Automated fixes by clang-tidy

lballabio · Aug 8, 2020 · e9f4dea · e9f4dea
1 parent e6353d1
commit e9f4dea
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Showing 3 changed files with 60 additions and 66 deletions.
diff --git a/ql/experimental/amortizingbonds/amortizingfixedratebond.hpp b/ql/experimental/amortizingbonds/amortizingfixedratebond.hpp
@@ -34,18 +34,17 @@ namespace QuantLib {
     //! amortizing fixed-rate bond
     class AmortizingFixedRateBond : public Bond {
       public:
-        AmortizingFixedRateBond(
-                          Natural settlementDays,
-                          const std::vector<Real>& notionals,
-                          const Schedule& schedule,
-                          const std::vector<Rate>& coupons,
-                          const DayCounter& accrualDayCounter,
-                          BusinessDayConvention paymentConvention = Following,
-                          const Date& issueDate = Date(),
-                          const Period& exCouponPeriod = Period(),
-                          const Calendar& exCouponCalendar = Calendar(),
-                          const BusinessDayConvention exCouponConvention = Unadjusted,
-                          bool exCouponEndOfMonth = false);
+        AmortizingFixedRateBond(Natural settlementDays,
+                                const std::vector<Real>& notionals,
+                                const Schedule& schedule,
+                                const std::vector<Rate>& coupons,
+                                const DayCounter& accrualDayCounter,
+                                BusinessDayConvention paymentConvention = Following,
+                                const Date& issueDate = Date(),
+                                const Period& exCouponPeriod = Period(),
+                                const Calendar& exCouponCalendar = Calendar(),
+                                BusinessDayConvention exCouponConvention = Unadjusted,
+                                bool exCouponEndOfMonth = false);
         /*! Automatically generates a set of equal coupons, with an
             amortizing bond.  The coupons are equal and the accrual
             daycount is only used for quoting/settlement purposes -

diff --git a/ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp b/ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp
@@ -34,26 +34,23 @@ namespace QuantLib {
     //! amortizing floating-rate bond (possibly capped and/or floored)
     class AmortizingFloatingRateBond : public Bond {
       public:
-        AmortizingFloatingRateBond(
-                        Natural settlementDays,
-                        const std::vector<Real>& notional,
-                        const Schedule& schedule,
-                        const ext::shared_ptr<IborIndex>& index,
-                        const DayCounter& accrualDayCounter,
-                        BusinessDayConvention paymentConvention = Following,
-                        Natural fixingDays = Null<Natural>(),
-                        const std::vector<Real>& gearings =
-                                                    std::vector<Real>(1, 1.0),
-                        const std::vector<Spread>& spreads =
-                                                  std::vector<Spread>(1, 0.0),
-                        const std::vector<Rate>& caps = std::vector<Rate>(),
-                        const std::vector<Rate>& floors = std::vector<Rate>(),
-                        bool inArrears = false,
-                        const Date& issueDate = Date(),
-                        const Period& exCouponPeriod = Period(),
-                        const Calendar& exCouponCalendar = Calendar(),
-                        const BusinessDayConvention exCouponConvention = Unadjusted,
-                        bool exCouponEndOfMonth = false);
+        AmortizingFloatingRateBond(Natural settlementDays,
+                                   const std::vector<Real>& notional,
+                                   const Schedule& schedule,
+                                   const ext::shared_ptr<IborIndex>& index,
+                                   const DayCounter& accrualDayCounter,
+                                   BusinessDayConvention paymentConvention = Following,
+                                   Natural fixingDays = Null<Natural>(),
+                                   const std::vector<Real>& gearings = std::vector<Real>(1, 1.0),
+                                   const std::vector<Spread>& spreads = std::vector<Spread>(1, 0.0),
+                                   const std::vector<Rate>& caps = std::vector<Rate>(),
+                                   const std::vector<Rate>& floors = std::vector<Rate>(),
+                                   bool inArrears = false,
+                                   const Date& issueDate = Date(),
+                                   const Period& exCouponPeriod = Period(),
+                                   const Calendar& exCouponCalendar = Calendar(),
+                                   BusinessDayConvention exCouponConvention = Unadjusted,
+                                   bool exCouponEndOfMonth = false);
     };
 
