Merge pull request #1046.

C++11 modernization — use `emplace_back` for performance

.clang-tidy

@@ -1,5 +1,5 @@
 ---
-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,modernize-pass-by-value,modernize-loop-convert,modernize-raw-string-literal,modernize-use-noexcept,modernize-return-braced-init-list,-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,modernize-pass-by-value,modernize-loop-convert,modernize-raw-string-literal,modernize-use-noexcept,modernize-return-braced-init-list,modernize-use-emplace,-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

Examples/BasketLosses/BasketLosses.cpp

@@ -78,8 +78,8 @@ int main(int, char* []) {
                 boost::lexical_cast<std::string>(i));
         std::vector<Handle<DefaultProbabilityTermStructure> > defTS;
         for (double& hazardRate : hazardRates) {
-            defTS.push_back(Handle<DefaultProbabilityTermStructure>(
-                ext::make_shared<FlatHazardRate>(0, TARGET(), hazardRate, Actual365Fixed())));
+            defTS.emplace_back(
+                ext::make_shared<FlatHazardRate>(0, TARGET(), hazardRate, Actual365Fixed()));
             defTS.back()->enableExtrapolation();
         }
         std::vector<Issuer> issuers;
@@ -89,7 +89,7 @@ int main(int, char* []) {
                     EURCurrency(), QuantLib::SeniorSec,
                     Period(), 1. // amount threshold
                     ), defTS[i]));
-            issuers.push_back(Issuer(curves));
+            issuers.emplace_back(curves);
         }
 
         ext::shared_ptr<Pool> thePool = ext::make_shared<Pool>();
@@ -247,28 +247,28 @@ int main(int, char* []) {
 
         // Base Correlation model set up to test cocherence with base LHP model
         std::vector<Period> bcTenors;
-        bcTenors.push_back(Period(1, Years));
-        bcTenors.push_back(Period(5, Years));
+        bcTenors.emplace_back(1, Years);
+        bcTenors.emplace_back(5, Years);
         std::vector<Real> bcLossPercentages;
         bcLossPercentages.push_back(0.03);
         bcLossPercentages.push_back(0.12);
         std::vector<std::vector<Handle<Quote> > > correls;
         // 
         std::vector<Handle<Quote> > corr1Y;
         // 3%
-        corr1Y.push_back(Handle<Quote>(ext::shared_ptr<Quote>(
-            new SimpleQuote(fctrsWeights[0][0] * fctrsWeights[0][0]))));
+        corr1Y.emplace_back(
+            ext::shared_ptr<Quote>(new SimpleQuote(fctrsWeights[0][0] * fctrsWeights[0][0])));
         // 12%
-        corr1Y.push_back(Handle<Quote>(ext::shared_ptr<Quote>(
-            new SimpleQuote(fctrsWeights[0][0] * fctrsWeights[0][0]))));
+        corr1Y.emplace_back(
+            ext::shared_ptr<Quote>(new SimpleQuote(fctrsWeights[0][0] * fctrsWeights[0][0])));
         correls.push_back(corr1Y);
         std::vector<Handle<Quote> > corr2Y;
         // 3%
-        corr2Y.push_back(Handle<Quote>(ext::shared_ptr<Quote>(
-            new SimpleQuote(fctrsWeights[0][0] * fctrsWeights[0][0]))));
+        corr2Y.emplace_back(
+            ext::shared_ptr<Quote>(new SimpleQuote(fctrsWeights[0][0] * fctrsWeights[0][0])));
         // 12%
-        corr2Y.push_back(Handle<Quote>(ext::shared_ptr<Quote>(
-            new SimpleQuote(fctrsWeights[0][0] * fctrsWeights[0][0]))));
+        corr2Y.emplace_back(
+            ext::shared_ptr<Quote>(new SimpleQuote(fctrsWeights[0][0] * fctrsWeights[0][0])));
         correls.push_back(corr2Y);
         ext::shared_ptr<BaseCorrelationTermStructure<BilinearInterpolation> > 
           correlSurface(

