Avoid compiler errors with VC++13 and VC++15.

lballabio · Apr 3, 2021 · 81d0f5b · 81d0f5b
1 parent 60f15c5
commit 81d0f5b
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Showing 45 changed files with 27 additions and 150 deletions.
diff --git a/QuantLib.vcxproj b/QuantLib.vcxproj
@@ -2428,7 +2428,6 @@
     <ClCompile Include="ql\models\marketmodels\evolvers\lognormalfwdrateiballand.cpp" />
     <ClCompile Include="ql\models\marketmodels\evolvers\lognormalfwdrateipc.cpp" />
     <ClCompile Include="ql\models\marketmodels\evolvers\lognormalfwdratepc.cpp" />
-    <ClCompile Include="ql\models\marketmodels\evolvers\marketmodelvolprocess.cpp" />
     <ClCompile Include="ql\models\marketmodels\evolvers\normalfwdratepc.cpp" />
     <ClCompile Include="ql\models\marketmodels\evolvers\svddfwdratepc.cpp" />
     <ClCompile Include="ql\models\marketmodels\evolvers\volprocesses\squarerootandersen.cpp" />
@@ -2451,7 +2450,6 @@
     <ClCompile Include="ql\models\marketmodels\models\piecewiseconstantabcdvariance.cpp" />
     <ClCompile Include="ql\models\marketmodels\models\piecewiseconstantvariance.cpp" />
     <ClCompile Include="ql\models\marketmodels\models\pseudorootfacade.cpp" />
-    <ClCompile Include="ql\models\marketmodels\models\volatilityinterpolationspecifier.cpp" />
     <ClCompile Include="ql\models\marketmodels\models\volatilityinterpolationspecifierabcd.cpp" />
     <ClCompile Include="ql\models\marketmodels\pathwiseaccountingengine.cpp" />
     <ClCompile Include="ql\models\marketmodels\pathwisediscounter.cpp" />

diff --git a/QuantLib.vcxproj.filters b/QuantLib.vcxproj.filters
@@ -5044,9 +5044,6 @@
     <ClCompile Include="ql\models\marketmodels\evolvers\lognormalfwdratepc.cpp">
       <Filter>models\marketmodels\evolvers</Filter>
     </ClCompile>
-    <ClCompile Include="ql\models\marketmodels\evolvers\marketmodelvolprocess.cpp">
-      <Filter>models\marketmodels\evolvers</Filter>
-    </ClCompile>
     <ClCompile Include="ql\models\marketmodels\evolvers\normalfwdratepc.cpp">
       <Filter>models\marketmodels\evolvers</Filter>
     </ClCompile>
@@ -5101,9 +5098,6 @@
     <ClCompile Include="ql\models\marketmodels\models\pseudorootfacade.cpp">
       <Filter>models\marketmodels\models</Filter>
     </ClCompile>
-    <ClCompile Include="ql\models\marketmodels\models\volatilityinterpolationspecifier.cpp">
-      <Filter>models\marketmodels\models</Filter>
-    </ClCompile>
     <ClCompile Include="ql\models\marketmodels\models\volatilityinterpolationspecifierabcd.cpp">
       <Filter>models\marketmodels\models</Filter>
     </ClCompile>

diff --git a/ql/CMakeLists.txt b/ql/CMakeLists.txt
@@ -565,7 +565,6 @@ set(QuantLib_SRC
     models/marketmodels/evolvers/lognormalfwdrateiballand.cpp
     models/marketmodels/evolvers/lognormalfwdrateipc.cpp
     models/marketmodels/evolvers/lognormalfwdratepc.cpp
-    models/marketmodels/evolvers/marketmodelvolprocess.cpp
     models/marketmodels/evolvers/normalfwdratepc.cpp
     models/marketmodels/evolvers/svddfwdratepc.cpp
     models/marketmodels/evolvers/volprocesses/squarerootandersen.cpp
@@ -588,7 +587,6 @@ set(QuantLib_SRC
     models/marketmodels/models/piecewiseconstantabcdvariance.cpp
     models/marketmodels/models/piecewiseconstantvariance.cpp
     models/marketmodels/models/pseudorootfacade.cpp
-    models/marketmodels/models/volatilityinterpolationspecifier.cpp
     models/marketmodels/models/volatilityinterpolationspecifierabcd.cpp
     models/marketmodels/pathwiseaccountingengine.cpp
     models/marketmodels/pathwisediscounter.cpp

