Merge 7d8b193 into 8a70608

lballabio · Feb 9, 2021 · 7bee18e · 7bee18e
2 parents 8a70608 + 7d8b193
commit 7bee18e
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diff --git a/.clang-tidy b/.clang-tidy
@@ -1,7 +1,10 @@
 ---
-Checks:          '-*,readability-*,bugprone-*,misc-*,performance-*,modernize-redundant-void-arg,modernize-deprecated-headers,modernize-use-override,modernize-use-auto,modernize-use-nullptr,-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,-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
 FormatStyle:     file
+CheckOptions:
+  - key:   modernize-use-default-member-init.UseAssignment
+    value: 1
 ...
diff --git a/Examples/GlobalOptimizer/GlobalOptimizer.cpp b/Examples/GlobalOptimizer/GlobalOptimizer.cpp
@@ -146,7 +146,7 @@ class TestFunction : public CostFunction {
     explicit TestFunction(const RealFunc & f, const ArrayFunc & fs = ArrayFunc()) : f_(f), fs_(fs) {}
     explicit TestFunction(Real (*f)(const Array&), Disposable<Array> (*fs)(const Array&) = nullptr)
     : f_(f), fs_(fs) {}
-    ~TestFunction() override {}
+    ~TestFunction() override = default;
     Real value(const Array& x) const override { return f_(x); }
     Disposable<Array> values(const Array& x) const override {
         if(!fs_)

diff --git a/ql/cashflow.hpp b/ql/cashflow.hpp
@@ -37,7 +37,7 @@ namespace QuantLib {
     */
     class CashFlow : public Event {
       public:
-        ~CashFlow() override {}
+        ~CashFlow() override = default;
         //! \name Event interface
         //@{
         //! \note This is inherited from the event class

diff --git a/ql/cashflows/cashflows.hpp b/ql/cashflows/cashflows.hpp
@@ -40,8 +40,8 @@ namespace QuantLib {
     /*! \todo add tests */
     class CashFlows {
       private:
-        CashFlows();
-        CashFlows(const CashFlows&);
+        CashFlows() = delete;
+        CashFlows(const CashFlows&) = delete;
 
         class IrrFinder {
           public:

diff --git a/ql/cashflows/conundrumpricer.hpp b/ql/cashflows/conundrumpricer.hpp
@@ -34,7 +34,7 @@ namespace QuantLib {
 
     class VanillaOptionPricer {
       public:
-        virtual ~VanillaOptionPricer() {}
+        virtual ~VanillaOptionPricer() = default;
         virtual Real operator()(Real strike,
                                 Option::Type optionType,
                                 Real deflator) const = 0;
@@ -61,7 +61,7 @@ namespace QuantLib {
 
     class GFunction {
       public:
-        virtual ~GFunction() {}
+        virtual ~GFunction() = default;
         virtual Real operator()(Real x) = 0;
         virtual Real firstDerivative(Real x) = 0;
         virtual Real secondDerivative(Real x) = 0;
@@ -84,7 +84,7 @@ namespace QuantLib {
         newGFunctionWithShifts(const CmsCoupon& coupon,
                                const Handle<Quote>& meanReversion);
       private:
-        GFunctionFactory();
+        GFunctionFactory() = delete;
 
         class GFunctionStandard : public GFunction {
           public:
@@ -155,15 +155,12 @@ namespace QuantLib {
                 Real Rs_;
                 mutable Real derivative_;
                 public:
-              virtual ~ObjectiveFunction() {}
-                ObjectiveFunction(const GFunctionWithShifts& o,
-                                  const Real Rs)
-                : o_(o), Rs_(Rs) {}
-                virtual Real operator()(const Real& x) const;
-                Real derivative (const Real& x) const;
-                void setSwapRateValue(Real x);
-                const GFunctionWithShifts& gFunctionWithShifts() const {
-                    return o_; }
+                  virtual ~ObjectiveFunction() = default;
+                  ObjectiveFunction(const GFunctionWithShifts& o, const Real Rs) : o_(o), Rs_(Rs) {}
+                  virtual Real operator()(const Real& x) const;
+                  Real derivative(const Real& x) const;
+                  void setSwapRateValue(Real x);
+                  const GFunctionWithShifts& gFunctionWithShifts() const { return o_; }
             };
 
             ext::shared_ptr<ObjectiveFunction> objectiveFunction_;
@@ -267,7 +264,7 @@ namespace QuantLib {
           public:
             typedef Real argument_type;
             typedef Real result_type;
-            virtual ~Function() {}
+            virtual ~Function() = default;
             virtual Real operator()(Real x) const = 0;
         };
 

