From cc755cdf53458a29d59b8b81d3eb14cebbd2221a Mon Sep 17 00:00:00 2001
From: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 12 Apr 2022 21:45:37 +0200
Subject: [PATCH] Removed usage of auto_ptr macros and relative configure flag

---
 .github/workflows/linux-full-tests.yml        |  7 ------
 .github/workflows/linux.yml                   |  8 ------
 CMakeLists.txt                                |  2 --
 Docs/pages/config.docs                        |  6 -----
 cmake/GenerateHeaders.cmake                   |  1 +
 configure.ac                                  | 19 +-------------
 ql/Makefile.am                                |  1 +
 ql/auto_ptr.hpp                               | 21 ++++++----------
 ql/config.hpp.cfg                             |  1 -
 ql/experimental/variancegamma/fftengine.hpp   | 18 ++++++-------
 .../variancegamma/fftvanillaengine.cpp        |  6 ++---
 .../variancegamma/fftvanillaengine.hpp        | 12 +++------
 .../variancegamma/fftvariancegammaengine.cpp  |  6 ++---
 .../variancegamma/fftvariancegammaengine.hpp  | 12 +++------
 .../operators/ninepointlinearop.hpp           | 12 ---------
 .../operators/triplebandlinearop.hpp          |  9 -------
 ql/methods/montecarlo/exercisestrategy.hpp    |  4 ---
 .../longstaffschwartzpathpricer.hpp           |  8 ------
 .../bermudanswaptionexercisevalue.cpp         |  6 ++---
 .../bermudanswaptionexercisevalue.hpp         |  4 ---
 .../callability/exercisevalue.hpp             |  7 +-----
 .../marketmodels/callability/lsstrategy.cpp   |  6 ++---
 .../marketmodels/callability/lsstrategy.hpp   |  4 ---
 .../callability/marketmodelbasissystem.hpp    |  4 ---
 .../marketmodelparametricexercise.hpp         |  4 ---
 .../callability/nothingexercisevalue.cpp      |  6 ++---
 .../callability/nothingexercisevalue.hpp      |  4 ---
 .../callability/parametricexerciseadapter.cpp |  7 ++----
 .../callability/parametricexerciseadapter.hpp |  4 ---
 .../callability/swapbasissystem.cpp           |  6 ++---
 .../callability/swapbasissystem.hpp           |  4 ---
 .../callability/swapforwardbasissystem.cpp    |  9 ++-----
 .../callability/swapforwardbasissystem.hpp    |  4 ---
 .../callability/swapratetrigger.cpp           |  6 ++---
 .../callability/swapratetrigger.hpp           |  4 ---
 .../callability/triggeredswapexercise.cpp     |  6 ++---
 .../callability/triggeredswapexercise.hpp     |  4 ---
 .../callability/upperboundengine.cpp          |  6 ++---
 ql/models/marketmodels/curvestate.hpp         |  4 ---
 .../curvestates/cmswapcurvestate.cpp          |  5 ++--
 .../curvestates/cmswapcurvestate.hpp          |  4 ---
 .../curvestates/coterminalswapcurvestate.cpp  |  6 ++---
 .../curvestates/coterminalswapcurvestate.hpp  |  4 ---
 .../curvestates/lmmcurvestate.cpp             |  5 ++--
 .../curvestates/lmmcurvestate.hpp             |  4 ---
 ql/models/marketmodels/multiproduct.hpp       |  4 ---
 .../marketmodels/pathwisemultiproduct.hpp     |  4 ---
 .../products/multiproductcomposite.cpp        |  6 ++---
 .../products/multiproductcomposite.hpp        |  4 ---
 .../multistep/callspecifiedmultiproduct.cpp   |  6 ++---
 .../multistep/callspecifiedmultiproduct.hpp   |  4 ---
 .../products/multistep/cashrebate.cpp         |  6 ++---
 .../products/multistep/cashrebate.hpp         |  4 ---
 .../products/multistep/exerciseadapter.cpp    |  6 ++---
 .../products/multistep/exerciseadapter.hpp    |  4 ---
 .../multistep/multistepcoinitialswaps.cpp     |  6 ++---
 .../multistep/multistepcoinitialswaps.hpp     |  4 ---
 .../multistep/multistepcoterminalswaps.cpp    |  6 ++---
 .../multistep/multistepcoterminalswaps.hpp    |  4 ---
 .../multistepcoterminalswaptions.cpp          |  6 ++---
 .../multistepcoterminalswaptions.hpp          |  4 ---
 .../products/multistep/multistepforwards.cpp  |  6 ++---
 .../products/multistep/multistepforwards.hpp  |  4 ---
 .../multistep/multistepinversefloater.cpp     |  6 ++---
 .../multistep/multistepinversefloater.hpp     |  4 ---
 .../products/multistep/multistepnothing.cpp   |  6 ++---
 .../products/multistep/multistepnothing.hpp   |  4 ---
 .../multistep/multistepoptionlets.cpp         |  6 ++---
 .../multistep/multistepoptionlets.hpp         |  4 ---
 .../multistep/multisteppathwisewrapper.cpp    |  6 ++---
 .../multistep/multisteppathwisewrapper.hpp    |  4 ---
 .../multistepperiodcapletswaptions.cpp        |  6 ++---
 .../multistepperiodcapletswaptions.hpp        |  4 ---
 .../products/multistep/multistepratchet.cpp   |  6 ++---
 .../products/multistep/multistepratchet.hpp   |  4 ---
 .../products/multistep/multistepswap.cpp      |  6 ++---
 .../products/multistep/multistepswap.hpp      |  4 ---
 .../products/multistep/multistepswaption.cpp  |  6 ++---
 .../products/multistep/multistepswaption.hpp  |  4 ---
 .../products/multistep/multisteptarn.cpp      |  6 ++---
 .../products/multistep/multisteptarn.hpp      |  4 ---
 .../onestep/onestepcoinitialswaps.cpp         |  6 ++---
 .../onestep/onestepcoinitialswaps.hpp         |  4 ---
 .../onestep/onestepcoterminalswaps.cpp        |  6 ++---
 .../onestep/onestepcoterminalswaps.hpp        |  4 ---
 .../products/onestep/onestepforwards.cpp      |  6 ++---
 .../products/onestep/onestepforwards.hpp      |  4 ---
 .../products/onestep/onestepoptionlets.cpp    |  6 ++---
 .../products/onestep/onestepoptionlets.hpp    |  4 ---
 .../pathwise/pathwiseproductcallspecified.cpp |  6 ++---
 .../pathwise/pathwiseproductcallspecified.hpp |  4 ---
 .../pathwise/pathwiseproductcaplet.cpp        | 16 +++++-------
 .../pathwise/pathwiseproductcaplet.hpp        | 12 ---------
 .../pathwise/pathwiseproductcashrebate.cpp    |  6 ++---
 .../pathwise/pathwiseproductcashrebate.hpp    |  4 ---
 .../pathwiseproductinversefloater.cpp         |  6 ++---
 .../pathwiseproductinversefloater.hpp         |  4 ---
 .../products/pathwise/pathwiseproductswap.cpp |  6 ++---
 .../products/pathwise/pathwiseproductswap.hpp |  4 ---
 .../pathwise/pathwiseproductswaption.cpp      | 10 +++-----
 .../pathwise/pathwiseproductswaption.hpp      |  8 ------
 .../products/singleproductcomposite.cpp       |  6 ++---
 .../products/singleproductcomposite.hpp       |  4 ---
 ql/qldefines.hpp                              |  6 +++++
 ql/quantlib.hpp                               |  1 -
 .../yield/fittedbonddiscountcurve.hpp         |  4 ---
 .../yield/nonlinearfittingmethods.cpp         | 25 +++++++++----------
 .../yield/nonlinearfittingmethods.hpp         | 24 ------------------
 ql/userconfig.hpp                             |  5 ----
 ql/utilities/clone.hpp                        | 17 -------------
 test-suite/marketmodel.cpp                    |  1 -
 111 files changed, 135 insertions(+), 552 deletions(-)

diff --git a/.github/workflows/linux-full-tests.yml b/.github/workflows/linux-full-tests.yml
index 162f6288370..741b9a76b65 100644
--- a/.github/workflows/linux-full-tests.yml
+++ b/.github/workflows/linux-full-tests.yml
@@ -140,13 +140,6 @@ jobs:
             cc: gcc
             cxx: g++
             configureflags: --enable-std-classes
-          - name: "auto_ptr re-enabled"
-            shortname: autoptr
-            tag: rolling
-            cc: gcc
-            cxx: g++
-            cxxflags: "-Wno-deprecated-declarations"
-            configureflags: --disable-std-unique-ptr
           - name: "Thread-safe observer enabled"
             shortname: threadsafe
             tag: rolling
diff --git a/.github/workflows/linux.yml b/.github/workflows/linux.yml
index 5505dea78bf..c7bbcae4208 100644
--- a/.github/workflows/linux.yml
+++ b/.github/workflows/linux.yml
@@ -145,14 +145,6 @@ jobs:
             cxx: g++
             configureflags: --enable-std-classes
             tests: true
-          - name: "auto_ptr re-enabled"
-            shortname: autoptr
-            tag: rolling
-            cc: gcc
-            cxx: g++
-            cxxflags: "-Wno-deprecated-declarations"
-            configureflags: --disable-std-unique-ptr
-            tests: true
           - name: "Thread-safe observer enabled"
             shortname: threadsafe
             tag: rolling
diff --git a/CMakeLists.txt b/CMakeLists.txt
index 4d368d27483..7316656628c 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -60,14 +60,12 @@ option(QL_USE_CLANG_TIDY "Use clang-tidy when building" OFF)
 option(QL_USE_INDEXED_COUPON "Use indexed coupons instead of par coupons" OFF)
 option(QL_USE_STD_CLASSES "Enable all QL_USE_STD_ options" OFF)
 option(QL_USE_STD_SHARED_PTR "Use standard smart pointers instead of Boost ones" OFF)
-option(QL_USE_STD_UNIQUE_PTR "Use std::unique_ptr instead of std::auto_ptr" ON)
 option(QL_USE_STD_FUNCTION "Use std::function and std::bind instead of Boost ones" OFF)
 option(QL_USE_STD_TUPLE "Use std::tuple instead of boost::tuple" OFF)
 
 # Convenience option to activate all STD options
 if (QL_USE_STD_CLASSES)
     set(QL_USE_STD_SHARED_PTR ON)
-    set(QL_USE_STD_UNIQUE_PTR ON)
     set(QL_USE_STD_FUNCTION ON)
     set(QL_USE_STD_TUPLE ON)
 endif()
diff --git a/Docs/pages/config.docs b/Docs/pages/config.docs
index 4fa8a3f4063..4cc7fe7bb96 100644
--- a/Docs/pages/config.docs
+++ b/Docs/pages/config.docs
@@ -113,12 +113,6 @@
     default) the Boost facilities are used. Note that `std::shared_ptr`
     does not check access and can cause segmentation faults.
 
-    \code
-    #define QL_USE_STD_UNIQUE_PTR
-    \endcode
-    If defined (the default), `std::unique_ptr` is
-    used instead of `std::auto_ptr`. If disabled, `std::auto_ptr` is used.
-
     \code
     #define QL_USE_STD_FUNCTION
     \endcode
diff --git a/cmake/GenerateHeaders.cmake b/cmake/GenerateHeaders.cmake
index b25f7e8ce51..40067bb2792 100644
--- a/cmake/GenerateHeaders.cmake
+++ b/cmake/GenerateHeaders.cmake
@@ -11,6 +11,7 @@ function(generate_ql_header source_dir binary_dir)
         "#endif\n\n")
     file(GLOB children_hpp RELATIVE ${source_dir} "${source_dir}/ql/*.hpp")
     list(FILTER children_hpp EXCLUDE REGEX "auto_link.hpp")
+    list(FILTER children_hpp EXCLUDE REGEX "auto_ptr.hpp")
     list(FILTER children_hpp EXCLUDE REGEX "config.*.hpp")
     list(FILTER children_hpp EXCLUDE REGEX "mathconstants.hpp")
     list(FILTER children_hpp EXCLUDE REGEX "qldefines.hpp")
diff --git a/configure.ac b/configure.ac
index bd1c3884b43..cf84fedf288 100644
--- a/configure.ac
+++ b/configure.ac
@@ -376,20 +376,6 @@ if test "$ql_use_std_pointers" = "yes" ; then
 fi
 AC_MSG_RESULT([$ql_use_std_pointers])
 