diff --git a/ql/cashflows/cpicouponpricer.cpp b/ql/cashflows/cpicouponpricer.cpp
@@ -22,8 +22,6 @@
 
 namespace QuantLib {
 
-    CPICouponPricer::CPICouponPricer() = default;
-
     CPICouponPricer::CPICouponPricer(Handle<YieldTermStructure> nominalTermStructure)
     : nominalTermStructure_(std::move(nominalTermStructure)) {
         registerWith(nominalTermStructure_);

diff --git a/ql/cashflows/cpicouponpricer.hpp b/ql/cashflows/cpicouponpricer.hpp
@@ -42,7 +42,7 @@ namespace QuantLib {
                         Deprecated in version 1.19.
         */
         QL_DEPRECATED
-        CPICouponPricer();
+        CPICouponPricer() = default;
 
         explicit CPICouponPricer(Handle<YieldTermStructure> nominalTermStructure);
 

diff --git a/ql/cashflows/inflationcouponpricer.cpp b/ql/cashflows/inflationcouponpricer.cpp
@@ -34,8 +34,6 @@ namespace QuantLib {
     }
 
 
-    YoYInflationCouponPricer::YoYInflationCouponPricer() = default;
-
     YoYInflationCouponPricer::YoYInflationCouponPricer(
         Handle<YieldTermStructure> nominalTermStructure)
     : nominalTermStructure_(std::move(nominalTermStructure)) {

diff --git a/ql/cashflows/inflationcouponpricer.hpp b/ql/cashflows/inflationcouponpricer.hpp
@@ -89,7 +89,7 @@ namespace QuantLib {
                         Deprecated in version 1.19.
         */
         QL_DEPRECATED
-        YoYInflationCouponPricer();
+        YoYInflationCouponPricer() = default;
 
         explicit YoYInflationCouponPricer(Handle<YieldTermStructure> nominalTermStructure);
 

diff --git a/ql/currency.hpp b/ql/currency.hpp
@@ -40,7 +40,7 @@ namespace QuantLib {
             and must be reassigned to a valid currency before being
             used.
         */
-        Currency();
+        Currency() = default;
         //! \name Inspectors
         //@{
         //! currency name, e.g, "U.S. Dollar"
@@ -112,8 +112,6 @@ namespace QuantLib {
 
     // inline definitions
 
-    inline Currency::Currency() = default;
-
     inline void Currency::checkNonEmpty() const {
         QL_REQUIRE(data_, "no currency data provided");
     }

diff --git a/ql/experimental/commodities/energycommodity.cpp b/ql/experimental/commodities/energycommodity.cpp
@@ -26,9 +26,6 @@
 
 namespace QuantLib {
 
-
-    EnergyDailyPosition::EnergyDailyPosition() = default;
-
     EnergyDailyPosition::EnergyDailyPosition(const Date& date,
                                              Real payLegPrice,
                                              Real receiveLegPrice,

diff --git a/ql/experimental/commodities/energycommodity.hpp b/ql/experimental/commodities/energycommodity.hpp
@@ -42,7 +42,7 @@ namespace QuantLib {
         Real riskDelta;
         bool unrealized = false;
 
-        EnergyDailyPosition();
+        EnergyDailyPosition() = default;
         EnergyDailyPosition(const Date& date,
                             Real payLegPrice,
                             Real receiveLegPrice,

diff --git a/ql/experimental/commodities/exchangecontract.hpp b/ql/experimental/commodities/exchangecontract.hpp
@@ -32,7 +32,7 @@ namespace QuantLib {
 
     class ExchangeContract {
       public:
-        ExchangeContract();
+        ExchangeContract() = default;
         ExchangeContract(std::string code,
                          Date expirationDate,
                          Date underlyingStartDate,
@@ -49,8 +49,6 @@ namespace QuantLib {
         Date underlyingEndDate_;
     };
 
-    inline ExchangeContract::ExchangeContract() = default;
-
     inline ExchangeContract::ExchangeContract(std::string code,
                                               Date expirationDate,
                                               Date underlyingStartDate,

diff --git a/ql/experimental/commodities/paymentterm.hpp b/ql/experimental/commodities/paymentterm.hpp
@@ -34,7 +34,7 @@ namespace QuantLib {
       public:
         enum EventType { TradeDate, PricingDate };
 
-        PaymentTerm();
+        PaymentTerm() = default;
         PaymentTerm(const std::string& name,
                     EventType eventType,
                     Integer offsetDays,
@@ -86,8 +86,6 @@ namespace QuantLib {
     : name(std::move(name)), eventType(eventType), offsetDays(offsetDays),
       calendar(std::move(calendar)) {}
 
