100644
--- a/ql/termstructures/inflation/seasonality.hpp
+++ b/ql/termstructures/inflation/seasonality.hpp
@@ -58,24 +58,24 @@ namespace QuantLib {
 
         //! \name Seasonality interface
         //@{
-        virtual Rate correctZeroRate(const Date &d, const Rate r,
-                                     const InflationTermStructure& iTS) const = 0;
-        virtual Rate correctYoYRate(const Date &d, const Rate r,
-                                    const InflationTermStructure& iTS) const = 0;
-        /*! It is possible for multi-year seasonalities to be
-            inconsistent with the inflation term structure they are
-            given to.  This method enables testing - but programmers
-            are not required to implement it.  E.g. for price
-            seasonality the corrections at whole years after the
-            inflation curve base date should be the same or else there
-            can be an inconsistency with quoted instruments.
-            Alternatively, the seasonality can be set _before_ the
-            inflation curve is bootstrapped.
-        */
-        virtual bool isConsistent(const InflationTermStructure& iTS) const;
-        //@}
-
-        virtual ~Seasonality() {}
+          virtual Rate
+          correctZeroRate(const Date& d, Rate r, const InflationTermStructure& iTS) const = 0;
+          virtual Rate
+          correctYoYRate(const Date& d, Rate r, const InflationTermStructure& iTS) const = 0;
+          /*! It is possible for multi-year seasonalities to be
+              inconsistent with the inflation term structure they are
+              given to.  This method enables testing - but programmers
+              are not required to implement it.  E.g. for price
+              seasonality the corrections at whole years after the
+              inflation curve base date should be the same or else there
+              can be an inconsistency with quoted instruments.
+              Alternatively, the seasonality can be set _before_ the
+              inflation curve is bootstrapped.
+          */
+          virtual bool isConsistent(const InflationTermStructure& iTS) const;
+          //@}
+
+          virtual ~Seasonality() {}
     };
 
     //! Multiplicative seasonality in the price index (CPI/RPI/HICP/etc).
@@ -129,13 +129,12 @@ namespace QuantLib {
             //
             MultiplicativePriceSeasonality();
 
-            MultiplicativePriceSeasonality(
-                             const Date& seasonalityBaseDate,
-                             const Frequency frequency,
-                             const std::vector<Rate>& seasonalityFactors);
+            MultiplicativePriceSeasonality(const Date& seasonalityBaseDate,
+                                           Frequency frequency,
+                                           const std::vector<Rate>& seasonalityFactors);
 
             virtual void set(const Date& seasonalityBaseDate,
-                             const Frequency frequency,
+                             Frequency frequency,
                              const std::vector<Rate>& seasonalityFactors);
 
             //! inspectors
@@ -149,10 +148,10 @@ namespace QuantLib {
 
             //! \name Seasonality interface
             //@{
-            virtual Rate correctZeroRate(const Date &d, const Rate r,
-                                         const InflationTermStructure& iTS) const;
-            virtual Rate correctYoYRate(const Date &d, const Rate r,
-                                        const InflationTermStructure& iTS) const;
+            virtual Rate
+            correctZeroRate(const Date& d, Rate r, const InflationTermStructure& iTS) const;
+            virtual Rate
+            correctYoYRate(const Date& d, Rate r, const InflationTermStructure& iTS) const;
             virtual bool isConsistent(const InflationTermStructure& iTS) const;
             //@}
 
diff --git a/ql/termstructures/inflationtermstructure.cpp b/ql/termstructures/inflationtermstructure.cpp
index 668652837b4..e3d2da743a6 100644
--- a/ql/termstructures/inflationtermstructure.cpp
+++ b/ql/termstructures/inflationtermstructure.cpp
@@ -123,7 +123,7 @@ namespace QuantLib {
                           const ext::shared_ptr<Seasonality>& seasonality) {
         // always reset, whether with null or new pointer
         seasonality_ = seasonality;
-        if (seasonality_) {
+        if (seasonality_ != 0) {
             QL_REQUIRE(seasonality_->isConsistent(*this),
                        "Seasonality inconsistent with "
                        "inflation term structure");
diff --git a/ql/termstructures/inflationtermstructure.hpp b/ql/termstructures/inflationtermstructure.hpp
index 4e27d099e37..3ba2f6c09ca 100644
--- a/ql/termstructures/inflationtermstructure.hpp
+++ b/ql/termstructures/inflationtermstructure.hpp
@@ -172,14 +172,15 @@ namespace QuantLib {
                                    bool indexIsInterpolated,
                                    const ext::shared_ptr<Seasonality> &seasonality = ext::shared_ptr<Seasonality>());
 
-        ZeroInflationTermStructure(const Date& referenceDate,
-                                   const Calendar& calendar,
-                                   const DayCounter& dayCounter,
-                                   Rate baseZeroRate,
-                                   const Period& lag,
-                                   Frequency frequency,
-                                   const bool indexIsInterpolated,
-                                   const ext::shared_ptr<Seasonality> &seasonality = ext::shared_ptr<Seasonality>());
+        ZeroInflationTermStructure(
+            const Date& referenceDate,
+            const Calendar& calendar,
+            const DayCounter& dayCounter,
+            Rate baseZeroRate,
+            const Period& lag,
+            Frequency frequency,
+            bool indexIsInterpolated,
+            const ext::shared_ptr<Seasonality>& seasonality = ext::shared_ptr<Seasonality>());
 
         ZeroInflationTermStructure(Natural settlementDays,
                                    const Calendar& calendar,
@@ -208,15 +209,16 @@ namespace QuantLib {
                         Deprecated in version 1.19.
         */
         QL_DEPRECATED
-        ZeroInflationTermStructure(const Date& referenceDate,
-                                   const Calendar& calendar,
-                                   const DayCounter& dayCounter,
-                                   Rate baseZeroRate,
-                                   const Period& lag,
-                                   Frequency frequency,
-                                   const bool indexIsInterpolated,
-                                   const Handle<YieldTermStructure>& yTS,
-                                   const ext::shared_ptr<Seasonality> &seasonality = ext::shared_ptr<Seasonality>());
+        ZeroInflationTermStructure(
+            const Date& referenceDate,
+            const Calendar& calendar,
+            const DayCounter& dayCounter,
+            Rate baseZeroRate,
+            const Period& lag,
+            Frequency frequency,
+            bool indexIsInterpolated,
+            const Handle<YieldTermStructure>& yTS,
+            const ext::shared_ptr<Seasonality>& seasonality = ext::shared_ptr<Seasonality>());
 
         /*! \deprecated Use one of the constructors not taking a yield
                         term structure.
diff --git a/ql/termstructures/volatility/atmadjustedsmilesection.hpp b/ql/termstructures/volatility/atmadjustedsmilesection.hpp
index 59e596bfc38..85ac753adb0 100644
--- a/ql/termstructures/volatility/atmadjustedsmilesection.hpp
+++ b/ql/termstructures/volatility/atmadjustedsmilesection.hpp
@@ -32,9 +32,8 @@ namespace QuantLib {
     class AtmAdjustedSmileSection : public SmileSection {
 
       public:
-
-        AtmAdjustedSmileSection(const ext::shared_ptr<SmileSection> source,
-                                const Real atm = Null<Real>(),
+        AtmAdjustedSmileSection(ext::shared_ptr<SmileSection> source,
+                                Real atm = Null<Real>(),
                                 bool recenterSmile = false);
 
         Real minStrike() const { return source_->minStrike(); }
diff --git a/ql/termstructures/volatility/atmsmilesection.hpp b/ql/termstructures/volatility/atmsmilesection.hpp
index 66a86c2a027..a211c115087 100644
--- a/ql/termstructures/volatility/atmsmilesection.hpp
+++ b/ql/termstructures/volatility/atmsmilesection.hpp
@@ -32,8 +32,7 @@ namespace QuantLib {
     class AtmSmileSection : public SmileSection {
 
       public:
-        AtmSmileSection(const ext::shared_ptr<SmileSection> source,
-                        const Real atm = Null<Real>());
+        AtmSmileSection(ext::shared_ptr<SmileSection> source, Real atm = Null<Real>());
 
         Real minStrike() const { return source_->minStrike(); }
         Real maxStrike() const { return source_->maxStrike(); }
diff --git a/ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.cpp b/ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.cpp
index 8726b1ba6e8..4bb3c10460d 100644
--- a/ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.cpp
+++ b/ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.cpp
@@ -194,7 +194,7 @@ namespace QuantLib {
         callCostFct_(callCostFct) { }
 
         Disposable<Array> values(const Array& sig) const {
-            if (putCostFct_ && callCostFct_) {
+            if ((putCostFct_ != 0) && (callCostFct_ != 0)) {
                 const Array pv = putCostFct_->values(sig);
                 const Array cv = callCostFct_->values(sig);
 
@@ -203,22 +203,21 @@ namespace QuantLib {
                 std::copy(cv.begin(), cv.end(), retVal.begin() + cv.size());
 
                 return retVal;
-            }
-            else if (putCostFct_)
+            } else if (putCostFct_ != 0)
                 return putCostFct_->values(sig);
-            else if (callCostFct_)
+            else if (callCostFct_ != 0)
                 return callCostFct_->values(sig);
             else
                 QL_FAIL("internal error: cost function not set");
         }
 
         Disposable<Array> initialValues() const {
-            if (putCostFct_ && callCostFct_)
+            if ((putCostFct_ != 0) && (callCostFct_ != 0))
                 return 0.5*(  putCostFct_->initialValues()
                             + callCostFct_->initialValues());
-            else if (putCostFct_)
+            else if (putCostFct_ != 0)
                 return putCostFct_->initialValues();
-            else if (callCostFct_)
+            else if (callCostFct_ != 0)
                 return callCostFct_->initialValues();
             else
                 QL_FAIL("internal error: cost function not set");
@@ -253,8 +252,7 @@ namespace QuantLib {
       maxStrike_(_maxStrike),
       optimizationMethod_(optimizationMethod),
       endCriteria_(endCriteria) {
-        QL_REQUIRE(nGridPoints > 2 && calibrationSet.size() > 0,
-                "undefined grid or calibration set");
+        QL_REQUIRE(nGridPoints > 2 && !calibrationSet.empty(), "undefined grid or calibration set");
 
         std::set<Real> strikes;
         std::set<Date> expiries;
@@ -472,9 +470,9 @@ namespace QuantLib {
             maxError_ = std::max(maxError_,
                 *std::max_element(vegaDiffs.begin(), vegaDiffs.end()));
 