-AC_MSG_CHECKING([whether to enable std::unique_ptr instead of std::auto_ptr])
-AC_ARG_ENABLE([std-unique-ptr],
-              AS_HELP_STRING([--enable-std-unique-ptr],
-                             [If enabled (the default), std::unique_ptr will
-                              be used instead of the deprecated std::auto_ptr.
-                              If disabled, std::auto_ptr will still be used.]),
-              [ql_use_unique_ptr=$enableval],
-              [ql_use_unique_ptr=yes])
-if test "$ql_use_unique_ptr" = "yes" ; then
-   AC_DEFINE([QL_USE_STD_UNIQUE_PTR],[1],
-             [Define this if you want to replace std::auto_ptr with std::unique_ptr.])
-fi
-AC_MSG_RESULT([$ql_use_unique_ptr])
-
 AC_MSG_CHECKING([whether to enable std::function])
 AC_ARG_ENABLE([std-function],
               AS_HELP_STRING([--enable-std-function],
@@ -425,8 +411,7 @@ AC_MSG_CHECKING([whether to enable available std classes])
 AC_ARG_ENABLE([std-classes],
               AS_HELP_STRING([--enable-std-classes],
                              [This is a shortcut for --enable-std-pointers
-                              --enable-std-unique-ptr --enable-std-function
-                              --enable-std-tuple.
+                              --enable-std-function --enable-std-tuple.
                               If enabled, this supersedes any --disable
                               option passed for the above.]),
               [ql_use_std_classes=$enableval],
@@ -434,8 +419,6 @@ AC_ARG_ENABLE([std-classes],
 if test "$ql_use_std_classes" = "yes" ; then
    AC_DEFINE([QL_USE_STD_SHARED_PTR],[1],
              [Define this if you want to use standard smart pointers.])
-   AC_DEFINE([QL_USE_STD_UNIQUE_PTR],[1],
-             [Define this if you want to replace std::auto_ptr with std::unique_ptr.])
    AC_DEFINE([QL_USE_STD_FUNCTION],[1],
              [Define this if you want to use std::function and std::bind.])
    AC_DEFINE([QL_USE_STD_TUPLE],[1],
diff --git a/ql/Makefile.am b/ql/Makefile.am
index 710a1b6f3d3..976dd514283 100644
--- a/ql/Makefile.am
+++ b/ql/Makefile.am
@@ -149,6 +149,7 @@ quantlib.hpp: Makefile.am
 	for i in $(this_include_HEADERS); do \
 		case $$i in \
 			auto_link.hpp)     continue;; \
+			auto_ptr.hpp)      continue;; \
 			config.hpp)        continue;; \
 			mathconstants.hpp) continue;; \
 			qldefines.hpp)     continue;; \
diff --git a/ql/auto_ptr.hpp b/ql/auto_ptr.hpp
index 4fff6ff0bd1..a024b7cc9d4 100644
--- a/ql/auto_ptr.hpp
+++ b/ql/auto_ptr.hpp
@@ -17,24 +17,19 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-/*! \file auto_ptr.hpp
-    \brief Facilities to switch from auto_ptr to unique_ptr
-*/
-
 #ifndef quantlib_auto_ptr_hpp
 #define quantlib_auto_ptr_hpp
 
 #include <ql/qldefines.hpp>
 
-#if defined(QL_USE_STD_UNIQUE_PTR)
-#    define QL_UNIQUE_OR_AUTO_PTR std::unique_ptr
-#else
-#    pragma message("Warning: using auto_ptr in QuantLib is now deprecated.")
-#    pragma message("    If you're using --disable-std-unique-ptr in your build")
-#    pragma message("    or if you undefined QL_USE_STD_UNIQUE_PTR in ql/userconfig.hpp,")
-#    pragma message("    please restore the default compilation options in the near future.")
-#    define QL_UNIQUE_OR_AUTO_PTR std::auto_ptr
-#endif
+#pragma message("Warning: the deprecated QL_UNIQUE_OR_AUTO_PTR macro is no longer used. Replace it with std::unique_ptr.")
+#pragma message("    For the time being, the QL_USE_STD_UNIQUE_PTR macro is set to 1.  However, do not check for it, since it will disappear in a future release.")
+#pragma message("    This file will also disappear in a future release; do not include it.")
+
+/*! \deprecated Use std::unique_ptr instead.
+                Deprecated in version 1.27
+*/
+#define QL_UNIQUE_OR_AUTO_PTR std::unique_ptr
 
 
 #endif
diff --git a/ql/config.hpp.cfg b/ql/config.hpp.cfg
index 1a61f1fa98b..25b3bd6129b 100644
--- a/ql/config.hpp.cfg
+++ b/ql/config.hpp.cfg
@@ -38,7 +38,6 @@
 #cmakedefine QL_HIGH_RESOLUTION_DATE
 #cmakedefine QL_USE_INDEXED_COUPON
 #cmakedefine QL_USE_STD_SHARED_PTR
-#cmakedefine QL_USE_STD_UNIQUE_PTR
 #cmakedefine QL_USE_STD_FUNCTION
 #cmakedefine QL_USE_STD_TUPLE
 
diff --git a/ql/experimental/variancegamma/fftengine.hpp b/ql/experimental/variancegamma/fftengine.hpp
index 8c704876c6b..10f2d7c9531 100644
--- a/ql/experimental/variancegamma/fftengine.hpp
+++ b/ql/experimental/variancegamma/fftengine.hpp
@@ -46,18 +46,14 @@ namespace QuantLib {
 
     class FFTEngine :
         public VanillaOption::engine {
-    public:
-      FFTEngine(ext::shared_ptr<StochasticProcess1D> process, Real logStrikeSpacing);
-      void calculate() const override;
-      void update() override;
+      public:
+        FFTEngine(ext::shared_ptr<StochasticProcess1D> process, Real logStrikeSpacing);
+        void calculate() const override;
+        void update() override;
 
-      void precalculate(const std::vector<ext::shared_ptr<Instrument> >& optionList);
-        #if defined(QL_USE_STD_UNIQUE_PTR)
+        void precalculate(const std::vector<ext::shared_ptr<Instrument> >& optionList);
         virtual std::unique_ptr<FFTEngine> clone() const = 0;
-        #else
-        virtual std::auto_ptr<FFTEngine> clone() const = 0;
-        #endif
-    protected:
+      protected:
         virtual void precalculateExpiry(Date d) = 0;
         virtual std::complex<Real> complexFourierTransform(std::complex<Real> u) const = 0;
         virtual Real discountFactor(Date d) const = 0;
@@ -68,7 +64,7 @@ namespace QuantLib {
         ext::shared_ptr<StochasticProcess1D> process_;
         Real lambda_;   // Log strike spacing
 
-    private:
+      private:
         typedef std::map<ext::shared_ptr<StrikedTypePayoff>, Real> PayoffResultMap;
         typedef std::map<Date, PayoffResultMap> ResultMap;
         ResultMap resultMap_;
diff --git a/ql/experimental/variancegamma/fftvanillaengine.cpp b/ql/experimental/variancegamma/fftvanillaengine.cpp
index f6d7e7c45b0..6a72fac8656 100644
--- a/ql/experimental/variancegamma/fftvanillaengine.cpp
+++ b/ql/experimental/variancegamma/fftvanillaengine.cpp
@@ -20,7 +20,6 @@ FOR A PARTICULAR PURPOSE.  See the license for more details.
 #include <ql/experimental/variancegamma/fftvanillaengine.hpp>
 #include <ql/exercise.hpp>
 #include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp>
-#include <ql/auto_ptr.hpp>
 #include <complex>
 
 namespace QuantLib {
@@ -31,12 +30,11 @@ namespace QuantLib {
     {
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<FFTEngine> FFTVanillaEngine::clone() const
+    std::unique_ptr<FFTEngine> FFTVanillaEngine::clone() const
     {
         ext::shared_ptr<GeneralizedBlackScholesProcess> process =
             ext::dynamic_pointer_cast<GeneralizedBlackScholesProcess>(process_);
-        return QL_UNIQUE_OR_AUTO_PTR<FFTEngine>(
-                                      new FFTVanillaEngine(process, lambda_));
+        return std::unique_ptr<FFTEngine>(new FFTVanillaEngine(process, lambda_));
     }
 
     void FFTVanillaEngine::precalculateExpiry(Date d)
diff --git a/ql/experimental/variancegamma/fftvanillaengine.hpp b/ql/experimental/variancegamma/fftvanillaengine.hpp
index d748f0883fa..6106aeae03c 100644
--- a/ql/experimental/variancegamma/fftvanillaengine.hpp
+++ b/ql/experimental/variancegamma/fftvanillaengine.hpp
@@ -40,16 +40,12 @@ namespace QuantLib {
         explicit FFTVanillaEngine(
             const ext::shared_ptr<GeneralizedBlackScholesProcess>&process,
             Real logStrikeSpacing = 0.001);
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<FFTEngine> clone() const override;
-#else
-        virtual std::auto_ptr<FFTEngine> clone() const;
-        #endif
     protected:
-      void precalculateExpiry(Date d) override;
-      std::complex<Real> complexFourierTransform(std::complex<Real> u) const override;
-      Real discountFactor(Date d) const override;
-      Real dividendYield(Date d) const override;
+        void precalculateExpiry(Date d) override;
+        std::complex<Real> complexFourierTransform(std::complex<Real> u) const override;
+        Real discountFactor(Date d) const override;
+        Real dividendYield(Date d) const override;
 
     private:
         DiscountFactor dividendDiscount_;
diff --git a/ql/experimental/variancegamma/fftvariancegammaengine.cpp b/ql/experimental/variancegamma/fftvariancegammaengine.cpp
index 0c3fae633a2..0e6ec8f140a 100644
--- a/ql/experimental/variancegamma/fftvariancegammaengine.cpp
+++ b/ql/experimental/variancegamma/fftvariancegammaengine.cpp
@@ -19,7 +19,6 @@ FOR A PARTICULAR PURPOSE.  See the license for more details.
 
 #include <ql/experimental/variancegamma/fftvariancegammaengine.hpp>
 #include <ql/exercise.hpp>
-#include <ql/auto_ptr.hpp>
 #include <complex>
 
 namespace QuantLib {
@@ -30,12 +29,11 @@ namespace QuantLib {
     {
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<FFTEngine> FFTVarianceGammaEngine::clone() const
+    std::unique_ptr<FFTEngine> FFTVarianceGammaEngine::clone() const
     {
         ext::shared_ptr<VarianceGammaProcess> process =
             ext::dynamic_pointer_cast<VarianceGammaProcess>(process_);
-        return QL_UNIQUE_OR_AUTO_PTR<FFTEngine>(
-                                new FFTVarianceGammaEngine(process, lambda_));
+        return std::unique_ptr<FFTEngine>(new FFTVarianceGammaEngine(process, lambda_));
     }
 
     void FFTVarianceGammaEngine::precalculateExpiry(Date d)
diff --git a/ql/experimental/variancegamma/fftvariancegammaengine.hpp b/ql/experimental/variancegamma/fftvariancegammaengine.hpp
index 32b86fbe60e..82dc6a66ad6 100644
--- a/ql/experimental/variancegamma/fftvariancegammaengine.hpp
+++ b/ql/experimental/variancegamma/fftvariancegammaengine.hpp
@@ -40,16 +40,12 @@ namespace QuantLib {
         explicit FFTVarianceGammaEngine(
             const ext::shared_ptr<VarianceGammaProcess>&process,
             Real logStrikeSpacing = 0.001);
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<FFTEngine> clone() const override;
-#else
-        virtual std::auto_ptr<FFTEngine> clone() const;
-        #endif
     protected:
-      void precalculateExpiry(Date d) override;
-      std::complex<Real> complexFourierTransform(std::complex<Real> u) const override;
-      Real discountFactor(Date d) const override;
-      Real dividendYield(Date d) const override;
+        void precalculateExpiry(Date d) override;
+        std::complex<Real> complexFourierTransform(std::complex<Real> u) const override;
+        Real discountFactor(Date d) const override;
+        Real dividendYield(Date d) const override;
 
     private:
         DiscountFactor dividendDiscount_;
diff --git a/ql/methods/finitedifferences/operators/ninepointlinearop.hpp b/ql/methods/finitedifferences/operators/ninepointlinearop.hpp
index 82335c66770..1e4bd6efaa2 100644
--- a/ql/methods/finitedifferences/operators/ninepointlinearop.hpp
+++ b/ql/methods/finitedifferences/operators/ninepointlinearop.hpp
@@ -28,9 +28,6 @@
 
 #include <ql/math/matrixutilities/sparsematrix.hpp>
 #include <ql/methods/finitedifferences/operators/fdmlinearop.hpp>
-#if !defined(QL_USE_STD_UNIQUE_PTR)
-#include <boost/shared_array.hpp>
-#endif
 #include <memory>
 
 namespace QuantLib {
@@ -57,21 +54,12 @@ namespace QuantLib {
         NinePointLinearOp() = default;
 
         Size d0_, d1_;
-        #if !defined(QL_USE_STD_UNIQUE_PTR)
-        boost::shared_array<Size> i00_, i10_, i20_;
-        boost::shared_array<Size> i01_, i21_;
-        boost::shared_array<Size> i02_, i12_, i22_;
-        boost::shared_array<Real> a00_, a10_, a20_;
-        boost::shared_array<Real> a01_, a11_, a21_;
-        boost::shared_array<Real> a02_, a12_, a22_;
-        #else
         std::unique_ptr<Size[]> i00_, i10_, i20_;
         std::unique_ptr<Size[]> i01_, i21_;
         std::unique_ptr<Size[]> i02_, i12_, i22_;
         std::unique_ptr<Real[]> a00_, a10_, a20_;
         std::unique_ptr<Real[]> a01_, a11_, a21_;
         std::unique_ptr<Real[]> a02_, a12_, a22_;
-        #endif
 
         ext::shared_ptr<FdmMesher> mesher_;
     };
diff --git a/ql/methods/finitedifferences/operators/triplebandlinearop.hpp b/ql/methods/finitedifferences/operators/triplebandlinearop.hpp
index 8812fe693e2..45da9877663 100644
--- a/ql/methods/finitedifferences/operators/triplebandlinearop.hpp
+++ b/ql/methods/finitedifferences/operators/triplebandlinearop.hpp
@@ -28,9 +28,6 @@
 #define quantlib_triple_band_linear_op_hpp
 
