Automated fixes by clang-tidy

lballabio · Sep 29, 2024 · 9a06204 · 9a06204
1 parent 1af4f82
commit 9a06204
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Showing 6 changed files with 10 additions and 10 deletions.
diff --git a/ql/cashflows/yoyinflationcoupon.cpp b/ql/cashflows/yoyinflationcoupon.cpp
@@ -94,7 +94,7 @@ namespace QuantLib {
                                      Calendar paymentCalendar,
                                      ext::shared_ptr<YoYInflationIndex> index,
                                      const Period& observationLag)
-    : yoyInflationLeg(schedule, paymentCalendar, index, observationLag, CPI::AsIndex) {}
+    : yoyInflationLeg(std::move(schedule), std::move(paymentCalendar), std::move(index), observationLag, CPI::AsIndex) {}
 
 
     yoyInflationLeg& yoyInflationLeg::withNotionals(Real notional) {

diff --git a/ql/experimental/inflation/yoycapfloortermpricesurface.cpp b/ql/experimental/inflation/yoycapfloortermpricesurface.cpp
@@ -114,7 +114,7 @@ namespace QuantLib {
         const std::vector<Period>& cfMaturities,
         const Matrix& cPrice,
         const Matrix& fPrice)
-    : YoYCapFloorTermPriceSurface(fixingDays, yyLag, yii, CPI::AsIndex, nominal, dc, cal, bdc,
+    : YoYCapFloorTermPriceSurface(fixingDays, yyLag, yii, CPI::AsIndex, std::move(nominal), dc, cal, bdc,
                                   cStrikes, fStrikes, cfMaturities, cPrice, fPrice) {}
 
     Date YoYCapFloorTermPriceSurface::yoyOptionDateFromTenor(const Period& p) const

diff --git a/ql/experimental/inflation/yoyoptionlethelpers.cpp b/ql/experimental/inflation/yoyoptionlethelpers.cpp
@@ -75,8 +75,8 @@ namespace QuantLib {
                                            Rate strike,
                                            Size n,
                                            ext::shared_ptr<YoYInflationCapFloorEngine> pricer)
-    : YoYOptionletHelper(price, notional, capFloorType, lag, yoyDayCounter, paymentCalendar,
-                         fixingDays, index, CPI::AsIndex, strike, n, pricer) {}
+    : YoYOptionletHelper(price, notional, capFloorType, lag, std::move(yoyDayCounter), std::move(paymentCalendar),
+                         fixingDays, std::move(index), CPI::AsIndex, strike, n, std::move(pricer)) {}
 
 
     Real YoYOptionletHelper::impliedQuote() const {

diff --git a/ql/instruments/makeyoyinflationcapfloor.cpp b/ql/instruments/makeyoyinflationcapfloor.cpp
@@ -43,7 +43,7 @@ namespace QuantLib {
                                                        const Size& length,
                                                        Calendar cal,
                                                        const Period& observationLag)
-    : MakeYoYInflationCapFloor(capFloorType, index, length, cal, observationLag, CPI::AsIndex)  {}
+    : MakeYoYInflationCapFloor(capFloorType, std::move(index), length, std::move(cal), observationLag, CPI::AsIndex)  {}
 
     MakeYoYInflationCapFloor::operator YoYInflationCapFloor() const {
         ext::shared_ptr<YoYInflationCapFloor> capfloor = *this;

diff --git a/ql/instruments/yearonyearinflationswap.cpp b/ql/instruments/yearonyearinflationswap.cpp
@@ -89,9 +89,9 @@ namespace QuantLib {
                                                      DayCounter yoyDayCount,
                                                      Calendar paymentCalendar,
                                                      BusinessDayConvention paymentConvention)
-    : YearOnYearInflationSwap(type, nominal, fixedSchedule, fixedRate, fixedDayCount,
-                              yoySchedule, yoyIndex, observationLag, CPI::AsIndex,
-                              spread, yoyDayCount, paymentCalendar, paymentConvention) {}
+    : YearOnYearInflationSwap(type, nominal, std::move(fixedSchedule), fixedRate, std::move(fixedDayCount),
+                              std::move(yoySchedule), std::move(yoyIndex), observationLag, CPI::AsIndex,
+                              spread, std::move(yoyDayCount), std::move(paymentCalendar), paymentConvention) {}
 
      void YearOnYearInflationSwap::setupArguments(PricingEngine::arguments* args) const {
 

diff --git a/ql/termstructures/inflation/inflationhelpers.cpp b/ql/termstructures/inflation/inflationhelpers.cpp
@@ -160,8 +160,8 @@ namespace QuantLib {
         DayCounter dayCounter,
         ext::shared_ptr<YoYInflationIndex> yii,
         Handle<YieldTermStructure> nominalTermStructure)
-    : YearOnYearInflationSwapHelper(quote, swapObsLag, maturity, calendar, paymentConvention,
-                                    dayCounter, yii, CPI::AsIndex, nominalTermStructure) {}
+    : YearOnYearInflationSwapHelper(quote, swapObsLag, maturity, std::move(calendar), paymentConvention,
+                                    std::move(dayCounter), std::move(yii), CPI::AsIndex, std::move(nominalTermStructure)) {}
 
 
     Real YearOnYearInflationSwapHelper::impliedQuote() const {