-            if (putCostFct)
+            if (putCostFct != 0)
                 npvPuts = putCostFct->solveFor(dT_[i], sig, npvPuts);
-            if (callCostFct)
+            if (callCostFct != 0)
                 npvCalls= callCostFct->solveFor(dT_[i], sig, npvCalls);
         }
 
diff --git a/ql/termstructures/volatility/equityfx/hestonblackvolsurface.hpp b/ql/termstructures/volatility/equityfx/hestonblackvolsurface.hpp
index 313078c6549..2bfbe2a5d2a 100644
--- a/ql/termstructures/volatility/equityfx/hestonblackvolsurface.hpp
+++ b/ql/termstructures/volatility/equityfx/hestonblackvolsurface.hpp
@@ -35,8 +35,7 @@ namespace QuantLib {
       public:
         explicit HestonBlackVolSurface(
             const Handle<HestonModel>& hestonModel,
-            const AnalyticHestonEngine::ComplexLogFormula cpxLogFormula
-                = AnalyticHestonEngine::Gatheral,
+            AnalyticHestonEngine::ComplexLogFormula cpxLogFormula = AnalyticHestonEngine::Gatheral,
             const AnalyticHestonEngine::Integration& integration =
                 AnalyticHestonEngine::Integration::gaussLaguerre(164));
 
diff --git a/ql/termstructures/volatility/gaussian1dsmilesection.hpp b/ql/termstructures/volatility/gaussian1dsmilesection.hpp
index ffac332f3c4..d9fdb217fd8 100644
--- a/ql/termstructures/volatility/gaussian1dsmilesection.hpp
+++ b/ql/termstructures/volatility/gaussian1dsmilesection.hpp
@@ -40,16 +40,18 @@ namespace QuantLib {
 
 class Gaussian1dSmileSection : public SmileSection {
   public:
-    Gaussian1dSmileSection(
-        const Date &fixingDate, const ext::shared_ptr<SwapIndex> &swapIndex,
-        const ext::shared_ptr<Gaussian1dModel> &model, const DayCounter &dc,
-        const ext::shared_ptr<Gaussian1dSwaptionEngine> swaptionEngine =
-            ext::shared_ptr<Gaussian1dSwaptionEngine>());
-    Gaussian1dSmileSection(
-        const Date &fixingDate, const ext::shared_ptr<IborIndex> &swapIndex,
-        const ext::shared_ptr<Gaussian1dModel> &model, const DayCounter &dc,
-        const ext::shared_ptr<Gaussian1dCapFloorEngine> capEngine =
-            ext::shared_ptr<Gaussian1dCapFloorEngine>());
+    Gaussian1dSmileSection(const Date& fixingDate,
+                           const ext::shared_ptr<SwapIndex>& swapIndex,
+                           const ext::shared_ptr<Gaussian1dModel>& model,
+                           const DayCounter& dc,
+                           ext::shared_ptr<Gaussian1dSwaptionEngine> swaptionEngine =
+                               ext::shared_ptr<Gaussian1dSwaptionEngine>());
+    Gaussian1dSmileSection(const Date& fixingDate,
+                           const ext::shared_ptr<IborIndex>& swapIndex,
+                           const ext::shared_ptr<Gaussian1dModel>& model,
+                           const DayCounter& dc,
+                           ext::shared_ptr<Gaussian1dCapFloorEngine> capEngine =
+                               ext::shared_ptr<Gaussian1dCapFloorEngine>());
 
     // the minimum strike is zero only because we are
     // returning a lognormal section
diff --git a/ql/termstructures/volatility/inflation/constantcpivolatility.hpp b/ql/termstructures/volatility/inflation/constantcpivolatility.hpp
index 7a92e48beb0..11e2c7d3605 100644
--- a/ql/termstructures/volatility/inflation/constantcpivolatility.hpp
+++ b/ql/termstructures/volatility/inflation/constantcpivolatility.hpp
@@ -34,12 +34,12 @@ namespace QuantLib {
         //! \name Constructor
         //@{
         //! calculate the reference date based on the global evaluation date
-        ConstantCPIVolatility(const Volatility v,
+        ConstantCPIVolatility(Volatility v,
                               Natural settlementDays,
                               const Calendar&,
                               BusinessDayConvention bdc,
                               const DayCounter& dc,
-                              const Period &observationLag,
+                              const Period& observationLag,
                               Frequency frequency,
                               bool indexIsInterpolated);
         //@}
diff --git a/ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp b/ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp
index 41b7386ac99..af06829f645 100644
--- a/ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp
+++ b/ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp
@@ -143,27 +143,27 @@ namespace QuantLib {
         //! \name Constructor
         //@{
         //! calculate the reference date based on the global evaluation date
-        ConstantYoYOptionletVolatility(const Volatility v,
-                                       Natural settlementDays,
-                                       const Calendar&,
-                                       BusinessDayConvention bdc,
-                                       const DayCounter& dc,
-                                       const Period &observationLag,
-                                       Frequency frequency,
-                                       bool indexIsInterpolated,
-                                       Rate minStrike = -1.0,  // -100%
-                                       Rate maxStrike = 100.0);  // +10,000%
-        //@}
-        virtual ~ConstantYoYOptionletVolatility() {}
-
-        //! \name Limits
-        //@{
-        virtual Date maxDate() const { return Date::maxDate(); }
-        //! the minimum strike for which the term structure can return vols
-        virtual Real minStrike() const { return minStrike_; }
-        //! the maximum strike for which the term structure can return vols
-        virtual Real maxStrike() const { return maxStrike_; }
-        //@}
+      ConstantYoYOptionletVolatility(Volatility v,
+                                     Natural settlementDays,
+                                     const Calendar&,
+                                     BusinessDayConvention bdc,
+                                     const DayCounter& dc,
+                                     const Period& observationLag,
+                                     Frequency frequency,
+                                     bool indexIsInterpolated,
+                                     Rate minStrike = -1.0,   // -100%
+                                     Rate maxStrike = 100.0); // +10,000%
+      //@}
+      virtual ~ConstantYoYOptionletVolatility() {}
+
+      //! \name Limits
+      //@{
+      virtual Date maxDate() const { return Date::maxDate(); }
+      //! the minimum strike for which the term structure can return vols
+      virtual Real minStrike() const { return minStrike_; }
+      //! the maximum strike for which the term structure can return vols
+      virtual Real maxStrike() const { return maxStrike_; }
+      //@}
 
     protected:
         //! implements the actual volatility calculation in derived classes
diff --git a/ql/termstructures/volatility/interpolatedsmilesection.hpp b/ql/termstructures/volatility/interpolatedsmilesection.hpp
index 89b863a7f1c..afafa7425db 100644
--- a/ql/termstructures/volatility/interpolatedsmilesection.hpp
+++ b/ql/termstructures/volatility/interpolatedsmilesection.hpp
@@ -39,44 +39,40 @@ namespace QuantLib {
     class InterpolatedSmileSection : public SmileSection,
                                      public LazyObject {
       public:
-        InterpolatedSmileSection(
-                           Time expiryTime,
-                           const std::vector<Rate>& strikes,
-                           const std::vector<Handle<Quote> >& stdDevHandles,
-                           const Handle<Quote>& atmLevel,
-                           const Interpolator& interpolator = Interpolator(),
-                           const DayCounter& dc = Actual365Fixed(),
-                           const VolatilityType type = ShiftedLognormal,
-                           const Real shift = 0.0);
-        InterpolatedSmileSection(
-                           Time expiryTime,
-                           const std::vector<Rate>& strikes,
-                           const std::vector<Real>& stdDevs,
-                           Real atmLevel,
-                           const Interpolator& interpolator = Interpolator(),
-                           const DayCounter& dc = Actual365Fixed(),
-                           const VolatilityType type = ShiftedLognormal,
-                           const Real shift = 0.0);
-        InterpolatedSmileSection(
-                           const Date& d,
-                           const std::vector<Rate>& strikes,
-                           const std::vector<Handle<Quote> >& stdDevHandles,
-                           const Handle<Quote>& atmLevel,
-                           const DayCounter& dc = Actual365Fixed(),
-                           const Interpolator& interpolator = Interpolator(),
-                           const Date& referenceDate = Date(),
-                           const VolatilityType type = ShiftedLognormal,
-                           const Real shift = 0.0);
-        InterpolatedSmileSection(
-                           const Date& d,
-                           const std::vector<Rate>& strikes,
-                           const std::vector<Real>& stdDevs,
-                           Real atmLevel,
-                           const DayCounter& dc = Actual365Fixed(),
-                           const Interpolator& interpolator = Interpolator(),
-                           const Date& referenceDate = Date(),
-                           const VolatilityType type = ShiftedLognormal,
-                           const Real shift = 0.0);
+        InterpolatedSmileSection(Time expiryTime,
+                                 const std::vector<Rate>& strikes,
+                                 const std::vector<Handle<Quote> >& stdDevHandles,
+                                 const Handle<Quote>& atmLevel,
+                                 const Interpolator& interpolator = Interpolator(),
+                                 const DayCounter& dc = Actual365Fixed(),
+                                 VolatilityType type = ShiftedLognormal,
+                                 Real shift = 0.0);
+        InterpolatedSmileSection(Time expiryTime,
+                                 const std::vector<Rate>& strikes,
+                                 const std::vector<Real>& stdDevs,
+                                 Real atmLevel,
+                                 const Interpolator& interpolator = Interpolator(),
+                                 const DayCounter& dc = Actual365Fixed(),
+                                 VolatilityType type = ShiftedLognormal,
+                                 Real shift = 0.0);
+        InterpolatedSmileSection(const Date& d,
+                                 const std::vector<Rate>& strikes,
+                                 const std::vector<Handle<Quote> >& stdDevHandles,
+                                 const Handle<Quote>& atmLevel,
+                                 const DayCounter& dc = Actual365Fixed(),
+                                 const Interpolator& interpolator = Interpolator(),
+                                 const Date& referenceDate = Date(),
+                                 VolatilityType type = ShiftedLognormal,
+                                 Real shift = 0.0);
+        InterpolatedSmileSection(const Date& d,
+                                 const std::vector<Rate>& strikes,
+                                 const std::vector<Real>& stdDevs,
+                                 Real atmLevel,
+                                 const DayCounter& dc = Actual365Fixed(),
+                                 const Interpolator& interpolator = Interpolator(),
+                                 const Date& referenceDate = Date(),
+                                 VolatilityType type = ShiftedLognormal,
+                                 Real shift = 0.0);
 
         void performCalculations() const;
         Real varianceImpl(Rate strike) const;
diff --git a/ql/termstructures/volatility/kahalesmilesection.hpp b/ql/termstructures/volatility/kahalesmilesection.hpp
index 1bbce05afe3..3b893a9c663 100644
--- a/ql/termstructures/volatility/kahalesmilesection.hpp
+++ b/ql/termstructures/volatility/kahalesmilesection.hpp
@@ -134,15 +134,14 @@ namespace QuantLib {
             mutable Real f_, b_;
         };
 
-        KahaleSmileSection(const ext::shared_ptr<SmileSection> source,
-                           const Real atm = Null<Real>(),
-                           const bool interpolate = false,
-                           const bool exponentialExtrapolation = false,
-                           const bool deleteArbitragePoints = false,
-                           const std::vector<Real> &moneynessGrid =
-                               std::vector<Real>(),
-                           const Real gap = 1.0E-5,
-                           const int forcedLeftIndex = -1,
+        KahaleSmileSection(ext::shared_ptr<SmileSection> source,
+                           Real atm = Null<Real>(),
+                           bool interpolate = false,
+                           bool exponentialExtrapolation = false,
+                           bool deleteArbitragePoints = false,
+                           const std::vector<Real>& moneynessGrid = std::vector<Real>(),
+                           Real gap = 1.0E-5,
+                           int forcedLeftIndex = -1,
                            const int forcedRightIndex = QL_MAX_INTEGER);
 
