Automated fixes by clang-tidy

lballabio · Jul 29, 2024 · 3d45b9a · 3d45b9a
1 parent 9d01e03
commit 3d45b9a
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Showing 9 changed files with 27 additions and 32 deletions.
diff --git a/ql/experimental/commodities/commoditycurve.cpp b/ql/experimental/commodities/commoditycurve.cpp
@@ -70,9 +70,9 @@ namespace QuantLib {
 
         dates_.clear();
         data_.clear();
-        for (auto i = prices.begin(); i != prices.end(); ++i) {
-            dates_.push_back(i->first);
-            data_.push_back(i->second);
+        for (auto & price : prices) {
+            dates_.push_back(price.first);
+            data_.push_back(price.second);
         }
 
         times_.resize(dates_.size());

diff --git a/ql/experimental/commodities/energybasisswap.cpp b/ql/experimental/commodities/energybasisswap.cpp
@@ -290,10 +290,8 @@ namespace QuantLib {
 
             QL_REQUIRE(!paymentCashFlows_.empty(), "no cashflows");
 
-            for (auto i =
-                     secondaryCostAmounts_.begin();
-                 i != secondaryCostAmounts_.end(); ++i) {
-                Real amount = i->second.value();
+            for (auto & secondaryCostAmount : secondaryCostAmounts_) {
+                Real amount = secondaryCostAmount.second.value();
                 NPV_ -= amount;
             }
 

diff --git a/ql/experimental/commodities/energycommodity.cpp b/ql/experimental/commodities/energycommodity.cpp
@@ -142,23 +142,22 @@ namespace QuantLib {
             const Currency& baseCurrency =
                 CommoditySettings::instance().currency();
             try {
-                for (auto i = secondaryCosts_->begin();
-                     i != secondaryCosts_->end(); ++i) {
-                    if (ext::any_cast<CommodityUnitCost>(&i->second) != nullptr) {
+                for (auto & i : *secondaryCosts_) {
+                    if (ext::any_cast<CommodityUnitCost>(&i.second) != nullptr) {
                         Real value =
                             calculateUnitCost(
                                 commodityType,
-                                ext::any_cast<CommodityUnitCost>(i->second),
+                                ext::any_cast<CommodityUnitCost>(i.second),
                                 evaluationDate) * totalQuantityValue;
-                        secondaryCostAmounts_[i->first] =
+                        secondaryCostAmounts_[i.first] =
                             Money(baseCurrency, value);
-                    } else if (ext::any_cast<Money>(&i->second) != nullptr) {
-                        const Money& amount = ext::any_cast<Money>(i->second);
+                    } else if (ext::any_cast<Money>(&i.second) != nullptr) {
+                        const Money& amount = ext::any_cast<Money>(i.second);
                         Real fxConversionFactor =
                             calculateFxConversionFactor(amount.currency(),
                                                         baseCurrency,
                                                         evaluationDate);
-                        secondaryCostAmounts_[i->first] =
+                        secondaryCostAmounts_[i.first] =
                             Money(baseCurrency,
                                   amount.value() * fxConversionFactor);
                     }

diff --git a/ql/experimental/commodities/energyfuture.cpp b/ql/experimental/commodities/energyfuture.cpp
@@ -106,8 +106,8 @@ namespace QuantLib {
 
         calculateSecondaryCostAmounts(quantity_.commodityType(),
                                       quantity_.amount(), evaluationDate);
-        for (auto i = secondaryCostAmounts_.begin(); i != secondaryCostAmounts_.end(); ++i) {
-            Real amount = i->second.value();
+        for (auto & secondaryCostAmount : secondaryCostAmounts_) {
+            Real amount = secondaryCostAmount.second.value();
             NPV_ -= amount;
         }
 

diff --git a/ql/experimental/commodities/energyvanillaswap.cpp b/ql/experimental/commodities/energyvanillaswap.cpp
@@ -250,10 +250,8 @@ namespace QuantLib {
 
             QL_REQUIRE(!paymentCashFlows_.empty(), "no cashflows");
 
