More pointer checks

lballabio · Mar 2, 2022 · 91afff9 · 91afff9
1 parent 1020e44
commit 91afff9
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Showing 9 changed files with 35 additions and 15 deletions.
diff --git a/ql/cashflows/cmscoupon.cpp b/ql/cashflows/cmscoupon.cpp
@@ -56,7 +56,9 @@ namespace QuantLib {
 
     CmsLeg::CmsLeg(Schedule schedule, ext::shared_ptr<SwapIndex> swapIndex)
     : schedule_(std::move(schedule)), swapIndex_(std::move(swapIndex)),
-      paymentAdjustment_(Following), inArrears_(false), zeroPayments_(false) {}
+      paymentAdjustment_(Following), inArrears_(false), zeroPayments_(false) {
+        QL_REQUIRE(swapIndex_, "no index provided");
+    }
 
     CmsLeg& CmsLeg::withNotionals(Real notional) {
         notionals_ = std::vector<Real>(1, notional);

diff --git a/ql/cashflows/floatingratecoupon.cpp b/ql/cashflows/floatingratecoupon.cpp
@@ -45,8 +45,9 @@ namespace QuantLib {
                                            const Date& exCouponDate)
     : Coupon(paymentDate, nominal, startDate, endDate, refPeriodStart, refPeriodEnd, exCouponDate),
       index_(index), dayCounter_(std::move(dayCounter)),
-      fixingDays_(fixingDays == Null<Natural>() ? index->fixingDays() : fixingDays),
+      fixingDays_(fixingDays == Null<Natural>() ? (index ? index->fixingDays() : 0) : fixingDays),
       gearing_(gearing), spread_(spread), isInArrears_(isInArrears) {
+        QL_REQUIRE(index_, "no index provided");
         QL_REQUIRE(gearing_!=0, "Null gearing not allowed");
 
         if (dayCounter_.empty())

diff --git a/ql/cashflows/iborcoupon.cpp b/ql/cashflows/iborcoupon.cpp
@@ -165,7 +165,9 @@ namespace QuantLib {
     : schedule_(std::move(schedule)), index_(std::move(index)), paymentAdjustment_(Following),
       paymentLag_(0), paymentCalendar_(Calendar()), inArrears_(false), zeroPayments_(false),
       exCouponPeriod_(Period()), exCouponCalendar_(Calendar()), exCouponAdjustment_(Unadjusted),
-      exCouponEndOfMonth_(false) {}
+      exCouponEndOfMonth_(false) {
+        QL_REQUIRE(index_, "no index provided");
+    }
 
     IborLeg& IborLeg::withNotionals(Real notional) {
         notionals_ = std::vector<Real>(1,notional);

diff --git a/ql/cashflows/indexedcashflow.cpp b/ql/cashflows/indexedcashflow.cpp
@@ -22,6 +22,19 @@
 
 namespace QuantLib {
 
+    IndexedCashFlow::IndexedCashFlow(Real notional,
+                                     const ext::shared_ptr<Index> &index,
+                                     const Date& baseDate,
+                                     const Date& fixingDate,
+                                     const Date& paymentDate,
+                                     bool growthOnly)
+    : notional_(notional), index_(index),
+      baseDate_(baseDate), fixingDate_(fixingDate),
+      paymentDate_(paymentDate), growthOnly_(growthOnly) {
+        QL_REQUIRE(index_, "no index provided");
+        registerWith(index_);
+    }
+
     Real IndexedCashFlow::amount() const {
         Real I0 = index_->fixing(baseDate_);
         Real I1 = index_->fixing(fixingDate_);

diff --git a/ql/cashflows/indexedcashflow.hpp b/ql/cashflows/indexedcashflow.hpp
@@ -49,12 +49,7 @@ namespace QuantLib {
                         const Date& baseDate,
                         const Date& fixingDate,
                         const Date& paymentDate,
-                        bool growthOnly = false)
-        : notional_(notional), index_(index),
-          baseDate_(baseDate), fixingDate_(fixingDate),
-          paymentDate_(paymentDate), growthOnly_(growthOnly) {
-            registerWith(index);
-        }
+                        bool growthOnly = false);
         //! \name Event interface
         //@{
         Date date() const override { return paymentDate_; }