         Real minStrike() const { return -shift(); }
diff --git a/ql/termstructures/volatility/optionlet/optionletstripper.hpp b/ql/termstructures/volatility/optionlet/optionletstripper.hpp
index 5b2c86ad104..1c49a85ea4f 100644
--- a/ql/termstructures/volatility/optionlet/optionletstripper.hpp
+++ b/ql/termstructures/volatility/optionlet/optionletstripper.hpp
@@ -66,12 +66,11 @@ namespace QuantLib {
         VolatilityType volatilityType() const;
 
       protected:
-        OptionletStripper(const ext::shared_ptr< CapFloorTermVolSurface > &,
-                          const ext::shared_ptr< IborIndex > &iborIndex_,
-                          const Handle< YieldTermStructure > &discount =
-                              Handle< YieldTermStructure >(),
-                          const VolatilityType type = ShiftedLognormal,
-                          const Real displacement = 0.0);
+        OptionletStripper(const ext::shared_ptr<CapFloorTermVolSurface>&,
+                          const ext::shared_ptr<IborIndex>& iborIndex_,
+                          const Handle<YieldTermStructure>& discount = Handle<YieldTermStructure>(),
+                          VolatilityType type = ShiftedLognormal,
+                          Real displacement = 0.0);
         ext::shared_ptr<CapFloorTermVolSurface> termVolSurface_;
         ext::shared_ptr<IborIndex> iborIndex_;
         Handle<YieldTermStructure> discount_;
diff --git a/ql/termstructures/volatility/optionlet/optionletstripper1.cpp b/ql/termstructures/volatility/optionlet/optionletstripper1.cpp
index d89935daa5a..cc712954ff1 100644
--- a/ql/termstructures/volatility/optionlet/optionletstripper1.cpp
+++ b/ql/termstructures/volatility/optionlet/optionletstripper1.cpp
@@ -34,14 +34,18 @@
 
 namespace QuantLib {
 
-OptionletStripper1::OptionletStripper1(
-    const ext::shared_ptr< CapFloorTermVolSurface > &termVolSurface,
-    const ext::shared_ptr< IborIndex > &index, Rate switchStrike, Real accuracy,
-    Natural maxIter, const Handle< YieldTermStructure > &discount,
-    const VolatilityType type, const Real displacement, bool dontThrow)
+    OptionletStripper1::OptionletStripper1(
+        const ext::shared_ptr<CapFloorTermVolSurface>& termVolSurface,
+        const ext::shared_ptr<IborIndex>& index,
+        Rate switchStrike,
+        Real accuracy,
+        Natural maxIter,
+        const Handle<YieldTermStructure>& discount,
+        const VolatilityType type,
+        const Real displacement,
+        bool dontThrow)
     : OptionletStripper(termVolSurface, index, discount, type, displacement),
-      floatingSwitchStrike_(switchStrike == Null< Rate >() ? true : false),
-      switchStrike_(switchStrike),
+      floatingSwitchStrike_(switchStrike == Null<Rate>()), switchStrike_(switchStrike),
       accuracy_(accuracy), maxIter_(maxIter), dontThrow_(dontThrow) {
 
         capFloorPrices_ = Matrix(nOptionletTenors_, nStrikes_);
diff --git a/ql/termstructures/volatility/optionlet/optionletstripper1.hpp b/ql/termstructures/volatility/optionlet/optionletstripper1.hpp
index 12bb4d9129d..2f427a5201b 100644
--- a/ql/termstructures/volatility/optionlet/optionletstripper1.hpp
+++ b/ql/termstructures/volatility/optionlet/optionletstripper1.hpp
@@ -43,15 +43,16 @@ namespace QuantLib {
     */
     class OptionletStripper1 : public OptionletStripper {
       public:
-        OptionletStripper1(const ext::shared_ptr< CapFloorTermVolSurface > &,
-                           const ext::shared_ptr< IborIndex > &index,
-                           Rate switchStrikes = Null< Rate >(),
-                           Real accuracy = 1.0e-6, Natural maxIter = 100,
-                           const Handle< YieldTermStructure > &discount =
-                               Handle< YieldTermStructure >(),
-                           const VolatilityType type = ShiftedLognormal,
-                           const Real displacement = 0.0,
-                           bool dontThrow = false);
+        OptionletStripper1(
+            const ext::shared_ptr<CapFloorTermVolSurface>&,
+            const ext::shared_ptr<IborIndex>& index,
+            Rate switchStrikes = Null<Rate>(),
+            Real accuracy = 1.0e-6,
+            Natural maxIter = 100,
+            const Handle<YieldTermStructure>& discount = Handle<YieldTermStructure>(),
+            VolatilityType type = ShiftedLognormal,
+            Real displacement = 0.0,
+            bool dontThrow = false);
 
         const Matrix& capFloorPrices() const;
         const Matrix &capletVols() const;
diff --git a/ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp b/ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp
index 80dec192be5..8e88f246d76 100644
--- a/ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp
+++ b/ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp
@@ -42,42 +42,48 @@ namespace QuantLib {
         //@{
         //! all market data are quotes
         SabrInterpolatedSmileSection(
-                           const Date& optionDate,
-                           const Handle<Quote>& forward,
-                           const std::vector<Rate>& strikes,
-                           bool hasFloatingStrikes,
-                           const Handle<Quote>& atmVolatility,
-                           const std::vector<Handle<Quote> >& volHandles,
-                           Real alpha, Real beta, Real nu, Real rho,
-                           bool isAlphaFixed = false, bool isBetaFixed = false,
-                           bool isNuFixed = false, bool isRhoFixed = false,
-                           bool vegaWeighted = true,
-                           const ext::shared_ptr<EndCriteria>& endCriteria
-                            = ext::shared_ptr<EndCriteria>(),
-                           const ext::shared_ptr<OptimizationMethod>& method
-                            = ext::shared_ptr<OptimizationMethod>(),
-                           const DayCounter& dc = Actual365Fixed(),
-                           const Real shift = 0.0
-                           );
+            const Date& optionDate,
+            const Handle<Quote>& forward,
+            const std::vector<Rate>& strikes,
+            bool hasFloatingStrikes,
+            const Handle<Quote>& atmVolatility,
+            const std::vector<Handle<Quote> >& volHandles,
+            Real alpha,
+            Real beta,
+            Real nu,
+            Real rho,
+            bool isAlphaFixed = false,
+            bool isBetaFixed = false,
+            bool isNuFixed = false,
+            bool isRhoFixed = false,
+            bool vegaWeighted = true,
+            const ext::shared_ptr<EndCriteria>& endCriteria = ext::shared_ptr<EndCriteria>(),
+            const ext::shared_ptr<OptimizationMethod>& method =
+                ext::shared_ptr<OptimizationMethod>(),
+            const DayCounter& dc = Actual365Fixed(),
+            Real shift = 0.0);
         //! no quotes
         SabrInterpolatedSmileSection(
-                           const Date& optionDate,
-                           const Rate& forward,
-                           const std::vector<Rate>& strikes,
-                           bool hasFloatingStrikes,
-                           const Volatility& atmVolatility,
-                           const std::vector<Volatility>& vols,
-                           Real alpha, Real beta, Real nu, Real rho,
-                           bool isAlphaFixed = false, bool isBetaFixed = false,
-                           bool isNuFixed = false, bool isRhoFixed = false,
-                           bool vegaWeighted = true,
-                           const ext::shared_ptr<EndCriteria>& endCriteria
-                            = ext::shared_ptr<EndCriteria>(),
-                           const ext::shared_ptr<OptimizationMethod>& method
-                            = ext::shared_ptr<OptimizationMethod>(),
-                           const DayCounter& dc = Actual365Fixed(),
-                           const Real shift = 0.0
-                           );
+            const Date& optionDate,
+            const Rate& forward,
+            const std::vector<Rate>& strikes,
+            bool hasFloatingStrikes,
+            const Volatility& atmVolatility,
+            const std::vector<Volatility>& vols,
+            Real alpha,
+            Real beta,
+            Real nu,
+            Real rho,
+            bool isAlphaFixed = false,
+            bool isBetaFixed = false,
+            bool isNuFixed = false,
+            bool isRhoFixed = false,
+            bool vegaWeighted = true,
+            const ext::shared_ptr<EndCriteria>& endCriteria = ext::shared_ptr<EndCriteria>(),
+            const ext::shared_ptr<OptimizationMethod>& method =
+                ext::shared_ptr<OptimizationMethod>(),
+            const DayCounter& dc = Actual365Fixed(),
+            Real shift = 0.0);
         //@}
         //! \name LazyObject interface
         //@{
diff --git a/ql/termstructures/volatility/sabrsmilesection.hpp b/ql/termstructures/volatility/sabrsmilesection.hpp
index 159fb879915..dfd4fbb2647 100644
--- a/ql/termstructures/volatility/sabrsmilesection.hpp
+++ b/ql/termstructures/volatility/sabrsmilesection.hpp
@@ -36,12 +36,12 @@ namespace QuantLib {
         SabrSmileSection(Time timeToExpiry,
                          Rate forward,
                          const std::vector<Real>& sabrParameters,
-                         const Real shift = 0.0);
+                         Real shift = 0.0);
         SabrSmileSection(const Date& d,
                          Rate forward,
                          const std::vector<Real>& sabrParameters,
                          const DayCounter& dc = Actual365Fixed(),
-                         const Real shift = 0.0);
+                         Real shift = 0.0);
         Real minStrike () const { return -shift_; }
         Real maxStrike () const { return QL_MAX_REAL; }
         Real atmLevel() const { return forward_; }
diff --git a/ql/termstructures/volatility/smilesection.hpp b/ql/termstructures/volatility/smilesection.hpp
index 88d0c933e63..c09ac15a324 100644
--- a/ql/termstructures/volatility/smilesection.hpp
+++ b/ql/termstructures/volatility/smilesection.hpp
@@ -41,12 +41,12 @@ namespace QuantLib {
         SmileSection(const Date& d,
                      const DayCounter& dc = DayCounter(),
                      const Date& referenceDate = Date(),
-                     const VolatilityType type = ShiftedLognormal,
-                     const Rate shift = 0.0);
+                     VolatilityType type = ShiftedLognormal,
+                     Rate shift = 0.0);
         SmileSection(Time exerciseTime,
                      const DayCounter& dc = DayCounter(),
-                     const VolatilityType type = ShiftedLognormal,
-                     const Rate shift = 0.0);
+                     VolatilityType type = ShiftedLognormal,
+                     Rate shift = 0.0);
         SmileSection() {}
 
         virtual ~SmileSection() {}
diff --git a/ql/termstructures/volatility/smilesectionutils.cpp b/ql/termstructures/volatility/smilesectionutils.cpp
index 4be1d9764be..dfd2ebbd1fb 100644
--- a/ql/termstructures/volatility/smilesectionutils.cpp
+++ b/ql/termstructures/volatility/smilesectionutils.cpp
@@ -27,7 +27,7 @@ namespace QuantLib {
                                          const Real atm,
                                          const bool deleteArbitragePoints) {
 
-        if (moneynessGrid.size() != 0) {
+        if (!moneynessGrid.empty()) {
             QL_REQUIRE(
                 section.volatilityType() == Normal || moneynessGrid[0] >= 0.0,
                 "moneyness grid should only contain non negative values ("
@@ -64,7 +64,7 @@ namespace QuantLib {
             0.04,   0.05,   0.075,  0.10,    0.15,    0.20
         };
 