diff --git a/ql/cashflows/couponpricer.hpp b/ql/cashflows/couponpricer.hpp
@@ -43,7 +43,7 @@ namespace QuantLib {
     class FloatingRateCouponPricer: public virtual Observer,
                                     public virtual Observable {
       public:
-        ~FloatingRateCouponPricer() override {}
+        ~FloatingRateCouponPricer() override = default;
         //! \name required interface
         //@{
         virtual Real swapletPrice() const = 0;
@@ -164,7 +164,7 @@ namespace QuantLib {
     public:
         virtual Real meanReversion() const = 0;
         virtual void setMeanReversion(const Handle<Quote>&) = 0;
-        virtual ~MeanRevertingPricer() {}
+        virtual ~MeanRevertingPricer() = default;
     };
 
     void setCouponPricer(const Leg& leg,

diff --git a/ql/cashflows/cpicouponpricer.cpp b/ql/cashflows/cpicouponpricer.cpp
@@ -21,7 +21,7 @@
 
 namespace QuantLib {
 
-    CPICouponPricer::CPICouponPricer() {}
+    CPICouponPricer::CPICouponPricer() = default;
 
     CPICouponPricer::CPICouponPricer(
                        const Handle<YieldTermStructure>& nominalTermStructure)

diff --git a/ql/cashflows/inflationcouponpricer.cpp b/ql/cashflows/inflationcouponpricer.cpp
@@ -34,7 +34,7 @@ namespace QuantLib {
     }
 
 
-    YoYInflationCouponPricer::YoYInflationCouponPricer() {}
+    YoYInflationCouponPricer::YoYInflationCouponPricer() = default;
 
     YoYInflationCouponPricer::YoYInflationCouponPricer(
                        const Handle<YieldTermStructure>& nominalTermStructure)

diff --git a/ql/cashflows/inflationcouponpricer.hpp b/ql/cashflows/inflationcouponpricer.hpp
@@ -53,7 +53,7 @@ namespace QuantLib {
     class InflationCouponPricer: public virtual Observer,
                                  public virtual Observable {
     public:
-      ~InflationCouponPricer() override {}
+      ~InflationCouponPricer() override = default;
       //! \name Interface
       //@{
       virtual Real swapletPrice() const = 0;

diff --git a/ql/cashflows/lineartsrpricer.hpp b/ql/cashflows/lineartsrpricer.hpp
@@ -70,11 +70,7 @@ namespace QuantLib {
 
         struct Settings {
 
-            Settings()
-                : strategy_(RateBound), vegaRatio_(0.01),
-                  priceThreshold_(1.0E-8), stdDevs_(3.0),
-                  lowerRateBound_(defaultLowerBound), upperRateBound_(defaultUpperBound),
-                  defaultBounds_(true) {}
+            Settings() : lowerRateBound_(defaultLowerBound), upperRateBound_(defaultUpperBound) {}
 
             Settings &withRateBound(const Real lowerRateBound = defaultLowerBound,
                                     const Real upperRateBound = defaultUpperBound) {
@@ -152,12 +148,12 @@ namespace QuantLib {
                 BSStdDevs
             };
 
-            Strategy strategy_;
-            Real vegaRatio_;
-            Real priceThreshold_;
-            Real stdDevs_;
+            Strategy strategy_ = RateBound;
+            Real vegaRatio_ = 0.01;
+            Real priceThreshold_ = 1.0E-8;
+            Real stdDevs_ = 3.0;
             Real lowerRateBound_, upperRateBound_;
-            bool defaultBounds_;
+            bool defaultBounds_ = true;
         };
 
 

diff --git a/ql/cashflows/timebasket.hpp b/ql/cashflows/timebasket.hpp
@@ -37,7 +37,7 @@ namespace QuantLib {
         // this is needed for Visual C++ 6
         typedef std::map<Date,Real> super;
       public:
-        TimeBasket() {}
+        TimeBasket() = default;
         TimeBasket(const std::vector<Date>& dates,
                    const std::vector<Real>& values);
         //! \name Map interface

diff --git a/ql/currencies/exchangeratemanager.hpp b/ql/currencies/exchangeratemanager.hpp
@@ -70,7 +70,7 @@ namespace QuantLib {
         void clear();
 
         struct Entry {
-            Entry() {}
+            Entry() = default;
             Entry(const ExchangeRate& rate,
                   const Date& start, const Date& end)
             : rate(rate), startDate(start), endDate(end) {}

diff --git a/ql/currency.hpp b/ql/currency.hpp
@@ -112,7 +112,7 @@ namespace QuantLib {
 
