Merge 52c7786 into 5994f17

lballabio · Jul 21, 2020 · 5c21d05 · 5c21d05
2 parents 5994f17 + 52c7786
commit 5c21d05
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Showing 4 changed files with 13 additions and 16 deletions.
diff --git a/test-suite/capfloor.cpp b/test-suite/capfloor.cpp
@@ -105,10 +105,10 @@ namespace capfloor_test {
         }
 
         ext::shared_ptr<CapFloor> makeCapFloor(CapFloor::Type type,
-                                                 const Leg& leg,
-                                                 Rate strike,
-                                                 Volatility volatility,
-                                                 bool isLogNormal = true) {
+                                               const Leg& leg,
+                                               Rate strike,
+                                               Volatility volatility,
+                                               bool isLogNormal = true) const {
             ext::shared_ptr<CapFloor> result;
             switch (type) {
               case CapFloor::Cap:
@@ -129,7 +129,6 @@ namespace capfloor_test {
             }
             return result;
         }
-
     };
 
     bool checkAbsError(Real x1, Real x2, Real tolerance){

diff --git a/test-suite/capflooredcoupon.cpp b/test-suite/capflooredcoupon.cpp
@@ -158,10 +158,10 @@ namespace capfloored_coupon_test {
         }
 
         ext::shared_ptr<CapFloor> makeCapFloor(CapFloor::Type type,
-                                                 const Leg& leg,
-                                                 Rate capStrike,
-                                                 Rate floorStrike,
-                                                 Volatility volatility) {
+                                               const Leg& leg,
+                                               Rate capStrike,
+                                               Rate floorStrike,
+                                               Volatility volatility) const {
             ext::shared_ptr<CapFloor> result;
             switch (type) {
               case CapFloor::Cap:

diff --git a/test-suite/inflationcapfloor.cpp b/test-suite/inflationcapfloor.cpp
@@ -252,7 +252,7 @@ namespace inflation_capfloor_test {
                                                               const Leg& leg,
                                                               Rate strike,
                                                               Volatility volatility,
-                                                              Size which) {
+                                                              Size which) const {
             ext::shared_ptr<YoYInflationCapFloor> result;
             switch (type) {
                 case YoYInflationCapFloor::Cap:
@@ -269,7 +269,6 @@ namespace inflation_capfloor_test {
             result->setPricingEngine(makeEngine(volatility, which));
             return result;
         }
-
     };
 
 }

diff --git a/test-suite/inflationcapflooredcoupon.cpp b/test-suite/inflationcapflooredcoupon.cpp
@@ -351,10 +351,10 @@ namespace inflation_capfloored_coupon_test {
 
 
         ext::shared_ptr<YoYInflationCapFloor> makeYoYCapFloor(YoYInflationCapFloor::Type type,
-                                                                const Leg& leg,
-                                                                Rate strike,
-                                                                Volatility volatility,
-                                                                Size which) {
+                                                              const Leg& leg,
+                                                              Rate strike,
+                                                              Volatility volatility,
+                                                              Size which) const {
             ext::shared_ptr<YoYInflationCapFloor> result;
             switch (type) {
                 case YoYInflationCapFloor::Cap:
@@ -371,7 +371,6 @@ namespace inflation_capfloored_coupon_test {
             result->setPricingEngine(makeEngine(volatility, which));
             return result;
         }
-
     };
 
 }