-        if (moneynessGrid.size() == 0) {
+        if (moneynessGrid.empty()) {
             tmp = section.volatilityType() == Normal
                       ? std::vector<Real>(defaultMoneyNormal,
                                           defaultMoneyNormal + 27)
@@ -216,8 +216,6 @@ namespace QuantLib {
         if (i >= i1)
             return true;
         Real q2 = (c_[i + 1] - c_[i]) / (k_[i + 1] - k_[i]);
-        if (q1 <= q2 && q2 <= 0.0)
-            return true;
-        return false;
+        return q1 <= q2 && q2 <= 0.0;
     }
 }
diff --git a/ql/termstructures/volatility/smilesectionutils.hpp b/ql/termstructures/volatility/smilesectionutils.hpp
index 3da408470b1..ee41db83a2f 100644
--- a/ql/termstructures/volatility/smilesectionutils.hpp
+++ b/ql/termstructures/volatility/smilesectionutils.hpp
@@ -36,11 +36,10 @@ namespace QuantLib {
         volatility smile sections */
     class SmileSectionUtils {
       public:
-        SmileSectionUtils(const SmileSection &section,
-                          const std::vector<Real> &moneynessGrid =
-                              std::vector<Real>(),
-                          const Real atm = Null<Real>(),
-                          const bool deleteArbitragePoints = false);
+        SmileSectionUtils(const SmileSection& section,
+                          const std::vector<Real>& moneynessGrid = std::vector<Real>(),
+                          Real atm = Null<Real>(),
+                          bool deleteArbitragePoints = false);
 
         const std::pair<Real, Real> arbitragefreeRegion() const;
         const std::pair<Size, Size> arbitragefreeIndices() const;
@@ -50,7 +49,7 @@ namespace QuantLib {
         Real atmLevel() const { return f_; }
 
       private:
-        bool af(const Size i0, const Size i, const Size i1) const;
+        bool af(Size i0, Size i, Size i1) const;
         std::vector<Real> m_, c_, k_;
         Size leftIndex_, rightIndex_;
         Real f_;
diff --git a/ql/termstructures/volatility/swaption/cmsmarketcalibration.cpp b/ql/termstructures/volatility/swaption/cmsmarketcalibration.cpp
index 678f9457d82..61c5cddfb7d 100644
--- a/ql/termstructures/volatility/swaption/cmsmarketcalibration.cpp
+++ b/ql/termstructures/volatility/swaption/cmsmarketcalibration.cpp
@@ -130,10 +130,10 @@ namespace {
         const ext::shared_ptr<SwaptionVolCube1> volCubeBySabr =
             ext::dynamic_pointer_cast<SwaptionVolCube1>(*volCube_);
         for (Size i = 0; i < nSwapTenors; ++i)
-            volCubeBySabr->recalibration(
-                smileAndCms_->betaTransformDirect(x[i]), swapTenors[i]);
+            volCubeBySabr->recalibration(CmsMarketCalibration::betaTransformDirect(x[i]),
+                                         swapTenors[i]);
         Real meanReversion =
-            smileAndCms_->reversionTransformDirect(x[nSwapTenors]);
+            CmsMarketCalibration::reversionTransformDirect(x[nSwapTenors]);
         cmsMarket_->reprice(volCube_, meanReversion);
     }
 
@@ -177,13 +177,12 @@ namespace {
         const ext::shared_ptr<SwaptionVolCube1> volCubeBySabr =
             ext::dynamic_pointer_cast<SwaptionVolCube1>(*volCube_);
         for (Size i = 0; i < nSwapTenors; ++i)
-            volCubeBySabr->recalibration(
-                smileAndCms_->betaTransformDirect(x[i]), swapTenors[i]);
-        cmsMarket_->reprice(
-            volCube_,
-            fixedMeanReversion_ == Null<Real>()
-                ? Null<Real>()
-                : smileAndCms_->reversionTransformDirect(fixedMeanReversion_));
+            volCubeBySabr->recalibration(QuantLib::CmsMarketCalibration::betaTransformDirect(x[i]),
+                                         swapTenors[i]);
+        cmsMarket_->reprice(volCube_, fixedMeanReversion_ == Null<Real>() ?
+                                          Null<Real>() :
+                                          QuantLib::CmsMarketCalibration::reversionTransformDirect(
+                                              fixedMeanReversion_));
     }
 
     //===========================================================================//
@@ -205,11 +204,11 @@ namespace {
             std::vector<Real> beta(x.begin() + (i * nSwapLengths),
                                    x.begin() + ((i + 1) * nSwapLengths));
             for (Size j = 0; j < beta.size(); ++j)
-                beta[j] = smileAndCms_->betaTransformDirect(beta[j]);
+                beta[j] = CmsMarketCalibration::betaTransformDirect(beta[j]);
             volCubeBySabr->recalibration(swapLengths, beta, swapTenors[i]);
         }
-        Real meanReversion = smileAndCms_->reversionTransformDirect(
-            x[nSwapLengths + nSwapTenors]);
+        Real meanReversion =
+            CmsMarketCalibration::reversionTransformDirect(x[nSwapLengths + nSwapTenors]);
         cmsMarket_->reprice(volCube_, meanReversion);
     }
 
@@ -232,14 +231,13 @@ namespace {
             std::vector<Real> beta(x.begin() + (i * nSwapLengths),
                                    x.begin() + ((i + 1) * nSwapLengths));
             for (Size j = 0; j < beta.size(); ++j)
-                beta[j] = smileAndCms_->betaTransformDirect(beta[j]);
+                beta[j] = CmsMarketCalibration::betaTransformDirect(beta[j]);
             volCubeBySabr->recalibration(swapLengths, beta, swapTenors[i]);
         }
-        cmsMarket_->reprice(
-            volCube_,
-            fixedMeanReversion_ == Null<Real>()
-                ? Null<Real>()
-                : smileAndCms_->reversionTransformDirect(fixedMeanReversion_));
+        cmsMarket_->reprice(volCube_, fixedMeanReversion_ == Null<Real>() ?
+                                          Null<Real>() :
+                                          CmsMarketCalibration::reversionTransformDirect(
+                                              fixedMeanReversion_));
     }
 
     //=============================================================================//
@@ -257,8 +255,8 @@ namespace {
         const ext::shared_ptr<SwaptionVolCube1> volCubeBySabr =
             ext::dynamic_pointer_cast<SwaptionVolCube1>(*volCube_);
         for (Size i = 0; i < nSwapTenors; ++i) {
-            Real betaInf = smileAndCms_->betaTransformDirect(x[0 + 3 * i]);
-            Real beta0 = smileAndCms_->betaTransformDirect(x[1 + 3 * i]);
+            Real betaInf = CmsMarketCalibration::betaTransformDirect(x[0 + 3 * i]);
+            Real beta0 = CmsMarketCalibration::betaTransformDirect(x[1 + 3 * i]);
             Real decay = x[2 + 3 * i] * x[2 + 3 * i];
             std::vector<Real> beta(nSwapLengths);
             for (Size j = 0; j < beta.size(); ++j) {
@@ -268,11 +266,10 @@ namespace {
             }
             volCubeBySabr->recalibration(swapLengths, beta, swapTenors[i]);
         }
-        cmsMarket_->reprice(
-            volCube_,
-            fixedMeanReversion_ == Null<Real>()
-                ? Null<Real>()
-                : smileAndCms_->reversionTransformDirect(fixedMeanReversion_));
+        cmsMarket_->reprice(volCube_, fixedMeanReversion_ == Null<Real>() ?
+                                          Null<Real>() :
+                                          CmsMarketCalibration::reversionTransformDirect(
+                                              fixedMeanReversion_));
     }
 
     //===========================================================================//
@@ -290,8 +287,8 @@ namespace {
         const ext::shared_ptr<SwaptionVolCube1> volCubeBySabr =
             ext::dynamic_pointer_cast<SwaptionVolCube1>(*volCube_);
         for (Size i = 0; i < nSwapTenors; ++i) {
-            Real betaInf = smileAndCms_->betaTransformDirect(x[0 + 3 * i]);
-            Real beta0 = smileAndCms_->betaTransformDirect(x[1 + 3 * i]);
+            Real betaInf = CmsMarketCalibration::betaTransformDirect(x[0 + 3 * i]);
+            Real beta0 = CmsMarketCalibration::betaTransformDirect(x[1 + 3 * i]);
             Real decay = x[2 + 3 * i] * x[2 + 3 * i];
             std::vector<Real> beta(nSwapLengths);
             for (Size j = 0; j < beta.size(); ++j) {
@@ -302,7 +299,7 @@ namespace {
             volCubeBySabr->recalibration(swapLengths, beta, swapTenors[i]);
         }
         Real meanReversion =
-            smileAndCms_->reversionTransformDirect(x[3 * nSwapTenors]);
+            CmsMarketCalibration::reversionTransformDirect(x[3 * nSwapTenors]);
         cmsMarket_->reprice(volCube_, meanReversion);
     }
 }
diff --git a/ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp b/ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp
index 7e9fb33b87a..c09f3312a85 100644
--- a/ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp
+++ b/ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp
@@ -58,16 +58,16 @@ namespace QuantLib {
                       bool isMeanReversionFixed);
 
         Matrix compute(const ext::shared_ptr<EndCriteria>& endCriteria,
-                      const ext::shared_ptr<OptimizationMethod>& method,
-                      const Matrix& guess,
-                      bool isMeanReversionFixed,
-                      const Real meanReversionGuess = Null<Real>());
-
-        Matrix
-        computeParametric(const ext::shared_ptr<EndCriteria> &endCriteria,
-                          const ext::shared_ptr<OptimizationMethod> &method,
-                          const Matrix &guess, bool isMeanReversionFixed,
-                          const Real meanReversionGuess = Null<Real>());
+                       const ext::shared_ptr<OptimizationMethod>& method,
+                       const Matrix& guess,
+                       bool isMeanReversionFixed,
+                       Real meanReversionGuess = Null<Real>());
+
+        Matrix computeParametric(const ext::shared_ptr<EndCriteria>& endCriteria,
+                                 const ext::shared_ptr<OptimizationMethod>& method,
+                                 const Matrix& guess,
+                                 bool isMeanReversionFixed,
+                                 Real meanReversionGuess = Null<Real>());
 
         Real error() { return error_; }
         EndCriteria::Type endCriteria() { return endCriteria_; };
diff --git a/ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp b/ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp
index 9025b5f0178..1b82a802ba2 100644
--- a/ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp
+++ b/ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp
@@ -36,12 +36,13 @@ class Quote;
 