 }

diff --git a/ql/experimental/convertiblebonds/convertiblebond.hpp b/ql/experimental/convertiblebonds/convertiblebond.hpp
@@ -108,22 +108,21 @@ namespace QuantLib {
     */
     class ConvertibleFixedCouponBond : public ConvertibleBond {
       public:
-        ConvertibleFixedCouponBond(
-                const ext::shared_ptr<Exercise>& exercise,
-                Real conversionRatio,
-                const DividendSchedule& dividends,
-                const CallabilitySchedule& callability,
-                const Handle<Quote>& creditSpread,
-                const Date& issueDate,
-                Natural settlementDays,
-                const std::vector<Rate>& coupons,
-                const DayCounter& dayCounter,
-                const Schedule& schedule,
-                Real redemption = 100,
-                const Period& exCouponPeriod = Period(),
-                const Calendar& exCouponCalendar = Calendar(),
-                const BusinessDayConvention exCouponConvention = Unadjusted,
-                bool exCouponEndOfMonth = false);
+        ConvertibleFixedCouponBond(const ext::shared_ptr<Exercise>& exercise,
+                                   Real conversionRatio,
+                                   const DividendSchedule& dividends,
+                                   const CallabilitySchedule& callability,
+                                   const Handle<Quote>& creditSpread,
+                                   const Date& issueDate,
+                                   Natural settlementDays,
+                                   const std::vector<Rate>& coupons,
+                                   const DayCounter& dayCounter,
+                                   const Schedule& schedule,
+                                   Real redemption = 100,
+                                   const Period& exCouponPeriod = Period(),
+                                   const Calendar& exCouponCalendar = Calendar(),
+                                   BusinessDayConvention exCouponConvention = Unadjusted,
+                                   bool exCouponEndOfMonth = false);
     };
 
 
@@ -135,24 +134,23 @@ namespace QuantLib {
     */
     class ConvertibleFloatingRateBond : public ConvertibleBond {
       public:
-        ConvertibleFloatingRateBond(
-                const ext::shared_ptr<Exercise>& exercise,
-                Real conversionRatio,
-                const DividendSchedule& dividends,
-                const CallabilitySchedule& callability,
-                const Handle<Quote>& creditSpread,
-                const Date& issueDate,
-                Natural settlementDays,
-                const ext::shared_ptr<IborIndex>& index,
-                Natural fixingDays,
-                const std::vector<Spread>& spreads,
-                const DayCounter& dayCounter,
-                const Schedule& schedule,
-                Real redemption = 100,
-                const Period& exCouponPeriod = Period(),
-                const Calendar& exCouponCalendar = Calendar(),
-                const BusinessDayConvention exCouponConvention = Unadjusted,
-                bool exCouponEndOfMonth = false);
+        ConvertibleFloatingRateBond(const ext::shared_ptr<Exercise>& exercise,
+                                    Real conversionRatio,
+                                    const DividendSchedule& dividends,
+                                    const CallabilitySchedule& callability,
+                                    const Handle<Quote>& creditSpread,
+                                    const Date& issueDate,
+                                    Natural settlementDays,
+                                    const ext::shared_ptr<IborIndex>& index,
+                                    Natural fixingDays,
+                                    const std::vector<Spread>& spreads,
+                                    const DayCounter& dayCounter,
+                                    const Schedule& schedule,
+                                    Real redemption = 100,
+                                    const Period& exCouponPeriod = Period(),
+                                    const Calendar& exCouponCalendar = Calendar(),
+                                    BusinessDayConvention exCouponConvention = Unadjusted,
+                                    bool exCouponEndOfMonth = false);
     };