Automated fixes by clang-tidy

lballabio · Jul 24, 2022 · b0c78ed · b0c78ed
1 parent 58e92ab
commit b0c78ed
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Showing 5 changed files with 21 additions and 21 deletions.
diff --git a/ql/experimental/barrieroption/doublebarrieroption.cpp b/ql/experimental/barrieroption/doublebarrieroption.cpp
@@ -17,10 +17,10 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/experimental/barrieroption/doublebarrieroption.hpp>
+#include <ql/exercise.hpp>
 #include <ql/experimental/barrieroption/analyticdoublebarrierengine.hpp>
+#include <ql/experimental/barrieroption/doublebarrieroption.hpp>
 #include <ql/instruments/impliedvolatility.hpp>
-#include <ql/exercise.hpp>
 #include <memory>
 
 namespace QuantLib {
@@ -68,8 +68,8 @@ namespace QuantLib {
         std::unique_ptr<PricingEngine> engine;
         switch (exercise_->type()) {
           case Exercise::European:
-            engine.reset(new AnalyticDoubleBarrierEngine(newProcess));
-            break;
+              engine = std::make_unique<AnalyticDoubleBarrierEngine>(newProcess);
+              break;
           case Exercise::American:
           case Exercise::Bermudan:
             QL_FAIL("engine not available for non-European barrier option");

diff --git a/ql/experimental/risk/creditriskplus.cpp b/ql/experimental/risk/creditriskplus.cpp
@@ -119,9 +119,9 @@ namespace QuantLib {
         upperIndex_ = 0;
 
         // map of nuC_ to expected loss
-        std::map<unsigned long, Real, std::less<unsigned long> > epsNuC_;
+        std::map<unsigned long, Real, std::less<> > epsNuC_;
 
-        std::map<unsigned long, Real, std::less<unsigned long> >::iterator iter;
+        std::map<unsigned long, Real, std::less<> >::iterator iter;
 
         for (Size k = 0; k < m_; ++k) {
             auto exUnit = (unsigned long)(std::floor(0.5 + exposure_[k] / unit_)); // round

diff --git a/ql/instruments/barrieroption.cpp b/ql/instruments/barrieroption.cpp
@@ -19,10 +19,10 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
+#include <ql/exercise.hpp>
 #include <ql/instruments/barrieroption.hpp>
 #include <ql/instruments/impliedvolatility.hpp>
 #include <ql/pricingengines/barrier/analyticbarrierengine.hpp>
-#include <ql/exercise.hpp>
 #include <memory>
 
 namespace QuantLib {
@@ -67,8 +67,8 @@ namespace QuantLib {
         std::unique_ptr<PricingEngine> engine;
         switch (exercise_->type()) {
           case Exercise::European:
-            engine.reset(new AnalyticBarrierEngine(newProcess));
-            break;
+              engine = std::make_unique<AnalyticBarrierEngine>(newProcess);
+              break;
           case Exercise::American:
           case Exercise::Bermudan:
             QL_FAIL("engine not available for non-European barrier option");

diff --git a/ql/instruments/dividendvanillaoption.cpp b/ql/instruments/dividendvanillaoption.cpp
@@ -17,13 +17,13 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
+#include <ql/cashflows/cashflowvectors.hpp>
+#include <ql/exercise.hpp>
 #include <ql/instruments/dividendvanillaoption.hpp>
 #include <ql/instruments/impliedvolatility.hpp>
 #include <ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp>
 #include <ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp>
 #include <ql/utilities/dataformatters.hpp>
-#include <ql/cashflows/cashflowvectors.hpp>
-#include <ql/exercise.hpp>
 #include <memory>
 
 namespace QuantLib {
@@ -56,11 +56,11 @@ namespace QuantLib {
         std::unique_ptr<PricingEngine> engine;
         switch (exercise_->type()) {
           case Exercise::European:
-            engine.reset(new AnalyticDividendEuropeanEngine(newProcess));
-            break;
+              engine = std::make_unique<AnalyticDividendEuropeanEngine>(newProcess);
+              break;
           case Exercise::American:
-            engine.reset(new FdBlackScholesVanillaEngine(newProcess));
-            break;
+              engine = std::make_unique<FdBlackScholesVanillaEngine>(newProcess);
+              break;
           case Exercise::Bermudan:
             QL_FAIL("engine not available for Bermudan option with dividends");
             break;

diff --git a/ql/instruments/vanillaoption.cpp b/ql/instruments/vanillaoption.cpp
@@ -19,11 +19,11 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include <ql/instruments/vanillaoption.hpp>
+#include <ql/exercise.hpp>
 #include <ql/instruments/impliedvolatility.hpp>
+#include <ql/instruments/vanillaoption.hpp>
 #include <ql/pricingengines/vanilla/analyticeuropeanengine.hpp>
 #include <ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp>
-#include <ql/exercise.hpp>
 #include <memory>
 
 namespace QuantLib {
@@ -53,12 +53,12 @@ namespace QuantLib {
         std::unique_ptr<PricingEngine> engine;
         switch (exercise_->type()) {
           case Exercise::European:
-            engine.reset(new AnalyticEuropeanEngine(newProcess));
-            break;
+              engine = std::make_unique<AnalyticEuropeanEngine>(newProcess);
+              break;
           case Exercise::American:
           case Exercise::Bermudan:
-            engine.reset(new FdBlackScholesVanillaEngine(newProcess));
-            break;
+              engine = std::make_unique<FdBlackScholesVanillaEngine>(newProcess);
+              break;
           default:
             QL_FAIL("unknown exercise type");
         }