 #include <ql/methods/finitedifferences/operators/fdmlinearop.hpp>
-#if !defined(QL_USE_STD_UNIQUE_PTR)
-#include <boost/shared_array.hpp>
-#endif
 #include <memory>
 
 namespace QuantLib {
@@ -69,15 +66,9 @@ namespace QuantLib {
         TripleBandLinearOp() = default;
 
         Size direction_;
-        #if !defined(QL_USE_STD_UNIQUE_PTR)
-        boost::shared_array<Size> i0_, i2_;
-        boost::shared_array<Size> reverseIndex_;
-        boost::shared_array<Real> lower_, diag_, upper_;
-        #else
         std::unique_ptr<Size[]> i0_, i2_;
         std::unique_ptr<Size[]> reverseIndex_;
         std::unique_ptr<Real[]> lower_, diag_, upper_;
-        #endif
 
         ext::shared_ptr<FdmMesher> mesher_;
     };
diff --git a/ql/methods/montecarlo/exercisestrategy.hpp b/ql/methods/montecarlo/exercisestrategy.hpp
index f125024823d..53019357716 100644
--- a/ql/methods/montecarlo/exercisestrategy.hpp
+++ b/ql/methods/montecarlo/exercisestrategy.hpp
@@ -36,11 +36,7 @@ namespace QuantLib {
         virtual void reset() = 0;
         virtual bool exercise(const State& currentState) const = 0;
         virtual void nextStep(const State& currentState) = 0;
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         virtual std::unique_ptr<ExerciseStrategy<State> > clone() const = 0;
-        #else
-        virtual std::auto_ptr<ExerciseStrategy<State> > clone() const = 0;
-        #endif
     };
 
 }
diff --git a/ql/methods/montecarlo/longstaffschwartzpathpricer.hpp b/ql/methods/montecarlo/longstaffschwartzpathpricer.hpp
index 7ec6084f005..a5c4f41e2cd 100644
--- a/ql/methods/montecarlo/longstaffschwartzpathpricer.hpp
+++ b/ql/methods/montecarlo/longstaffschwartzpathpricer.hpp
@@ -33,9 +33,6 @@
 #include <ql/methods/montecarlo/earlyexercisepathpricer.hpp>
 #include <ql/methods/montecarlo/pathpricer.hpp>
 #include <ql/termstructures/yieldtermstructure.hpp>
-#if !defined(QL_USE_STD_UNIQUE_PTR)
-#include <boost/scoped_array.hpp>
-#endif
 #include <utility>
 #include <memory>
 
@@ -78,13 +75,8 @@ namespace QuantLib {
 
         mutable QuantLib::IncrementalStatistics exerciseProbability_;
 
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<Array[]> coeff_;
         std::unique_ptr<DiscountFactor[]> dF_;
-        #else
-        boost::scoped_array<Array> coeff_;
-        boost::scoped_array<DiscountFactor> dF_;
-        #endif
 
         mutable std::vector<PathType> paths_;
         const   std::vector<ext::function<Real(StateType)> > v_;
diff --git a/ql/models/marketmodels/callability/bermudanswaptionexercisevalue.cpp b/ql/models/marketmodels/callability/bermudanswaptionexercisevalue.cpp
index 1e769b14e1f..7234716f4ec 100644
--- a/ql/models/marketmodels/callability/bermudanswaptionexercisevalue.cpp
+++ b/ql/models/marketmodels/callability/bermudanswaptionexercisevalue.cpp
@@ -17,7 +17,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
@@ -79,10 +78,9 @@ namespace QuantLib {
          return cf_;
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelExerciseValue>
+    std::unique_ptr<MarketModelExerciseValue>
     BermudanSwaptionExerciseValue::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelExerciseValue>(
-                                    new BermudanSwaptionExerciseValue(*this));
+        return std::unique_ptr<MarketModelExerciseValue>(new BermudanSwaptionExerciseValue(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp b/ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp
index bcd5e34f532..04965c19e42 100644
--- a/ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp
+++ b/ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp
@@ -43,11 +43,7 @@ namespace QuantLib {
         // whether or not evolution times are exercise times
         std::valarray<bool> isExerciseTime() const override;
         MarketModelMultiProduct::CashFlow value(const CurveState&) const override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelExerciseValue> clone() const override;
-#else
-        std::auto_ptr<MarketModelExerciseValue> clone() const;
-        #endif
       private:
         Size numberOfExercises_;
         std::vector<Time> rateTimes_;
diff --git a/ql/models/marketmodels/callability/exercisevalue.hpp b/ql/models/marketmodels/callability/exercisevalue.hpp
index 1c2512cc5da..6ccb34a85f7 100644
--- a/ql/models/marketmodels/callability/exercisevalue.hpp
+++ b/ql/models/marketmodels/callability/exercisevalue.hpp
@@ -43,13 +43,8 @@ namespace QuantLib {
         virtual void reset() = 0;
         // whether or not evolution times are exercise times
         virtual std::valarray<bool> isExerciseTime() const = 0;
-        virtual MarketModelMultiProduct::CashFlow value(
-                                               const CurveState&) const = 0;
-        #if defined(QL_USE_STD_UNIQUE_PTR)
+        virtual MarketModelMultiProduct::CashFlow value(const CurveState&) const = 0;
         virtual std::unique_ptr<MarketModelExerciseValue> clone() const = 0;
-        #else
-        virtual std::auto_ptr<MarketModelExerciseValue> clone() const = 0;
-        #endif
     };
 
 }
diff --git a/ql/models/marketmodels/callability/lsstrategy.cpp b/ql/models/marketmodels/callability/lsstrategy.cpp
index d4d89d02d2d..1e21c2f38ef 100644
--- a/ql/models/marketmodels/callability/lsstrategy.cpp
+++ b/ql/models/marketmodels/callability/lsstrategy.cpp
@@ -17,7 +17,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/callability/lsstrategy.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/discounter.hpp>
@@ -155,10 +154,9 @@ namespace QuantLib {
         ++currentIndex_;
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<ExerciseStrategy<CurveState> >
+    std::unique_ptr<ExerciseStrategy<CurveState>>
     LongstaffSchwartzExerciseStrategy::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<ExerciseStrategy<CurveState> >(
-                                new LongstaffSchwartzExerciseStrategy(*this));
+        return std::unique_ptr<ExerciseStrategy<CurveState>>(new LongstaffSchwartzExerciseStrategy(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/callability/lsstrategy.hpp b/ql/models/marketmodels/callability/lsstrategy.hpp
index 4ee93c0c7de..87b2b240b65 100644
--- a/ql/models/marketmodels/callability/lsstrategy.hpp
+++ b/ql/models/marketmodels/callability/lsstrategy.hpp
@@ -43,11 +43,7 @@ namespace QuantLib {
         void reset() override;
         bool exercise(const CurveState& currentState) const override;
         void nextStep(const CurveState& currentState) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<ExerciseStrategy<CurveState> > clone() const override;
-#else
-        std::auto_ptr<ExerciseStrategy<CurveState> > clone() const;
-        #endif
       private:
         Clone<MarketModelBasisSystem> basisSystem_;
         std::vector<std::vector<Real> > basisCoefficients_;
diff --git a/ql/models/marketmodels/callability/marketmodelbasissystem.hpp b/ql/models/marketmodels/callability/marketmodelbasissystem.hpp
index a2fcd7cbc56..c64a3413e8d 100644
--- a/ql/models/marketmodels/callability/marketmodelbasissystem.hpp
+++ b/ql/models/marketmodels/callability/marketmodelbasissystem.hpp
@@ -31,11 +31,7 @@ namespace QuantLib {
         // possibly different for each exercise
         virtual std::vector<Size> numberOfFunctions() const = 0;
         std::vector<Size> numberOfData() const override { return numberOfFunctions(); }
-#if defined(QL_USE_STD_UNIQUE_PTR)
         virtual std::unique_ptr<MarketModelBasisSystem> clone() const = 0;
-        #else
-        virtual std::auto_ptr<MarketModelBasisSystem> clone() const = 0;
-        #endif
     };
 
 }
diff --git a/ql/models/marketmodels/callability/marketmodelparametricexercise.hpp b/ql/models/marketmodels/callability/marketmodelparametricexercise.hpp
index e678f602932..3411d6a3b6f 100644
--- a/ql/models/marketmodels/callability/marketmodelparametricexercise.hpp
+++ b/ql/models/marketmodels/callability/marketmodelparametricexercise.hpp
@@ -31,11 +31,7 @@ namespace QuantLib {
                                           public ParametricExercise {
       public:
         std::vector<Size> numberOfData() const override { return numberOfVariables(); }
-#if defined(QL_USE_STD_UNIQUE_PTR)
         virtual std::unique_ptr<MarketModelParametricExercise> clone() const = 0;
-        #else
-        virtual std::auto_ptr<MarketModelParametricExercise> clone() const = 0;
-        #endif
     };
 
 }
diff --git a/ql/models/marketmodels/callability/nothingexercisevalue.cpp b/ql/models/marketmodels/callability/nothingexercisevalue.cpp
index bff60eda727..f37dd1078cf 100644
--- a/ql/models/marketmodels/callability/nothingexercisevalue.cpp
+++ b/ql/models/marketmodels/callability/nothingexercisevalue.cpp
@@ -17,7 +17,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/errors.hpp>
 #include <ql/models/marketmodels/callability/nothingexercisevalue.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
@@ -85,10 +84,9 @@ namespace QuantLib {
          return cf_;
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelExerciseValue>
+    std::unique_ptr<MarketModelExerciseValue>
     NothingExerciseValue::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelExerciseValue>(
-                                             new NothingExerciseValue(*this));
+        return std::unique_ptr<MarketModelExerciseValue>(new NothingExerciseValue(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/callability/nothingexercisevalue.hpp b/ql/models/marketmodels/callability/nothingexercisevalue.hpp
index ba94b594610..6fbaa3b0efc 100644
--- a/ql/models/marketmodels/callability/nothingexercisevalue.hpp
+++ b/ql/models/marketmodels/callability/nothingexercisevalue.hpp
@@ -39,11 +39,7 @@ namespace QuantLib {
         // whether or not evolution times are exercise times
         std::valarray<bool> isExerciseTime() const override;
         MarketModelMultiProduct::CashFlow value(const CurveState&) const override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelExerciseValue> clone() const override;
-#else
-        std::auto_ptr<MarketModelExerciseValue> clone() const;
-        #endif
       private:
         Size numberOfExercises_;
         std::vector<Time> rateTimes_;
diff --git a/ql/models/marketmodels/callability/parametricexerciseadapter.cpp b/ql/models/marketmodels/callability/parametricexerciseadapter.cpp
index 7ed0df1dc11..b2987cb7276 100644
--- a/ql/models/marketmodels/callability/parametricexerciseadapter.cpp
+++ b/ql/models/marketmodels/callability/parametricexerciseadapter.cpp
@@ -17,7 +17,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/callability/marketmodelparametricexercise.hpp>
 #include <ql/models/marketmodels/callability/parametricexerciseadapter.hpp>
 #include <ql/models/marketmodels/evolutiondescription.hpp>
@@ -65,10 +64,8 @@ namespace QuantLib {
                                    variables_);
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<ExerciseStrategy<CurveState> >
-    ParametricExerciseAdapter::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<ExerciseStrategy<CurveState> >(
-                                        new ParametricExerciseAdapter(*this));
+    std::unique_ptr<ExerciseStrategy<CurveState>> ParametricExerciseAdapter::clone() const {
+        return std::unique_ptr<ExerciseStrategy<CurveState>>(new ParametricExerciseAdapter(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/callability/parametricexerciseadapter.hpp b/ql/models/marketmodels/callability/parametricexerciseadapter.hpp
index a90f814fc2e..92b2f1366ba 100644
--- a/ql/models/marketmodels/callability/parametricexerciseadapter.hpp
+++ b/ql/models/marketmodels/callability/parametricexerciseadapter.hpp
@@ -39,11 +39,7 @@ namespace QuantLib {
         void reset() override;
         void nextStep(const CurveState& currentState) override;
         bool exercise(const CurveState& currentState) const override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<ExerciseStrategy<CurveState> > clone() const override;
-#else
-        std::auto_ptr<ExerciseStrategy<CurveState> > clone() const;
-        #endif
       private:
         Clone<MarketModelParametricExercise> exercise_;
         std::vector<std::vector<Real> > parameters_;
diff --git a/ql/models/marketmodels/callability/swapbasissystem.cpp b/ql/models/marketmodels/callability/swapbasissystem.cpp
index f6cfc1b836a..4c879ee7f94 100644
--- a/ql/models/marketmodels/callability/swapbasissystem.cpp
+++ b/ql/models/marketmodels/callability/swapbasissystem.cpp
@@ -20,7 +20,6 @@
 #include <ql/models/marketmodels/callability/swapbasissystem.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
-#include <ql/auto_ptr.hpp>
 