     // inline definitions
 
-    inline Currency::Currency() {}
+    inline Currency::Currency() = default;
 
     inline void Currency::checkNonEmpty() const {
         QL_REQUIRE(data_, "no currency data provided");

diff --git a/ql/discretizedasset.hpp b/ql/discretizedasset.hpp
@@ -38,7 +38,7 @@ namespace QuantLib {
         DiscretizedAsset()
         : latestPreAdjustment_(QL_MAX_REAL),
           latestPostAdjustment_(QL_MAX_REAL) {}
-        virtual ~DiscretizedAsset() {}
+        virtual ~DiscretizedAsset() = default;
 
         //! \name inspectors
         //@{
@@ -143,7 +143,7 @@ namespace QuantLib {
     //! Useful discretized discount bond asset
     class DiscretizedDiscountBond : public DiscretizedAsset {
       public:
-        DiscretizedDiscountBond() {}
+        DiscretizedDiscountBond() = default;
         void reset(Size size) override { values_ = Array(size, 1.0); }
         std::vector<Time> mandatoryTimes() const override { return std::vector<Time>(); }
     };

diff --git a/ql/errors.hpp b/ql/errors.hpp
@@ -45,10 +45,12 @@ namespace QuantLib {
               long line,
               const std::string& functionName,
               const std::string& message = "");
+        #ifdef QL_PATCH_MSVC_2013
         /*! the automatically generated destructor would
             not have the throw specifier.
         */
         ~Error() throw() override {}
+        #endif
         //! returns the error message.
         const char* what() const throw() override;
 

diff --git a/ql/event.hpp b/ql/event.hpp
@@ -39,7 +39,7 @@ namespace QuantLib {
     */
     class Event : public Observable {
       public:
-        ~Event() override {}
+        ~Event() override = default;
         //! \name Event interface
         //@{
         //! returns the date at which the event occurs

diff --git a/ql/exercise.hpp b/ql/exercise.hpp
@@ -39,7 +39,7 @@ namespace QuantLib {
         };
         // constructor
         explicit Exercise(Type type) : type_(type) {}
-        virtual ~Exercise() {}
+        virtual ~Exercise() = default;
         // inspectors
         Type type() const { return type_; }
         Date date(Size index) const { return dates_[index]; }

diff --git a/ql/experimental/basismodels/swaptioncfs.hpp b/ql/experimental/basismodels/swaptioncfs.hpp
@@ -45,7 +45,8 @@ namespace QuantLib {
         IborLegCashFlows(const Leg& iborLeg,
                          const Handle<YieldTermStructure>& discountCurve,
                          bool contTenorSpread = true);
-        IborLegCashFlows(){}; // allow default constructor which does nothing
+        IborLegCashFlows() = default;
+        ; // allow default constructor which does nothing
     };
 
 
@@ -61,8 +62,9 @@ namespace QuantLib {
         SwapCashFlows(const ext::shared_ptr<VanillaSwap>& swap,
                       const Handle<YieldTermStructure>& discountCurve,
                       bool contTenorSpread = true);
-        SwapCashFlows(){}; // allow default constructor which does nothing
-                           // inspectors
+        SwapCashFlows() = default;
+        ; // allow default constructor which does nothing
+          // inspectors
         inline const Leg& fixedLeg() const { return fixedLeg_; }
         inline const std::vector<Real>& fixedTimes() const { return fixedTimes_; }
         inline const std::vector<Real>& fixedWeights() const { return fixedWeights_; }
@@ -79,7 +81,8 @@ namespace QuantLib {
         SwaptionCashFlows(const ext::shared_ptr<Swaption>& swaption,
                           const Handle<YieldTermStructure>& discountCurve,
                           bool contTenorSpread = true);
-        SwaptionCashFlows(){}; // allow default constructor which does nothing
+        SwaptionCashFlows() = default;
+        ; // allow default constructor which does nothing
         // inspectors
         inline ext::shared_ptr<Swaption> swaption() const { return swaption_; }
         inline const std::vector<Real>& exerciseTimes() const { return exerciseTimes_; }

diff --git a/ql/experimental/basismodels/tenoroptionletvts.hpp b/ql/experimental/basismodels/tenoroptionletvts.hpp
@@ -75,7 +75,8 @@ namespace QuantLib {
           public:
             // return the correlation between two FRA rates starting at start1 and start2
             virtual Real operator()(const Time& start1, const Time& start2) const = 0;
-            virtual ~CorrelationStructure(){};
+            virtual ~CorrelationStructure() = default;
+            ;
         };
 
         // very basic choice for correlation structure

diff --git a/ql/experimental/callablebonds/callablebond.hpp b/ql/experimental/callablebonds/callablebond.hpp
@@ -170,7 +170,7 @@ namespace QuantLib {
 
     class CallableBond::arguments : public Bond::arguments {
       public:
-        arguments() {}
+        arguments() = default;
         std::vector<Date> couponDates;
         std::vector<Real> couponAmounts;
         //! redemption = face amount * redemption / 100.