diff --git a/ql/cashflows/overnightindexedcoupon.cpp b/ql/cashflows/overnightindexedcoupon.cpp
@@ -149,7 +149,8 @@ namespace QuantLib {
                     bool telescopicValueDates, 
                     RateAveraging::Type averagingMethod)
     : FloatingRateCoupon(paymentDate, nominal, startDate, endDate,
-                         overnightIndex->fixingDays(), overnightIndex,
+                         overnightIndex ? overnightIndex->fixingDays() : 0,
+                         overnightIndex,
                          gearing, spread,
                          refPeriodStart, refPeriodEnd,
                          dayCounter, false) {
@@ -271,7 +272,9 @@ namespace QuantLib {
     OvernightLeg::OvernightLeg(const Schedule& schedule, ext::shared_ptr<OvernightIndex> i)
     : schedule_(schedule), overnightIndex_(std::move(i)), paymentCalendar_(schedule.calendar()),
       paymentAdjustment_(Following), paymentLag_(0), telescopicValueDates_(false),
-      averagingMethod_(RateAveraging::Compound) {}
+      averagingMethod_(RateAveraging::Compound) {
+        QL_REQUIRE(overnightIndex_, "no index provided");
+    }
 
     OvernightLeg& OvernightLeg::withNotionals(Real notional) {
         notionals_ = vector<Real>(1, notional);

diff --git a/ql/cashflows/subperiodcoupon.cpp b/ql/cashflows/subperiodcoupon.cpp
@@ -159,7 +159,9 @@ namespace QuantLib {
     : schedule_(schedule), index_(std::move(i)), paymentCalendar_(schedule.calendar()),
       paymentAdjustment_(Following), paymentLag_(0), averagingMethod_(RateAveraging::Compound), 
       exCouponPeriod_(Period()), exCouponCalendar_(Calendar()), 
-      exCouponAdjustment_(Unadjusted), exCouponEndOfMonth_(false) {}
+      exCouponAdjustment_(Unadjusted), exCouponEndOfMonth_(false) {
+        QL_REQUIRE(index_, "no index provided");
+    }
 
     SubPeriodsLeg& SubPeriodsLeg::withNotionals(Real notional) {
         notionals_ = std::vector<Real>(1, notional);

diff --git a/ql/experimental/coupons/cmsspreadcoupon.cpp b/ql/experimental/coupons/cmsspreadcoupon.cpp
@@ -46,7 +46,9 @@ namespace QuantLib {
 
     CmsSpreadLeg::CmsSpreadLeg(Schedule schedule, ext::shared_ptr<SwapSpreadIndex> index)
     : schedule_(std::move(schedule)), swapSpreadIndex_(std::move(index)),
-      paymentAdjustment_(Following), inArrears_(false), zeroPayments_(false) {}
+      paymentAdjustment_(Following), inArrears_(false), zeroPayments_(false) {
+        QL_REQUIRE(swapSpreadIndex_, "no index provided");
+    }
 
     CmsSpreadLeg &CmsSpreadLeg::withNotionals(Real notional) {
         notionals_ = std::vector<Real>(1, notional);

diff --git a/ql/instruments/compositeinstrument.cpp b/ql/instruments/compositeinstrument.cpp
@@ -21,8 +21,8 @@
 
 namespace QuantLib {
 
-    void CompositeInstrument::add(
-           const ext::shared_ptr<Instrument>& instrument, Real multiplier) {
+    void CompositeInstrument::add(const ext::shared_ptr<Instrument>& instrument, Real multiplier) {
+        QL_REQUIRE(instrument, "null instrument provided");
         components_.emplace_back(instrument, multiplier);
         registerWith(instrument);
         update();