Merge f88827c into 992cec2

.clang-tidy

@@ -0,0 +1,7 @@
+---
+Checks:          '-*,readability-*,bugprone-*,misc-*,performance-*,modernize-redundant-void-arg,modernize-deprecated-headers,-readability-else-after-return,-readability-named-parameter,-readability-braces-around-statements,-readability-inconsistent-declaration-parameter-name,-misc-macro-parentheses,-misc-incorrect-roundings,-misc-unused-parameters'
+WarningsAsErrors: ''
+HeaderFilterRegex: '.*'
+AnalyzeTemporaryDtors: false
+FormatStyle:     file
+...

.github/workflows/tidy.yml

@@ -0,0 +1,27 @@
+name: Apply clang-tidy fixes
+on:
+  push:
+    branches:
+      - '**'
+jobs:
+  check:
+    runs-on: ubuntu-18.04
+    steps:
+    - uses: actions/checkout@v2
+    - name: Setup
+      run: |
+        sudo apt-get install -y clang-tidy libboost-dev
+    - name: Check
+      run: |
+        find . -name *.[hc]pp -not -name config.*.hpp -not -name all.hpp -not -name quantlib.hpp -not -name paralleltestrunner.hpp | sort | xargs -n 1 ./tools/run_tidy.sh
+    - uses: peter-evans/create-pull-request@v2
+      with:
+        token: ${{ secrets.GITHUB_TOKEN }}
+        branch: clang-tidy-fixes-${{ github.ref }}
+        commit-message: 'Automated fixes by clang-tidy'
+        title: 'Automated fixes by clang-tidy'
+        body: |
+          This is an automated PR generated by the [create-pull-request](https://github.com/peter-evans/create-pull-request) GitHub action.
+
+          Please review the changes before merging.
+

Examples/Gaussian1dModels/Gaussian1dModels.cpp

@@ -579,7 +579,7 @@ int main(int argc, char *argv[]) {
 
         std::vector<Date> markovStepDates(exerciseDates.begin(),
                                           exerciseDates.end());
-        std::vector<Date> cmsFixingDates(markovStepDates);
+        const std::vector<Date>& cmsFixingDates(markovStepDates);
         std::vector<Real> markovSigmas(markovStepDates.size() + 1, 0.01);
         std::vector<Period> tenors(cmsFixingDates.size(), 10 * Years);
         ext::shared_ptr<MarkovFunctional> markov =

Examples/GlobalOptimizer/GlobalOptimizer.cpp

@@ -162,7 +162,7 @@ class TestFunction : public CostFunction {
 int test(OptimizationMethod& method, CostFunction& f, const EndCriteria& endCriteria,
           const Array& start, const Constraint& constraint = Constraint(),
           const Array& optimum = Array()) {
-    QL_REQUIRE(start.size() > 0, "Input size needs to be at least 1");
+    QL_REQUIRE(!start.empty(), "Input size needs to be at least 1");
     std::cout << "Starting point: ";
     Constraint c;
     if (!constraint.empty())
@@ -177,9 +177,9 @@ int test(OptimizationMethod& method, CostFunction& f, const EndCriteria& endCrit
         std::cout << "Global optimum: ";
         Real optimVal = printFunction(p, optimum);
         if(std::abs(optimVal) < 1e-13)
-            return std::abs(val-optimVal) < 1e-6;
+            return static_cast<int>(std::abs(val - optimVal) < 1e-6);
         else
-            return std::abs((val-optimVal)/optimVal) < 1e-6;
+            return static_cast<int>(std::abs((val - optimVal) / optimVal) < 1e-6);
     }
     return 1;
 }
@@ -251,12 +251,18 @@ void testSimulatedAnnealing(Size dimension, Size maxSteps, Size staticSteps){
     std::cout << "================================================================" << std::endl;
 }
 
-void testGaussianSA(Size dimension, Size maxSteps, Size staticSteps, Real initialTemp,
+void testGaussianSA(Size dimension,
+                    Size maxSteps,
+                    Size staticSteps,
+                    Real initialTemp,
                     Real finalTemp,
-                    GaussianSimulatedAnnealing::ResetScheme resetScheme = GaussianSimulatedAnnealing::ResetToBestPoint,
+                    GaussianSimulatedAnnealing::ResetScheme resetScheme =
+                        GaussianSimulatedAnnealing::ResetToBestPoint,
                     Size resetSteps = 150,
-                    GaussianSimulatedAnnealing::LocalOptimizeScheme optimizeScheme = GaussianSimulatedAnnealing::EveryBestPoint,
-                    ext::shared_ptr<OptimizationMethod> localOptimizer = ext::make_shared<LevenbergMarquardt>()){
+                    GaussianSimulatedAnnealing::LocalOptimizeScheme optimizeScheme =
+                        GaussianSimulatedAnnealing::EveryBestPoint,
+                    const ext::shared_ptr<OptimizationMethod>& localOptimizer =
+                        ext::make_shared<LevenbergMarquardt>()) {
 