-    inline PaymentTerm::PaymentTerm() = default;
-
     inline const std::string& PaymentTerm::name() const {
         return data_->name;
     }

diff --git a/ql/experimental/commodities/quantity.hpp b/ql/experimental/commodities/quantity.hpp
@@ -35,7 +35,7 @@ namespace QuantLib {
       public:
         //! \name Constructors
         //@{
-        Quantity();
+        Quantity() = default;
         Quantity(CommodityType commodityType, UnitOfMeasure unitOfMeasure, Real amount);
         //@}
         //! \name Inspectors
@@ -121,8 +121,6 @@ namespace QuantLib {
 
     // inline definitions
 
-    inline Quantity::Quantity() = default;
-
     inline Quantity::Quantity(CommodityType commodityType, UnitOfMeasure unitOfMeasure, Real amount)
     : commodityType_(std::move(commodityType)), unitOfMeasure_(std::move(unitOfMeasure)),
       amount_(amount) {}

diff --git a/ql/experimental/commodities/unitofmeasure.hpp b/ql/experimental/commodities/unitofmeasure.hpp
@@ -43,7 +43,7 @@ namespace QuantLib {
             and must be reassigned to a valid currency before being
             used.
         */
-        UnitOfMeasure();
+        UnitOfMeasure() = default;
         UnitOfMeasure(const std::string& name,
                       const std::string& code,
                       Type unitType);
@@ -102,8 +102,6 @@ namespace QuantLib {
 
     // inline definitions
 
-    inline UnitOfMeasure::UnitOfMeasure() = default;
-
     inline const std::string& UnitOfMeasure::name() const {
         return data_->name;
     }

diff --git a/ql/experimental/commodities/unitofmeasureconversion.hpp b/ql/experimental/commodities/unitofmeasureconversion.hpp
@@ -40,7 +40,7 @@ namespace QuantLib {
         };
         //! \name Constructors
         //@{
-        UnitOfMeasureConversion();
+        UnitOfMeasureConversion() = default;
         /*! the conversionFactor \f$ r \f$ is given with the
             convention that a unit of the source is worth \f$ r \f$
             units of the target.
@@ -105,8 +105,6 @@ namespace QuantLib {
 
     // inline definitions
 
-    inline UnitOfMeasureConversion::UnitOfMeasureConversion() = default;
-
     inline const CommodityType& UnitOfMeasureConversion::commodityType() const {
         return data_->commodityType;
     }

diff --git a/ql/experimental/exoticoptions/himalayaoption.cpp b/ql/experimental/exoticoptions/himalayaoption.cpp
@@ -40,8 +40,6 @@ namespace QuantLib {
         arguments->fixingDates = fixingDates_;
     }
 
-    HimalayaOption::arguments::arguments() = default;
-
     void HimalayaOption::arguments::validate() const {
         MultiAssetOption::arguments::validate();
         QL_REQUIRE(!fixingDates.empty(), "no fixing dates given");

diff --git a/ql/experimental/exoticoptions/himalayaoption.hpp b/ql/experimental/exoticoptions/himalayaoption.hpp
@@ -57,7 +57,6 @@ namespace QuantLib {
 
     class HimalayaOption::arguments : public MultiAssetOption::arguments {
       public:
-        arguments();
         void validate() const override;
         std::vector<Date> fixingDates;
     };

diff --git a/ql/methods/finitedifferences/bsmoperator.cpp b/ql/methods/finitedifferences/bsmoperator.cpp
@@ -24,8 +24,6 @@
 
 namespace QuantLib {
 
-    BSMOperator::BSMOperator() = default;
-
     BSMOperator::BSMOperator(Size size, Real dx, Rate r,
                              Rate q, Volatility sigma)
     : TridiagonalOperator(size) {

diff --git a/ql/methods/finitedifferences/bsmoperator.hpp b/ql/methods/finitedifferences/bsmoperator.hpp
@@ -34,7 +34,7 @@ namespace QuantLib {
     /*! \ingroup findiff */
     class BSMOperator : public TridiagonalOperator {
       public:
-        BSMOperator();
+        BSMOperator() = default;
         BSMOperator(Size size, Real dx, Rate r, Rate q, Volatility sigma);
         BSMOperator(const Array& grid, Rate r, Rate q, Volatility sigma);
     };

