Merge d3985b9 into d06527e

.clang-tidy

@@ -1,5 +1,5 @@
 ---
-Checks:          '-*,readability-*,bugprone-*,misc-*,performance-*,modernize-redundant-void-arg,modernize-deprecated-headers,-readability-else-after-return,-readability-named-parameter,-readability-braces-around-statements,-readability-inconsistent-declaration-parameter-name,-misc-macro-parentheses,-misc-incorrect-roundings,-misc-unused-parameters'
+Checks:          '-*,readability-*,bugprone-*,misc-*,performance-*,modernize-redundant-void-arg,modernize-deprecated-headers,-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-incorrect-roundings,-bugprone-branch-clone,-misc-non-private-member-variables-in-classes,-misc-unused-parameters'
 WarningsAsErrors: ''
 HeaderFilterRegex: '.*'
 AnalyzeTemporaryDtors: false

.github/workflows/tidy.yml

@@ -5,7 +5,7 @@ on:
       - '**'
 jobs:
   check:
-    runs-on: ubuntu-18.04
+    runs-on: ubuntu-20.04
     steps:
     - uses: actions/checkout@v2
     - name: Setup

Examples/MultidimIntegral/MultidimIntegral.cpp

@@ -52,6 +52,9 @@ struct integrand {
 };
 
 int main() {
+
+  try {
+
     std::cout << std::endl;
 
     /* 
@@ -94,4 +97,12 @@ int main() {
          << endl;
 
     return 0;
+
+  } catch (std::exception& e) {
+      std::cerr << e.what() << std::endl;
+      return 1;
+  } catch (...) {
+      std::cerr << "unknown error" << std::endl;
+      return 1;
+  }
 }

ql/cashflows/capflooredcoupon.hpp

@@ -88,9 +88,9 @@ namespace QuantLib {
         void setPricer(
                    const ext::shared_ptr<FloatingRateCouponPricer>& pricer);
 
-        const ext::shared_ptr<FloatingRateCoupon> underlying() { return underlying_; }
+        ext::shared_ptr<FloatingRateCoupon> underlying() { return underlying_; }
 
-    protected:
+      protected:
         // data
         ext::shared_ptr<FloatingRateCoupon> underlying_;
         bool isCapped_, isFloored_;

ql/cashflows/conundrumpricer.hpp

@@ -257,10 +257,10 @@ namespace QuantLib {
             Real precision = 1.0e-6,
             Real hardUpperLimit = QL_MAX_REAL);
 
-       Real upperLimit() { return upperLimit_; }
-       Real stdDeviations() { return stdDeviationsForUpperLimit_; }
+        Real upperLimit() const { return upperLimit_; }
+        Real stdDeviations() const { return stdDeviationsForUpperLimit_; }
 
-      //private:
+        // private:
         class Function {
           public:
             typedef Real argument_type;

ql/cashflows/rangeaccrual.hpp

@@ -68,9 +68,7 @@ namespace QuantLib {
         const std::vector<Real>& observationTimes() const {
             return observationTimes_;
         }
-        const ext::shared_ptr<Schedule> observationsSchedule() const {
-            return observationsSchedule_;
-        }
+        ext::shared_ptr<Schedule> observationsSchedule() const { return observationsSchedule_; }
 
         Real priceWithoutOptionality(
                        const Handle<YieldTermStructure>& discountCurve) const;

ql/currencies/exchangeratemanager.cpp

@@ -30,7 +30,7 @@ namespace QuantLib {
         struct valid_at {
             Date d;
             explicit valid_at(const Date& d) : d(d) {}
-            bool operator()(const ExchangeRateManager::Entry& e) {
+            bool operator()(const ExchangeRateManager::Entry& e) const {
                 return d >= e.startDate && d <= e.endDate;
             }
         };

ql/experimental/averageois/arithmeticaverageois.hpp

@@ -73,7 +73,7 @@ namespace QuantLib {
         const DayCounter& fixedDayCount() { return fixedDC_; }
 
         const ext::shared_ptr<OvernightIndex>& overnightIndex() { return overnightIndex_; }
-        Spread spread() { return spread_; }
+        Spread spread() const { return spread_; }
 
         const Leg& fixedLeg() const { return legs_[0]; }
         const Leg& overnightLeg() const { return legs_[1]; }

