Remove unnecessary anonymous namespaces

lballabio · Dec 17, 2023 · 98822d7 · 98822d7
1 parent 6171c00
commit 98822d7
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Showing 123 changed files with 11,946 additions and 12,355 deletions.
diff --git a/test-suite/americanoption.cpp b/test-suite/americanoption.cpp
diff --git a/test-suite/andreasenhugevolatilityinterpl.cpp b/test-suite/andreasenhugevolatilityinterpl.cpp
diff --git a/test-suite/array.cpp b/test-suite/array.cpp
@@ -29,12 +29,10 @@ BOOST_FIXTURE_TEST_SUITE(QuantLibTests, TopLevelFixture)
 
 BOOST_AUTO_TEST_SUITE(ArrayTests)
 
-namespace {
-    class FSquared {
-      public:
-        Real operator()(Real x) const { return x*x; }
-    };
-}
+class FSquared {
+  public:
+    Real operator()(Real x) const { return x*x; }
+};
 
 BOOST_AUTO_TEST_CASE(testConstruction) {
 

diff --git a/test-suite/asianoptions.cpp b/test-suite/asianoptions.cpp
@@ -82,69 +82,68 @@ BOOST_AUTO_TEST_SUITE(AsianOptionTests)
         << "\n" \
         << "    tolerance:        " << tolerance);
 
-namespace {
 
-    std::string averageTypeToString(Average::Type averageType) {
+std::string averageTypeToString(Average::Type averageType) {
 
-        if (averageType == Average::Geometric)
-            return "Geometric Averaging";
-        else if (averageType == Average::Arithmetic)
-            return "Arithmetic Averaging";
-        else
-            QL_FAIL("unknown averaging");
-    }
-
-    struct DiscreteAverageData {
-        Option::Type type;
-        Real underlying;
-        Real strike;
-        Rate dividendYield;
-        Rate riskFreeRate;
-        Time first;
-        Time length;
-        Size fixings;
-        Volatility volatility;
-        bool controlVariate;
-        Real result;
-    };
-
-    struct ContinuousAverageData {
-        Option::Type type;
-        Real spot;
-        Real currentAverage;
-        Real strike;
-        Rate dividendYield;
-        Rate riskFreeRate;
-        Volatility volatility;
-        Natural length;
-        Natural elapsed;
-        Real result;
-    };
+    if (averageType == Average::Geometric)
+        return "Geometric Averaging";
+    else if (averageType == Average::Arithmetic)
+        return "Arithmetic Averaging";
+    else
+        QL_FAIL("unknown averaging");
+}
 
-    struct DiscreteAverageDataTermStructure {
-        Option::Type type;
-        Real underlying;
-        Real strike;
-        Rate b;
-        Rate riskFreeRate;
-        Time first; // t1
-        Time expiry;
-        Size fixings;
-        Volatility volatility;
-        std::string slope;
-        Real result;
-    };
+struct DiscreteAverageData {
+    Option::Type type;
+    Real underlying;
+    Real strike;
+    Rate dividendYield;
+    Rate riskFreeRate;
+    Time first;
+    Time length;
+    Size fixings;
+    Volatility volatility;
+    bool controlVariate;
+    Real result;
+};
+
+struct ContinuousAverageData {
+    Option::Type type;
+    Real spot;
+    Real currentAverage;
+    Real strike;
+    Rate dividendYield;
+    Rate riskFreeRate;
+    Volatility volatility;
+    Natural length;
+    Natural elapsed;
+    Real result;
+};
+
+struct DiscreteAverageDataTermStructure {
+    Option::Type type;
+    Real underlying;
+    Real strike;
+    Rate b;
+    Rate riskFreeRate;
+    Time first; // t1
+    Time expiry;
+    Size fixings;
+    Volatility volatility;
+    std::string slope;
+    Real result;
+};
+
+struct VecerData {
+    Real spot;
+    Rate riskFreeRate;
+    Volatility volatility;
+    Real strike;
+    Natural length;
+    Real result;
+    Real tolerance;
+};
 
-    struct VecerData {
-        Real spot;
-        Rate riskFreeRate;
-        Volatility volatility;
-        Real strike;
-        Natural length;
-        Real result;
-        Real tolerance;
-    };
-}
 
