Skip to content

Automated fixes by clang-tidy #2387

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
lballabio merged 1 commit into from
Dec 1, 2025
+10 −8
Merged

Automated fixes by clang-tidy #2387

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
10 changes: 5 additions & 5 deletions ql/experimental/termstructures/crosscurrencyratehelpers.cpp
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -95,7 +95,7 @@ namespace QuantLib {
const DayCounter& dayCount,
Integer paymentLag) {

Period freqPeriod = Period(paymentFrequency);
auto freqPeriod = Period(paymentFrequency);

Schedule sch = legSchedule(evaluationDate, tenor, freqPeriod, fixingDays, calendar,
convention, endOfMonth);
Expand Down Expand Up @@ -277,7 +277,7 @@ namespace QuantLib {
bool isBasisOnFxBaseCurrencyLeg,
Frequency paymentFrequency,
Integer paymentLag)
: CrossCurrencySwapRateHelperBase(basis, tenor, fixingDays, calendar, convention, endOfMonth,
: CrossCurrencySwapRateHelperBase(basis, tenor, fixingDays, std::move(calendar), convention, endOfMonth,
std::move(collateralCurve), paymentLag),
baseCcyIdx_(std::move(baseCurrencyIndex)), quoteCcyIdx_(std::move(quoteCurrencyIndex)),
isFxBaseCurrencyCollateralCurrency_(isFxBaseCurrencyCollateralCurrency),
Expand Down Expand Up @@ -432,15 +432,15 @@ namespace QuantLib {
BusinessDayConvention convention,
bool endOfMonth,
Frequency fixedFrequency,
const DayCounter& fixedDayCount,
DayCounter fixedDayCount,
const ext::shared_ptr<IborIndex>& floatIndex,
const Handle<YieldTermStructure>& collateralCurve,
bool collateralOnFixedLeg,
Integer paymentLag)
: CrossCurrencySwapRateHelperBase(fixedRate, tenor, fixingDays, calendar, convention, endOfMonth,
std::move(collateralCurve), paymentLag),
collateralCurve, paymentLag),
fixedFrequency_(fixedFrequency),
fixedDayCount_(fixedDayCount),
fixedDayCount_(std::move(fixedDayCount)),
floatIndex_(floatIndex),
collateralOnFixedLeg_(collateralOnFixedLeg) {

Expand Down
2 changes: 1 addition & 1 deletion ql/experimental/termstructures/crosscurrencyratehelpers.hpp
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -203,7 +203,7 @@ namespace QuantLib {
BusinessDayConvention convention,
bool endOfMonth,
Frequency fixedFrequency,
const DayCounter& fixedDayCount,
DayCounter fixedDayCount,
const ext::shared_ptr<IborIndex>& floatIndex,
const Handle<YieldTermStructure>& collateralCurve,
bool collateralOnFixedLeg,
Expand Down
6 changes: 4 additions & 2 deletions test-suite/crosscurrencyratehelpers.cpp
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -585,7 +585,8 @@ BOOST_AUTO_TEST_CASE(testConstNotionalHelperCollateralOnFixedLeg) {
};

std::vector<ext::shared_ptr<RateHelper> > helpers;
for (auto [tenor, q]: quotes) {
helpers.reserve(quotes.size());
for (auto [tenor, q]: quotes) {
helpers.push_back(ext::make_shared<ConstNotionalCrossCurrencySwapRateHelper>(
makeQuoteHandle(q), tenor, fixingDays, cal, bdc, endOfMonth,
fixedFreq, fixedDC, euribor3m,
Expand Down Expand Up @@ -682,7 +683,8 @@ BOOST_AUTO_TEST_CASE(testConstNotionalHelperCollateralOnFloatingLeg) {
};

std::vector<ext::shared_ptr<RateHelper> > helpers;
for (auto [tenor, q]: quotes) {
helpers.reserve(quotes.size());
for (auto [tenor, q]: quotes) {
helpers.push_back(ext::make_shared<ConstNotionalCrossCurrencySwapRateHelper>(
makeQuoteHandle(q), tenor, fixingDays, cal, bdc, endOfMonth,
fixedFreq, fixedDC, euribor3m,
Expand Down
Loading