 class Gaussian1dSwaptionVolatility : public SwaptionVolatilityStructure {
   public:
-    Gaussian1dSwaptionVolatility(
-        const Calendar &cal, BusinessDayConvention bdc,
-        const ext::shared_ptr<SwapIndex> &indexBase,
-        const ext::shared_ptr<Gaussian1dModel> &model, const DayCounter &dc,
-        const ext::shared_ptr<Gaussian1dSwaptionEngine> swaptionEngine =
-            ext::shared_ptr<Gaussian1dSwaptionEngine>());
+    Gaussian1dSwaptionVolatility(const Calendar& cal,
+                                 BusinessDayConvention bdc,
+                                 const ext::shared_ptr<SwapIndex>& indexBase,
+                                 const ext::shared_ptr<Gaussian1dModel>& model,
+                                 const DayCounter& dc,
+                                 ext::shared_ptr<Gaussian1dSwaptionEngine> swaptionEngine =
+                                     ext::shared_ptr<Gaussian1dSwaptionEngine>());
     //@{
     Date maxDate() const { return Date::maxDate(); }
     //@}
diff --git a/ql/termstructures/volatility/swaption/swaptionconstantvol.hpp b/ql/termstructures/volatility/swaption/swaptionconstantvol.hpp
index c8768b0123c..ddbd1158e36 100644
--- a/ql/termstructures/volatility/swaption/swaptionconstantvol.hpp
+++ b/ql/termstructures/volatility/swaption/swaptionconstantvol.hpp
@@ -42,32 +42,32 @@ namespace QuantLib {
                                    BusinessDayConvention bdc,
                                    const Handle<Quote>& volatility,
                                    const DayCounter& dc,
-                                   const VolatilityType type = ShiftedLognormal,
-                                   const Real shift = 0.0);
+                                   VolatilityType type = ShiftedLognormal,
+                                   Real shift = 0.0);
         //! fixed reference date, floating market data
         ConstantSwaptionVolatility(const Date& referenceDate,
                                    const Calendar& cal,
                                    BusinessDayConvention bdc,
                                    const Handle<Quote>& volatility,
                                    const DayCounter& dc,
-                                   const VolatilityType type = ShiftedLognormal,
-                                   const Real shift = 0.0);
+                                   VolatilityType type = ShiftedLognormal,
+                                   Real shift = 0.0);
         //! floating reference date, fixed market data
         ConstantSwaptionVolatility(Natural settlementDays,
                                    const Calendar& cal,
                                    BusinessDayConvention bdc,
                                    Volatility volatility,
                                    const DayCounter& dc,
-                                   const VolatilityType type = ShiftedLognormal,
-                                   const Real shift = 0.0);
+                                   VolatilityType type = ShiftedLognormal,
+                                   Real shift = 0.0);
         //! fixed reference date, fixed market data
         ConstantSwaptionVolatility(const Date& referenceDate,
                                    const Calendar& cal,
                                    BusinessDayConvention bdc,
                                    Volatility volatility,
                                    const DayCounter& dc,
-                                   const VolatilityType type = ShiftedLognormal,
-                                   const Real shift = 0.0);
+                                   VolatilityType type = ShiftedLognormal,
+                                   Real shift = 0.0);
         //! \name TermStructure interface
         //@{
         Date maxDate() const;
diff --git a/ql/termstructures/volatility/swaption/swaptionvolcube1.hpp b/ql/termstructures/volatility/swaption/swaptionvolcube1.hpp
index 1470c7b060f..69de64dbc16 100644
--- a/ql/termstructures/volatility/swaption/swaptionvolcube1.hpp
+++ b/ql/termstructures/volatility/swaption/swaptionvolcube1.hpp
@@ -74,8 +74,8 @@ namespace QuantLib {
             void setPoints(const std::vector<Matrix>& x);
             void setPoint(const Date& optionDate,
                           const Period& swapTenor,
-                          const Time optionTime,
-                          const Time swapLengths,
+                          Time optionTime,
+                          Time swapLengths,
                           const std::vector<Real>& point);
             void setLayer(Size i,
                           const Matrix& x);
@@ -92,8 +92,7 @@ namespace QuantLib {
             const std::vector<Time>& optionTimes() const;
             const std::vector<Time>& swapLengths() const;
             const std::vector<Matrix>& points() const;
-            std::vector<Real> operator()(const Time optionTime,
-                                         const Time swapLengths) const;
+            std::vector<Real> operator()(Time optionTime, Time swapLengths) const;
             void updateInterpolators()const;
             Matrix browse() const;
           private:
@@ -120,16 +119,15 @@ namespace QuantLib {
             const std::vector<std::vector<Handle<Quote> > >& parametersGuess,
             const std::vector<bool>& isParameterFixed,
             bool isAtmCalibrated,
-            const ext::shared_ptr<EndCriteria>& endCriteria
-                = ext::shared_ptr<EndCriteria>(),
+            const ext::shared_ptr<EndCriteria>& endCriteria = ext::shared_ptr<EndCriteria>(),
             Real maxErrorTolerance = Null<Real>(),
-            const ext::shared_ptr<OptimizationMethod>& optMethod
-                = ext::shared_ptr<OptimizationMethod>(),
-            const Real errorAccept = Null<Real>(),
-            const bool useMaxError = false,
-            const Size maxGuesses = 50,
-            const bool backwardFlat = false,
-            const Real cutoffStrike = 0.0001);
+            const ext::shared_ptr<OptimizationMethod>& optMethod =
+                ext::shared_ptr<OptimizationMethod>(),
+            Real errorAccept = Null<Real>(),
+            bool useMaxError = false,
+            Size maxGuesses = 50,
+            bool backwardFlat = false,
+            Real cutoffStrike = 0.0001);
         //! \name LazyObject interface
         //@{
         void performCalculations() const;
diff --git a/ql/termstructures/volatility/swaption/swaptionvolmatrix.cpp b/ql/termstructures/volatility/swaption/swaptionvolmatrix.cpp
index 225105d2c80..ab63def3977 100644
--- a/ql/termstructures/volatility/swaption/swaptionvolmatrix.cpp
+++ b/ql/termstructures/volatility/swaption/swaptionvolmatrix.cpp
@@ -47,8 +47,8 @@ namespace QuantLib {
       volHandles_(vols), shiftValues_(shifts),
       volatilities_(vols.size(), vols.front().size()),
       shifts_(vols.size(), vols.front().size(), 0.0), volatilityType_(type) {
-        checkInputs(volatilities_.rows(), volatilities_.columns(),
-                    shifts.size(), shifts.size() == 0 ? 0 : shifts.front().size());
+        checkInputs(volatilities_.rows(), volatilities_.columns(), shifts.size(),
+                    shifts.empty() ? 0 : shifts.front().size());
         registerWithMarketData();
         if (flatExtrapolation) {
             interpolation_ =
@@ -85,8 +85,8 @@ namespace QuantLib {
       volHandles_(vols), shiftValues_(shifts),
       volatilities_(vols.size(), vols.front().size()),
       shifts_(vols.size(), vols.front().size(), 0.0), volatilityType_(type) {
-        checkInputs(volatilities_.rows(), volatilities_.columns(),
-                    shifts.size(), shifts.size() == 0 ? 0 : shifts.front().size());
+        checkInputs(volatilities_.rows(), volatilities_.columns(), shifts.size(),
+                    shifts.empty() ? 0 : shifts.front().size());
         registerWithMarketData();
         if (flatExtrapolation) {
             interpolation_ =
@@ -346,7 +346,7 @@ namespace QuantLib {
         for (Size i=0; i<volatilities_.rows(); ++i) {
             for (Size j=0; j<volatilities_.columns(); ++j) {
                 volatilities_[i][j] = volHandles_[i][j]->value();
-                if(shiftValues_.size() > 0)
+                if (!shiftValues_.empty())
                     shifts_[i][j] = shiftValues_[i][j];
             }
         }
diff --git a/ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp b/ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp
index b72a201075f..b69556e2825 100644
--- a/ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp
+++ b/ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp
@@ -54,52 +54,48 @@ namespace QuantLib {
       public:
         //! floating reference date, floating market data
         SwaptionVolatilityMatrix(
-                    const Calendar& calendar,
-                    BusinessDayConvention bdc,
-                    const std::vector<Period>& optionTenors,
-                    const std::vector<Period>& swapTenors,
-                    const std::vector<std::vector<Handle<Quote> > >& vols,
-                    const DayCounter& dayCounter,
-                    const bool flatExtrapolation = false,
-                    const VolatilityType type = ShiftedLognormal,
-                    const std::vector<std::vector<Real> >& shifts
-                    = std::vector<std::vector<Real> >());
+            const Calendar& calendar,
+            BusinessDayConvention bdc,
+            const std::vector<Period>& optionTenors,
+            const std::vector<Period>& swapTenors,
+            const std::vector<std::vector<Handle<Quote> > >& vols,
+            const DayCounter& dayCounter,
+            bool flatExtrapolation = false,
+            VolatilityType type = ShiftedLognormal,
+            const std::vector<std::vector<Real> >& shifts = std::vector<std::vector<Real> >());
         //! fixed reference date, floating market data
         SwaptionVolatilityMatrix(
-                    const Date& referenceDate,
-                    const Calendar& calendar,
-                    BusinessDayConvention bdc,
-                    const std::vector<Period>& optionTenors,
-                    const std::vector<Period>& swapTenors,
-                    const std::vector<std::vector<Handle<Quote> > >& vols,
-                    const DayCounter& dayCounter,
-                    const bool flatExtrapolation = false,
-                    const VolatilityType type = ShiftedLognormal,
-                    const std::vector<std::vector<Real> >& shifts
-                    = std::vector<std::vector<Real> >());
+            const Date& referenceDate,
+            const Calendar& calendar,
+            BusinessDayConvention bdc,
+            const std::vector<Period>& optionTenors,
+            const std::vector<Period>& swapTenors,
+            const std::vector<std::vector<Handle<Quote> > >& vols,
+            const DayCounter& dayCounter,
+            bool flatExtrapolation = false,
+            VolatilityType type = ShiftedLognormal,
+            const std::vector<std::vector<Real> >& shifts = std::vector<std::vector<Real> >());
         //! floating reference date, fixed market data
-        SwaptionVolatilityMatrix(
-                    const Calendar& calendar,
-                    BusinessDayConvention bdc,
-                    const std::vector<Period>& optionTenors,
-                    const std::vector<Period>& swapTenors,
-                    const Matrix& volatilities,
-                    const DayCounter& dayCounter,
-                    const bool flatExtrapolation = false,
-                    const VolatilityType type = ShiftedLognormal,
-                    const Matrix& shifts = Matrix());
+        SwaptionVolatilityMatrix(const Calendar& calendar,
+                                 BusinessDayConvention bdc,
+                                 const std::vector<Period>& optionTenors,
+                                 const std::vector<Period>& swapTenors,
+                                 const Matrix& volatilities,
+                                 const DayCounter& dayCounter,
+                                 bool flatExtrapolation = false,
+                                 VolatilityType type = ShiftedLognormal,
+                                 const Matrix& shifts = Matrix());
         //! fixed reference date, fixed market data
-        SwaptionVolatilityMatrix(
-                    const Date& referenceDate,
-                    const Calendar& calendar,
-                    BusinessDayConvention bdc,
-                    const std::vector<Period>& optionTenors,
-                    const std::vector<Period>& swapTenors,
-                    const Matrix& volatilities,
-                    const DayCounter& dayCounter,
-                    const bool flatExtrapolation = false,
-                    const VolatilityType type = ShiftedLognormal,
-                    const Matrix& shifts = Matrix());
+        SwaptionVolatilityMatrix(const Date& referenceDate,
+                                 const Calendar& calendar,
+                                 BusinessDayConvention bdc,
+                                 const std::vector<Period>& optionTenors,
+                                 const std::vector<Period>& swapTenors,
+                                 const Matrix& volatilities,
+                                 const DayCounter& dayCounter,
+                                 bool flatExtrapolation = false,
+                                 VolatilityType type = ShiftedLognormal,
+                                 const Matrix& shifts = Matrix());
         //! fixed reference date and fixed market data, option dates
         SwaptionVolatilityMatrix(const Date& referenceDate,
                                  const Calendar& calendar,
@@ -108,8 +104,8 @@ namespace QuantLib {
                                  const std::vector<Period>& swapTenors,
                                  const Matrix& volatilities,
                                  const DayCounter& dayCounter,
-                                 const bool flatExtrapolation = false,
-                                 const VolatilityType type = ShiftedLognormal,
+                                 bool flatExtrapolation = false,
+                                 VolatilityType type = ShiftedLognormal,
                                  const Matrix& shifts = Matrix());
         /*! \deprecated Use the constructor also taking a calendar and
                         business-day convention instead.
@@ -121,8 +117,8 @@ namespace QuantLib {
                                  const std::vector<Period>& swapTenors,
                                  const Matrix& volatilities,
                                  const DayCounter& dayCounter,
-                                 const bool flatExtrapolation = false,
-                                 const VolatilityType type = ShiftedLognormal,
+                                 bool flatExtrapolation = false,
+                                 VolatilityType type = ShiftedLognormal,
                                  const Matrix& shifts = Matrix());
 