 namespace QuantLib {
 
@@ -76,10 +75,9 @@ namespace QuantLib {
             results.push_back(currentState.coterminalSwapRate(rateIndex+1));
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelBasisSystem>
+    std::unique_ptr<MarketModelBasisSystem>
     SwapBasisSystem::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelBasisSystem>(
-                                                  new SwapBasisSystem(*this));
+        return std::unique_ptr<MarketModelBasisSystem>(new SwapBasisSystem(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/callability/swapbasissystem.hpp b/ql/models/marketmodels/callability/swapbasissystem.hpp
index da0f789eddd..7fc997964c9 100644
--- a/ql/models/marketmodels/callability/swapbasissystem.hpp
+++ b/ql/models/marketmodels/callability/swapbasissystem.hpp
@@ -37,11 +37,7 @@ namespace QuantLib {
         void reset() override;
         std::valarray<bool> isExerciseTime() const override;
         void values(const CurveState&, std::vector<Real>& results) const override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelBasisSystem> clone() const override;
-#else
-        std::auto_ptr<MarketModelBasisSystem> clone() const;
-        #endif
       private:
         std::vector<Time> rateTimes_, exerciseTimes_;
         Size currentIndex_;
diff --git a/ql/models/marketmodels/callability/swapforwardbasissystem.cpp b/ql/models/marketmodels/callability/swapforwardbasissystem.cpp
index 3619d3bdd67..9c6e74a7d74 100644
--- a/ql/models/marketmodels/callability/swapforwardbasissystem.cpp
+++ b/ql/models/marketmodels/callability/swapforwardbasissystem.cpp
@@ -20,7 +20,6 @@
 #include <ql/models/marketmodels/callability/swapforwardbasissystem.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
-#include <ql/auto_ptr.hpp>
 
 namespace QuantLib
 {
@@ -126,15 +125,11 @@ namespace QuantLib
                  results[2] = x*x;
 
             }
-
-
-
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelBasisSystem>
+    std::unique_ptr<MarketModelBasisSystem>
     SwapForwardBasisSystem::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelBasisSystem>(
-                                                  new SwapForwardBasisSystem(*this));
+        return std::unique_ptr<MarketModelBasisSystem>(new SwapForwardBasisSystem(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/callability/swapforwardbasissystem.hpp b/ql/models/marketmodels/callability/swapforwardbasissystem.hpp
index 7858050b208..25c17dcc502 100644
--- a/ql/models/marketmodels/callability/swapforwardbasissystem.hpp
+++ b/ql/models/marketmodels/callability/swapforwardbasissystem.hpp
@@ -41,11 +41,7 @@ namespace QuantLib {
 
         void values(const CurveState&, std::vector<Real>& results) const override;
 
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelBasisSystem> clone() const override;
-#else
-        std::auto_ptr<MarketModelBasisSystem> clone() const;
-        #endif
       private:
         std::vector<Time> rateTimes_, exerciseTimes_;
         Size currentIndex_;
diff --git a/ql/models/marketmodels/callability/swapratetrigger.cpp b/ql/models/marketmodels/callability/swapratetrigger.cpp
index e5f5d24782b..102c7b112fd 100644
--- a/ql/models/marketmodels/callability/swapratetrigger.cpp
+++ b/ql/models/marketmodels/callability/swapratetrigger.cpp
@@ -17,7 +17,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/callability/swapratetrigger.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
 #include <utility>
@@ -69,10 +68,9 @@ namespace QuantLib {
         ++currentIndex_;
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<ExerciseStrategy<CurveState> >
+    std::unique_ptr<ExerciseStrategy<CurveState>>
     SwapRateTrigger::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<ExerciseStrategy<CurveState> >(
-                                                  new SwapRateTrigger(*this));
+        return std::unique_ptr<ExerciseStrategy<CurveState>>(new SwapRateTrigger(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/callability/swapratetrigger.hpp b/ql/models/marketmodels/callability/swapratetrigger.hpp
index 718a328e053..1fbd8d28db7 100644
--- a/ql/models/marketmodels/callability/swapratetrigger.hpp
+++ b/ql/models/marketmodels/callability/swapratetrigger.hpp
@@ -36,11 +36,7 @@ namespace QuantLib {
         void reset() override;
         bool exercise(const CurveState& currentState) const override;
         void nextStep(const CurveState& currentState) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<ExerciseStrategy<CurveState> > clone() const override;
-#else
-        std::auto_ptr<ExerciseStrategy<CurveState> > clone() const;
-        #endif
       private:
         std::vector<Time> rateTimes_;
         std::vector<Rate> swapTriggers_;
diff --git a/ql/models/marketmodels/callability/triggeredswapexercise.cpp b/ql/models/marketmodels/callability/triggeredswapexercise.cpp
index 7c03ac02bcd..4cef20f1583 100644
--- a/ql/models/marketmodels/callability/triggeredswapexercise.cpp
+++ b/ql/models/marketmodels/callability/triggeredswapexercise.cpp
@@ -17,7 +17,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/callability/triggeredswapexercise.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
@@ -86,10 +85,9 @@ namespace QuantLib {
         parameters[0] = strikes_.at(exerciseIndex);
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelParametricExercise>
+    std::unique_ptr<MarketModelParametricExercise>
     TriggeredSwapExercise::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelParametricExercise>(
-                                            new TriggeredSwapExercise(*this));
+        return std::unique_ptr<MarketModelParametricExercise>(new TriggeredSwapExercise(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/callability/triggeredswapexercise.hpp b/ql/models/marketmodels/callability/triggeredswapexercise.hpp
index f6901e881e8..ac75d3d3458 100644
--- a/ql/models/marketmodels/callability/triggeredswapexercise.hpp
+++ b/ql/models/marketmodels/callability/triggeredswapexercise.hpp
@@ -47,11 +47,7 @@ namespace QuantLib {
                       const std::vector<Real>& variables) const override;
         void guess(Size exerciseNumber, std::vector<Real>& parameters) const override;
 
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelParametricExercise> clone() const override;
-#else
-        std::auto_ptr<MarketModelParametricExercise> clone() const;
-        #endif
 
       private:
         std::vector<Time> rateTimes_, exerciseTimes_;
diff --git a/ql/models/marketmodels/callability/upperboundengine.cpp b/ql/models/marketmodels/callability/upperboundengine.cpp
index ad61087583a..73679310371 100644
--- a/ql/models/marketmodels/callability/upperboundengine.cpp
+++ b/ql/models/marketmodels/callability/upperboundengine.cpp
@@ -18,7 +18,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/accountingengine.hpp>
 #include <ql/models/marketmodels/callability/exercisevalue.hpp>
 #include <ql/models/marketmodels/callability/upperboundengine.hpp>
@@ -74,9 +73,8 @@ namespace QuantLib {
                                                      cashFlowsGenerated);
             }
 
-            QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct> clone() const override {
-                return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                                   new DecoratedHedge(*this));
+            std::unique_ptr<MarketModelMultiProduct> clone() const override {
+                return std::unique_ptr<MarketModelMultiProduct>(new DecoratedHedge(*this));
             }
 
             void save() {
diff --git a/ql/models/marketmodels/curvestate.hpp b/ql/models/marketmodels/curvestate.hpp
index 44a8064732c..1f527f1af86 100644
--- a/ql/models/marketmodels/curvestate.hpp
+++ b/ql/models/marketmodels/curvestate.hpp
@@ -78,11 +78,7 @@ namespace QuantLib {
         Rate swapRate(Size begin,
                       Size end) const;
 
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         virtual std::unique_ptr<CurveState> clone() const = 0;
-        #else
-        virtual std::auto_ptr<CurveState> clone() const = 0;
-        #endif
         //@}
       protected:
         Size numberOfRates_;
diff --git a/ql/models/marketmodels/curvestates/cmswapcurvestate.cpp b/ql/models/marketmodels/curvestates/cmswapcurvestate.cpp
index 1ade829b672..32c309a2089 100644
--- a/ql/models/marketmodels/curvestates/cmswapcurvestate.cpp
+++ b/ql/models/marketmodels/curvestates/cmswapcurvestate.cpp
@@ -20,7 +20,6 @@ FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
 #include <ql/models/marketmodels/curvestates/cmswapcurvestate.hpp>
-#include <ql/auto_ptr.hpp>    
 
 namespace QuantLib {
 
@@ -179,8 +178,8 @@ namespace QuantLib {
         }
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<CurveState> CMSwapCurveState::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<CurveState>(new CMSwapCurveState(*this));
+    std::unique_ptr<CurveState> CMSwapCurveState::clone() const {
+        return std::unique_ptr<CurveState>(new CMSwapCurveState(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/curvestates/cmswapcurvestate.hpp b/ql/models/marketmodels/curvestates/cmswapcurvestate.hpp
index 3a4eef3f459..588b4eaf558 100644
--- a/ql/models/marketmodels/curvestates/cmswapcurvestate.hpp
+++ b/ql/models/marketmodels/curvestates/cmswapcurvestate.hpp
@@ -50,11 +50,7 @@ namespace QuantLib {
         const std::vector<Rate>& forwardRates() const override;
         const std::vector<Rate>& coterminalSwapRates() const override;
         const std::vector<Rate>& cmSwapRates(Size spanningForwards) const override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<CurveState> clone() const override;
-#else
-        std::auto_ptr<CurveState> clone() const;
-        #endif
         //@}
       private:
         Size spanningFwds_;
diff --git a/ql/models/marketmodels/curvestates/coterminalswapcurvestate.cpp b/ql/models/marketmodels/curvestates/coterminalswapcurvestate.cpp
index 2fdecd9682c..907b55fec39 100644
--- a/ql/models/marketmodels/curvestates/coterminalswapcurvestate.cpp
+++ b/ql/models/marketmodels/curvestates/coterminalswapcurvestate.cpp
@@ -20,7 +20,6 @@
 */
 
 #include <ql/models/marketmodels/curvestates/coterminalswapcurvestate.hpp>
-#include <ql/auto_ptr.hpp>
 
 namespace QuantLib {
 
@@ -141,10 +140,9 @@ namespace QuantLib {
         return cmSwapRates_;
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<CurveState>
+    std::unique_ptr<CurveState>
     CoterminalSwapCurveState::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<CurveState>(
-                                         new CoterminalSwapCurveState(*this));
+        return std::unique_ptr<CurveState>(new CoterminalSwapCurveState(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/curvestates/coterminalswapcurvestate.hpp b/ql/models/marketmodels/curvestates/coterminalswapcurvestate.hpp
index 3c1157d332a..2535678cb81 100644
--- a/ql/models/marketmodels/curvestates/coterminalswapcurvestate.hpp
+++ b/ql/models/marketmodels/curvestates/coterminalswapcurvestate.hpp
@@ -70,11 +70,7 @@ namespace QuantLib {
         const std::vector<Rate>& coterminalSwapRates() const override;
         const std::vector<Rate>& cmSwapRates(Size spanningForwards) const override;
         //@}
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<CurveState> clone() const override;
-#else
-        std::auto_ptr<CurveState> clone() const;
-        #endif
       private:
         Size first_;
         std::vector<DiscountFactor> discRatios_;
diff --git a/ql/models/marketmodels/curvestates/lmmcurvestate.cpp b/ql/models/marketmodels/curvestates/lmmcurvestate.cpp
index a8cfef599cf..b85cad843df 100644
--- a/ql/models/marketmodels/curvestates/lmmcurvestate.cpp
+++ b/ql/models/marketmodels/curvestates/lmmcurvestate.cpp
@@ -22,7 +22,6 @@
 */
 
 #include <ql/models/marketmodels/curvestates/lmmcurvestate.hpp>
-#include <ql/auto_ptr.hpp>
 
 namespace QuantLib {
 
@@ -196,8 +195,8 @@ namespace QuantLib {
         return cmSwapRates_;
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<CurveState> LMMCurveState::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<CurveState>(new LMMCurveState(*this));
+    std::unique_ptr<CurveState> LMMCurveState::clone() const {
+        return std::unique_ptr<CurveState>(new LMMCurveState(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/curvestates/lmmcurvestate.hpp b/ql/models/marketmodels/curvestates/lmmcurvestate.hpp
index fcd39f6cb30..b1a28ba786a 100644
--- a/ql/models/marketmodels/curvestates/lmmcurvestate.hpp
+++ b/ql/models/marketmodels/curvestates/lmmcurvestate.hpp
@@ -72,11 +72,7 @@ namespace QuantLib {
         const std::vector<Rate>& coterminalSwapRates() const override;
         const std::vector<Rate>& cmSwapRates(Size spanningForwards) const override;
         //@}
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<CurveState> clone() const override;
-#else
-        std::auto_ptr<CurveState> clone() const;
-        #endif
 
       private:
         Size first_;
diff --git a/ql/models/marketmodels/multiproduct.hpp b/ql/models/marketmodels/multiproduct.hpp
index cf70639cb2d..423ae64c3d8 100644
--- a/ql/models/marketmodels/multiproduct.hpp
+++ b/ql/models/marketmodels/multiproduct.hpp
@@ -68,11 +68,7 @@ namespace QuantLib {
             std::vector<Size>& numberCashFlowsThisStep,
             std::vector<std::vector<CashFlow> >& cashFlowsGenerated) = 0;
         //! returns a newly-allocated copy of itself
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         virtual std::unique_ptr<MarketModelMultiProduct> clone() const = 0;
-        #else
-        virtual std::auto_ptr<MarketModelMultiProduct> clone() const = 0;
-        #endif
     };
 