diff --git a/ql/models/marketmodels/evolutiondescription.cpp b/ql/models/marketmodels/evolutiondescription.cpp
@@ -28,8 +28,6 @@
 
 namespace QuantLib {
 
-    EvolutionDescription::EvolutionDescription() = default;
-
     EvolutionDescription::EvolutionDescription(
                      const std::vector<Time>& rateTimes,
                      const std::vector<Time>& evolutionTimes,

diff --git a/ql/models/marketmodels/evolutiondescription.hpp b/ql/models/marketmodels/evolutiondescription.hpp
@@ -57,7 +57,7 @@ namespace QuantLib {
         // default argument worked)
         typedef std::pair<Size,Size> range;
       public:
-        EvolutionDescription();
+        EvolutionDescription() = default;
         explicit EvolutionDescription(
             const std::vector<Time>& rateTimes,
             const std::vector<Time>& evolutionTimes = std::vector<Time>(),

diff --git a/ql/models/marketmodels/evolvers/Makefile.am b/ql/models/marketmodels/evolvers/Makefile.am
@@ -26,7 +26,6 @@ cpp_files = \
 	lognormalfwdrateiballand.cpp \
 	lognormalfwdrateipc.cpp \
 	lognormalfwdratepc.cpp \
-	marketmodelvolprocess.cpp \
 	normalfwdratepc.cpp \
 	svddfwdratepc.cpp
 

diff --git a/ql/models/marketmodels/evolvers/marketmodelvolprocess.cpp b/ql/models/marketmodels/evolvers/marketmodelvolprocess.cpp
diff --git a/ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp b/ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp
@@ -34,8 +34,8 @@ namespace QuantLib
     class MarketModelVolProcess 
     {
       public:
-          MarketModelVolProcess();
-          virtual ~MarketModelVolProcess();
+          MarketModelVolProcess() = default;
+          virtual ~MarketModelVolProcess() = default;
 
           virtual Size variatesPerStep()=0;
           virtual Size numberSteps()=0;

diff --git a/ql/models/marketmodels/models/Makefile.am b/ql/models/marketmodels/models/Makefile.am
@@ -40,7 +40,6 @@ cpp_files = \
 	piecewiseconstantabcdvariance.cpp \
 	piecewiseconstantvariance.cpp \
 	pseudorootfacade.cpp \
-	volatilityinterpolationspecifier.cpp \
 	volatilityinterpolationspecifierabcd.cpp
 
 if UNITY_BUILD

diff --git a/ql/models/marketmodels/models/ctsmmcapletcalibration.cpp b/ql/models/marketmodels/models/ctsmmcapletcalibration.cpp
@@ -31,8 +31,6 @@
 
 namespace QuantLib {
 
-    CTSMMCapletCalibration::~CTSMMCapletCalibration() = default;
-
     CTSMMCapletCalibration::CTSMMCapletCalibration(
         EvolutionDescription evolution,
         ext::shared_ptr<PiecewiseConstantCorrelation> corr,

diff --git a/ql/models/marketmodels/models/ctsmmcapletcalibration.hpp b/ql/models/marketmodels/models/ctsmmcapletcalibration.hpp
@@ -34,7 +34,7 @@ namespace QuantLib {
 
     class CTSMMCapletCalibration {
       public:
-        virtual ~CTSMMCapletCalibration();
+        virtual ~CTSMMCapletCalibration() = default;
         CTSMMCapletCalibration(
             EvolutionDescription evolution,
             ext::shared_ptr<PiecewiseConstantCorrelation> corr,

diff --git a/ql/models/marketmodels/models/volatilityinterpolationspecifier.cpp b/ql/models/marketmodels/models/volatilityinterpolationspecifier.cpp
diff --git a/ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp b/ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp
@@ -38,9 +38,9 @@ namespace QuantLib
 {
     class VolatilityInterpolationSpecifier
     {
-    public:
-        VolatilityInterpolationSpecifier();
-        virtual ~VolatilityInterpolationSpecifier();
+      public:
+        VolatilityInterpolationSpecifier() = default;
+        virtual ~VolatilityInterpolationSpecifier() = default;
         virtual void setScalingFactors(const std::vector<Real>& scales)=0;
         virtual void setLastCapletVol(Real vol)=0;
 
@@ -52,9 +52,6 @@ namespace QuantLib
         virtual Size getOffset() const=0;
         virtual Size getNoBigRates() const=0;
         virtual Size getNoSmallRates() const=0;
-
-
-
     };
 }