ql/experimental/barrieroption/vannavolgadoublebarrierengine.hpp

@@ -337,13 +337,12 @@ 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));
                            inPrice = bsPriceWithSmile_ - outPrice;
-                       }
-                       else{
+                       } else {
                            //capfloored by (0, vanilla)
                            outPrice = std::max(0.0, std::min(vanillaOption, outPrice));
                            inPrice = vanillaOption - outPrice;

ql/experimental/basismodels/swaptioncfs.hpp

@@ -81,7 +81,7 @@ namespace QuantLib {
                           bool contTenorSpread = true);
         SwaptionCashFlows(){}; // allow default constructor which does nothing
         // inspectors
-        inline const ext::shared_ptr<Swaption> swaption() const { return swaption_; }
+        inline ext::shared_ptr<Swaption> swaption() const { return swaption_; }
         inline const std::vector<Real>& exerciseTimes() const { return exerciseTimes_; }
     };
 

ql/experimental/callablebonds/callablebond.cpp

@@ -426,7 +426,8 @@ namespace QuantLib {
     void CallableFixedRateBond::setupArguments(
                                        PricingEngine::arguments* args) const {
 
-        Bond::setupArguments(args);
+        CallableBond::setupArguments(args);
+
         CallableBond::arguments* arguments =
             dynamic_cast<CallableBond::arguments*>(args);
 

ql/experimental/callablebonds/callablebond.hpp

@@ -123,7 +123,6 @@ namespace QuantLib {
                                 Frequency frequency,
                                 Real bump=2e-4);
         //@}
-        virtual void setupArguments(PricingEngine::arguments*) const {}
 
       protected:
         CallableBond(Natural settlementDays,
@@ -221,7 +220,7 @@ namespace QuantLib {
                               const CallabilitySchedule& putCallSchedule
                                                       = CallabilitySchedule());
 
-        virtual void setupArguments(PricingEngine::arguments* args) const;
+        void setupArguments(PricingEngine::arguments* args) const;
 
       private:
         //! accrued interest used internally, where includeToday = false

ql/experimental/catbonds/catbond.hpp

@@ -50,10 +50,11 @@ namespace QuantLib {
         virtual void setupArguments(PricingEngine::arguments*) const;
         virtual void fetchResults(const PricingEngine::results*) const;
 
-        Real lossProbability() { return lossProbability_; }
-        Real expectedLoss() { return expectedLoss_; }
-        Real exhaustionProbability() { return exhaustionProbability_; }
-    protected:
+        Real lossProbability() const { return lossProbability_; }
+        Real expectedLoss() const { return expectedLoss_; }
+        Real exhaustionProbability() const { return exhaustionProbability_; }
+
+      protected:
         ext::shared_ptr<NotionalRisk> notionalRisk_;
 
         mutable Real lossProbability_;

ql/experimental/commodities/commodityindex.hpp

@@ -78,7 +78,7 @@ namespace QuantLib {
             IndexManager::instance().setHistory(tag, quotes_);
         }
 
-        void clearQuotes();
+        void clearQuotes() const;
         //! returns TRUE if the quote date is valid
         bool isValidQuoteDate(const Date& quoteDate) const;
         bool empty() const;
@@ -192,7 +192,7 @@ namespace QuantLib {
         IndexManager::instance().setHistory(tag, quotes_);
     }
 
-    inline void CommodityIndex::clearQuotes() {
+    inline void CommodityIndex::clearQuotes() const {
         IndexManager::instance().clearHistory(name());
     }
 

ql/experimental/commodities/energyfuture.hpp

@@ -42,7 +42,8 @@ namespace QuantLib {
         //Integer buySell{} const { return buySell_; }
         Quantity quantity() const { return quantity_; }
         const CommodityUnitCost& tradePrice() const { return tradePrice_; }
-        const ext::shared_ptr<CommodityIndex> index() const { return index_; }
+        ext::shared_ptr<CommodityIndex> index() const { return index_; }
+
       protected:
         void performCalculations() const;
         Integer buySell_;

ql/experimental/coupons/strippedcapflooredcoupon.hpp

@@ -58,9 +58,9 @@ namespace QuantLib {
 
         void setPricer(const ext::shared_ptr<FloatingRateCouponPricer>& pricer);
 