         //! \name LazyObject interface
diff --git a/ql/termstructures/yield/bondhelpers.hpp b/ql/termstructures/yield/bondhelpers.hpp
index 99380e68d26..a5915be5578 100644
--- a/ql/termstructures/yield/bondhelpers.hpp
+++ b/ql/termstructures/yield/bondhelpers.hpp
@@ -47,7 +47,7 @@ namespace QuantLib {
         */
         BondHelper(const Handle<Quote>& price,
                    const ext::shared_ptr<Bond>& bond,
-                   const Bond::Price::Type priceType = Bond::Price::Clean);
+                   Bond::Price::Type priceType = Bond::Price::Clean);
 
         /*! \deprecated Use the other overload instead.
                         Deprecated in version 1.18.
@@ -99,9 +99,9 @@ namespace QuantLib {
                             const Calendar& paymentCalendar = Calendar(),
                             const Period& exCouponPeriod = Period(),
                             const Calendar& exCouponCalendar = Calendar(),
-                            const BusinessDayConvention exCouponConvention = Unadjusted,
+                            BusinessDayConvention exCouponConvention = Unadjusted,
                             bool exCouponEndOfMonth = false,
-                            const Bond::Price::Type priceType = Bond::Price::Clean);
+                            Bond::Price::Type priceType = Bond::Price::Clean);
 
         /*! \deprecated Use the other overload instead.
                         Deprecated in version 1.18.
@@ -119,9 +119,9 @@ namespace QuantLib {
                             const Calendar& paymentCalendar,
                             const Period& exCouponPeriod,
                             const Calendar& exCouponCalendar,
-                            const BusinessDayConvention exCouponConvention,
+                            BusinessDayConvention exCouponConvention,
                             bool exCouponEndOfMonth,
-                            const bool useCleanPrice);
+                            bool useCleanPrice);
 
         //! \name Additional inspectors
         //@{
@@ -142,7 +142,7 @@ namespace QuantLib {
         CPIBondHelper(const Handle<Quote>& price,
                       Natural settlementDays,
                       Real faceAmount,
-                      const bool growthOnly,
+                      bool growthOnly,
                       Real baseCPI,
                       const Period& observationLag,
                       const ext::shared_ptr<ZeroInflationIndex>& cpiIndex,
@@ -155,33 +155,33 @@ namespace QuantLib {
                       const Calendar& paymentCalendar = Calendar(),
                       const Period& exCouponPeriod = Period(),
                       const Calendar& exCouponCalendar = Calendar(),
-                      const BusinessDayConvention exCouponConvention = Unadjusted,
+                      BusinessDayConvention exCouponConvention = Unadjusted,
                       bool exCouponEndOfMonth = false,
-                      const Bond::Price::Type priceType = Bond::Price::Clean);
+                      Bond::Price::Type priceType = Bond::Price::Clean);
 
         /*! \deprecated Use the other overload instead.
                         Deprecated in version 1.18.
         */
         QL_DEPRECATED
         CPIBondHelper(const Handle<Quote>& price,
-                            Natural settlementDays,
-                            Real faceAmount,
-                            const bool growthOnly,
-                            Real baseCPI,
-                            const Period& observationLag,
-                            const ext::shared_ptr<ZeroInflationIndex>& cpiIndex,
-                            CPI::InterpolationType observationInterpolation,
-                            const Schedule& schedule,
-                            const std::vector<Rate>& fixedRate,
-                            const DayCounter& accrualDayCounter,
-                            BusinessDayConvention paymentConvention,
-                            const Date& issueDate,
-                            const Calendar& paymentCalendar,
-                            const Period& exCouponPeriod,
-                            const Calendar& exCouponCalendar,
-                            const BusinessDayConvention exCouponConvention,
-                            bool exCouponEndOfMonth,
-                            const bool useCleanPrice);
+                      Natural settlementDays,
+                      Real faceAmount,
+                      bool growthOnly,
+                      Real baseCPI,
+                      const Period& observationLag,
+                      const ext::shared_ptr<ZeroInflationIndex>& cpiIndex,
+                      CPI::InterpolationType observationInterpolation,
+                      const Schedule& schedule,
+                      const std::vector<Rate>& fixedRate,
+                      const DayCounter& accrualDayCounter,
+                      BusinessDayConvention paymentConvention,
+                      const Date& issueDate,
+                      const Calendar& paymentCalendar,
+                      const Period& exCouponPeriod,
+                      const Calendar& exCouponCalendar,
+                      BusinessDayConvention exCouponConvention,
+                      bool exCouponEndOfMonth,
+                      bool useCleanPrice);
         //! \name Additional inspectors
         //@{
         ext::shared_ptr<CPIBond> cpiBond() const;
diff --git a/ql/termstructures/yield/fittedbonddiscountcurve.hpp b/ql/termstructures/yield/fittedbonddiscountcurve.hpp
index edb5d956730..5e4b34a68e2 100644
--- a/ql/termstructures/yield/fittedbonddiscountcurve.hpp
+++ b/ql/termstructures/yield/fittedbonddiscountcurve.hpp
@@ -212,11 +212,12 @@ namespace QuantLib {
         DiscountFactor discount(const Array& x, Time t) const;
       protected:
         //! constructors
-        FittingMethod(bool constrainAtZero = true, const Array& weights = Array(),
-                      ext::shared_ptr<OptimizationMethod> optimizationMethod
-                                          = ext::shared_ptr<OptimizationMethod>(),
+        FittingMethod(bool constrainAtZero = true,
+                      const Array& weights = Array(),
+                      ext::shared_ptr<OptimizationMethod> optimizationMethod =
+                          ext::shared_ptr<OptimizationMethod>(),
                       const Array& l2 = Array(),
-                      const Real minCutoffTime = 0.0,
+                      Real minCutoffTime = 0.0,
                       const Real maxCutoffTime = QL_MAX_REAL);
         //! rerun every time instruments/referenceDate changes
         virtual void init();
diff --git a/ql/termstructures/yield/nonlinearfittingmethods.cpp b/ql/termstructures/yield/nonlinearfittingmethods.cpp
index 985bdfc093b..f56591231ec 100644
--- a/ql/termstructures/yield/nonlinearfittingmethods.cpp
+++ b/ql/termstructures/yield/nonlinearfittingmethods.cpp
@@ -288,13 +288,18 @@ namespace QuantLib {
         }
         return d;
     }
-    
+
     SpreadFittingMethod::SpreadFittingMethod(ext::shared_ptr<FittingMethod> method,
-                        Handle<YieldTermStructure> discountCurve,
-                        const Real minCutoffTime, const Real maxCutoffTime)
-    : FittedBondDiscountCurve::FittingMethod(method ? method->constrainAtZero() : true, method ? method->weights() : Array(),
-                                             method ? method->optimizationMethod() : ext::shared_ptr<OptimizationMethod>(), 
-                                             method ? method->l2() : Array(), minCutoffTime, maxCutoffTime),
+                                             Handle<YieldTermStructure> discountCurve,
+                                             const Real minCutoffTime,
+                                             const Real maxCutoffTime)
+    : FittedBondDiscountCurve::FittingMethod(method != 0 ? method->constrainAtZero() : true,
+                                             method != 0 ? method->weights() : Array(),
+                                             method != 0 ? method->optimizationMethod() :
+                                                           ext::shared_ptr<OptimizationMethod>(),
+                                             method != 0 ? method->l2() : Array(),
+                                             minCutoffTime,
+                                             maxCutoffTime),
       method_(method), discountingCurve_(discountCurve) {
         QL_REQUIRE(method, "Fitting method is empty");
         QL_REQUIRE(!discountingCurve_.empty(), "Discounting curve cannot be empty");
diff --git a/ql/termstructures/yield/nonlinearfittingmethods.hpp b/ql/termstructures/yield/nonlinearfittingmethods.hpp
index 07c42ac3ec2..4d62a658e9e 100644
--- a/ql/termstructures/yield/nonlinearfittingmethods.hpp
+++ b/ql/termstructures/yield/nonlinearfittingmethods.hpp
@@ -48,15 +48,15 @@ namespace QuantLib {
       public:
         ExponentialSplinesFitting(bool constrainAtZero = true,
                                   const Array& weights = Array(),
-                                  ext::shared_ptr<OptimizationMethod> optimizationMethod
-                                          = ext::shared_ptr<OptimizationMethod>(),
+                                  ext::shared_ptr<OptimizationMethod> optimizationMethod =
+                                      ext::shared_ptr<OptimizationMethod>(),
                                   const Array& l2 = Array(),
-                                  const Real minCutoffTime = 0.0,
+                                  Real minCutoffTime = 0.0,
                                   const Real maxCutoffTime = QL_MAX_REAL);
         ExponentialSplinesFitting(bool constrainAtZero,
                                   const Array& weights,
                                   const Array& l2,
-                                  const Real minCutoffTime = 0.0,
+                                  Real minCutoffTime = 0.0,
                                   const Real maxCutoffTime = QL_MAX_REAL);
         #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<FittedBondDiscountCurve::FittingMethod> clone() const;
@@ -83,13 +83,14 @@ namespace QuantLib {
         : public FittedBondDiscountCurve::FittingMethod {
       public:
         NelsonSiegelFitting(const Array& weights = Array(),
-                            ext::shared_ptr<OptimizationMethod> optimizationMethod
-                                          = ext::shared_ptr<OptimizationMethod>(),
+                            ext::shared_ptr<OptimizationMethod> optimizationMethod =
+                                ext::shared_ptr<OptimizationMethod>(),
                             const Array& l2 = Array(),
-                            const Real minCutoffTime = 0.0,
+                            Real minCutoffTime = 0.0,
                             const Real maxCutoffTime = QL_MAX_REAL);
-        NelsonSiegelFitting(const Array& weights, const Array& l2,
-                            const Real minCutoffTime = 0.0,
+        NelsonSiegelFitting(const Array& weights,
+                            const Array& l2,
+                            Real minCutoffTime = 0.0,
                             const Real maxCutoffTime = QL_MAX_REAL);
         #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<FittedBondDiscountCurve::FittingMethod> clone() const;
@@ -118,13 +119,14 @@ namespace QuantLib {
         : public FittedBondDiscountCurve::FittingMethod {
       public:
         SvenssonFitting(const Array& weights = Array(),
-                        ext::shared_ptr<OptimizationMethod> optimizationMethod
-                               = ext::shared_ptr<OptimizationMethod>(),
+                        ext::shared_ptr<OptimizationMethod> optimizationMethod =
+                            ext::shared_ptr<OptimizationMethod>(),
                         const Array& l2 = Array(),
-                        const Real minCutoffTime = 0.0,
+                        Real minCutoffTime = 0.0,
                         const Real maxCutoffTime = QL_MAX_REAL);
-        SvenssonFitting(const Array& weights, const Array& l2,
-                        const Real minCutoffTime = 0.0,
+        SvenssonFitting(const Array& weights,
+                        const Array& l2,
+                        Real minCutoffTime = 0.0,
                         const Real maxCutoffTime = QL_MAX_REAL);
         #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<FittedBondDiscountCurve::FittingMethod> clone() const;
@@ -162,16 +164,16 @@ namespace QuantLib {
         CubicBSplinesFitting(const std::vector<Time>& knotVector,
                              bool constrainAtZero = true,
                              const Array& weights = Array(),
-                             ext::shared_ptr<OptimizationMethod> optimizationMethod
-                                     = ext::shared_ptr<OptimizationMethod>(),
+                             ext::shared_ptr<OptimizationMethod> optimizationMethod =
+                                 ext::shared_ptr<OptimizationMethod>(),
                              const Array& l2 = Array(),
-                             const Real minCutoffTime = 0.0,
+                             Real minCutoffTime = 0.0,
                              const Real maxCutoffTime = QL_MAX_REAL);
         CubicBSplinesFitting(const std::vector<Time>& knotVector,
                              bool constrainAtZero,
                              const Array& weights,
                              const Array& l2,
-                             const Real minCutoffTime = 0.0,
+                             Real minCutoffTime = 0.0,
                              const Real maxCutoffTime = QL_MAX_REAL);
         //! cubic B-spline basis functions
         Real basisFunction(Integer i, Time t) const;
@@ -206,16 +208,16 @@ namespace QuantLib {
         SimplePolynomialFitting(Natural degree,
                                 bool constrainAtZero = true,
                                 const Array& weights = Array(),
-                                ext::shared_ptr<OptimizationMethod> optimizationMethod
-                                       = ext::shared_ptr<OptimizationMethod>(),
+                                ext::shared_ptr<OptimizationMethod> optimizationMethod =
+                                    ext::shared_ptr<OptimizationMethod>(),
                                 const Array& l2 = Array(),
-                                const Real minCutoffTime = 0.0,
+                                Real minCutoffTime = 0.0,
                                 const Real maxCutoffTime = QL_MAX_REAL);
         SimplePolynomialFitting(Natural degree,
                                 bool constrainAtZero,
                                 const Array& weights,
                                 const Array& l2,
-                                const Real minCutoffTime = 0.0,
+                                Real minCutoffTime = 0.0,
                                 const Real maxCutoffTime = QL_MAX_REAL);
         #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<FittedBondDiscountCurve::FittingMethod> clone() const;
@@ -235,10 +237,10 @@ namespace QuantLib {
     class SpreadFittingMethod
         : public FittedBondDiscountCurve::FittingMethod {
       public:
-         SpreadFittingMethod(ext::shared_ptr<FittingMethod> method,
-                             Handle<YieldTermStructure> discountCurve,
-                             const Real minCutoffTime = 0.0,
-                             const Real maxCutoffTime = QL_MAX_REAL);
+        SpreadFittingMethod(ext::shared_ptr<FittingMethod> method,
+                            Handle<YieldTermStructure> discountCurve,
+                            Real minCutoffTime = 0.0,
+                            const Real maxCutoffTime = QL_MAX_REAL);
         #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<FittedBondDiscountCurve::FittingMethod> clone() const;
         #else
diff --git a/ql/termstructures/yield/oisratehelper.hpp b/ql/termstructures/yield/oisratehelper.hpp
index fb39a5f9b7e..a3914bbf3d2 100644
--- a/ql/termstructures/yield/oisratehelper.hpp
+++ b/ql/termstructures/yield/oisratehelper.hpp
@@ -33,22 +33,22 @@ namespace QuantLib {
     //! Rate helper for bootstrapping over Overnight Indexed Swap rates
     class OISRateHelper : public RelativeDateRateHelper {
       public:
-        OISRateHelper(Natural settlementDays,
-                      const Period& tenor, // swap maturity
-                      const Handle<Quote>& fixedRate,
-                      const ext::shared_ptr<OvernightIndex>& overnightIndex,
-                      // exogenous discounting curve
-                      const Handle<YieldTermStructure>& discountingCurve
-                                               = Handle<YieldTermStructure>(),
-                      bool telescopicValueDates = false,
-                      Natural paymentLag = 0,
-                      BusinessDayConvention paymentConvention = Following,
-                      Frequency paymentFrequency = Annual,
-                      const Calendar& paymentCalendar = Calendar(),
-                      const Period& forwardStart = 0 * Days, 
-                      const Spread overnightSpread = 0.0,
-                      Pillar::Choice pillar = Pillar::LastRelevantDate,
-                      Date customPillarDate = Date());
+        OISRateHelper(
+            Natural settlementDays,
+            const Period& tenor, // swap maturity
+            const Handle<Quote>& fixedRate,
+            const ext::shared_ptr<OvernightIndex>& overnightIndex,
+            // exogenous discounting curve
+            const Handle<YieldTermStructure>& discountingCurve = Handle<YieldTermStructure>(),
+            bool telescopicValueDates = false,
+            Natural paymentLag = 0,
+            BusinessDayConvention paymentConvention = Following,
+            Frequency paymentFrequency = Annual,
+            const Calendar& paymentCalendar = Calendar(),
+            const Period& forwardStart = 0 * Days,
+            Spread overnightSpread = 0.0,
+            Pillar::Choice pillar = Pillar::LastRelevantDate,
+            Date customPillarDate = Date());
         //! \name RateHelper interface
         //@{
         Real impliedQuote() const;
diff --git a/ql/termstructures/yield/ratehelpers.cpp b/ql/termstructures/yield/ratehelpers.cpp
index 87b04a276ca..a3e18f526e2 100644
--- a/ql/termstructures/yield/ratehelpers.cpp
+++ b/ql/termstructures/yield/ratehelpers.cpp
@@ -620,7 +620,7 @@ namespace QuantLib {
             iborIndex_->fixingCalendar().adjust(evaluationDate_);
         Date spotDate = iborIndex_->fixingCalendar().advance(
             referenceDate, iborIndex_->fixingDays()*Days);
-        if(periodToStart_) {
+        if (periodToStart_) { // NOLINT(readability-implicit-bool-conversion)
             earliestDate_ = iborIndex_->fixingCalendar().advance(
                 spotDate, *periodToStart_, iborIndex_->businessDayConvention(),
                 iborIndex_->endOfMonth());
@@ -628,7 +628,7 @@ namespace QuantLib {
             maturityDate_ = iborIndex_->fixingCalendar().advance(
                 spotDate, *periodToStart_ + iborIndex_->tenor(), iborIndex_->businessDayConvention(),
                 iborIndex_->endOfMonth());
-        } else if (immOffsetStart_ && immOffsetEnd_) {
+        } else if ((immOffsetStart_) && (immOffsetEnd_)) { // NOLINT(readability-implicit-bool-conversion)
             earliestDate_ = iborIndex_->fixingCalendar().adjust(nthImmDate(spotDate, *immOffsetStart_));
             maturityDate_ = iborIndex_->fixingCalendar().adjust(nthImmDate(spotDate, *immOffsetEnd_));
         } else {
diff --git a/ql/time/asx.cpp b/ql/time/asx.cpp
index 598d5d818f1..21045728cd0 100644
--- a/ql/time/asx.cpp
+++ b/ql/time/asx.cpp
@@ -71,10 +71,7 @@ namespace QuantLib {
         if (mainCycle) str1 = "hmzuHMZU";
         else           str1 = "fghjkmnquvxzFGHJKMNQUVXZ";
         loc = str1.find(in.substr(0,1), 0);
-        if (loc == string::npos)
-            return false;
-
-        return true;
+        return loc != string::npos;
     }
 