Examples/BermudanSwaption/BermudanSwaption.cpp

@@ -166,11 +166,11 @@ int main(int, char* []) {
 
         // defining the swaptions to be used in model calibration
         std::vector<Period> swaptionMaturities;
-        swaptionMaturities.push_back(Period(1, Years));
-        swaptionMaturities.push_back(Period(2, Years));
-        swaptionMaturities.push_back(Period(3, Years));
-        swaptionMaturities.push_back(Period(4, Years));
-        swaptionMaturities.push_back(Period(5, Years));
+        swaptionMaturities.emplace_back(1, Years);
+        swaptionMaturities.emplace_back(2, Years);
+        swaptionMaturities.emplace_back(3, Years);
+        swaptionMaturities.emplace_back(4, Years);
+        swaptionMaturities.emplace_back(5, Years);
 
         std::vector<ext::shared_ptr<BlackCalibrationHelper> > swaptions;
 

Examples/CVAIRS/CVAIRS.cpp

@@ -123,27 +123,15 @@ int main(int, char* []) {
             intesitiesVHigh.push_back(intensitiesHigh[i]);
         }
 
-        defaultIntensityTS.push_back(Handle<DefaultProbabilityTermStructure>(
-            ext::shared_ptr<DefaultProbabilityTermStructure>(
-                 new InterpolatedHazardRateCurve<BackwardFlat>(
-                   defaultTSDates, 
-                   intesitiesVLow,
-                   Actual360(),
-                   TARGET()))));
-        defaultIntensityTS.push_back(Handle<DefaultProbabilityTermStructure>(
-            ext::shared_ptr<DefaultProbabilityTermStructure>(
-                 new InterpolatedHazardRateCurve<BackwardFlat>(
-                   defaultTSDates,
-                   intesitiesVMedium,
-                   Actual360(),
-                   TARGET()))));
-        defaultIntensityTS.push_back(Handle<DefaultProbabilityTermStructure>(
-            ext::shared_ptr<DefaultProbabilityTermStructure>(
-                 new InterpolatedHazardRateCurve<BackwardFlat>(
-                   defaultTSDates, 
-                   intesitiesVHigh,
-                   Actual360(), 
-                   TARGET()))));
+        defaultIntensityTS.emplace_back(ext::shared_ptr<DefaultProbabilityTermStructure>(
+            new InterpolatedHazardRateCurve<BackwardFlat>(defaultTSDates, intesitiesVLow,
+                                                          Actual360(), TARGET())));
+        defaultIntensityTS.emplace_back(ext::shared_ptr<DefaultProbabilityTermStructure>(
+            new InterpolatedHazardRateCurve<BackwardFlat>(defaultTSDates, intesitiesVMedium,
+                                                          Actual360(), TARGET())));
+        defaultIntensityTS.emplace_back(ext::shared_ptr<DefaultProbabilityTermStructure>(
+            new InterpolatedHazardRateCurve<BackwardFlat>(defaultTSDates, intesitiesVHigh,
+                                                          Actual360(), TARGET())));
 
         Volatility blackVol = 0.15;   
         ext::shared_ptr<PricingEngine> ctptySwapCvaLow = 

Examples/LatentModel/LatentModel.cpp

@@ -73,16 +73,16 @@ int main(int, char* []) {
         std::vector<Handle<DefaultProbabilityTermStructure> > defTS;
         defTS.reserve(hazardRates.size());
         for (double& hazardRate : hazardRates)
-            defTS.push_back(Handle<DefaultProbabilityTermStructure>(
-                ext::make_shared<FlatHazardRate>(0, TARGET(), hazardRate, Actual365Fixed())));
+            defTS.emplace_back(
+                ext::make_shared<FlatHazardRate>(0, TARGET(), hazardRate, Actual365Fixed()));
         std::vector<Issuer> issuers;
         for(Size i=0; i<hazardRates.size(); i++) {
             std::vector<QuantLib::Issuer::key_curve_pair> curves(1, 
                 std::make_pair(NorthAmericaCorpDefaultKey(
                     EURCurrency(), QuantLib::SeniorSec,
                     Period(), 1. // amount threshold
                     ), defTS[i]));
-            issuers.push_back(Issuer(curves));
+            issuers.emplace_back(curves);
         }
 
         ext::shared_ptr<Pool> thePool = ext::make_shared<Pool>();

ql/cashflows/couponpricer.cpp

@@ -331,7 +331,7 @@ namespace QuantLib {
             std::vector<PricerSetter> setter;
             setter.reserve(p.size());
             for (const auto& i : p) {
-                setter.push_back(PricerSetter(i));
+                setter.emplace_back(i);
             }
             for (const auto& i : leg) {
                 Size j = 0;

