lballabio · lballabio · Apr 8, 2024 · Apr 6, 2024
diff --git a/ql/cashflows/cpicoupon.cpp b/ql/cashflows/cpicoupon.cpp
@@ -255,14 +255,13 @@ namespace QuantLib {
             return notional() * (I1 / I0);
     }
 
-    CPILeg::CPILeg(const Schedule& schedule,
+    CPILeg::CPILeg(Schedule schedule,
                    ext::shared_ptr<ZeroInflationIndex> index,
                    const Real baseCPI,
                    const Period& observationLag)
-    : schedule_(schedule), index_(std::move(index)), baseCPI_(baseCPI),
+    : schedule_(std::move(schedule)), index_(std::move(index)), baseCPI_(baseCPI),
       observationLag_(observationLag), paymentDayCounter_(Thirty360(Thirty360::BondBasis)),
-      paymentCalendar_(schedule.calendar()),
-
+      paymentCalendar_(schedule_.calendar()),
       spreads_(std::vector<Real>(1, 0)), baseDate_(Null<Date>()) {}
 
 
@@ -366,15 +365,15 @@ namespace QuantLib {
         Size n = schedule_.size()-1;
         Leg leg;
         leg.reserve(n+1);   // +1 for notional, we always have some sort ...
-        
+
         Date baseDate = baseDate_;
         // BaseDate and baseCPI are not given, use the first date as startDate and the baseFixingg
         // should be at startDate - observationLag
-        
+
         if (n>0) {
             QL_REQUIRE(!fixedRates_.empty() || !spreads_.empty(),
                        "no fixedRates or spreads given");
-            
+
             if (baseDate_ == Null<Date>() && baseCPI_ == Null<Real>()) {
                 baseDate = schedule_.date(0) - observationLag_;
             }
@@ -435,7 +434,7 @@ namespace QuantLib {
         Date paymentDate = paymentCalendar_.adjust(schedule_.date(n), paymentAdjustment_);
         leg.push_back(ext::make_shared<CPICashFlow>
                           (detail::get(notionals_, n, 0.0), index_,
-                           baseDate, baseCPI_, 
+                           baseDate, baseCPI_,
                            schedule_.date(n), observationLag_, observationInterpolation_,
                            paymentDate, subtractInflationNominal_));
 
@@ -446,4 +445,3 @@ namespace QuantLib {
     }
 
 }
-
diff --git a/ql/cashflows/cpicoupon.hpp b/ql/cashflows/cpicoupon.hpp
@@ -276,7 +276,7 @@ namespace QuantLib {
     */
     class CPILeg {
       public:
-        CPILeg(const Schedule& schedule,
+        CPILeg(Schedule schedule,
                ext::shared_ptr<ZeroInflationIndex> index,
                Real baseCPI,
                const Period& observationLag);

diff --git a/ql/cashflows/fixedratecoupon.cpp b/ql/cashflows/fixedratecoupon.cpp
@@ -89,8 +89,8 @@ namespace QuantLib {
     }
 
 
-    FixedRateLeg::FixedRateLeg(const Schedule& schedule)
-    : schedule_(schedule), paymentCalendar_(schedule.calendar()) {}
+    FixedRateLeg::FixedRateLeg(Schedule schedule)
+    : schedule_(std::move(schedule)), paymentCalendar_(schedule_.calendar()) {}
 
     FixedRateLeg& FixedRateLeg::withNotionals(Real notional) {
         notionals_ = vector<Real>(1,notional);

diff --git a/ql/cashflows/fixedratecoupon.hpp b/ql/cashflows/fixedratecoupon.hpp
@@ -89,7 +89,7 @@ namespace QuantLib {
     //! helper class building a sequence of fixed rate coupons
     class FixedRateLeg {
       public:
-        FixedRateLeg(const Schedule& schedule);
+        FixedRateLeg(Schedule schedule);
         FixedRateLeg& withNotionals(Real);
         FixedRateLeg& withNotionals(const std::vector<Real>&);
         FixedRateLeg& withCouponRates(Rate,

diff --git a/ql/cashflows/overnightindexedcoupon.cpp b/ql/cashflows/overnightindexedcoupon.cpp
@@ -146,7 +146,7 @@ namespace QuantLib {
                     const Date& refPeriodStart,
                     const Date& refPeriodEnd,
                     const DayCounter& dayCounter,
-                    bool telescopicValueDates, 
+                    bool telescopicValueDates,
                     RateAveraging::Type averagingMethod)
     : FloatingRateCoupon(paymentDate, nominal, startDate, endDate,
                          overnightIndex ? overnightIndex->fixingDays() : 0,
@@ -269,8 +269,8 @@ namespace QuantLib {
         }
     }
 
