diff --git a/.clang-tidy b/.clang-tidy
index aa49c40e2cf..a105dedfe2b 100644
--- a/.clang-tidy
+++ b/.clang-tidy
@@ -3,6 +3,8 @@ Checks: >
         -*,
         bugprone-*,
           -bugprone-branch-clone,
+          -bugprone-easily-swappable-parameters,
+          -bugprone-implicit-widening-of-multiplication-result,
           -bugprone-macro-parentheses,
           -bugprone-narrowing-conversions,
         clang-analyzer-*,
@@ -22,6 +24,7 @@ Checks: >
           -cppcoreguidelines-narrowing-conversions,
           -cppcoreguidelines-non-private-member-variables-in-classes,
           -cppcoreguidelines-owning-memory,
+          -cppcoreguidelines-prefer-member-initializer,
           -cppcoreguidelines-pro-bounds-array-to-pointer-decay,
           -cppcoreguidelines-pro-bounds-constant-array-index,
           -cppcoreguidelines-pro-bounds-pointer-arithmetic,
@@ -36,6 +39,7 @@ Checks: >
         modernize-*,
           -modernize-avoid-c-arrays,
           -modernize-make-shared,
+          -modernize-return-braced-init-list,
           -modernize-use-trailing-return-type,
           -modernize-use-using,
         performance-*,
@@ -50,6 +54,7 @@ Checks: >
           -readability-magic-numbers,
           -readability-named-parameter,
           -readability-simplify-boolean-expr,
+          -readability-suspicious-call-argument,
           -readability-use-anyofallof,
 HeaderFilterRegex: '.*'
 FormatStyle: file
diff --git a/.github/workflows/tidy.yml b/.github/workflows/tidy.yml
index 0c55dd7a2ef..d07720a207a 100644
--- a/.github/workflows/tidy.yml
+++ b/.github/workflows/tidy.yml
@@ -5,13 +5,13 @@ on:
   workflow_dispatch:
 jobs:
   check:
-    runs-on: ubuntu-latest
+    runs-on: ubuntu-22.04
     steps:
     - uses: actions/checkout@v3
     - name: Setup
       run: |
         sudo apt-get update
-        sudo apt-get install -y clang-tidy-12 libboost-dev
+        sudo apt-get install -y clang-tidy-14 libboost-dev
     - name: Check
       run: |
         cmake --preset linux-ci-build-with-clang-tidy
diff --git a/CMakePresets.json b/CMakePresets.json
index f436a7439a7..ab24fc879b3 100644
--- a/CMakePresets.json
+++ b/CMakePresets.json
@@ -91,7 +91,7 @@
         "BOOST_ROOT": "/usr",
         "CMAKE_BUILD_TYPE": "Debug",
         "CMAKE_CXX_COMPILER": "g++",
-        "QL_CLANG_TIDY": "clang-tidy-12",
+        "QL_CLANG_TIDY": "clang-tidy-14",
         "QL_CLANG_TIDY_OPTIONS": "-quiet;-fix",
         "QL_USE_CLANG_TIDY": "ON",
         "QL_USE_STD_CLASSES": "ON"
diff --git a/ql/experimental/barrieroption/discretizeddoublebarrieroption.cpp b/ql/experimental/barrieroption/discretizeddoublebarrieroption.cpp
index 85b869dfb60..082fafeb424 100644
--- a/ql/experimental/barrieroption/discretizeddoublebarrieroption.cpp
+++ b/ql/experimental/barrieroption/discretizeddoublebarrieroption.cpp
@@ -27,7 +27,7 @@ namespace QuantLib {
                                          const StochasticProcess& process,
                                          const TimeGrid& grid)
     : arguments_(args), vanilla_(arguments_, process, grid)  {
-        QL_REQUIRE(args.exercise->dates().size(), "specify at least one stopping date");
+        QL_REQUIRE(!args.exercise->dates().empty(), "specify at least one stopping date");
 
         stoppingTimes_.resize(args.exercise->dates().size());
         for (Size i=0; i<stoppingTimes_.size(); ++i) {
diff --git a/ql/experimental/math/latentmodel.hpp b/ql/experimental/math/latentmodel.hpp
index 46472371abf..c082fe1e995 100644
--- a/ql/experimental/math/latentmodel.hpp
+++ b/ql/experimental/math/latentmodel.hpp
@@ -92,7 +92,6 @@ namespace QuantLib {
      // this class template always to be fully specialized:
      private:
        IntegrationBase() = default;
-       ~IntegrationBase() override = default;
     };
     //@}
     
diff --git a/ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp b/ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp
index 2865801d2f4..cad2c229005 100644
--- a/ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp
+++ b/ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp
@@ -179,8 +179,6 @@ class Gaussian1dModel : public TermStructureConsistentModel, public LazyObject {
         registerWith(Settings::instance().evaluationDate());
     }
 
-    ~Gaussian1dModel() override = default;
-
     virtual Real numeraireImpl(Time t, Real y, const Handle<YieldTermStructure>& yts) const = 0;
 
     virtual Real
diff --git a/ql/pricingengines/barrier/discretizedbarrieroption.cpp b/ql/pricingengines/barrier/discretizedbarrieroption.cpp
index cbb7fee87de..2602871cfc4 100644
--- a/ql/pricingengines/barrier/discretizedbarrieroption.cpp
+++ b/ql/pricingengines/barrier/discretizedbarrieroption.cpp
@@ -27,7 +27,7 @@ namespace QuantLib {
                                          const StochasticProcess& process,
                                          const TimeGrid& grid)
     : arguments_(args), vanilla_(arguments_, process, grid) {
-        QL_REQUIRE(args.exercise->dates().size(), "specify at least one stopping date");
+        QL_REQUIRE(!args.exercise->dates().empty(), "specify at least one stopping date");
 
         stoppingTimes_.resize(args.exercise->dates().size());
         for (Size i=0; i<stoppingTimes_.size(); ++i) {
diff --git a/ql/pricingengines/swaption/basketgeneratingengine.hpp b/ql/pricingengines/swaption/basketgeneratingengine.hpp
index 1744ad6a7d6..5c99895f82b 100644
--- a/ql/pricingengines/swaption/basketgeneratingengine.hpp
+++ b/ql/pricingengines/swaption/basketgeneratingengine.hpp
@@ -63,6 +63,8 @@ namespace QuantLib {
             MaturityStrikeByDeltaGamma
         } CalibrationBasketType;
 
+        virtual ~BasketGeneratingEngine() = default;
+
         std::vector<ext::shared_ptr<BlackCalibrationHelper>>
         calibrationBasket(const ext::shared_ptr<Exercise>& exercise,
                           const ext::shared_ptr<SwapIndex>& standardSwapBase,
@@ -81,8 +83,6 @@ namespace QuantLib {
         : onefactormodel_(std::move(model)), oas_(std::move(oas)),
           discountCurve_(std::move(discountCurve)) {}
 
-        virtual ~BasketGeneratingEngine() = default;
-
         virtual Real underlyingNpv(const Date& expiry, Real y) const = 0;
 
         virtual Swap::Type underlyingType() const = 0;