 }
diff --git a/ql/models/marketmodels/pathwisemultiproduct.hpp b/ql/models/marketmodels/pathwisemultiproduct.hpp
index 2adf55db525..db9508b4116 100644
--- a/ql/models/marketmodels/pathwisemultiproduct.hpp
+++ b/ql/models/marketmodels/pathwisemultiproduct.hpp
@@ -75,11 +75,7 @@ namespace QuantLib {
             std::vector<Size>& numberCashFlowsThisStep,
             std::vector<std::vector<MarketModelPathwiseMultiProduct::CashFlow> >& cashFlowsGenerated) = 0;
         //! returns a newly-allocated copy of itself
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         virtual std::unique_ptr<MarketModelPathwiseMultiProduct> clone() const = 0;
-        #else
-        virtual std::auto_ptr<MarketModelPathwiseMultiProduct> clone() const = 0;
-        #endif
     };
 
 }
diff --git a/ql/models/marketmodels/products/multiproductcomposite.cpp b/ql/models/marketmodels/products/multiproductcomposite.cpp
index 93e15c83c20..b9b55b0c176 100644
--- a/ql/models/marketmodels/products/multiproductcomposite.cpp
+++ b/ql/models/marketmodels/products/multiproductcomposite.cpp
@@ -18,7 +18,6 @@ FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
 #include <ql/models/marketmodels/products/multiproductcomposite.hpp>
-#include <ql/auto_ptr.hpp>
 
 namespace QuantLib {
 
@@ -79,10 +78,9 @@ namespace QuantLib {
         return done;
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     MultiProductComposite::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                            new MultiProductComposite(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new MultiProductComposite(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/multiproductcomposite.hpp b/ql/models/marketmodels/products/multiproductcomposite.hpp
index fbbe172ff3a..9de39008292 100644
--- a/ql/models/marketmodels/products/multiproductcomposite.hpp
+++ b/ql/models/marketmodels/products/multiproductcomposite.hpp
@@ -39,11 +39,7 @@ namespace QuantLib {
         bool nextTimeStep(const CurveState& currentState,
                           std::vector<Size>& numberCashFlowsThisStep,
                           std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
         //@}
     };
 
diff --git a/ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.cpp b/ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.cpp
index ffeeb823842..0d2b0f4e251 100644
--- a/ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.cpp
+++ b/ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.cpp
@@ -17,7 +17,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp>
 #include <ql/models/marketmodels/products/multistep/cashrebate.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
@@ -169,11 +168,10 @@ namespace QuantLib {
         return done || currentIndex_ == evolution_.evolutionTimes().size();
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     CallSpecifiedMultiProduct::clone() const 
     {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                        new CallSpecifiedMultiProduct(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new CallSpecifiedMultiProduct(*this));
     }
 
     const MarketModelMultiProduct&
diff --git a/ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp b/ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp
index b386e2b1c96..f364fefd986 100644
--- a/ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp
+++ b/ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp
@@ -46,11 +46,7 @@ namespace QuantLib {
        bool nextTimeStep(const CurveState& currentState,
                          std::vector<Size>& numberCashFlowsThisStep,
                          std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
         //@}
         const MarketModelMultiProduct& underlying() const;
         const ExerciseStrategy<CurveState>& strategy() const;
diff --git a/ql/models/marketmodels/products/multistep/cashrebate.cpp b/ql/models/marketmodels/products/multistep/cashrebate.cpp
index 26e78459782..28d8fcfa833 100644
--- a/ql/models/marketmodels/products/multistep/cashrebate.cpp
+++ b/ql/models/marketmodels/products/multistep/cashrebate.cpp
@@ -17,7 +17,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/products/multistep/cashrebate.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
 #include <utility>
@@ -94,11 +93,10 @@ namespace QuantLib {
         return true;
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     MarketModelCashRebate::clone() const 
     {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                            new MarketModelCashRebate(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new MarketModelCashRebate(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/multistep/cashrebate.hpp b/ql/models/marketmodels/products/multistep/cashrebate.hpp
index f601301c59d..7fc12a8ecd8 100644
--- a/ql/models/marketmodels/products/multistep/cashrebate.hpp
+++ b/ql/models/marketmodels/products/multistep/cashrebate.hpp
@@ -51,11 +51,7 @@ namespace QuantLib
         bool nextTimeStep(const CurveState& currentState,
                           std::vector<Size>& numberCashFlowsThisStep,
                           std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
         //@}
       private:
         EvolutionDescription evolution_;
diff --git a/ql/models/marketmodels/products/multistep/exerciseadapter.cpp b/ql/models/marketmodels/products/multistep/exerciseadapter.cpp
index 26ef2f5df8d..d7fa7a39515 100644
--- a/ql/models/marketmodels/products/multistep/exerciseadapter.cpp
+++ b/ql/models/marketmodels/products/multistep/exerciseadapter.cpp
@@ -18,7 +18,6 @@
 */
 
 #include <ql/models/marketmodels/products/multistep/exerciseadapter.hpp>
-#include <ql/auto_ptr.hpp>
 
 namespace QuantLib {
 
@@ -50,10 +49,9 @@ namespace QuantLib {
         return done || currentIndex_ == isExerciseTime_.size();
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     ExerciseAdapter::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                                  new ExerciseAdapter(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new ExerciseAdapter(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/multistep/exerciseadapter.hpp b/ql/models/marketmodels/products/multistep/exerciseadapter.hpp
index eee82de3be3..fcbd645ba79 100644
--- a/ql/models/marketmodels/products/multistep/exerciseadapter.hpp
+++ b/ql/models/marketmodels/products/multistep/exerciseadapter.hpp
@@ -41,11 +41,7 @@ namespace QuantLib {
         bool nextTimeStep(const CurveState&,
                           std::vector<Size>&,
                           std::vector<std::vector<CashFlow> >&) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
         //@}
         //! \name inspectors
         //@{
diff --git a/ql/models/marketmodels/products/multistep/multistepcoinitialswaps.cpp b/ql/models/marketmodels/products/multistep/multistepcoinitialswaps.cpp
index ecc1bc1fc98..1359dc5c176 100644
--- a/ql/models/marketmodels/products/multistep/multistepcoinitialswaps.cpp
+++ b/ql/models/marketmodels/products/multistep/multistepcoinitialswaps.cpp
@@ -17,7 +17,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
@@ -63,10 +62,9 @@ namespace QuantLib {
         return (currentIndex_ == lastIndex_);
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     MultiStepCoinitialSwaps::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                          new MultiStepCoinitialSwaps(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new MultiStepCoinitialSwaps(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp b/ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp
index ca7db7880b3..f7547175831 100644
--- a/ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp
+++ b/ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp
@@ -41,11 +41,7 @@ namespace QuantLib {
         bool nextTimeStep(const CurveState& currentState,
                           std::vector<Size>& numberCashFlowsThisStep,
                           std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
         //@}
       private:
         std::vector<Real> fixedAccruals_, floatingAccruals_;
diff --git a/ql/models/marketmodels/products/multistep/multistepcoterminalswaps.cpp b/ql/models/marketmodels/products/multistep/multistepcoterminalswaps.cpp
index 634372abe59..42b55ddc32d 100644
--- a/ql/models/marketmodels/products/multistep/multistepcoterminalswaps.cpp
+++ b/ql/models/marketmodels/products/multistep/multistepcoterminalswaps.cpp
@@ -17,7 +17,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
@@ -62,10 +61,9 @@ namespace QuantLib {
         return (currentIndex_ == lastIndex_);
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     MultiStepCoterminalSwaps::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                         new MultiStepCoterminalSwaps(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new MultiStepCoterminalSwaps(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp b/ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp
index 362b932f5c9..d1a1468af3b 100644
--- a/ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp
+++ b/ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp
@@ -41,11 +41,7 @@ namespace QuantLib {
         bool nextTimeStep(const CurveState& currentState,
                           std::vector<Size>& numberCashFlowsThisStep,
                           std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
         //@}
       private:
         std::vector<Real> fixedAccruals_, floatingAccruals_;
diff --git a/ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.cpp b/ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.cpp
index 006b48c2b63..6fa2e1dea4a 100644
--- a/ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.cpp
+++ b/ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.cpp
@@ -17,7 +17,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/instruments/payoffs.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp>
@@ -55,10 +54,9 @@ namespace QuantLib {
         return (currentIndex_ == lastIndex_);
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     MultiStepCoterminalSwaptions::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                         new MultiStepCoterminalSwaptions(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new MultiStepCoterminalSwaptions(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp b/ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp
index 3ee4b3d6147..62f3c110082 100644
--- a/ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp
+++ b/ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp
@@ -42,11 +42,7 @@ namespace QuantLib {
         bool nextTimeStep(const CurveState& currentState,
                           std::vector<Size>& numberCashFlowsThisStep,
                           std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
          //@}
 
       private:
diff --git a/ql/models/marketmodels/products/multistep/multistepforwards.cpp b/ql/models/marketmodels/products/multistep/multistepforwards.cpp
index 734296e769d..ed1bbeef7ce 100644
--- a/ql/models/marketmodels/products/multistep/multistepforwards.cpp
+++ b/ql/models/marketmodels/products/multistep/multistepforwards.cpp
@@ -17,7 +17,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/products/multistep/multistepforwards.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
@@ -50,10 +49,9 @@ namespace QuantLib {
         return (currentIndex_ == strikes_.size());
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     MultiStepForwards::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                                new MultiStepForwards(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new MultiStepForwards(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/multistep/multistepforwards.hpp b/ql/models/marketmodels/products/multistep/multistepforwards.hpp
index af39fd87edc..c93360bc141 100644
--- a/ql/models/marketmodels/products/multistep/multistepforwards.hpp
+++ b/ql/models/marketmodels/products/multistep/multistepforwards.hpp
@@ -40,11 +40,7 @@ namespace QuantLib {
         bool nextTimeStep(const CurveState& currentState,
                           std::vector<Size>& numberCashFlowsThisStep,
                           std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
         //@}
       private:
         std::vector<Real> accruals_;
diff --git a/ql/models/marketmodels/products/multistep/multistepinversefloater.cpp b/ql/models/marketmodels/products/multistep/multistepinversefloater.cpp
index b6d74b9b3ec..e940293b2ee 100644
--- a/ql/models/marketmodels/products/multistep/multistepinversefloater.cpp
+++ b/ql/models/marketmodels/products/multistep/multistepinversefloater.cpp
@@ -17,7 +17,6 @@ ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/products/multistep/multistepinversefloater.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
@@ -66,11 +65,10 @@ namespace QuantLib {
         return (currentIndex_ == lastIndex_);
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     MultiStepInverseFloater::clone() const 
     {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                          new MultiStepInverseFloater(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new MultiStepInverseFloater(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/multistep/multistepinversefloater.hpp b/ql/models/marketmodels/products/multistep/multistepinversefloater.hpp
index 0aa206f77b0..d7dcdccc132 100644
--- a/ql/models/marketmodels/products/multistep/multistepinversefloater.hpp
+++ b/ql/models/marketmodels/products/multistep/multistepinversefloater.hpp
@@ -48,11 +48,7 @@ namespace QuantLib {
         bool nextTimeStep(const CurveState& currentState,
                           std::vector<Size>& numberCashFlowsThisStep,
                           std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
         //@}
       private:
         std::vector<Real> fixedAccruals_, floatingAccruals_,fixedStrikes_, fixedMultipliers_, floatingSpreads_;
diff --git a/ql/models/marketmodels/products/multistep/multistepnothing.cpp b/ql/models/marketmodels/products/multistep/multistepnothing.cpp
index c129c9e2f2e..ff509e1a53d 100644
--- a/ql/models/marketmodels/products/multistep/multistepnothing.cpp
+++ b/ql/models/marketmodels/products/multistep/multistepnothing.cpp
@@ -18,7 +18,6 @@
 */
 