ql/experimental/catbonds/catrisk.cpp

@@ -110,7 +110,7 @@ namespace QuantLib {
             Date eventDate = start_ + days*Days;
             if(eventDate<=end_)
             {
-                path.push_back(std::pair<Date, Real> (eventDate, generateBeta()));
+                path.emplace_back(eventDate, generateBeta());
             }
             else break;
             eventFraction = exponential_();

ql/experimental/catbonds/riskynotional.cpp

@@ -24,7 +24,7 @@ namespace QuantLib
     NotionalPath::NotionalPath()
     {
         Rate previous = 1.0;//full notional at the beginning
-        notionalRate_.push_back(std::pair<Date, Real>(Date(), previous));
+        notionalRate_.emplace_back(Date(), previous);
     }
 
     Rate NotionalPath::notionalRate(const Date& date) const
@@ -40,7 +40,7 @@ namespace QuantLib
     }
 
     void NotionalPath::addReduction(const Date &date, Rate newRate) {
-        notionalRate_.push_back(std::pair<Date, Real>(date, newRate));
+        notionalRate_.emplace_back(date, newRate);
     }
 
     Real NotionalPath::loss() {

ql/experimental/credit/gaussianlhplossmodel.cpp

@@ -61,8 +61,7 @@ namespace QuantLib {
           biphi_(-sqrt(correlation))
         {
         for (double recoverie : recoveries)
-            rrQuotes_.push_back(
-                Handle<RecoveryRateQuote>(ext::make_shared<RecoveryRateQuote>(recoverie)));
+            rrQuotes_.emplace_back(ext::make_shared<RecoveryRateQuote>(recoverie));
         }
 
         GaussianLHPLossModel::GaussianLHPLossModel(
@@ -79,8 +78,7 @@ namespace QuantLib {
         {
             registerWith(correl_);
             for (double recoverie : recoveries)
-                rrQuotes_.push_back(
-                    Handle<RecoveryRateQuote>(ext::make_shared<RecoveryRateQuote>(recoverie)));
+                rrQuotes_.emplace_back(ext::make_shared<RecoveryRateQuote>(recoverie));
         }
 
 

ql/experimental/credit/issuer.cpp

@@ -52,7 +52,7 @@ namespace QuantLib {
         for(Size i=0; i <eventTypes.size(); i++) {
             DefaultProbKey keytmp(eventTypes[i], currencies[i],
                 seniorities[i]);
-            probabilities_.push_back(std::make_pair(keytmp, curves[i]));
+            probabilities_.emplace_back(keytmp, curves[i]);
         }
     }
 

ql/experimental/math/fireflyalgorithm.cpp

@@ -55,16 +55,16 @@ namespace QuantLib {
         //Prepare containers
         for (Size i = 0; i < M_; i++) {
             const SobolRsg::sample_type::value_type &sample = sobol.nextSequence().value;
-            x_.push_back(Array(N_, 0.0));
-            xI_.push_back(Array(N_, 0.0));
-            xRW_.push_back(Array(N_, 0.0));
+            x_.emplace_back(N_, 0.0);
+            xI_.emplace_back(N_, 0.0);
+            xRW_.emplace_back(N_, 0.0);
             Array& x = x_.back();
             for (Size j = 0; j < N_; j++) {
                 //Assign X=lb+(ub-lb)*random
                 x[j] = lX_[j] + bounds[j] * sample[j];
             }
             //Evaluate point
-            values_.push_back(std::make_pair(P.value(x), i));
+            values_.emplace_back(P.value(x), i);
         }
 
         //init intensity & randomWalk

ql/experimental/math/latentmodel.hpp

@@ -686,7 +686,7 @@ namespace QuantLib {
       nVariables_(factorWeights.size())
     {
         for (double factorWeight : factorWeights)
-            factorWeights_.push_back(std::vector<Real>(1, factorWeight));
+            factorWeights_.emplace_back(1, factorWeight);
         for (double factorWeight : factorWeights)
             idiosyncFctrs_.push_back(std::sqrt(1. - factorWeight * factorWeight));
         //convert row to column vector....

