diff --git a/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.cpp b/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.cpp
index 5e01d7ff12e..390ebc4b23a 100644
--- a/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.cpp
+++ b/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.cpp
@@ -75,7 +75,7 @@ namespace QuantLib {
                                                                genCashFlows)
     {
 
-        for (unsigned long& i : numberCashFlowsThisStep)
+        for (Size & i : numberCashFlowsThisStep)
             i = 0UL;
 
         if (currentIndex_ >= offset_ && (currentIndex_ - offset_) % period_ == 0) {
diff --git a/test-suite/inflationcpicapfloor.cpp b/test-suite/inflationcpicapfloor.cpp
index 925eef93cb7..3f93e580d59 100644
--- a/test-suite/inflationcpicapfloor.cpp
+++ b/test-suite/inflationcpicapfloor.cpp
@@ -208,7 +208,6 @@ namespace inflation_cpi_capfloor_test {
                 { Date( 2, June, 2070), 3.757542 },
                 { Date( 3, June, 2080), 3.651379 }
             };
-            const Size nominalDataLength = 33-1;
 
             std::vector<Date> nomD;
             std::vector<Rate> nomR;
@@ -216,10 +215,8 @@ namespace inflation_cpi_capfloor_test {
                 nomD.push_back(i.date);
                 nomR.push_back(i.rate / 100.0);
             }
-            ext::shared_ptr<YieldTermStructure>   nominalTS
-            =   ext::make_shared<InterpolatedZeroCurve<Linear>
-            >(nomD,nomR,dcNominal);
-
+            ext::shared_ptr<YieldTermStructure> nominalTS =
+                ext::make_shared<InterpolatedZeroCurve<Linear>>(nomD,nomR,dcNominal);
 
             nominalUK.linkTo(nominalTS);
 
diff --git a/test-suite/inflationcpiswap.cpp b/test-suite/inflationcpiswap.cpp
index 1c334bef400..c21619768d6 100644
--- a/test-suite/inflationcpiswap.cpp
+++ b/test-suite/inflationcpiswap.cpp
@@ -187,7 +187,6 @@ namespace inflation_cpi_swap_test {
                 { Date(25, November, 2069), 3.72677 },
                 { Date(27, November, 2079), 3.63082 }
             };
-            const Size nominalDataLength = 30-1;
 
             std::vector<Date> nomD;
             std::vector<Rate> nomR;
@@ -196,9 +195,7 @@ namespace inflation_cpi_swap_test {
                 nomR.push_back(i.rate / 100.0);
             }
             ext::shared_ptr<YieldTermStructure> nominal =
-            ext::make_shared<InterpolatedZeroCurve<Linear>
-            >(nomD,nomR,dcNominal);
-
+                ext::make_shared<InterpolatedZeroCurve<Linear>>(nomD,nomR,dcNominal);
 
             nominalTS.linkTo(nominal);
 
diff --git a/test-suite/lowdiscrepancysequences.cpp b/test-suite/lowdiscrepancysequences.cpp
index 5029c22de71..1bcfab33495 100644
--- a/test-suite/lowdiscrepancysequences.cpp
+++ b/test-suite/lowdiscrepancysequences.cpp
@@ -1058,7 +1058,7 @@ void LowDiscrepancyTest::testSobolSkipping() {
                                                SobolRsg::SobolLevitanLemieux };
 
     for (auto& integer : integers) {
-        for (unsigned long& j : dimensionality) {
+        for (Size& j : dimensionality) {
             for (unsigned long& k : skip) {
 
                 // extract n samples