     /*The ackley function has a large amount of local minima, but the
      * structure is symmetric, so if one could simply just ignore the

Examples/MarketModels/MarketModels.cpp

@@ -79,10 +79,8 @@ namespace QuantLib {
 #endif
 
 
-std::vector<std::vector<Matrix> > theVegaBumps(bool factorwiseBumping,
-                                               ext::shared_ptr<MarketModel> marketModel,
-                                               bool doCaps)
-{
+std::vector<std::vector<Matrix> >
+theVegaBumps(bool factorwiseBumping, const ext::shared_ptr<MarketModel>& marketModel, bool doCaps) {
     Real multiplierCutOff = 50.0;
     Real projectionTolerance = 1E-4;
     Size numberRates= marketModel->numberOfRates();
@@ -196,7 +194,7 @@ int Bermudan()
         CallSpecifiedMultiProduct(receiverSwap, naifStrategy,
         ExerciseAdapter(nullRebate));
 
-    EvolutionDescription evolution = dummyProduct.evolution();
+    const EvolutionDescription& evolution = dummyProduct.evolution();
 
 
     // parameters for models
@@ -537,7 +535,7 @@ int InverseFloater(Real rateLevel)
         CallSpecifiedMultiProduct(inverseFloater, naifStrategy,
         ExerciseAdapter(nullRebate));
 
-    EvolutionDescription evolution = dummyProduct.evolution();
+    const EvolutionDescription& evolution = dummyProduct.evolution();
 
 
     // parameters for models

ql/cashflow.cpp

@@ -42,7 +42,7 @@ namespace QuantLib {
             // specified in the settings (if any)
             boost::optional<bool> includeToday =
                 Settings::instance().includeTodaysCashFlows();
-            if (includeToday)
+            if (includeToday) // NOLINT(readability-implicit-bool-conversion)
                 includeRefDate = *includeToday;
         }
         return Event::hasOccurred(refDate, includeRefDate);
@@ -69,4 +69,3 @@ namespace QuantLib {
     }
 
 }
-

ql/cashflows/averagebmacoupon.cpp

@@ -45,7 +45,7 @@ namespace QuantLib {
                      d1 = startDate,
                      d2 = startDate;
 
-                QL_REQUIRE (fixingDates.size() > 0, "fixing date list empty");
+                QL_REQUIRE(!fixingDates.empty(), "fixing date list empty");
                 QL_REQUIRE (index->valueDate(fixingDates.front()) <= startDate,
                             "first fixing date valid after period start");
                 QL_REQUIRE (index->valueDate(fixingDates.back()) >= endDate,

ql/cashflows/capflooredinflationcoupon.cpp

@@ -80,15 +80,16 @@ namespace QuantLib {
             const ext::shared_ptr<YoYInflationCouponPricer>& pricer) {
 
         YoYInflationCoupon::setPricer(pricer);
-        if (underlying_) underlying_->setPricer(pricer);
+        if (underlying_ != 0)
+            underlying_->setPricer(pricer);
     }
 
 
     Rate CappedFlooredYoYInflationCoupon::rate() const {
-        Rate swapletRate = underlying_ ? underlying_->rate() : YoYInflationCoupon::rate();
+        Rate swapletRate = underlying_ != 0 ? underlying_->rate() : YoYInflationCoupon::rate();
 
         if(isFloored_ || isCapped_) {
-            if (underlying_) {
+            if (underlying_ != 0) {
                 QL_REQUIRE(underlying_->pricer(), "pricer not set");
             } else {
                 QL_REQUIRE(pricer_, "pricer not set");
@@ -97,19 +98,14 @@ namespace QuantLib {
 