 #include <ql/models/marketmodels/products/multistep/multistepnothing.hpp>
-#include <ql/auto_ptr.hpp>
 
 namespace QuantLib {
 
@@ -39,10 +38,9 @@ namespace QuantLib {
         return (currentIndex_ >= doneIndex_);
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     MultiStepNothing::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                                 new MultiStepNothing(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new MultiStepNothing(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/multistep/multistepnothing.hpp b/ql/models/marketmodels/products/multistep/multistepnothing.hpp
index 14479f4f44e..d6dfafe9614 100644
--- a/ql/models/marketmodels/products/multistep/multistepnothing.hpp
+++ b/ql/models/marketmodels/products/multistep/multistepnothing.hpp
@@ -39,11 +39,7 @@ namespace QuantLib {
         bool nextTimeStep(const CurveState&,
                           std::vector<Size>&,
                           std::vector<std::vector<CashFlow> >&) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
         //@}
       private:
         Size numberOfProducts_, doneIndex_;
diff --git a/ql/models/marketmodels/products/multistep/multistepoptionlets.cpp b/ql/models/marketmodels/products/multistep/multistepoptionlets.cpp
index 0b7a0952dc4..beee6d9726d 100644
--- a/ql/models/marketmodels/products/multistep/multistepoptionlets.cpp
+++ b/ql/models/marketmodels/products/multistep/multistepoptionlets.cpp
@@ -18,7 +18,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/products/multistep/multistepoptionlets.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
@@ -53,10 +52,9 @@ namespace QuantLib {
         return (currentIndex_ == payoffs_.size());
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     MultiStepOptionlets::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                                 new MultiStepOptionlets(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new MultiStepOptionlets(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/multistep/multistepoptionlets.hpp b/ql/models/marketmodels/products/multistep/multistepoptionlets.hpp
index 59fe19e1c59..48cb6d23e68 100644
--- a/ql/models/marketmodels/products/multistep/multistepoptionlets.hpp
+++ b/ql/models/marketmodels/products/multistep/multistepoptionlets.hpp
@@ -44,11 +44,7 @@ namespace QuantLib {
         bool nextTimeStep(const CurveState& currentState,
                           std::vector<Size>& numberCashFlowsThisStep,
                           std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
         //@}
       private:
         std::vector<Real> accruals_;
diff --git a/ql/models/marketmodels/products/multistep/multisteppathwisewrapper.cpp b/ql/models/marketmodels/products/multistep/multisteppathwisewrapper.cpp
index 8a546683f32..c5c7d9a078b 100644
--- a/ql/models/marketmodels/products/multistep/multisteppathwisewrapper.cpp
+++ b/ql/models/marketmodels/products/multistep/multisteppathwisewrapper.cpp
@@ -21,7 +21,6 @@ FOR A PARTICULAR PURPOSE.  See the license for more details.
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
 #include <ql/models/marketmodels/evolutiondescription.hpp>
-#include <ql/auto_ptr.hpp>
 
 namespace QuantLib 
 {
@@ -84,11 +83,10 @@ namespace QuantLib
             return innerProduct_->evolution();
         }
 
-        QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+        std::unique_ptr<MarketModelMultiProduct>
         MultiProductPathwiseWrapper::clone() const
         {
-                return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                      new MultiProductPathwiseWrapper(*this));
+            return std::unique_ptr<MarketModelMultiProduct>(new MultiProductPathwiseWrapper(*this));
         }
 
       
diff --git a/ql/models/marketmodels/products/multistep/multisteppathwisewrapper.hpp b/ql/models/marketmodels/products/multistep/multisteppathwisewrapper.hpp
index 739888f116f..a3e6fe96167 100644
--- a/ql/models/marketmodels/products/multistep/multisteppathwisewrapper.hpp
+++ b/ql/models/marketmodels/products/multistep/multisteppathwisewrapper.hpp
@@ -47,11 +47,7 @@ namespace QuantLib
         bool nextTimeStep(const CurveState& currentState,
                           std::vector<Size>& numberCashFlowsThisStep,
                           std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
         std::vector<Size> suggestedNumeraires() const override;
         const EvolutionDescription& evolution() const override;
 
diff --git a/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.cpp b/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.cpp
index 390ebc4b23a..4d989c7fb0a 100644
--- a/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.cpp
+++ b/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.cpp
@@ -17,7 +17,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/instruments/payoffs.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp>
@@ -131,10 +130,9 @@ namespace QuantLib {
     return terminate;
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     MultiStepPeriodCapletSwaptions::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                         new MultiStepPeriodCapletSwaptions(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new MultiStepPeriodCapletSwaptions(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp b/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp
index 145d99c68a0..cbb912bf6a3 100644
--- a/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp
+++ b/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp
@@ -48,11 +48,7 @@ namespace QuantLib {
           bool nextTimeStep(const CurveState& currentState,
                             std::vector<Size>& numberCashFlowsThisStep,
                             std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
           std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
          //@}
 
       private:
diff --git a/ql/models/marketmodels/products/multistep/multistepratchet.cpp b/ql/models/marketmodels/products/multistep/multistepratchet.cpp
index cf2bf3df29e..8046f792756 100644
--- a/ql/models/marketmodels/products/multistep/multistepratchet.cpp
+++ b/ql/models/marketmodels/products/multistep/multistepratchet.cpp
@@ -17,7 +17,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/products/multistep/multistepratchet.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
@@ -66,10 +65,9 @@ namespace QuantLib {
         return (currentIndex_ == lastIndex_);
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     MultiStepRatchet::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                                 new MultiStepRatchet(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new MultiStepRatchet(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/multistep/multistepratchet.hpp b/ql/models/marketmodels/products/multistep/multistepratchet.hpp
index 98f03abfd45..b59b020859d 100644
--- a/ql/models/marketmodels/products/multistep/multistepratchet.hpp
+++ b/ql/models/marketmodels/products/multistep/multistepratchet.hpp
@@ -44,11 +44,7 @@ namespace QuantLib {
         bool nextTimeStep(const CurveState& currentState,
                           std::vector<Size>& numberCashFlowsThisStep,
                           std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
         //@}
       private:
         std::vector<Real> accruals_;
diff --git a/ql/models/marketmodels/products/multistep/multistepswap.cpp b/ql/models/marketmodels/products/multistep/multistepswap.cpp
index 7ce16031939..f64301cb949 100644
--- a/ql/models/marketmodels/products/multistep/multistepswap.cpp
+++ b/ql/models/marketmodels/products/multistep/multistepswap.cpp
@@ -17,7 +17,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/products/multistep/multistepswap.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
@@ -60,10 +59,9 @@ namespace QuantLib {
         return (currentIndex_ == lastIndex_);
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     MultiStepSwap::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                                 new MultiStepSwap(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new MultiStepSwap(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/multistep/multistepswap.hpp b/ql/models/marketmodels/products/multistep/multistepswap.hpp
index 6e15f0b2409..6d87ecf6b57 100644
--- a/ql/models/marketmodels/products/multistep/multistepswap.hpp
+++ b/ql/models/marketmodels/products/multistep/multistepswap.hpp
@@ -43,11 +43,7 @@ namespace QuantLib {
         bool nextTimeStep(const CurveState& currentState,
                           std::vector<Size>& numberCashFlowsThisStep,
                           std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
         //@}
       private:
         std::vector<Real> fixedAccruals_, floatingAccruals_;
diff --git a/ql/models/marketmodels/products/multistep/multistepswaption.cpp b/ql/models/marketmodels/products/multistep/multistepswaption.cpp
index 48e02facefa..1826d6fbef7 100644
--- a/ql/models/marketmodels/products/multistep/multistepswaption.cpp
+++ b/ql/models/marketmodels/products/multistep/multistepswaption.cpp
@@ -21,7 +21,6 @@
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
 #include <ql/instruments/payoffs.hpp>
-#include <ql/auto_ptr.hpp>
 
 namespace QuantLib {
 
@@ -69,10 +68,9 @@ namespace QuantLib {
         }
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     MultiStepSwaption::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                         new MultiStepSwaption(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new MultiStepSwaption(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/multistep/multistepswaption.hpp b/ql/models/marketmodels/products/multistep/multistepswaption.hpp
index 143995f5145..31763c5c5ec 100644
--- a/ql/models/marketmodels/products/multistep/multistepswaption.hpp
+++ b/ql/models/marketmodels/products/multistep/multistepswaption.hpp
@@ -48,11 +48,7 @@ namespace QuantLib {
         bool nextTimeStep(const CurveState& currentState,
                           std::vector<Size>& numberCashFlowsThisStep,
                           std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
          //@}
 
       private:
diff --git a/ql/models/marketmodels/products/multistep/multisteptarn.cpp b/ql/models/marketmodels/products/multistep/multisteptarn.cpp
index 1f189c41e67..b6727b4689c 100644
--- a/ql/models/marketmodels/products/multistep/multisteptarn.cpp
+++ b/ql/models/marketmodels/products/multistep/multisteptarn.cpp
@@ -16,7 +16,6 @@
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/products/multistep/multisteptarn.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
@@ -84,10 +83,9 @@ namespace QuantLib {
         return true;
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     MultiStepTarn::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                                 new MultiStepTarn(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new MultiStepTarn(*this));
     }
 
 
diff --git a/ql/models/marketmodels/products/multistep/multisteptarn.hpp b/ql/models/marketmodels/products/multistep/multisteptarn.hpp
index a62f0498f4c..da7ea67913a 100644
--- a/ql/models/marketmodels/products/multistep/multisteptarn.hpp
+++ b/ql/models/marketmodels/products/multistep/multisteptarn.hpp
@@ -44,11 +44,7 @@ namespace QuantLib {
         bool nextTimeStep(const CurveState& currentState,
                           std::vector<Size>& numberCashFlowsThisStep,
                           std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
         //@}
       private:
         std::vector<Real> accruals_;
diff --git a/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.cpp b/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.cpp
index fc92b5497e9..cc3aedc8df5 100644
--- a/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.cpp
+++ b/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.cpp
@@ -17,7 +17,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
@@ -64,10 +63,9 @@ namespace QuantLib {
         return true ;
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     OneStepCoinitialSwaps::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                            new OneStepCoinitialSwaps(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new OneStepCoinitialSwaps(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp b/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp
index d824912f82a..80ca393ed88 100644
--- a/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp
+++ b/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp
@@ -40,11 +40,7 @@ namespace QuantLib {
         bool nextTimeStep(const CurveState& currentState,
                           std::vector<Size>& numberCashFlowsThisStep,
                           std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
         //@}
       private:
         std::vector<Real> fixedAccruals_, floatingAccruals_;
diff --git a/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.cpp b/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.cpp
index 1544737f44c..851c10013ae 100644
--- a/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.cpp
+++ b/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.cpp
@@ -17,7 +17,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
@@ -64,10 +63,9 @@ namespace QuantLib {
         return true ;
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     OneStepCoterminalSwaps::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                           new OneStepCoterminalSwaps(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new OneStepCoterminalSwaps(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp b/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp
index 3aede254bb5..7b486e1c263 100644
--- a/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp
+++ b/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp
@@ -41,11 +41,7 @@ namespace QuantLib {
         bool nextTimeStep(const CurveState& currentState,
                           std::vector<Size>& numberCashFlowsThisStep,
                           std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
         //@}
       private:
         std::vector<Real> fixedAccruals_, floatingAccruals_;
diff --git a/ql/models/marketmodels/products/onestep/onestepforwards.cpp b/ql/models/marketmodels/products/onestep/onestepforwards.cpp
index c9b955b0e93..9d19574487d 100644
--- a/ql/models/marketmodels/products/onestep/onestepforwards.cpp
+++ b/ql/models/marketmodels/products/onestep/onestepforwards.cpp
@@ -17,7 +17,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/products/onestep/onestepforwards.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
@@ -51,10 +50,9 @@ namespace QuantLib {
         return true;
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     OneStepForwards::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                                  new OneStepForwards(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new OneStepForwards(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/onestep/onestepforwards.hpp b/ql/models/marketmodels/products/onestep/onestepforwards.hpp
index 1fb9907c79e..1ff70c4e61e 100644
--- a/ql/models/marketmodels/products/onestep/onestepforwards.hpp
+++ b/ql/models/marketmodels/products/onestep/onestepforwards.hpp
@@ -40,11 +40,7 @@ namespace QuantLib {
         bool nextTimeStep(const CurveState& currentState,
                           std::vector<Size>& numberCashFlowsThisStep,
                           std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
         //@}
       private:
         std::vector<Real> accruals_;
diff --git a/ql/models/marketmodels/products/onestep/onestepoptionlets.cpp b/ql/models/marketmodels/products/onestep/onestepoptionlets.cpp
index 3ae5a7cd8ae..858b603732b 100644
--- a/ql/models/marketmodels/products/onestep/onestepoptionlets.cpp
+++ b/ql/models/marketmodels/products/onestep/onestepoptionlets.cpp
@@ -18,7 +18,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/products/onestep/onestepoptionlets.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
@@ -56,10 +55,9 @@ namespace QuantLib {
         return true;
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     OneStepOptionlets::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                                new OneStepOptionlets(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new OneStepOptionlets(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/onestep/onestepoptionlets.hpp b/ql/models/marketmodels/products/onestep/onestepoptionlets.hpp
index 86b08d57e99..d70d17e5576 100644
--- a/ql/models/marketmodels/products/onestep/onestepoptionlets.hpp
+++ b/ql/models/marketmodels/products/onestep/onestepoptionlets.hpp
@@ -44,11 +44,7 @@ namespace QuantLib {
         bool nextTimeStep(const CurveState& currentState,
                           std::vector<Size>& numberCashFlowsThisStep,
                           std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
         //@}
       private:
         std::vector<Real> accruals_;
diff --git a/ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.cpp b/ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.cpp
index 8daf10e7090..7bb308dbfa2 100644
--- a/ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.cpp
+++ b/ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.cpp
@@ -17,7 +17,6 @@ ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/math/matrix.hpp>
 #include <ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp>
 #include <ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp>
@@ -155,10 +154,9 @@ namespace QuantLib {
         return done || currentIndex_ == evolution_.evolutionTimes().size();
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelPathwiseMultiProduct>
+    std::unique_ptr<MarketModelPathwiseMultiProduct>
     CallSpecifiedPathwiseMultiProduct::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelPathwiseMultiProduct>(
-            new CallSpecifiedPathwiseMultiProduct(*this));
+        return std::unique_ptr<MarketModelPathwiseMultiProduct>(new CallSpecifiedPathwiseMultiProduct(*this));
     }
 
     const MarketModelPathwiseMultiProduct& CallSpecifiedPathwiseMultiProduct::underlying() const {
diff --git a/ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp b/ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp
index 60538338063..e150f7cd2f7 100644
--- a/ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp
+++ b/ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp
@@ -57,11 +57,7 @@ namespace QuantLib
                         std::vector<std::vector<MarketModelPathwiseMultiProduct::CashFlow> >&
                             cashFlowsGenerated) override;
 