 BOOST_AUTO_TEST_CASE(testAnalyticContinuousGeometricAveragePrice) {
 

diff --git a/test-suite/assetswap.cpp b/test-suite/assetswap.cpp
@@ -61,60 +61,53 @@ BOOST_FIXTURE_TEST_SUITE(QuantLibTests, TopLevelFixture)
 
 BOOST_AUTO_TEST_SUITE(AssetSwapTests)
 
-namespace {
-
-    struct CommonVars {
-        // common data
-        ext::shared_ptr<IborIndex> iborIndex;
-        ext::shared_ptr<SwapIndex> swapIndex;
-        ext::shared_ptr<IborCouponPricer> pricer;
-        ext::shared_ptr<CmsCouponPricer> cmspricer;
-        Spread spread;
-        Spread nonnullspread;
-        Real faceAmount;
-        Compounding compounding;
-        RelinkableHandle<YieldTermStructure> termStructure;
-
-        // initial setup
-        CommonVars() {
-            Natural swapSettlementDays = 2;
-            faceAmount = 100.0;
-            BusinessDayConvention fixedConvention = Unadjusted;
-            compounding = Continuous;
-            Frequency fixedFrequency = Annual;
-            Frequency floatingFrequency = Semiannual;
-            iborIndex = ext::shared_ptr<IborIndex>(
+struct CommonVars {
+    // common data
+    ext::shared_ptr<IborIndex> iborIndex;
+    ext::shared_ptr<SwapIndex> swapIndex;
+    ext::shared_ptr<IborCouponPricer> pricer;
+    ext::shared_ptr<CmsCouponPricer> cmspricer;
+    Spread spread;
+    Spread nonnullspread;
+    Real faceAmount;
+    Compounding compounding;
+    RelinkableHandle<YieldTermStructure> termStructure;
+
+    // initial setup
+    CommonVars() {
+        Natural swapSettlementDays = 2;
+        faceAmount = 100.0;
+        BusinessDayConvention fixedConvention = Unadjusted;
+        compounding = Continuous;
+        Frequency fixedFrequency = Annual;
+        Frequency floatingFrequency = Semiannual;
+        iborIndex = ext::shared_ptr<IborIndex>(
                      new Euribor(Period(floatingFrequency), termStructure));
-            Calendar calendar = iborIndex->fixingCalendar();
-            swapIndex= ext::make_shared<SwapIndex>(
+        Calendar calendar = iborIndex->fixingCalendar();
+        swapIndex = ext::make_shared<SwapIndex>(
                 "EuriborSwapIsdaFixA", 10*Years, swapSettlementDays,
                               iborIndex->currency(), calendar,
                               Period(fixedFrequency), fixedConvention,
                               iborIndex->dayCounter(), iborIndex);
-            spread = 0.0;
-            nonnullspread = 0.003;
-            Date today(24,April,2007);
-            Settings::instance().evaluationDate() = today;
-
-            //Date today = Settings::instance().evaluationDate();
-
-            termStructure.linkTo(flatRate(today, 0.05, Actual365Fixed()));
-            pricer = ext::shared_ptr<IborCouponPricer>(new
-                                                        BlackIborCouponPricer);
-            Handle<SwaptionVolatilityStructure> swaptionVolatilityStructure(
+        spread = 0.0;
+        nonnullspread = 0.003;
+        Date today(24,April,2007);
+        Settings::instance().evaluationDate() = today;
+
+        termStructure.linkTo(flatRate(today, 0.05, Actual365Fixed()));
+        pricer = ext::shared_ptr<IborCouponPricer>(new BlackIborCouponPricer);
+        Handle<SwaptionVolatilityStructure> swaptionVolatilityStructure(
                 ext::shared_ptr<SwaptionVolatilityStructure>(new
                     ConstantSwaptionVolatility(today, NullCalendar(),Following,
                                                0.2, Actual365Fixed())));
-            Handle<Quote> meanReversionQuote(ext::shared_ptr<Quote>(new
+        Handle<Quote> meanReversionQuote(ext::shared_ptr<Quote>(new
                 SimpleQuote(0.01)));
-            cmspricer = ext::shared_ptr<CmsCouponPricer>(new
+        cmspricer = ext::shared_ptr<CmsCouponPricer>(new
                 AnalyticHaganPricer(swaptionVolatilityStructure,
                                     GFunctionFactory::Standard,
                                     meanReversionQuote));
-        }
-    };
-
-}
+    }
+};
 