diff --git a/ql/experimental/callablebonds/callablebondvolstructure.hpp b/ql/experimental/callablebonds/callablebondvolstructure.hpp
@@ -60,7 +60,7 @@ namespace QuantLib {
                                         const DayCounter& dc = DayCounter(),
                                         BusinessDayConvention bdc = Following);
         //@}
-        ~CallableBondVolatilityStructure() override {}
+        ~CallableBondVolatilityStructure() override = default;
         //! \name Volatility, variance and smile
         //@{
         //! returns the volatility for a given option time and bondLength

diff --git a/ql/experimental/catbonds/catbond.hpp b/ql/experimental/catbonds/catbond.hpp
@@ -45,7 +45,7 @@ namespace QuantLib {
                 const Date& issueDate,
                 const ext::shared_ptr<NotionalRisk>& notionalRisk)
         : Bond(settlementDays, calendar, issueDate), notionalRisk_(notionalRisk) {}
-        ~CatBond() override {}
+        ~CatBond() override = default;
 
         void setupArguments(PricingEngine::arguments*) const override;
         void fetchResults(const PricingEngine::results*) const override;

diff --git a/ql/experimental/catbonds/catrisk.hpp b/ql/experimental/catbonds/catrisk.hpp
@@ -53,7 +53,7 @@ namespace QuantLib {
         : start_(start), end_(end) 
         {}
 
-        virtual ~CatSimulation(){}
+        virtual ~CatSimulation() = default;
         virtual bool nextPath(std::vector<std::pair<Date, Real> > &path) = 0;
       protected:
         Date start_;
@@ -62,7 +62,7 @@ namespace QuantLib {
 
     class CatRisk {
       public:
-        virtual ~CatRisk() {}
+        virtual ~CatRisk() = default;
         virtual ext::shared_ptr<CatSimulation> newSimulation(const Date& start, const Date& end) const = 0;
     };
 

diff --git a/ql/experimental/catbonds/riskynotional.hpp b/ql/experimental/catbonds/riskynotional.hpp
@@ -34,7 +34,7 @@ namespace QuantLib {
 
     class EventPaymentOffset {
       public:
-        virtual ~EventPaymentOffset() {}
+        virtual ~EventPaymentOffset() = default;
         virtual Date paymentDate(const Date& eventDate) = 0;
     };
 
@@ -63,7 +63,7 @@ namespace QuantLib {
     public:
       explicit NotionalRisk(const ext::shared_ptr<EventPaymentOffset>& paymentOffset)
       : paymentOffset_(paymentOffset) {}
-      virtual ~NotionalRisk() {}
+      virtual ~NotionalRisk() = default;
 
       virtual void updatePath(const std::vector<std::pair<Date, Real> >& events,
                               NotionalPath& path) const = 0;

diff --git a/ql/experimental/commodities/commoditytype.hpp b/ql/experimental/commodities/commoditytype.hpp
@@ -41,7 +41,7 @@ namespace QuantLib {
           and must be reassigned to a valid currency before being
           used.
         */
-        CommodityType() {}
+        CommodityType() = default;
         CommodityType(const std::string& code, const std::string& name);
         //! \name Inspectors
         //@{

diff --git a/ql/experimental/commodities/commodityunitcost.hpp b/ql/experimental/commodities/commodityunitcost.hpp
@@ -31,7 +31,7 @@ namespace QuantLib {
 
     class CommodityUnitCost {
       public:
-        CommodityUnitCost() {}
+        CommodityUnitCost() = default;
         CommodityUnitCost(const Money& amount,
                           const UnitOfMeasure& unitOfMeasure) :
         amount_(amount), unitOfMeasure_(unitOfMeasure) {}

diff --git a/ql/experimental/commodities/dateinterval.hpp b/ql/experimental/commodities/dateinterval.hpp
@@ -39,7 +39,7 @@ namespace QuantLib {
         Date startDate_;
         Date endDate_;
       public:
-        DateInterval()  {}
+        DateInterval() = default;
         DateInterval(const Date& startDate, const Date& endDate)
         : startDate_(startDate), endDate_(endDate) {
             QL_REQUIRE(endDate_ >= startDate_,

diff --git a/ql/experimental/commodities/energycommodity.cpp b/ql/experimental/commodities/energycommodity.cpp
@@ -26,8 +26,7 @@
 namespace QuantLib {
 
 
-    EnergyDailyPosition::EnergyDailyPosition()
-    : payLegPrice(0), receiveLegPrice(0), unrealized(false) {}
+    EnergyDailyPosition::EnergyDailyPosition() = default;
 
     EnergyDailyPosition::EnergyDailyPosition(const Date& date,
                                              Real payLegPrice,