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelPathwiseMultiProduct> clone() const override;
-#else
-        virtual std::auto_ptr<MarketModelPathwiseMultiProduct> clone() const;
-        #endif
 
         bool alreadyDeflated() const override;
         //@}
diff --git a/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.cpp b/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.cpp
index 5d23ae25046..002e91740fd 100644
--- a/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.cpp
+++ b/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.cpp
@@ -17,7 +17,6 @@ ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/products/multistep/multistepforwards.hpp>
 #include <ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp>
@@ -92,11 +91,10 @@ namespace QuantLib {
         return (currentIndex_ == strikes_.size());
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelPathwiseMultiProduct>
+    std::unique_ptr<MarketModelPathwiseMultiProduct>
     MarketModelPathwiseMultiCaplet::clone() const 
     {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelPathwiseMultiProduct>(
-                                   new MarketModelPathwiseMultiCaplet(*this));
+        return std::unique_ptr<MarketModelPathwiseMultiProduct>(new MarketModelPathwiseMultiCaplet(*this));
     }
 
     std::vector<Size> MarketModelPathwiseMultiCaplet::suggestedNumeraires() const
@@ -240,11 +238,10 @@ namespace QuantLib {
         return (currentIndex_ == strikes_.size());
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelPathwiseMultiProduct>
+    std::unique_ptr<MarketModelPathwiseMultiProduct>
     MarketModelPathwiseMultiDeflatedCaplet::clone() const 
     {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelPathwiseMultiProduct>(
-                           new MarketModelPathwiseMultiDeflatedCaplet(*this));
+        return std::unique_ptr<MarketModelPathwiseMultiProduct>(new MarketModelPathwiseMultiDeflatedCaplet(*this));
     }
 
     std::vector<Size> MarketModelPathwiseMultiDeflatedCaplet::suggestedNumeraires() const
@@ -375,11 +372,10 @@ namespace QuantLib {
         return done;
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelPathwiseMultiProduct>
+    std::unique_ptr<MarketModelPathwiseMultiProduct>
     MarketModelPathwiseMultiDeflatedCap::clone() const
     {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelPathwiseMultiProduct>(
-                              new MarketModelPathwiseMultiDeflatedCap(*this));
+        return std::unique_ptr<MarketModelPathwiseMultiProduct>(new MarketModelPathwiseMultiDeflatedCap(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp b/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp
index 96b12fcab21..9766e412af1 100644
--- a/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp
+++ b/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp
@@ -74,11 +74,7 @@ namespace QuantLib {
                              cashFlowsGenerated) override;
 
         //! returns a newly-allocated copy of itself
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelPathwiseMultiProduct> clone() const override;
-#else
-        virtual std::auto_ptr<MarketModelPathwiseMultiProduct> clone() const;
-        #endif
 
     private:
         std::vector<Real> rateTimes_;
@@ -130,11 +126,7 @@ namespace QuantLib {
                              cashFlowsGenerated) override;
 
         //! returns a newly-allocated copy of itself
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelPathwiseMultiProduct> clone() const override;
-#else
-        virtual std::auto_ptr<MarketModelPathwiseMultiProduct> clone() const;
-        #endif
 
     private:
         std::vector<Real> rateTimes_;
@@ -186,11 +178,7 @@ namespace QuantLib {
                              cashFlowsGenerated) override;
 
         //! returns a newly-allocated copy of itself
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelPathwiseMultiProduct> clone() const override;
-#else
-        virtual std::auto_ptr<MarketModelPathwiseMultiProduct> clone() const;
-        #endif
 
     private:
         MarketModelPathwiseMultiDeflatedCaplet underlyingCaplets_;
diff --git a/ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.cpp b/ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.cpp
index 165a8ba4899..10f6ef3aee1 100644
--- a/ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.cpp
+++ b/ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.cpp
@@ -17,7 +17,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
@@ -106,11 +105,10 @@ namespace QuantLib
         return true;
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelPathwiseMultiProduct>
+    std::unique_ptr<MarketModelPathwiseMultiProduct>
     MarketModelPathwiseCashRebate::clone() const 
     {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelPathwiseMultiProduct>(
-                                    new MarketModelPathwiseCashRebate(*this));
+        return std::unique_ptr<MarketModelPathwiseMultiProduct>(new MarketModelPathwiseCashRebate(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp b/ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp
index e79efe27cea..6584c99512e 100644
--- a/ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp
+++ b/ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp
@@ -63,11 +63,7 @@ namespace QuantLib {
                           std::vector<std::vector<MarketModelPathwiseMultiProduct::CashFlow> >&
                               cashFlowsGenerated) override;
 
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelPathwiseMultiProduct> clone() const override;
-#else
-        virtual std::auto_ptr<MarketModelPathwiseMultiProduct> clone() const;
-        #endif
 
       private:
         EvolutionDescription evolution_;
diff --git a/ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.cpp b/ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.cpp
index 0b92754c5e3..32b7d85a1b2 100644
--- a/ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.cpp
+++ b/ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.cpp
@@ -17,7 +17,6 @@ ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
@@ -99,11 +98,10 @@ namespace QuantLib
 
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelPathwiseMultiProduct>
+    std::unique_ptr<MarketModelPathwiseMultiProduct>
     MarketModelPathwiseInverseFloater::clone() const 
     {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelPathwiseMultiProduct>(
-                                new MarketModelPathwiseInverseFloater(*this));
+        return std::unique_ptr<MarketModelPathwiseMultiProduct>(new MarketModelPathwiseInverseFloater(*this));
     }
 
     std::vector<Size> MarketModelPathwiseInverseFloater::suggestedNumeraires() const
diff --git a/ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.hpp b/ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.hpp
index d6240296c41..cf56a893bb5 100644
--- a/ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.hpp
+++ b/ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.hpp
@@ -73,11 +73,7 @@ class MarketModelPathwiseInverseFloater : public MarketModelPathwiseMultiProduct
                              cashFlowsGenerated) override;
 
         //! returns a newly-allocated copy of itself
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelPathwiseMultiProduct> clone() const override;
-#else
-        virtual std::auto_ptr<MarketModelPathwiseMultiProduct> clone() const;
-        #endif
 
     private:
         std::vector<Real> rateTimes_,fixedAccruals_, floatingAccruals_,fixedStrikes_, fixedMultipliers_, floatingSpreads_;
diff --git a/ql/models/marketmodels/products/pathwise/pathwiseproductswap.cpp b/ql/models/marketmodels/products/pathwise/pathwiseproductswap.cpp
index 96c4b3f8ec5..b6f9d54f1bb 100644
--- a/ql/models/marketmodels/products/pathwise/pathwiseproductswap.cpp
+++ b/ql/models/marketmodels/products/pathwise/pathwiseproductswap.cpp
@@ -20,7 +20,6 @@
 #include <ql/models/marketmodels/products/pathwise/pathwiseproductswap.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
-#include <ql/auto_ptr.hpp>
 
 namespace QuantLib 
 {
@@ -86,11 +85,10 @@ namespace QuantLib
         return (currentIndex_ == strikes_.size());
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelPathwiseMultiProduct>
+    std::unique_ptr<MarketModelPathwiseMultiProduct>
     MarketModelPathwiseSwap::clone() const 
     {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelPathwiseMultiProduct>(
-                                          new MarketModelPathwiseSwap(*this));
+        return std::unique_ptr<MarketModelPathwiseMultiProduct>(new MarketModelPathwiseSwap(*this));
     }
 
     std::vector<Size> MarketModelPathwiseSwap::suggestedNumeraires() const
diff --git a/ql/models/marketmodels/products/pathwise/pathwiseproductswap.hpp b/ql/models/marketmodels/products/pathwise/pathwiseproductswap.hpp
index 3266bc45a5a..86b9dcab71d 100644
--- a/ql/models/marketmodels/products/pathwise/pathwiseproductswap.hpp
+++ b/ql/models/marketmodels/products/pathwise/pathwiseproductswap.hpp
@@ -71,11 +71,7 @@ class MarketModelPathwiseSwap : public MarketModelPathwiseMultiProduct
                              cashFlowsGenerated) override;
 
         //! returns a newly-allocated copy of itself
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelPathwiseMultiProduct> clone() const override;
-#else
-        virtual std::auto_ptr<MarketModelPathwiseMultiProduct> clone() const;
-        #endif
 
     private:
         std::vector<Real> rateTimes_;
diff --git a/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.cpp b/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.cpp
index 6ec377b24d7..7a4b8e383a2 100644
--- a/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.cpp
+++ b/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.cpp
@@ -20,7 +20,6 @@
 #include <ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp>
 #include <ql/models/marketmodels/curvestate.hpp>
 #include <ql/models/marketmodels/utilities.hpp>
-#include <ql/auto_ptr.hpp>
 
 namespace QuantLib {
 
@@ -87,11 +86,10 @@ namespace QuantLib {
         return (currentIndex_ == strikes_.size());
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelPathwiseMultiProduct>
+    std::unique_ptr<MarketModelPathwiseMultiProduct>
     MarketModelPathwiseCoterminalSwaptionsDeflated::clone() const 
     {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelPathwiseMultiProduct>(
-                   new MarketModelPathwiseCoterminalSwaptionsDeflated(*this));
+        return std::unique_ptr<MarketModelPathwiseMultiProduct>(new MarketModelPathwiseCoterminalSwaptionsDeflated(*this));
     }
 
     std::vector<Size> MarketModelPathwiseCoterminalSwaptionsDeflated::suggestedNumeraires() const
@@ -209,10 +207,10 @@ namespace QuantLib {
         return (currentIndex_ == strikes_.size());
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelPathwiseMultiProduct>
+    std::unique_ptr<MarketModelPathwiseMultiProduct>
     MarketModelPathwiseCoterminalSwaptionsNumericalDeflated::clone() const 
     {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelPathwiseMultiProduct>(
+        return std::unique_ptr<MarketModelPathwiseMultiProduct>(
           new MarketModelPathwiseCoterminalSwaptionsNumericalDeflated(*this));
     }
 
diff --git a/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp b/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp
index e07e2aa8849..4eb00a0c26f 100644
--- a/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp
+++ b/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp
@@ -67,11 +67,7 @@ class MarketModelPathwiseCoterminalSwaptionsDeflated : public MarketModelPathwis
                              cashFlowsGenerated) override;
 
         //! returns a newly-allocated copy of itself
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelPathwiseMultiProduct> clone() const override;
-#else
-        virtual std::auto_ptr<MarketModelPathwiseMultiProduct> clone() const;
-        #endif
 
     private:
         std::vector<Real> rateTimes_;
@@ -118,11 +114,7 @@ class MarketModelPathwiseCoterminalSwaptionsNumericalDeflated : public MarketMod
                              cashFlowsGenerated) override;
 
         //! returns a newly-allocated copy of itself
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelPathwiseMultiProduct> clone() const override;
-#else
-        virtual std::auto_ptr<MarketModelPathwiseMultiProduct> clone() const;
-        #endif
 
     private:
         std::vector<Real> rateTimes_;
diff --git a/ql/models/marketmodels/products/singleproductcomposite.cpp b/ql/models/marketmodels/products/singleproductcomposite.cpp
index 4ec658d66e8..ead568d7725 100644
--- a/ql/models/marketmodels/products/singleproductcomposite.cpp
+++ b/ql/models/marketmodels/products/singleproductcomposite.cpp
@@ -18,7 +18,6 @@
 */
 
 #include <ql/models/marketmodels/products/singleproductcomposite.hpp>
-#include <ql/auto_ptr.hpp>
 
 namespace QuantLib {
 
@@ -71,10 +70,9 @@ namespace QuantLib {
         return done;
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>
+    std::unique_ptr<MarketModelMultiProduct>
     SingleProductComposite::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<MarketModelMultiProduct>(
-                                           new SingleProductComposite(*this));
+        return std::unique_ptr<MarketModelMultiProduct>(new SingleProductComposite(*this));
     }
 