-        const ext::shared_ptr<CappedFlooredCoupon> underlying() { return underlying_; }
+        ext::shared_ptr<CappedFlooredCoupon> underlying() { return underlying_; }
 
-    protected:
+      protected:
         ext::shared_ptr<CappedFlooredCoupon> underlying_;
 
     };

ql/experimental/coupons/subperiodcoupons.hpp

@@ -72,9 +72,7 @@ namespace QuantLib {
             return observationTimes_;
         }
 
-        const ext::shared_ptr<Schedule> observationsSchedule() const {
-            return observationsSchedule_;
-        }
+        ext::shared_ptr<Schedule> observationsSchedule() const { return observationsSchedule_; }
 
         //! \name Visitability
         //@{

ql/experimental/coupons/swapspreadindex.hpp

@@ -49,8 +49,8 @@ namespace QuantLib {
         //@{
         ext::shared_ptr<SwapIndex> swapIndex1() { return swapIndex1_; }
         ext::shared_ptr<SwapIndex> swapIndex2() { return swapIndex2_; }
-        Real gearing1() { return gearing1_; }
-        Real gearing2() { return gearing2_; }
+        Real gearing1() const { return gearing1_; }
+        Real gearing2() const { return gearing2_; }
         //@}
 
 

ql/experimental/credit/binomiallossmodel.hpp

@@ -111,7 +111,7 @@ namespace QuantLib {
         Real percentile(const Date& d, Real percentile) const;
         Real expectedShortfall(const Date&d, Real percentile) const;
         Real expectedTrancheLoss(const Date& d) const;
-    protected:
+
         // Model internal workings ----------------
         //! Average loss per credit.
         Real averageLoss(const Date&, const std::vector<Real>& reminingNots, 
@@ -143,7 +143,7 @@ namespace QuantLib {
                 const std::vector<Real>& bsktNots,
                 const std::vector<Real>& uncondDefProbInv, 
                             const std::vector<Real>&  mktFactor) const;
-    protected:
+
         const ext::shared_ptr<LLM> copula_;
 
         // cached arguments:

ql/experimental/credit/cdo.hpp

@@ -133,10 +133,10 @@ namespace QuantLib {
              Size nBuckets,
              const Period& integrationStep = Period(10, Years));
 
-        Real nominal() { return nominal_; }
-        Real lgd() { return lgd_; }
-        Real attachment () { return attachment_; }
-        Real detachment () { return detachment_; }
+        Real nominal() const { return nominal_; }
+        Real lgd() const { return lgd_; }
+        Real attachment() const { return attachment_; }
+        Real detachment() const { return detachment_; }
         std::vector<Real> nominals() { return nominals_; }
         Size size() { return basket_.size(); }
 

ql/experimental/credit/defaultevent.hpp

@@ -109,7 +109,7 @@ namespace QuantLib {
                      // Settlement information:
                      const Date& settleDate = Null<Date>(),
                      Real recoveryRate = 0.4);
-      public:
+
         Date date() const;
         bool isRestructuring() const { return eventType_.isRestructuring(); }
         bool isDefault() const { return !isRestructuring();}

ql/experimental/credit/defaultprobabilitylatentmodel.hpp

@@ -94,13 +94,13 @@ namespace QuantLib {
         /* To interface with loss models. It is possible to change the basket 
         since there are no cached magnitudes.
         */
-        void resetBasket(const ext::shared_ptr<Basket> basket) const {
+        void resetBasket(const ext::shared_ptr<Basket>& basket) const {
             basket_ = basket;
             // in the future change 'size' to 'liveSize'
             QL_REQUIRE(basket_->size() == factorWeights_.size(), 
                 "Incompatible new basket and model sizes.");
         }
-    public:
+
         /*! Returns the probability of default of a given name conditional on
         the realization of a given set of values of the model independent
         factors. The date at which the probability is given is implicit in the
@@ -129,7 +129,8 @@ namespace QuantLib {
         }
     protected:
         void update() {
-            if(basket_) basket_->notifyObservers();
+            if (basket_ != 0)
+                basket_->notifyObservers();
             LatentModel<copulaPolicy>::update();
         }
     public:// open since users access it for performance on joint integrations.