Merge 89405c7 into b6348dc

.clang-tidy

@@ -1,5 +1,5 @@
 ---
-Checks:          '-*,readability-*,bugprone-*,misc-*,performance-*,modernize-redundant-void-arg,modernize-deprecated-headers,modernize-use-override,modernize-use-auto,modernize-use-nullptr,modernize-use-default-member-init,modernize-use-equals-default,modernize-use-equals-delete,modernize-pass-by-value,-readability-else-after-return,-readability-named-parameter,-readability-braces-around-statements,-readability-inconsistent-declaration-parameter-name,-readability-isolate-declaration,-readability-magic-numbers,-readability-convert-member-functions-to-static,-bugprone-macro-parentheses,-bugprone-narrowing-conversions,-bugprone-branch-clone,-misc-non-private-member-variables-in-classes,-misc-unused-parameters'
+Checks:          '-*,readability-*,bugprone-*,misc-*,performance-*,modernize-redundant-void-arg,modernize-deprecated-headers,modernize-use-override,modernize-use-auto,modernize-use-nullptr,modernize-use-default-member-init,modernize-use-equals-default,modernize-use-equals-delete,modernize-pass-by-value,modernize-loop-convert,-readability-else-after-return,-readability-named-parameter,-readability-braces-around-statements,-readability-inconsistent-declaration-parameter-name,-readability-isolate-declaration,-readability-magic-numbers,-readability-convert-member-functions-to-static,-bugprone-macro-parentheses,-bugprone-narrowing-conversions,-bugprone-branch-clone,-misc-non-private-member-variables-in-classes,-misc-unused-parameters'
 WarningsAsErrors: ''
 HeaderFilterRegex: '.*'
 AnalyzeTemporaryDtors: false

Examples/BasketLosses/BasketLosses.cpp

@@ -77,10 +77,9 @@ int main(int, char* []) {
             names.push_back(std::string("Acme") + 
                 boost::lexical_cast<std::string>(i));
         std::vector<Handle<DefaultProbabilityTermStructure> > defTS;
-        for(Size i=0; i<hazardRates.size(); i++) {
+        for (double& hazardRate : hazardRates) {
             defTS.push_back(Handle<DefaultProbabilityTermStructure>(
-                ext::make_shared<FlatHazardRate>(0, TARGET(), hazardRates[i], 
-                    Actual365Fixed())));
+                ext::make_shared<FlatHazardRate>(0, TARGET(), hazardRate, Actual365Fixed())));
             defTS.back()->enableExtrapolation();
         }
         std::vector<Issuer> issuers;

Examples/Bonds/Bonds.cpp

@@ -163,8 +163,8 @@ int main(int, char* []) {
         };
 
         std::vector< ext::shared_ptr<SimpleQuote> > quote;
-        for (Size i=0; i<numberOfBonds; i++) {
-            ext::shared_ptr<SimpleQuote> cp(new SimpleQuote(marketQuotes[i]));
+        for (double marketQuote : marketQuotes) {
+            ext::shared_ptr<SimpleQuote> cp(new SimpleQuote(marketQuote));
             quote.push_back(cp);
         }
 

Examples/CDS/CDS.cpp

@@ -119,9 +119,8 @@ void example01() {
     vector<pair<Date, Real> > hr_curve_data = hazardRateStructure->nodes();
 
     cout << "Calibrated hazard rate values: " << endl;
-    for (Size i = 0; i < hr_curve_data.size(); i++) {
-        cout << "hazard rate on " << hr_curve_data[i].first << " is "
-             << hr_curve_data[i].second << endl;
+    for (auto& i : hr_curve_data) {
+        cout << "hazard rate on " << i.first << " is " << i.second << endl;
     }
     cout << endl;
 
@@ -345,8 +344,8 @@ std::copy(cdsSchedule.begin(), cdsSchedule.end(),
 
     // output rate curve
     std::cout << "ISDA rate curve: " << std::endl;
-    for(Size i=0;i<isdaRateHelper.size(); i++) {
-        Date d = isdaRateHelper[i]->latestDate();
+    for (auto& i : isdaRateHelper) {
+        Date d = i->latestDate();
         std::cout << d << "\t" << setprecision(6) <<
             rateTs->zeroRate(d,Actual365Fixed(),Continuous).rate() << "\t" <<
             rateTs->discount(d) << std::endl;
@@ -395,16 +394,15 @@ std::copy(cdsSchedule.begin(), cdsSchedule.end(),
         0, WeekendsOnly(), isdaCdsHelper, Actual365Fixed()));
 
     std::cout << "ISDA credit curve: " << std::endl;
-    for(Size i=0;i<isdaCdsHelper.size();i++) {
-        Date d = isdaCdsHelper[i]->latestDate();
+    for (auto& i : isdaCdsHelper) {
+        Date d = i->latestDate();
         Real pd = defaultTs->defaultProbability(d);
         Real t = defaultTs->timeFromReference(d);
         std::cout << d << ";" << pd << ";" << 1.0 - pd << ";" <<
             -std::log(1.0-pd)/t << std::endl;
     }
 