         Rate floorletRate = 0.;
         if(isFloored_) {
-            floorletRate =
-            underlying_ ?
-            underlying_->pricer()->floorletRate(effectiveFloor()) :
-            pricer()->floorletRate(effectiveFloor())
-            ;
+            floorletRate = underlying_ != 0 ?
+                               underlying_->pricer()->floorletRate(effectiveFloor()) :
+                               pricer()->floorletRate(effectiveFloor());
         }
         Rate capletRate = 0.;
         if(isCapped_) {
-            capletRate =
-            underlying_ ?
-            underlying_->pricer()->capletRate(effectiveCap()) :
-            pricer()->capletRate(effectiveCap())
-            ;
+            capletRate = underlying_ != 0 ? underlying_->pricer()->capletRate(effectiveCap()) :
+                                            pricer()->capletRate(effectiveCap());
         }
 
         return swapletRate + floorletRate - capletRate;

ql/cashflows/cashflows.cpp

@@ -40,7 +40,7 @@ namespace QuantLib {
         Date d = Date::maxDate();
         for (Size i=0; i<leg.size(); ++i) {
             ext::shared_ptr<Coupon> c = ext::dynamic_pointer_cast<Coupon>(leg[i]);
-            if (c)
+            if (c != 0)
                 d = std::min(d, c->accrualStartDate());
             else
                 d = std::min(d, leg[i]->date());
@@ -54,7 +54,7 @@ namespace QuantLib {
         Date d = Date::minDate();
         for (Size i=0; i<leg.size(); ++i) {
             ext::shared_ptr<Coupon> c = ext::dynamic_pointer_cast<Coupon>(leg[i]);
-            if (c)
+            if (c != 0)
                 d = std::max(d, c->accrualEndDate());
             else
                 d = std::max(d, leg[i]->date());
@@ -239,7 +239,7 @@ namespace QuantLib {
         Date paymentDate = (*cf)->date();
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 return cp->nominal();
         }
         return 0.0;
@@ -256,7 +256,7 @@ namespace QuantLib {
         Date paymentDate = (*cf)->date();
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 return cp->accrualStartDate();
         }
         return Date();
@@ -273,7 +273,7 @@ namespace QuantLib {
         Date paymentDate = (*cf)->date();
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 return cp->accrualEndDate();
         }
         return Date();
@@ -290,7 +290,7 @@ namespace QuantLib {
         Date paymentDate = (*cf)->date();
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 return cp->referencePeriodStart();
         }
         return Date();
@@ -307,7 +307,7 @@ namespace QuantLib {
         Date paymentDate = (*cf)->date();
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 return cp->referencePeriodEnd();
         }
         return Date();
@@ -324,7 +324,7 @@ namespace QuantLib {
         Date paymentDate = (*cf)->date();
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 return cp->accrualPeriod();
         }
         return 0;
@@ -341,7 +341,7 @@ namespace QuantLib {
         Date paymentDate = (*cf)->date();
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 return cp->accrualDays();
         }
         return 0;
@@ -361,7 +361,7 @@ namespace QuantLib {
         Date paymentDate = (*cf)->date();
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 return cp->accruedPeriod(settlementDate);
         }
         return 0;
@@ -381,7 +381,7 @@ namespace QuantLib {
         Date paymentDate = (*cf)->date();
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 return cp->accruedDays(settlementDate);
         }
         return 0;
@@ -402,7 +402,7 @@ namespace QuantLib {
         Real result = 0.0;
         for (; cf<leg.end() && (*cf)->date()==paymentDate; ++cf) {
             ext::shared_ptr<Coupon> cp = ext::dynamic_pointer_cast<Coupon>(*cf);
-            if (cp)
+            if (cp != 0)
                 result += cp->accruedAmount(settlementDate);
         }
         return result;
@@ -577,15 +577,15 @@ namespace QuantLib {
         }
 
         // helper fucntion used to calculate Time-To-Discount for each stage when calculating discount factor stepwisely
-        Time getStepwiseDiscountTime(const ext::shared_ptr<QuantLib::CashFlow> cashFlow,
+        Time getStepwiseDiscountTime(const ext::shared_ptr<QuantLib::CashFlow>& cashFlow,
                                      const DayCounter& dc,
                                      Date npvDate,
                                      Date lastDate) {
             Date cashFlowDate = cashFlow->date();
             Date refStartDate, refEndDate;
             ext::shared_ptr<Coupon> coupon =
                     ext::dynamic_pointer_cast<Coupon>(cashFlow);
-            if (coupon) {
+            if (coupon != 0) {
                 refStartDate = coupon->referencePeriodStart();
                 refEndDate = coupon->referencePeriodEnd();
             } else {
@@ -599,7 +599,7 @@ namespace QuantLib {
                 refEndDate = cashFlowDate;
             }
 