-    OvernightLeg::OvernightLeg(const Schedule& schedule, ext::shared_ptr<OvernightIndex> i)
-    : schedule_(schedule), overnightIndex_(std::move(i)), paymentCalendar_(schedule.calendar()) {
+    OvernightLeg::OvernightLeg(Schedule schedule, ext::shared_ptr<OvernightIndex> i)
+    : schedule_(std::move(schedule)), overnightIndex_(std::move(i)), paymentCalendar_(schedule_.calendar()) {
         QL_REQUIRE(overnightIndex_, "no index provided");
     }
 
@@ -370,7 +370,7 @@ namespace QuantLib {
                                        detail::get(spreads_, i, 0.0),
                                        refStart, refEnd,
                                        paymentDayCounter_,
-                                       telescopicValueDates_, 
+                                       telescopicValueDates_,
                                        averagingMethod_)));
         }
         return cashflows;

diff --git a/ql/cashflows/overnightindexedcoupon.hpp b/ql/cashflows/overnightindexedcoupon.hpp
@@ -98,7 +98,7 @@ namespace QuantLib {
     //! helper class building a sequence of overnight coupons
     class OvernightLeg {
       public:
-        OvernightLeg(const Schedule& schedule, ext::shared_ptr<OvernightIndex> overnightIndex);
+        OvernightLeg(Schedule schedule, ext::shared_ptr<OvernightIndex> overnightIndex);
         OvernightLeg& withNotionals(Real notional);
         OvernightLeg& withNotionals(const std::vector<Real>& notionals);
         OvernightLeg& withPaymentDayCounter(const DayCounter&);

diff --git a/ql/cashflows/subperiodcoupon.cpp b/ql/cashflows/subperiodcoupon.cpp
@@ -42,7 +42,7 @@ namespace QuantLib {
                                        const Date& exCouponDate)
     : FloatingRateCoupon(paymentDate, nominal, startDate, endDate,
                          fixingDays, index, gearing, couponSpread,
-                         refPeriodStart, refPeriodEnd, dayCounter, 
+                         refPeriodStart, refPeriodEnd, dayCounter,
                          false, exCouponDate),
       rateSpread_(rateSpread) {
         Schedule sch = MakeSchedule()
@@ -107,7 +107,7 @@ namespace QuantLib {
         }
     }
 
-    Real SubPeriodsPricer::swapletPrice() const { 
+    Real SubPeriodsPricer::swapletPrice() const {
         QL_FAIL("SubPeriodsPricer::swapletPrice not implemented");
     }
 
@@ -155,8 +155,8 @@ namespace QuantLib {
         return coupon_->gearing() * rate + coupon_->spread();
     }
 
-    SubPeriodsLeg::SubPeriodsLeg(const Schedule& schedule, ext::shared_ptr<IborIndex> i)
-    : schedule_(schedule), index_(std::move(i)), paymentCalendar_(schedule.calendar()) {
+    SubPeriodsLeg::SubPeriodsLeg(Schedule schedule, ext::shared_ptr<IborIndex> i)
+    : schedule_(std::move(schedule)), index_(std::move(i)), paymentCalendar_(schedule_.calendar()) {
         QL_REQUIRE(index_, "no index provided");
     }
 
@@ -306,4 +306,3 @@ namespace QuantLib {
         return cashflows;
     }
 }
-
diff --git a/ql/cashflows/subperiodcoupon.hpp b/ql/cashflows/subperiodcoupon.hpp
@@ -120,7 +120,7 @@ namespace QuantLib {
     //! helper class building a sequence of overnight coupons
     class SubPeriodsLeg {
       public:
-        SubPeriodsLeg(const Schedule &schedule, ext::shared_ptr<IborIndex> index);
+        SubPeriodsLeg(Schedule schedule, ext::shared_ptr<IborIndex> index);
         SubPeriodsLeg& withNotionals(Real notional);
         SubPeriodsLeg& withNotionals(const std::vector<Real>& notionals);
         SubPeriodsLeg& withPaymentDayCounter(const DayCounter&);

diff --git a/ql/experimental/averageois/arithmeticaverageois.cpp b/ql/experimental/averageois/arithmeticaverageois.cpp
@@ -27,11 +27,11 @@ namespace QuantLib {
 
     ArithmeticAverageOIS::ArithmeticAverageOIS(Type type,
                                                Real nominal,
-                                               const Schedule& fixedLegSchedule,
+                                               Schedule fixedLegSchedule,
                                                Rate fixedRate,
                                                DayCounter fixedDC,
                                                ext::shared_ptr<OvernightIndex> overnightIndex,
-                                               const Schedule& overnightLegSchedule,
+                                               Schedule overnightLegSchedule,
                                                Spread spread,
                                                Real meanReversionSpeed,
                                                Real volatility,
@@ -43,16 +43,16 @@ namespace QuantLib {
       overnightIndex_(std::move(overnightIndex)), spread_(spread), byApprox_(byApprox),
       mrs_(meanReversionSpeed), vol_(volatility) {
 