 
-
     // // set up sample CDS trade
 
     // ext::shared_ptr<CreditDefaultSwap> trade =
@@ -613,8 +611,8 @@ void example03() {
     // check the curves
     std::cout << "ISDA yield curve:" << std::endl;
     std::cout << "date;time;zeroyield" << std::endl;
-    for (Size i = 0; i < isdaYieldHelpers.size(); i++) {
-        Date d = isdaYieldHelpers[i]->latestDate();
+    for (auto& isdaYieldHelper : isdaYieldHelpers) {
+        Date d = isdaYieldHelper->latestDate();
         Real t = isdaYts->timeFromReference(d);
         std::cout << d << ";" << t << ";"
                   << isdaYts->zeroRate(d, Actual365Fixed(), Continuous).rate()
@@ -623,8 +621,8 @@ void example03() {
 
     std::cout << "ISDA credit curve:" << std::endl;
     std::cout << "date;time;survivalprob" << std::endl;
-    for (Size i = 0; i < isdaCdsHelpers.size(); i++) {
-        Date d = isdaCdsHelpers[i]->latestDate();
+    for (auto& isdaCdsHelper : isdaCdsHelpers) {
+        Date d = isdaCdsHelper->latestDate();
         Real t = isdaCts->timeFromReference(d);
         std::cout << d << ";" << t << ";" << isdaCts->survivalProbability(d)
                   << std::endl;

Examples/FittedBondCurve/FittedBondCurve.cpp

@@ -89,13 +89,13 @@ int main(int, char* []) {
         const Size numberOfBonds = 15;
         Real cleanPrice[numberOfBonds];
 
-        for (Size i=0; i<numberOfBonds; i++) {
-            cleanPrice[i]=100.0;
+        for (double& i : cleanPrice) {
+            i = 100.0;
         }
 
         std::vector< ext::shared_ptr<SimpleQuote> > quote;
-        for (Size i=0; i<numberOfBonds; i++) {
-            ext::shared_ptr<SimpleQuote> cp(new SimpleQuote(cleanPrice[i]));
+        for (double i : cleanPrice) {
+            ext::shared_ptr<SimpleQuote> cp(new SimpleQuote(i));
             quote.push_back(cp);
         }
 
@@ -227,8 +227,8 @@ int main(int, char* []) {
                            20.0,  25.0, 30.0, 40.0, 50.0 };
 
         std::vector<Time> knotVector;
-        for (Size i=0; i< LENGTH(knots); i++) {
-            knotVector.push_back(knots[i]);
+        for (double& knot : knots) {
+            knotVector.push_back(knot);
         }
 
         CubicBSplinesFitting cubicBSplines(knotVector, constrainAtZero);

Examples/Gaussian1dModels/Gaussian1dModels.cpp

@@ -70,9 +70,8 @@ void printBasket(
                  "===================="
                  "===================="
                  "==================" << std::endl;
-    for (Size j = 0; j < basket.size(); ++j) {
-        ext::shared_ptr<SwaptionHelper> helper =
-            ext::dynamic_pointer_cast<SwaptionHelper>(basket[j]);
+    for (const auto& j : basket) {
+        ext::shared_ptr<SwaptionHelper> helper = ext::dynamic_pointer_cast<SwaptionHelper>(j);
         Date endDate = helper->underlyingSwap()->fixedSchedule().dates().back();
         Real nominal = helper->underlyingSwap()->nominal();
         Real vol = helper->volatility()->value();
@@ -266,8 +265,8 @@ int main(int argc, char *argv[]) {
                "\nthe calibrating vanilla swaptions. The result of this is as "
                "follows:" << std::endl;
 
-        for (Size i = 0; i < basket.size(); ++i)
-            basket[i]->setPricingEngine(swaptionEngine);
+        for (auto& i : basket)
+            i->setPricingEngine(swaptionEngine);
 
         LevenbergMarquardt method;
         EndCriteria ec(1000, 10, 1E-8, 1E-8,
@@ -318,10 +317,10 @@ int main(int argc, char *argv[]) {
         std::cout << "\nLet's see how this affects the exotics npv. The "
                      "\nrecalibrated model is:" << std::endl;
 
-        for (Size i = 0; i < basket.size(); ++i)
-            basket[i]->setPricingEngine(swaptionEngine);
+        for (auto& i : basket)
+            i->setPricingEngine(swaptionEngine);
+
 
-
         gsr->calibrateVolatilitiesIterative(basket, method, ec);
 
 
@@ -434,10 +433,10 @@ int main(int argc, char *argv[]) {
             << "\nThe npv of the call right is (after recalibrating the model)"
             << std::endl;
 
-        for (Size i = 0; i < basket.size(); i++)
-            basket[i]->setPricingEngine(swaptionEngine);
+        for (auto& i : basket)
+            i->setPricingEngine(swaptionEngine);
+
 
-
         gsr->calibrateVolatilitiesIterative(basket, method, ec);
         Real npv3 = swaption3->NPV();
 
@@ -469,10 +468,10 @@ int main(int argc, char *argv[]) {
 
         std::cout << "\nThe npv becomes:" << std::endl;
 