-            for (auto i =
-                     secondaryCostAmounts_.begin();
-                 i != secondaryCostAmounts_.end(); ++i) {
-                Real amount = i->second.value();
+            for (auto & secondaryCostAmount : secondaryCostAmounts_) {
+                Real amount = secondaryCostAmount.second.value();
                 NPV_ -= amount;
             }
 

diff --git a/ql/experimental/variancegamma/fftengine.cpp b/ql/experimental/variancegamma/fftengine.cpp
@@ -101,13 +101,13 @@ namespace QuantLib {
         std::complex<Real> i1(0, 1);
         Real alpha = 1.25;
 
-        for (auto payIt = payoffMap.begin(); payIt != payoffMap.end(); ++payIt)
+        for (auto & payIt : payoffMap)
         {
-            Date expiryDate = payIt->first;
+            Date expiryDate = payIt.first;
 
             // Calculate n large enough for maximum strike, and round up to a power of 2
             Real maxStrike = 0.0;
-            for (const auto& payoff : payIt->second) {
+            for (const auto& payoff : payIt.second) {
                 if (payoff->strike() > maxStrike)
                     maxStrike = payoff->strike();
             }
@@ -159,7 +159,7 @@ namespace QuantLib {
                 strikes[i] = std::exp(k_u);
             }
 
-            for (const auto& payoff : payIt->second) {
+            for (const auto& payoff : payIt.second) {
                 Real callPrice = LinearInterpolation(strikes.begin(), strikes.end(),
                                                      prices.begin())(payoff->strike());
                 switch (payoff->optionType())

diff --git a/ql/instruments/compositeinstrument.cpp b/ql/instruments/compositeinstrument.cpp
@@ -58,8 +58,8 @@ namespace QuantLib {
     }
 
     void CompositeInstrument::deepUpdate() {
-        for (auto i=components_.begin(); i!=components_.end(); ++i) {
-            i->first->deepUpdate();
+        for (auto & component : components_) {
+            component.first->deepUpdate();
         }
         update();
     }

diff --git a/test-suite/defaultprobabilitycurves.cpp b/test-suite/defaultprobabilitycurves.cpp
@@ -491,9 +491,9 @@ BOOST_AUTO_TEST_CASE(testIterativeBootstrapRetries) {
 
     // Create the CDS spread helpers.
     vector<ext::shared_ptr<DefaultProbabilityHelper> > instruments;
-    for (auto it = cdsSpreads.begin(); it != cdsSpreads.end(); ++it) {
+    for (auto & cdsSpread : cdsSpreads) {
         instruments.push_back(ext::make_shared<SpreadCdsHelper>(
-            it->second, it->first, settlementDays, calendar,
+            cdsSpread.second, cdsSpread.first, settlementDays, calendar,
                                 frequency, paymentConvention, rule, dayCounter, recoveryRate, usdYts, true, true, Date(),
                                 lastPeriodDayCounter));
     }

diff --git a/test-suite/piecewiseyieldcurve.cpp b/test-suite/piecewiseyieldcurve.cpp
@@ -1434,9 +1434,9 @@ BOOST_AUTO_TEST_CASE(testIterativeBootstrapRetries) {
 
     // Create the FX swap rate helpers for the ARS in USD curve.
     vector<ext::shared_ptr<RateHelper> > instruments;
-    for (auto it = arsFwdPoints.begin(); it != arsFwdPoints.end(); ++it) {
-        Handle<Quote> arsFwd(ext::make_shared<SimpleQuote>(it->second));
-        instruments.push_back(ext::make_shared<FxSwapRateHelper>(arsFwd, arsSpot, it->first, 2,
+    for (auto & arsFwdPoint : arsFwdPoints) {
+        Handle<Quote> arsFwd(ext::make_shared<SimpleQuote>(arsFwdPoint.second));
+        instruments.push_back(ext::make_shared<FxSwapRateHelper>(arsFwd, arsSpot, arsFwdPoint.first, 2,
             UnitedStates(UnitedStates::GovernmentBond), Following, false, true, usdYts));
     }