-            if (coupon && lastDate!=coupon->accrualStartDate()) {
+            if ((coupon != 0) && lastDate != coupon->accrualStartDate()) {
                 Time couponPeriod = dc.yearFraction(coupon->accrualStartDate(),
                                                 cashFlowDate, refStartDate, refEndDate);
                 Time accruedPeriod = dc.yearFraction(coupon->accrualStartDate(),

ql/cashflows/cashflowvectors.hpp

@@ -100,8 +100,8 @@ namespace QuantLib {
         Leg leg; leg.reserve(n);
 
         // the following is not always correct
-        Calendar calendar = schedule.calendar();
-        
+        const Calendar& calendar = schedule.calendar();
+
         if (paymentCalendar.empty()) {
             paymentCalendar = calendar;
         }
@@ -217,7 +217,7 @@ namespace QuantLib {
         Leg leg; leg.reserve(n);
 
         // the following is not always correct
-        Calendar calendar = schedule.calendar();
+        const Calendar& calendar = schedule.calendar();
 
         Date refStart, start, refEnd, end;
         Date paymentDate;

ql/cashflows/conundrumpricer.cpp

@@ -226,7 +226,7 @@ namespace QuantLib {
 
         class Spy {
           public:
-            explicit Spy(ext::function<Real (Real)> f) : f_(f) {}
+            explicit Spy(const ext::function<Real(Real)>& f) : f_(f) {}
             Real value(Real x){
                 abscissas.push_back(x);
                 Real value = f_(x);

ql/cashflows/conundrumpricer.hpp

@@ -284,9 +284,9 @@ namespace QuantLib {
                        Option::Type optionType);
             Real operator()(Real x) const;
           protected:
-            Real functionF(const Real x) const;
-            Real firstDerivativeOfF(const Real x) const;
-            Real secondDerivativeOfF(const Real x) const;
+            Real functionF(Real x) const;
+            Real firstDerivativeOfF(Real x) const;
+            Real secondDerivativeOfF(Real x) const;
 
             Real strike() const;
             Real annuity() const;

ql/cashflows/couponpricer.cpp

@@ -225,13 +225,13 @@ namespace QuantLib {
             // we might end up here because a CappedFlooredCoupon
             // was directly constructed; we should then check
             // the underlying for consistency with the pricer
-            if (ext::dynamic_pointer_cast<IborCoupon>(c.underlying())) {
+            if (ext::dynamic_pointer_cast<IborCoupon>(c.underlying()) != 0) {
                 QL_REQUIRE(ext::dynamic_pointer_cast<IborCouponPricer>(pricer_),
                            "pricer not compatible with Ibor Coupon");
-            } else if (ext::dynamic_pointer_cast<CmsCoupon>(c.underlying())) {
+            } else if (ext::dynamic_pointer_cast<CmsCoupon>(c.underlying()) != 0) {
                 QL_REQUIRE(ext::dynamic_pointer_cast<CmsCouponPricer>(pricer_),
                            "pricer not compatible with CMS Coupon");
-            } else if (ext::dynamic_pointer_cast<CmsSpreadCoupon>(c.underlying())) {
+            } else if (ext::dynamic_pointer_cast<CmsSpreadCoupon>(c.underlying()) != 0) {
                 QL_REQUIRE(ext::dynamic_pointer_cast<CmsSpreadCouponPricer>(pricer_),
                            "pricer not compatible with CMS spread Coupon");
             }

ql/cashflows/couponpricer.hpp

@@ -94,13 +94,11 @@ namespace QuantLib {
       public:
         enum TimingAdjustment { Black76, BivariateLognormal };
         BlackIborCouponPricer(
-            const Handle<OptionletVolatilityStructure>& v =
-                Handle<OptionletVolatilityStructure>(),
+            const Handle<OptionletVolatilityStructure>& v = Handle<OptionletVolatilityStructure>(),
             const TimingAdjustment timingAdjustment = Black76,
-            const Handle<Quote> correlation =
+            const Handle<Quote>& correlation =
                 Handle<Quote>(ext::shared_ptr<Quote>(new SimpleQuote(1.0))))
-            : IborCouponPricer(v), timingAdjustment_(timingAdjustment),
-              correlation_(correlation) {
+        : IborCouponPricer(v), timingAdjustment_(timingAdjustment), correlation_(correlation) {
             QL_REQUIRE(timingAdjustment_ == Black76 ||
                            timingAdjustment_ == BivariateLognormal,
                        "unknown timing adjustment (code " << timingAdjustment_