ql/experimental/math/particleswarmoptimization.cpp

@@ -71,11 +71,11 @@ namespace QuantLib {
         //Prepare containers
         for (Size i = 0; i < M_; i++) {
             const SobolRsg::sample_type::value_type &sample = sobol.nextSequence().value;
-            X_.push_back(Array(N_, 0.0));
+            X_.emplace_back(N_, 0.0);
             Array& x = X_.back();
-            V_.push_back(Array(N_, 0.0));
+            V_.emplace_back(N_, 0.0);
             Array& v = V_.back();
-            gBX_.push_back(Array(N_, 0.0));
+            gBX_.emplace_back(N_, 0.0);
             for (Size j = 0; j < N_; j++) {
                 //Assign X=lb+(ub-lb)*random
                 x[j] = lX_[j] + bounds[j] * sample[2 * j];

ql/experimental/math/tcopulapolicy.cpp

@@ -32,7 +32,7 @@ namespace QuantLib {
             // require no T is of order 2 (finite variance)
             QL_REQUIRE(tOrder > 2, "Non finite variance T in latent model.");
 
-            distributions_.push_back(boost::math::students_t_distribution<>(tOrder));
+            distributions_.emplace_back(tOrder);
             // inverses T variaces used in normalization of the random factors
             // For low values of the T order this number is very close to zero 
             // and it enters the expressions dividing them, which introduces 
@@ -58,11 +58,8 @@ namespace QuantLib {
                 normFactorWeights.push_back(factorWeight[iFactor] * varianceFactors_[iFactor]);
             // idiosincratic term, all Z factors are assumed identical.
             normFactorWeights.push_back(idiosyncFctr * varianceFactors_.back());
-            latentVarsCumul_.push_back( 
-                CumulativeBehrensFisher(vals.tOrders, normFactorWeights));
-            latentVarsInverters_.push_back(
-                InverseCumulativeBehrensFisher(vals.tOrders, 
-                    normFactorWeights));
+            latentVarsCumul_.emplace_back(vals.tOrders, normFactorWeights);
+            latentVarsInverters_.emplace_back(vals.tOrders, normFactorWeights);
         }
     }
 

ql/experimental/models/normalclvmodel.cpp

@@ -111,9 +111,8 @@ namespace QuantLib {
         }
 
         for (Size i=0; i < data_->s_.rows(); ++i) {
-            data_->interpl_.push_back(
-                LinearInterpolation(data_->t_.begin(), data_->t_.end(),
-                                    data_->s_.row_begin(i)));
+            data_->interpl_.emplace_back(data_->t_.begin(), data_->t_.end(),
+                                         data_->s_.row_begin(i));
         }
     }
 

ql/instruments/bond.cpp

@@ -366,7 +366,7 @@ namespace QuantLib {
         notionals_.clear();
 
         Date lastPaymentDate = Date();
-        notionalSchedule_.push_back(Date());
+        notionalSchedule_.emplace_back();
         for (auto& cashflow : cashflows_) {
             ext::shared_ptr<Coupon> coupon = ext::dynamic_pointer_cast<Coupon>(cashflow);
             if (!coupon)

ql/instruments/compositeinstrument.cpp

@@ -23,7 +23,7 @@ namespace QuantLib {
 
     void CompositeInstrument::add(
            const ext::shared_ptr<Instrument>& instrument, Real multiplier) {
-        components_.push_back(std::make_pair(instrument,multiplier));
+        components_.emplace_back(instrument, multiplier);
         registerWith(instrument);
         update();
         // When we ask for the NPV of an expired composite, the

ql/math/matrixutilities/gmres.cpp

@@ -88,7 +88,7 @@ namespace QuantLib {
         std::list<Real> errors(1, g/bn);
 
         for (Size j=0; j < maxIter_ && errors.back() >= relTol_; ++j) {
-            h.push_back(Array(maxIter_, 0.0));
+            h.emplace_back(maxIter_, 0.0);
             Array w = A_(M_ == QL_NULL_FUNCTION ? v[j] : M_(v[j]));
 
             for (Size i=0; i <= j; ++i) {

ql/math/pascaltriangle.cpp

@@ -28,12 +28,12 @@ namespace QuantLib {
     const std::vector<BigNatural>& PascalTriangle::get(Size order) {
         if (coefficients_.empty()) {
             // order zero mandatory for bootstrap
-            coefficients_.push_back(std::vector<BigNatural>(1, 1));
+            coefficients_.emplace_back(1, 1);
 