-        for (Size i = 0; i < basket.size(); i++)
-            basket[i]->setPricingEngine(swaptionEngine);
+        for (auto& i : basket)
+            i->setPricingEngine(swaptionEngine);
+
 
-
         gsr->calibrateVolatilitiesIterative(basket, method, ec);
         Real npv4 = swaption3->NPV();
 
@@ -541,8 +540,8 @@ int main(int argc, char *argv[]) {
 
         basket = swaption4->calibrationBasket(swapBase, *swaptionVol,
                                               BasketGeneratingEngine::Naive);
-        for (Size i = 0; i < basket.size(); ++i)
-            basket[i]->setPricingEngine(swaptionEngine);
+        for (auto& i : basket)
+            i->setPricingEngine(swaptionEngine);
         gsr->calibrateVolatilitiesIterative(basket, method, ec);
 
 
@@ -637,10 +636,10 @@ int main(int argc, char *argv[]) {
                      "\ndepending on your machine, this may take a"
                      "\nwhile now..." << std::endl;
 
-        for (Size i = 0; i < basket.size(); ++i)
-            basket[i]->setPricingEngine(swaptionEngineMarkov);
+        for (auto& i : basket)
+            i->setPricingEngine(swaptionEngineMarkov);
+
 
-
         markov->calibrate(basket, method, ec);
 
 

Examples/GlobalOptimizer/GlobalOptimizer.cpp

@@ -56,9 +56,9 @@ Real ackley(const Array& x) {
     //Minimum is found at 0
     Real p1 = 0.0, p2 = 0.0;
 
-    for (Size i = 0; i < x.size(); i++) {
-        p1 += x[i] * x[i];
-        p2 += std::cos(M_TWOPI*x[i]);
+    for (double i : x) {
+        p1 += i * i;
+        p2 += std::cos(M_TWOPI * i);
     }
     p1 = -0.2*std::sqrt(0.5*p1);
     p2 *= 0.5;
@@ -103,9 +103,9 @@ Real rosenbrock(const Array& x) {
 Real easom(const Array& x) {
     //Minimum is found at f(\pi, \pi, ...)
     Real p1 = 1.0, p2 = 0.0;
-    for (Size i = 0; i < x.size(); i++) {
-        p1 *= std::cos(x[i]);
-        p2 += (x[i] - M_PI)*(x[i] - M_PI);
+    for (double i : x) {
+        p1 *= std::cos(i);
+        p2 += (i - M_PI) * (i - M_PI);
     }
     return -p1*std::exp(-p2);
 }

Examples/LatentModel/LatentModel.cpp

@@ -71,10 +71,10 @@ int main(int, char* []) {
             names.push_back(std::string("Acme") + 
                 boost::lexical_cast<std::string>(i));
         std::vector<Handle<DefaultProbabilityTermStructure> > defTS;
-        for(Size i=0; i<hazardRates.size(); i++)
+        defTS.reserve(hazardRates.size());
+        for (double& hazardRate : hazardRates)
             defTS.push_back(Handle<DefaultProbabilityTermStructure>(
-                ext::make_shared<FlatHazardRate>(0, TARGET(), hazardRates[i], 
-                    Actual365Fixed())));
+                ext::make_shared<FlatHazardRate>(0, TARGET(), hazardRate, Actual365Fixed())));
         std::vector<Issuer> issuers;
         for(Size i=0; i<hazardRates.size(); i++) {
             std::vector<QuantLib::Issuer::key_curve_pair> curves(1, 

Examples/MarketModels/MarketModels.cpp

@@ -323,8 +323,8 @@ int Bermudan()
 
     std::vector<Real> means(stats.mean());
 
-    for (Size i=0; i < means.size(); ++i)
-        std::cout << means[i] << "\n";
+    for (double mean : means)
+        std::cout << mean << "\n";
 
     std::cout << " time to build strategy, " << (t2-t1)/static_cast<Real>(CLOCKS_PER_SEC)<< ", seconds.\n";
     std::cout << " time to price, " << (t3-t2)/static_cast<Real>(CLOCKS_PER_SEC)<< ", seconds.\n";
@@ -656,8 +656,8 @@ int InverseFloater(Real rateLevel)
 
     std::vector<Real> means(stats.mean());
 
-    for (Size i=0; i < means.size(); ++i)
-        std::cout << means[i] << "\n";
+    for (double mean : means)
+        std::cout << mean << "\n";
 
     std::cout << " time to build strategy, " << (t2-t1)/static_cast<Real>(CLOCKS_PER_SEC)<< ", seconds.\n";
     std::cout << " time to price, " << (t3-t2)/static_cast<Real>(CLOCKS_PER_SEC)<< ", seconds.\n";

Examples/MultidimIntegral/MultidimIntegral.cpp

@@ -46,8 +46,8 @@ namespace QuantLib {
 struct integrand {
     Real operator()(const std::vector<Real>& arg) const {
         Real sum = 1.;
-        for(Size i=0; i<arg.size(); i++) 
-            sum *= std::exp(-arg[i]*arg[i]) * std::cos(arg[i]);
+        for (double i : arg)
+            sum *= std::exp(-i * i) * std::cos(i);
         return sum;
     }
 };