     std::string ASX::code(const Date& date) {
diff --git a/ql/time/imm.cpp b/ql/time/imm.cpp
index 688d2b0c041..7b548573d2e 100644
--- a/ql/time/imm.cpp
+++ b/ql/time/imm.cpp
@@ -70,10 +70,7 @@ namespace QuantLib {
         if (mainCycle) str1 = "hmzuHMZU";
         else           str1 = "fghjkmnquvxzFGHJKMNQUVXZ";
         loc = str1.find(in.substr(0,1), 0);
-        if (loc == string::npos)
-            return false;
-
-        return true;
+        return loc != string::npos;
     }
 
     std::string IMM::code(const Date& date) {
diff --git a/ql/time/period.cpp b/ql/time/period.cpp
index d32d945056c..0dc77941a3a 100644
--- a/ql/time/period.cpp
+++ b/ql/time/period.cpp
@@ -109,9 +109,9 @@ namespace QuantLib {
         if (length_!=0)
             switch (units_) {
               case Months:
-                if (!(length_%12)) {
-                    length_/=12;
-                    units_ = Years;
+                  if ((length_ % 12) == 0) {
+                      length_ /= 12;
+                      units_ = Years;
                 }
                 break;
               case Days:
diff --git a/ql/time/schedule.cpp b/ql/time/schedule.cpp
index db9ff41e27c..e8b8d7f9057 100644
--- a/ql/time/schedule.cpp
+++ b/ql/time/schedule.cpp
@@ -89,12 +89,10 @@ namespace QuantLib {
         else
             endOfMonth_ = endOfMonth;
 
-        QL_REQUIRE(
-            isRegular_.size() == 0 || isRegular_.size() == dates.size() - 1,
-            "isRegular size ("
-                << isRegular_.size()
-                << ") must be zero or equal to the number of dates minus 1 ("
-                << dates.size() - 1 << ")");
+        QL_REQUIRE(isRegular_.empty() || isRegular_.size() == dates.size() - 1,
+                   "isRegular size (" << isRegular_.size()
+                                      << ") must be zero or equal to the number of dates minus 1 ("
+                                      << dates.size() - 1 << ")");
     }
 
     Schedule::Schedule(Date effectiveDate,
@@ -554,9 +552,7 @@ namespace QuantLib {
             return Date();
     }
 
-    bool Schedule::hasIsRegular() const {
-        return isRegular_.size() > 0;
-    }
+    bool Schedule::hasIsRegular() const { return !isRegular_.empty(); }
 
     bool Schedule::isRegular(Size i) const {
         QL_REQUIRE(hasIsRegular(),
@@ -568,8 +564,7 @@ namespace QuantLib {
     }
 
     const std::vector<bool>& Schedule::isRegular() const {
-        QL_REQUIRE(isRegular_.size() > 0,
-                   "full interface (isRegular) not available");
+        QL_REQUIRE(!isRegular_.empty(), "full interface (isRegular) not available");
         return isRegular_;
     }
 
@@ -651,7 +646,7 @@ namespace QuantLib {
         // set dynamic defaults:
         BusinessDayConvention convention;
         // if a convention was set, we use it.
-        if (convention_) {
+        if (convention_) { // NOLINT(readability-implicit-bool-conversion)
             convention = *convention_;
         } else {
             if (!calendar_.empty()) {
@@ -665,7 +660,7 @@ namespace QuantLib {
 