 }
diff --git a/ql/models/marketmodels/products/singleproductcomposite.hpp b/ql/models/marketmodels/products/singleproductcomposite.hpp
index d509143398b..ef612c9981e 100644
--- a/ql/models/marketmodels/products/singleproductcomposite.hpp
+++ b/ql/models/marketmodels/products/singleproductcomposite.hpp
@@ -39,11 +39,7 @@ namespace QuantLib {
         bool nextTimeStep(const CurveState& currentState,
                           std::vector<Size>& numberCashFlowsThisStep,
                           std::vector<std::vector<CashFlow> >& cashFlowsGenerated) override;
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<MarketModelMultiProduct> clone() const override;
-#else
-        std::auto_ptr<MarketModelMultiProduct> clone() const;
-        #endif
         //@}
     };
 
diff --git a/ql/qldefines.hpp b/ql/qldefines.hpp
index 9321aeaf278..d72a2115388 100644
--- a/ql/qldefines.hpp
+++ b/ql/qldefines.hpp
@@ -225,5 +225,11 @@
 #  define QL_CONSTEXPR constexpr
 #endif
 
+/*! \deprecated Do not check; always use std::unique_ptr.
+                Deprecated in version 1.27
+*/
+#ifndef QL_USE_STD_UNIQUE_PTR
+#define QL_USE_STD_UNIQUE_PTR 1
+#endif
 
 #endif
diff --git a/ql/quantlib.hpp b/ql/quantlib.hpp
index 0864a0a043d..c68572f3e3c 100644
--- a/ql/quantlib.hpp
+++ b/ql/quantlib.hpp
@@ -7,7 +7,6 @@
 #  include <ql/auto_link.hpp>
 #endif
 
-#include <ql/auto_ptr.hpp>
 #include <ql/cashflow.hpp>
 #include <ql/compounding.hpp>
 #include <ql/currency.hpp>
diff --git a/ql/termstructures/yield/fittedbonddiscountcurve.hpp b/ql/termstructures/yield/fittedbonddiscountcurve.hpp
index b1dcc1492b4..5fb59cc7882 100644
--- a/ql/termstructures/yield/fittedbonddiscountcurve.hpp
+++ b/ql/termstructures/yield/fittedbonddiscountcurve.hpp
@@ -195,11 +195,7 @@ namespace QuantLib {
         //! error code of the optimization
         EndCriteria::Type errorCode() const;
         //! clone of the current object
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         virtual std::unique_ptr<FittingMethod> clone() const = 0;
-        #else
-        virtual std::auto_ptr<FittingMethod> clone() const = 0;
-        #endif
         //! return whether there is a constraint at zero
         bool constrainAtZero() const;
         //! return weights being used
diff --git a/ql/termstructures/yield/nonlinearfittingmethods.cpp b/ql/termstructures/yield/nonlinearfittingmethods.cpp
index bfe2cb77be2..59259820e7c 100644
--- a/ql/termstructures/yield/nonlinearfittingmethods.cpp
+++ b/ql/termstructures/yield/nonlinearfittingmethods.cpp
@@ -19,7 +19,6 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/auto_ptr.hpp>
 #include <ql/math/bernsteinpolynomial.hpp>
 #include <ql/termstructures/yield/nonlinearfittingmethods.hpp>
 #include <utility>
@@ -63,9 +62,9 @@ namespace QuantLib {
         QL_REQUIRE(size() > 0, "At least 1 unconstrained coefficient required");
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<FittedBondDiscountCurve::FittingMethod>
+    std::unique_ptr<FittedBondDiscountCurve::FittingMethod>
     ExponentialSplinesFitting::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<FittedBondDiscountCurve::FittingMethod>(
+        return std::unique_ptr<FittedBondDiscountCurve::FittingMethod>(
                                         new ExponentialSplinesFitting(*this)); 
     }
 
@@ -118,9 +117,9 @@ namespace QuantLib {
         : FittedBondDiscountCurve::FittingMethod(true, weights, ext::shared_ptr<OptimizationMethod>(), l2,
                                                  minCutoffTime, maxCutoffTime) {}
 
-    QL_UNIQUE_OR_AUTO_PTR<FittedBondDiscountCurve::FittingMethod>
+    std::unique_ptr<FittedBondDiscountCurve::FittingMethod>
     NelsonSiegelFitting::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<FittedBondDiscountCurve::FittingMethod>(
+        return std::unique_ptr<FittedBondDiscountCurve::FittingMethod>(
                                               new NelsonSiegelFitting(*this));
     }
 
@@ -153,9 +152,9 @@ namespace QuantLib {
         : FittedBondDiscountCurve::FittingMethod(true, weights, ext::shared_ptr<OptimizationMethod>(), l2,
                                                  minCutoffTime, maxCutoffTime) {}
 
-    QL_UNIQUE_OR_AUTO_PTR<FittedBondDiscountCurve::FittingMethod>
+    std::unique_ptr<FittedBondDiscountCurve::FittingMethod>
     SvenssonFitting::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<FittedBondDiscountCurve::FittingMethod>(
+        return std::unique_ptr<FittedBondDiscountCurve::FittingMethod>(
                                               new SvenssonFitting(*this));
     }
 
@@ -242,9 +241,9 @@ namespace QuantLib {
         return splines_(i,t);
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<FittedBondDiscountCurve::FittingMethod>
+    std::unique_ptr<FittedBondDiscountCurve::FittingMethod>
     CubicBSplinesFitting::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<FittedBondDiscountCurve::FittingMethod>(
+        return std::unique_ptr<FittedBondDiscountCurve::FittingMethod>(
                                              new CubicBSplinesFitting(*this));
     }
 
@@ -300,9 +299,9 @@ namespace QuantLib {
                                                  ext::shared_ptr<OptimizationMethod>(), l2, minCutoffTime, maxCutoffTime),
         size_(constrainAtZero ? degree : degree + 1) {}
 
-    QL_UNIQUE_OR_AUTO_PTR<FittedBondDiscountCurve::FittingMethod>
+    std::unique_ptr<FittedBondDiscountCurve::FittingMethod>
     SimplePolynomialFitting::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<FittedBondDiscountCurve::FittingMethod>(
+        return std::unique_ptr<FittedBondDiscountCurve::FittingMethod>(
                                           new SimplePolynomialFitting(*this));
     }
 
@@ -341,9 +340,9 @@ namespace QuantLib {
         QL_REQUIRE(!discountingCurve_.empty(), "Discounting curve cannot be empty");
     }
 
-    QL_UNIQUE_OR_AUTO_PTR<FittedBondDiscountCurve::FittingMethod>
+    std::unique_ptr<FittedBondDiscountCurve::FittingMethod>
     SpreadFittingMethod::clone() const {
-        return QL_UNIQUE_OR_AUTO_PTR<FittedBondDiscountCurve::FittingMethod>(
+        return std::unique_ptr<FittedBondDiscountCurve::FittingMethod>(
                                           new SpreadFittingMethod(*this));
     }
 
diff --git a/ql/termstructures/yield/nonlinearfittingmethods.hpp b/ql/termstructures/yield/nonlinearfittingmethods.hpp
index d283804f888..17732fe5236 100644
--- a/ql/termstructures/yield/nonlinearfittingmethods.hpp
+++ b/ql/termstructures/yield/nonlinearfittingmethods.hpp
@@ -71,11 +71,7 @@ namespace QuantLib {
                                   const Array& weights = Array() );
 
 
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<FittedBondDiscountCurve::FittingMethod> clone() const override;
-#else
-        std::auto_ptr<FittedBondDiscountCurve::FittingMethod> clone() const;
-        #endif
       private:
         Natural numCoeffs_;
         Real fixedKappa_;
@@ -107,11 +103,7 @@ namespace QuantLib {
                             const Array& l2,
                             Real minCutoffTime = 0.0,
                             Real maxCutoffTime = QL_MAX_REAL);
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<FittedBondDiscountCurve::FittingMethod> clone() const override;
-#else
-        std::auto_ptr<FittedBondDiscountCurve::FittingMethod> clone() const;
-        #endif
       private:
         Size size() const override;
         DiscountFactor discountFunction(const Array& x, Time t) const override;
@@ -143,11 +135,7 @@ namespace QuantLib {
                         const Array& l2,
                         Real minCutoffTime = 0.0,
                         Real maxCutoffTime = QL_MAX_REAL);
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<FittedBondDiscountCurve::FittingMethod> clone() const override;
-#else
-        std::auto_ptr<FittedBondDiscountCurve::FittingMethod> clone() const;
-        #endif
       private:
         Size size() const override;
         DiscountFactor discountFunction(const Array& x, Time t) const override;
@@ -192,11 +180,7 @@ namespace QuantLib {
                              Real maxCutoffTime = QL_MAX_REAL);
         //! cubic B-spline basis functions
         Real basisFunction(Integer i, Time t) const;
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<FittedBondDiscountCurve::FittingMethod> clone() const override;
-#else
-        std::auto_ptr<FittedBondDiscountCurve::FittingMethod> clone() const;
-        #endif
       private:
         Size size() const override;
         DiscountFactor discountFunction(const Array& x, Time t) const override;
@@ -234,11 +218,7 @@ namespace QuantLib {
                                 const Array& l2,
                                 Real minCutoffTime = 0.0,
                                 Real maxCutoffTime = QL_MAX_REAL);
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<FittedBondDiscountCurve::FittingMethod> clone() const override;
-#else
-        std::auto_ptr<FittedBondDiscountCurve::FittingMethod> clone() const;
-        #endif
       private:
         Size size() const override;
         DiscountFactor discountFunction(const Array& x, Time t) const override;
@@ -256,11 +236,7 @@ namespace QuantLib {
                             Handle<YieldTermStructure> discountCurve,
                             Real minCutoffTime = 0.0,
                             Real maxCutoffTime = QL_MAX_REAL);
-#if defined(QL_USE_STD_UNIQUE_PTR)
         std::unique_ptr<FittedBondDiscountCurve::FittingMethod> clone() const override;
-#else
-        std::auto_ptr<FittedBondDiscountCurve::FittingMethod> clone() const;
-        #endif
     protected:
       void init() override;
 
diff --git a/ql/userconfig.hpp b/ql/userconfig.hpp
index aa75f87c4dc..5d926cd34c8 100644
--- a/ql/userconfig.hpp
+++ b/ql/userconfig.hpp
@@ -90,11 +90,6 @@
 //#    define QL_USE_STD_SHARED_PTR
 #endif
 
-/* Undefine this to use std::auto_ptr instead of std::unique_ptr. */
-#ifndef QL_USE_STD_UNIQUE_PTR
-#    define QL_USE_STD_UNIQUE_PTR
-#endif
-
 /* Define this to use std::function and std::bind instead of
    boost::function and boost::bind. */
 #ifndef QL_USE_STD_FUNCTION
diff --git a/ql/utilities/clone.hpp b/ql/utilities/clone.hpp
index 7cc2b3efdde..1aa36638815 100644
--- a/ql/utilities/clone.hpp
+++ b/ql/utilities/clone.hpp
@@ -25,9 +25,6 @@
 #define quantlib_clone_hpp
 
 #include <ql/errors.hpp>
-#if !defined(QL_USE_STD_UNIQUE_PTR)
-#include <boost/scoped_ptr.hpp>
-#endif
 #include <algorithm>
 #include <memory>
 
@@ -43,11 +40,7 @@ namespace QuantLib {
     class Clone {
       public:
         Clone() = default;
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         Clone(std::unique_ptr<T>&&);
-        #else
-        Clone(std::auto_ptr<T>);
-        #endif
         Clone(const T&);
         Clone(const Clone<T>&);
         Clone(Clone<T>&&) QL_NOEXCEPT;
@@ -69,15 +62,9 @@ namespace QuantLib {
 
     // inline definitions
 
-    #if defined(QL_USE_STD_UNIQUE_PTR)
     template <class T>
     inline Clone<T>::Clone(std::unique_ptr<T>&& p)
     : ptr_(std::move(p)) {}
-    #else
-    template <class T>
-    inline Clone<T>::Clone(std::auto_ptr<T> p)
-    : ptr_(std::move(p)) {}
-    #endif
 
     template <class T>
     inline Clone<T>::Clone(const T& t)
@@ -94,11 +81,7 @@ namespace QuantLib {
 
     template <class T>
     inline Clone<T>& Clone<T>::operator=(const T& t) {
-        #if defined(QL_USE_STD_UNIQUE_PTR)
         ptr_ = t.clone();
-        #else
-        ptr_.reset(t.clone().release());
-        #endif
         return *this;
     }
 
diff --git a/test-suite/marketmodel.cpp b/test-suite/marketmodel.cpp
index 77e2de95c4f..fde3c093823 100644
--- a/test-suite/marketmodel.cpp
+++ b/test-suite/marketmodel.cpp
@@ -84,7 +84,6 @@ FOR A PARTICULAR PURPOSE.  See the license for more details.
 #include <ql/math/functional.hpp>
 #include <ql/math/optimization/simplex.hpp>
 #include <ql/quotes/simplequote.hpp>
-#include <ql/auto_ptr.hpp>
 
 #include <ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp>
 #include <ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp>