Merge pull request lballabio#217.

Author: lballabio

Examples/Gaussian1dModels/Gaussian1dModels.cpp

@@ -668,11 +668,11 @@ int main(int argc, char *argv[]) {
         std::cout << "\nThat was it. Thank you for running this demo. Bye."
                   << std::endl;
 
-    } catch (QuantLib::Error e) {
+    } catch (const QuantLib::Error& e) {
         std::cout << "terminated with a ql exception: " << e.what()
                   << std::endl;
         return 1;
-    } catch (std::exception e) {
+    } catch (const std::exception& e) {
         std::cout << "terminated with a general exception: " << e.what()
                   << std::endl;
         return 1;

ql/experimental/coupons/lognormalcmsspreadpricer.hpp

@@ -80,7 +80,7 @@ namespace QuantLib {
       private:
         class PrivateObserver : public Observer {
           public:
-            PrivateObserver(LognormalCmsSpreadPricer *t) : t_(t) {}
+            explicit PrivateObserver(LognormalCmsSpreadPricer *t) : t_(t) {}
             void update() { t_->flushCache(); }
 
           private:

ql/experimental/coupons/strippedcapflooredcoupon.hpp

@@ -32,7 +32,7 @@ namespace QuantLib {
 
     public:
 
-        StrippedCappedFlooredCoupon(const boost::shared_ptr<CappedFlooredCoupon> &underlying);
+        explicit StrippedCappedFlooredCoupon(const boost::shared_ptr<CappedFlooredCoupon> &underlying);
 
         //! Coupon interface
         Rate rate() const;
@@ -67,7 +67,7 @@ namespace QuantLib {
 
     class StrippedCappedFlooredCouponLeg {
       public:
-        StrippedCappedFlooredCouponLeg(const Leg &underlyingLeg);
+        explicit StrippedCappedFlooredCouponLeg(const Leg &underlyingLeg);
         operator Leg() const;
       private:
         Leg underlyingLeg_;

ql/experimental/math/laplaceinterpolation.hpp

@@ -40,7 +40,7 @@ template <class M> void laplaceInterpolation(M &A, Real relTol = 1E-6) {
 
     struct f_A {
         const SparseMatrix &g;
-        f_A(const SparseMatrix &g) : g(g) {}
+        explicit f_A(const SparseMatrix &g) : g(g) {}
         Disposable<Array> operator()(const Array &x) const {
             return prod(g, x);
         }

ql/experimental/math/piecewiseintegral.hpp

@@ -89,7 +89,7 @@ inline Real PiecewiseIntegral::integrate(const boost::function<Real(Real)> &f,
     }
 
     if (b0 == criticalPoints_.end()) {
-        b0--;
+        --b0;
         if (!close_enough(*b0, b)) {
             res += integrate_h(f, (*b0) * eps_, b);
         }

ql/experimental/volatility/zabr.cpp

@@ -320,7 +320,7 @@ ZabrModel::x(const std::vector<Real> &strikes) const {
     QL_REQUIRE(strikes[0] > 0.0 || beta_ < 1.0,
                "strikes must be positive (" << strikes[0] << ") if beta = 1");
     for (std::vector<Real>::const_iterator i = strikes.begin() + 1;
-         i != strikes.end(); i++)
+         i != strikes.end(); ++i)
         QL_REQUIRE(*i > *(i - 1), "strikes must be strictly ascending ("
                                       << *(i - 1) << "," << *i << ")");
 

ql/models/shortrate/onefactormodels/gsr.hpp

@@ -170,12 +170,12 @@ class Gsr : public Gaussian1dModel, public CalibratedModel {
                                       // volsteptimes_)
 
     struct VolatilityObserver : public Observer {
-        VolatilityObserver(Gsr *p) : p_(p) {}
+        explicit VolatilityObserver(Gsr *p) : p_(p) {}
         void update() { p_->updateVolatility(); }
         Gsr *p_;
     };
     struct ReversionObserver : public Observer {
-        ReversionObserver(Gsr *p) : p_(p) {}
+        explicit ReversionObserver(Gsr *p) : p_(p) {}
         void update() { p_->updateReversion(); }
         Gsr *p_;
     };

ql/termstructures/volatility/swaption/cmsmarketcalibration.cpp

@@ -30,7 +30,7 @@ namespace {
 
     class ObjectiveFunction : public CostFunction {
       public:
-        ObjectiveFunction(CmsMarketCalibration *smileAndCms)
+        explicit ObjectiveFunction(CmsMarketCalibration *smileAndCms)
             : smileAndCms_(smileAndCms), volCube_(smileAndCms->volCube_),
               cmsMarket_(smileAndCms->cmsMarket_),
               weights_(smileAndCms->weights_),
@@ -67,7 +67,7 @@ namespace {
 
     class ObjectiveFunction3 : public ObjectiveFunction {
       public:
-        ObjectiveFunction3(CmsMarketCalibration *smileAndCms)
+        explicit ObjectiveFunction3(CmsMarketCalibration *smileAndCms)
             : ObjectiveFunction(smileAndCms) {};
 
       private:
@@ -100,7 +100,7 @@ namespace {
 
     class ObjectiveFunction6 : public ObjectiveFunction {
       public:
-        ObjectiveFunction6(CmsMarketCalibration *smileAndCms)
+        explicit ObjectiveFunction6(CmsMarketCalibration *smileAndCms)
             : ObjectiveFunction(smileAndCms) {};
 
       private:

ql/termstructures/volatility/swaption/swaptionvolcube1.hpp

@@ -197,7 +197,7 @@ namespace QuantLib {
 
         class PrivateObserver : public Observer {
           public:
-            PrivateObserver(SwaptionVolCube1x<Model> *v)
+            explicit PrivateObserver(SwaptionVolCube1x<Model> *v)
                 : v_(v) {}
             void update() {
                 v_->setParameterGuess();

ql/time/date.cpp

@@ -842,7 +842,7 @@ namespace QuantLib {
             struct nopunct : std::numpunct<char> {
                 std::string do_grouping() const {return "";}
             };
-            FormatResetter(std::ostream &out)
+            explicit FormatResetter(std::ostream &out)
                 : out_(&out), flags_(out.flags()), filler_(out.fill()),
                   loc_(out.getloc()) {
                 std::locale loc (out.getloc(),new nopunct);

test-suite/markovfunctional.cpp

@@ -1390,11 +1390,7 @@ void MarkovFunctionalTest::testVanillaEngines() {
     for (Size i = 0; i < c4.size(); i++) {
         c4[i].setPricingEngine(blackCapFloorEngine4);
         Real blackPrice = c4[i].NPV();
-        std::vector<Real> blackOptionlets =
-            c4[i].result<std::vector<Real> >("optionletsPrice");
         c4[i].setPricingEngine(mfCapFloorEngine4);
-        std::vector<Real> mfOptionlets =
-            c4[i].result<std::vector<Real> >("optionletsPrice");
         Real mfPrice = c4[i].NPV();
         if (fabs(blackPrice - mfPrice) > tol1)
             BOOST_ERROR(