         BusinessDayConvention terminationDateConvention;
         // if set explicitly, we use it;
-        if (terminationDateConvention_) {
+        if (terminationDateConvention_) { // NOLINT(readability-implicit-bool-conversion)
             terminationDateConvention = *terminationDateConvention_;
         } else {
             // Unadjusted as per ISDA specification
diff --git a/ql/time/schedule.hpp b/ql/time/schedule.hpp
index 55a9dbc8415..3931ac426b0 100644
--- a/ql/time/schedule.hpp
+++ b/ql/time/schedule.hpp
@@ -45,11 +45,9 @@ namespace QuantLib {
             checked for plausibility in any sense. */
         Schedule(const std::vector<Date>&,
                  const Calendar& calendar = NullCalendar(),
-                 const BusinessDayConvention
-                                    convention = Unadjusted,
-                 boost::optional<BusinessDayConvention>
-                     terminationDateConvention = boost::none,
-                 const boost::optional<Period> tenor = boost::none,
+                 BusinessDayConvention convention = Unadjusted,
+                 boost::optional<BusinessDayConvention> terminationDateConvention = boost::none,
+                 boost::optional<Period> tenor = boost::none,
                  boost::optional<DateGeneration::Rule> rule = boost::none,
                  boost::optional<bool> endOfMonth = boost::none,
                  const std::vector<bool>& isRegular = std::vector<bool>(0));
diff --git a/ql/utilities/dataparsers.cpp b/ql/utilities/dataparsers.cpp
index 603832b4e42..9eb8ccee844 100644
--- a/ql/utilities/dataparsers.cpp
+++ b/ql/utilities/dataparsers.cpp
@@ -115,8 +115,7 @@ namespace QuantLib {
 
         date boostDate;
         std::istringstream is(str);
-        is.imbue(std::locale(std::locale(),
-                             new date_input_facet(fmt.c_str())));
+        is.imbue(std::locale(std::locale(), new date_input_facet(fmt)));
         is >> boostDate;
         date_duration noDays = boostDate - date(1901, 1, 1);
         return Date(1, January, 1901) + noDays.days();
diff --git a/test-suite/blackformula.cpp b/test-suite/blackformula.cpp
index 5016fe1538e..e3f761221a4 100644
--- a/test-suite/blackformula.cpp
+++ b/test-suite/blackformula.cpp
@@ -56,7 +56,6 @@ void BlackFormulaTest::testBachelierImpliedVol(){
             BOOST_ERROR("Failed, expected " << bpvol << " realised " << impliedBpVol );
         }
     }
-    return;
 }
 
 void BlackFormulaTest::testChambersImpliedVol() {
diff --git a/test-suite/fdmlinearop.cpp b/test-suite/fdmlinearop.cpp
index 89d0533dac3..eafbf319fc6 100644
--- a/test-suite/fdmlinearop.cpp
+++ b/test-suite/fdmlinearop.cpp
@@ -1537,7 +1537,7 @@ void FdmLinearOpTest::testSparseMatrixZeroAssignment() {
     BOOST_TEST_MESSAGE("Testing assignment to zero in sparse matrix...");
 
     SparseMatrix m(5,5);
-    if (nrElementsOfSparseMatrix(m)) {
+    if (nrElementsOfSparseMatrix(m) != 0u) {
         BOOST_FAIL("non zero return for an emtpy matrix");
     }
     m(0, 0) = 0.0; m(1, 2) = 0.0;
diff --git a/test-suite/hestonmodel.cpp b/test-suite/hestonmodel.cpp
index 05f7de95303..0f955be1d1f 100644
--- a/test-suite/hestonmodel.cpp
+++ b/test-suite/hestonmodel.cpp
@@ -2561,8 +2561,8 @@ void HestonModelTest::testPiecewiseTimeDependentComparison() {
         Real priceS = 0.0;
 
         for (Size j=0; j < 2; ++j) {
-            const sample_type& path1 = (j&1) ? firstPathGen.antithetic()
-                                             : firstPathGen.next();
+            const sample_type& path1 =
+                (j & 1) != 0u ? firstPathGen.antithetic() : firstPathGen.next();
             const Real spot1 = path1.value[0].back();
             const Real v1    = path1.value[1].back();
 
@@ -3056,9 +3056,8 @@ void HestonModelTest::testExponentialFitting4StrikesAndMaturities() {
 
             for (Size k=0; k < 2; ++k) {
                 const ext::shared_ptr<PlainVanillaPayoff> payoff =
-                    ext::make_shared<PlainVanillaPayoff>(
-                        (k) ? Option::Put : Option::Call,
-                        strike);
+                    ext::make_shared<PlainVanillaPayoff>((k) != 0u ? Option::Put : Option::Call,
+                                                         strike);
 
                 VanillaOption option(payoff, exercise);
                 option.setPricingEngine(engine);
diff --git a/test-suite/hestonslvmodel.cpp b/test-suite/hestonslvmodel.cpp
index 59fc110f4b0..b78e5ceb899 100644
--- a/test-suite/hestonslvmodel.cpp
+++ b/test-suite/hestonslvmodel.cpp
@@ -665,10 +665,10 @@ namespace {
         const FdmLinearOpIterator endIter = layout->end();
         for (FdmLinearOpIterator iter = layout->begin(); iter != endIter;
               ++iter) {
-            if (!iter.coordinates()[1]) {
+            if (iter.coordinates()[1] == 0u) {
                 x.push_back(mesher->location(iter, 0));
             }
-            if (!iter.coordinates()[0]) {
+            if (iter.coordinates()[0] == 0u) {
                 y.push_back(mesher->location(iter, 1));
             }
         }
diff --git a/test-suite/hybridhestonhullwhiteprocess.cpp b/test-suite/hybridhestonhullwhiteprocess.cpp
index 4fc9e14d8eb..7d0ed9a298e 100644
--- a/test-suite/hybridhestonhullwhiteprocess.cpp
+++ b/test-suite/hybridhestonhullwhiteprocess.cpp
@@ -713,7 +713,7 @@ void HybridHestonHullWhiteProcessTest::testCallableEquityPricing() {
     Real antitheticPayoff=0;
     const Size nrTrails = 40000;
     for (Size i=0; i < nrTrails; ++i) {
-        const bool antithetic = (i%2)==0 ? false : true;
+        const bool antithetic = (i % 2) != 0;
 
         sample_type path = antithetic ? generator.antithetic()
                                       : generator.next();
diff --git a/test-suite/inflationcpiswap.cpp b/test-suite/inflationcpiswap.cpp
index 597ee4b13cb..60aa2c0e60c 100644
--- a/test-suite/inflationcpiswap.cpp
+++ b/test-suite/inflationcpiswap.cpp
@@ -328,7 +328,7 @@ void CPISwapTest::consistency() {
 
         ext::shared_ptr<CPICoupon>
         zic = ext::dynamic_pointer_cast<CPICoupon>(zisV.cpiLeg()[i]);
-        if (zic) {
+        if (zic != 0) {
             if (zic->fixingDate() < (common.evaluationDate - Period(1,Months))) {
                 fixedIndex->addFixing(zic->fixingDate(), cpiFix[i],true);
             }
@@ -356,7 +356,7 @@ void CPISwapTest::consistency() {
 
         ext::shared_ptr<CPICoupon>
             zicV = ext::dynamic_pointer_cast<CPICoupon>(zisV.cpiLeg()[i]);
-        if (zicV) {
+        if (zicV != 0) {
             Real diff = fabs( zicV->rate() - (fixedRate*(zicV->indexFixing()/baseCPI)) );
             QL_REQUIRE(diff<1e-8,"failed "<<i<<"th coupon reconstruction as "
                        << (fixedRate*(zicV->indexFixing()/baseCPI)) << " vs rate = "
@@ -507,7 +507,7 @@ void CPISwapTest::cpibondconsistency() {
 
         ext::shared_ptr<CPICoupon>
         zic = ext::dynamic_pointer_cast<CPICoupon>(zisV.cpiLeg()[i]);
-        if (zic) {
+        if (zic != 0) {
             if (zic->fixingDate() < (common.evaluationDate - Period(1,Months))) {
                 fixedIndex->addFixing(zic->fixingDate(), cpiFix[i],true);
             }
diff --git a/test-suite/libormarketmodel.cpp b/test-suite/libormarketmodel.cpp
index eedc9714efc..a8d2bf0aeca 100644
--- a/test-suite/libormarketmodel.cpp
+++ b/test-suite/libormarketmodel.cpp
@@ -468,8 +468,7 @@ void LiborMarketModelTest::testSwaptionPricing() {
                 GeneralStatistics stat;
 
                 for (Size n=0; n<nrTrails; ++n) {
-                    sample_type path = (n%2) ? generator.antithetic()
-                                             : generator.next();
+                    sample_type path = (n % 2) != 0u ? generator.antithetic() : generator.next();
 
                     std::vector<Rate> rates(size);
                     for (Size k=0; k<process->size(); ++k) {
diff --git a/test-suite/marketmodel.cpp b/test-suite/marketmodel.cpp
index cf214d5d2dc..6bc67c844a2 100644
--- a/test-suite/marketmodel.cpp
+++ b/test-suite/marketmodel.cpp
@@ -4876,7 +4876,7 @@ void MarketModelTest::testCovariance() {
               default:
                 BOOST_FAIL("Unknown model " << modelNames[k]);
             }
-            if (model) {
+            if (model != 0) {
                 for(Size i=0;i<evolTimes[l].size();i++) {
                     Matrix cov = model->covariance(i);
                     Real dt = evolTimes[l][i] - (i>0 ? evolTimes[l][i-1] : 0.0);
diff --git a/test-suite/matrices.cpp b/test-suite/matrices.cpp
index cb203611755..8df2f18128d 100644
--- a/test-suite/matrices.cpp
+++ b/test-suite/matrices.cpp
@@ -410,7 +410,7 @@ void MatricesTest::testDeterminant() {
         for (Matrix::iterator iter = m.begin(); iter != m.end(); ++iter)
             *iter = rng.next().value;
 
-        if (!(j%3)) {
+        if ((j % 3) == 0u) {
             // every third matrix is a singular matrix
             Size row = Size(3*rng.next().value);
             std::fill(m.row_begin(row), m.row_end(row), 0.0);
diff --git a/test-suite/noarbsabr.cpp b/test-suite/noarbsabr.cpp
index e2f4c5600f9..de4d7dc46cc 100644
--- a/test-suite/noarbsabr.cpp
+++ b/test-suite/noarbsabr.cpp
@@ -43,8 +43,6 @@ void checkD0(const Real sigmaI, const Real beta, const Real rho, const Real nu,
                     << nu << " tau=" << tau << ": D0Interpolator says "
                     << d() * QuantLib::detail::NoArbSabrModel::nsim
                     << " while the reference value is " << absorptions);
-
-    return;
 }
 }
 
diff --git a/test-suite/schedule.cpp b/test-suite/schedule.cpp
index 4ee6964f825..56bd532356a 100644
--- a/test-suite/schedule.cpp
+++ b/test-suite/schedule.cpp
@@ -339,7 +339,7 @@ void ScheduleTest::testDateConstructor() {
     if (schedule2.rule() != DateGeneration::Backward)
         BOOST_ERROR("schedule2 has rule " << schedule2.rule()
                                           << ", expected Backward");
-    if (schedule2.endOfMonth() != true)
+    if (!schedule2.endOfMonth())
         BOOST_ERROR("schedule2 has end of month flag false, expected true");
 }
 
diff --git a/test-suite/tracing.cpp b/test-suite/tracing.cpp
index 5ce6eab74f8..b43fc1d70dc 100644
--- a/test-suite/tracing.cpp
+++ b/test-suite/tracing.cpp
@@ -58,7 +58,7 @@ namespace {
         #if defined(QL_ENABLE_TRACING)
         std::string expected = result;
         #else
-        std::string expected = "";
+        std::string expected;
         #endif
         if (output.str() != expected) {
             BOOST_FAIL("wrong trace:\n"
diff --git a/test-suite/vpp.cpp b/test-suite/vpp.cpp
index d8459545ba8..0f8ad7461bd 100644
--- a/test-suite/vpp.cpp
+++ b/test-suite/vpp.cpp
@@ -786,8 +786,7 @@ void VPPTest::testVPPPricing() {
     for (Size i=0; i < nTrails; ++i) {
         Array x(dim), state(nStates, 0.0), contState(nStates, 0.0);
 
-        const sample_type& path = (i % 2) ? generator.antithetic()
-                                          : generator.next();
+        const sample_type& path = (i % 2) != 0u ? generator.antithetic() : generator.next();
 
         const ext::shared_ptr<FdmInnerValueCalculator> fuelPrices(
             new PathFuelPrice(path.value, fuelShape));
@@ -862,7 +861,7 @@ void VPPTest::testVPPPricing() {
             state = retVal;
         }
         tmpValue+=0.5*state.back();
-        if ((i%2)) {
+        if ((i % 2) != 0u) {
             npv.add(tmpValue, 1.0);
             tmpValue = 0.0;
         }