-            coefficients_.push_back(std::vector<BigNatural>(2, 1));
-            coefficients_.push_back(std::vector<BigNatural>(3, 1));
+            coefficients_.emplace_back(2, 1);
+            coefficients_.emplace_back(3, 1);
             coefficients_[2][1] = 2;
-            coefficients_.push_back(std::vector<BigNatural>(4, 1));
+            coefficients_.emplace_back(4, 1);
             coefficients_[3][1] = coefficients_[3][2] = 3;
         }
         while (coefficients_.size()<=order)
@@ -43,7 +43,7 @@ namespace QuantLib {
 
     void PascalTriangle::nextOrder() {
         Size order = coefficients_.size();
-        coefficients_.push_back(std::vector<BigNatural>(order+1));
+        coefficients_.emplace_back(order + 1);
         coefficients_[order][0] = coefficients_[order][order] = 1;
         for (Size i=1; i<order/2+1; ++i) {
             coefficients_[order][i] = coefficients_[order][order-i] =

ql/math/statistics/generalstatistics.hpp

@@ -222,7 +222,7 @@ namespace QuantLib {
     /*! \pre weights must be positive or null */
     inline void GeneralStatistics::add(Real value, Real weight) {
         QL_REQUIRE(weight>=0.0, "negative weight not allowed");
-        samples_.push_back(std::make_pair(value,weight));
+        samples_.emplace_back(value, weight);
         sorted_ = false;
     }
 

ql/methods/finitedifferences/meshers/concentrating1dmesher.cpp

@@ -209,10 +209,10 @@ namespace QuantLib {
                                     odeSolution, _1, true), points[i]),
                     QL_EPSILON, x[j], 0.5/size);
 
-                w.push_back(std::make_pair(std::min(x[size-2], x[j]), e));
+                w.emplace_back(std::min(x[size - 2], x[j]), e);
             }
         }
-        w.push_back(std::make_pair(1.0, 1.0));
+        w.emplace_back(1.0, 1.0);
         std::sort(w.begin(), w.end());
         w.erase(std::unique(w.begin(), w.end(), equal_on_first), w.end());
 

ql/methods/finitedifferences/meshers/fdmblackscholesmesher.cpp

@@ -52,13 +52,12 @@ namespace QuantLib {
         for (const auto& i : dividendSchedule) {
             const Time t = process->time(i->date());
             if (t <= maturity && t >= 0.0)
-                intermediateSteps.push_back(std::make_pair(process->time(i->date()), i->amount()));
+                intermediateSteps.emplace_back(process->time(i->date()), i->amount());
         }
 
         const Size intermediateTimeSteps = std::max<Size>(2, Size(24.0*maturity));
         for (Size i=0; i < intermediateTimeSteps; ++i)
-            intermediateSteps.push_back(
-                std::make_pair((i+1)*(maturity/intermediateTimeSteps), 0.0));
+            intermediateSteps.emplace_back((i + 1) * (maturity / intermediateTimeSteps), 0.0);
 
         std::sort(intermediateSteps.begin(), intermediateSteps.end());
 

ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.cpp

@@ -67,7 +67,7 @@ namespace QuantLib {
 
         std::list<std::vector<Time> > stoppingTimes;
         stoppingTimes.push_back(c2->stoppingTimes());
-        stoppingTimes.push_back(std::vector<Time>(1, c1->getTime()));
+        stoppingTimes.emplace_back(1, c1->getTime());
 
         FdmStepConditionComposite::Conditions conditions;
         conditions.push_back(c2);

ql/models/marketmodels/accountingengine.cpp

@@ -44,7 +44,7 @@ namespace QuantLib {
         const std::vector<Rate>& rateTimes = product_->evolution().rateTimes();
         discounters_.reserve(cashFlowTimes.size());
         for (double cashFlowTime : cashFlowTimes)
-            discounters_.push_back(MarketModelDiscounter(cashFlowTime, rateTimes));
+            discounters_.emplace_back(cashFlowTime, rateTimes);
     }
 
     Real AccountingEngine::singlePathValues(std::vector<Real>& values) {