 
 BOOST_AUTO_TEST_CASE(testConsistency) {

diff --git a/test-suite/barrieroption.cpp b/test-suite/barrieroption.cpp
@@ -104,68 +104,64 @@ BOOST_AUTO_TEST_SUITE(BarrierOptionTests)
                << "    tolerance:        " << tolerance);
 
 
-namespace {
-
-    std::string barrierTypeToString(Barrier::Type type) {
-        switch(type){
-          case Barrier::DownIn:
-            return std::string("Down-and-in");
-          case Barrier::UpIn:
-            return std::string("Up-and-in");
-          case Barrier::DownOut:
-            return std::string("Down-and-out");
-          case Barrier::UpOut:
-            return std::string("Up-and-out");
-          default:
-            QL_FAIL("unknown exercise type");
-        }
+std::string barrierTypeToString(Barrier::Type type) {
+    switch(type){
+      case Barrier::DownIn:
+        return std::string("Down-and-in");
+      case Barrier::UpIn:
+        return std::string("Up-and-in");
+      case Barrier::DownOut:
+        return std::string("Down-and-out");
+      case Barrier::UpOut:
+        return std::string("Up-and-out");
+      default:
+        QL_FAIL("unknown exercise type");
     }
-
-    struct BarrierOptionData {
-        Barrier::Type type;
-        Volatility volatility;
-        Real strike;
-        Real barrier;
-        Real callValue;
-        Real putValue;
-    };
-
-    struct NewBarrierOptionData {
-        Barrier::Type barrierType;
-        Real barrier;
-        Real rebate;
-        Option::Type type;
-        Exercise::Type exType;
-        Real strike;
-        Real s;        // spot
-        Rate q;        // dividend
-        Rate r;        // risk-free rate
-        Time t;        // time to maturity
-        Volatility v;  // volatility
-        Real result;   // result
-        Real tol;      // tolerance
-    };
-
-    struct BarrierFxOptionData {
-        Barrier::Type barrierType;
-        Real barrier;
-        Real rebate;
-        Option::Type type;
-        Real strike;
-        Real s;                 // spot
-        Rate q;                 // dividend
-        Rate r;                 // risk-free rate
-        Time t;                 // time to maturity
-        Volatility vol25Put;    // 25 delta put vol
-        Volatility volAtm;      // atm vol
-        Volatility vol25Call;   // 25 delta call vol
-        Volatility v;           // volatility at strike
-        Real result;            // result
-        Real tol;               // tolerance
-    };
-
 }
 
+struct BarrierOptionData {
+    Barrier::Type type;
+    Volatility volatility;
+    Real strike;
+    Real barrier;
+    Real callValue;
+    Real putValue;
+};
+
+struct NewBarrierOptionData {
+    Barrier::Type barrierType;
+    Real barrier;
+    Real rebate;
+    Option::Type type;
+    Exercise::Type exType;
+    Real strike;
+    Real s;        // spot
+    Rate q;        // dividend
+    Rate r;        // risk-free rate
+    Time t;        // time to maturity
+    Volatility v;  // volatility
+    Real result;   // result
+    Real tol;      // tolerance
+};
+
+struct BarrierFxOptionData {
+    Barrier::Type barrierType;
+    Real barrier;
+    Real rebate;
+    Option::Type type;
+    Real strike;
+    Real s;                 // spot
+    Rate q;                 // dividend
+    Rate r;                 // risk-free rate
+    Time t;                 // time to maturity
+    Volatility vol25Put;    // 25 delta put vol
+    Volatility volAtm;      // atm vol
+    Volatility vol25Call;   // 25 delta call vol
+    Volatility v;           // volatility at strike
+    Real result;            // result
+    Real tol;               // tolerance
+};
+
 #define QL_ASSERT_EXCEPTION_THROWN(statement)  \
     auto exception_thrown = false;             \
     try {                                      \