-        initialize(fixedLegSchedule, overnightLegSchedule);
+        initialize(std::move(fixedLegSchedule), std::move(overnightLegSchedule));
     }
 
     ArithmeticAverageOIS::ArithmeticAverageOIS(Type type,
                                                std::vector<Real> nominals,
-                                               const Schedule& fixedLegSchedule,
+                                               Schedule fixedLegSchedule,
                                                Rate fixedRate,
                                                DayCounter fixedDC,
                                                ext::shared_ptr<OvernightIndex> overnightIndex,
-                                               const Schedule& overnightLegSchedule,
+                                               Schedule overnightLegSchedule,
                                                Spread spread,
                                                Real meanReversionSpeed,
                                                Real volatility,
@@ -64,18 +64,18 @@ namespace QuantLib {
       overnightIndex_(std::move(overnightIndex)), spread_(spread), byApprox_(byApprox),
       mrs_(meanReversionSpeed), vol_(volatility) {
 
-        initialize(fixedLegSchedule, overnightLegSchedule);
+        initialize(std::move(fixedLegSchedule), std::move(overnightLegSchedule));
     }
 
-    void ArithmeticAverageOIS::initialize(const Schedule& fixedLegSchedule,
-                                          const Schedule& overnightLegSchedule) {
+    void ArithmeticAverageOIS::initialize(Schedule fixedLegSchedule,
+                                          Schedule overnightLegSchedule) {
         if (fixedDC_==DayCounter())
             fixedDC_ = overnightIndex_->dayCounter();
-        legs_[0] = FixedRateLeg(fixedLegSchedule)
+        legs_[0] = FixedRateLeg(std::move(fixedLegSchedule))
             .withNotionals(nominals_)
             .withCouponRates(fixedRate_, fixedDC_);
 
-        legs_[1] = OvernightLeg(overnightLegSchedule, overnightIndex_)
+        legs_[1] = OvernightLeg(std::move(overnightLegSchedule), overnightIndex_)
             .withNotionals(nominals_)
             .withSpreads(spread_);
 

diff --git a/ql/experimental/averageois/arithmeticaverageois.hpp b/ql/experimental/averageois/arithmeticaverageois.hpp
@@ -37,22 +37,22 @@ namespace QuantLib {
       public:
         ArithmeticAverageOIS(Type type,
                              Real nominal,
-                             const Schedule& fixedLegSchedule,
+                             Schedule fixedLegSchedule,
                              Rate fixedRate,
                              DayCounter fixedDC,
                              ext::shared_ptr<OvernightIndex> overnightIndex,
-                             const Schedule& overnightLegSchedule,
+                             Schedule overnightLegSchedule,
                              Spread spread = 0.0,
                              Real meanReversionSpeed = 0.03,
                              Real volatility = 0.00, // NO convexity adjustment by default
                              bool byApprox = false); // TRUE to use Katsumi Takada approximation
         ArithmeticAverageOIS(Type type,
                              std::vector<Real> nominals,
-                             const Schedule& fixedLegSchedule,
+                             Schedule fixedLegSchedule,
                              Rate fixedRate,
                              DayCounter fixedDC,
                              ext::shared_ptr<OvernightIndex> overnightIndex,
-                             const Schedule& overnightLegSchedule,
+                             Schedule overnightLegSchedule,
                              Spread spread = 0.0,
                              Real meanReversionSpeed = 0.03,
                              Real volatility = 0.00, // NO convexity adjustment by default
@@ -88,8 +88,7 @@ namespace QuantLib {
         Spread fairSpread() const;
         //@}
       private:
-        void initialize(const Schedule& fixedLegSchedule,
-                        const Schedule& overnightLegSchedule);
+        void initialize(Schedule fixedLegSchedule, Schedule overnightLegSchedule);
         Type type_;
         std::vector<Real> nominals_;
 

diff --git a/ql/experimental/callablebonds/callablebond.cpp b/ql/experimental/callablebonds/callablebond.cpp
@@ -357,7 +357,7 @@ namespace QuantLib {
                                  dayCounter,
                                  compounding,
                                  frequency);
-            
+
         if ( P == 0.0 )
             return 0;
         else
@@ -389,13 +389,13 @@ namespace QuantLib {
                                  dayCounter,
                                  compounding,
                                  frequency);
-            
+
         if ( P == 0.0 )
             return 0;
         else
             {
                 return (Ppp + Pmm - 2*P) / ( std::pow(bump,2) * P);
-            }        
+            }
 
     }
 
@@ -482,7 +482,7 @@ namespace QuantLib {
     CallableFixedRateBond::CallableFixedRateBond(
                               Natural settlementDays,
                               Real faceAmount,
-                              const Schedule& schedule,
+                              Schedule schedule,
                               const std::vector<Rate>& coupons,
                               const DayCounter& accrualDayCounter,
                               BusinessDayConvention paymentConvention,
@@ -499,7 +499,7 @@ namespace QuantLib {
         frequency_ = schedule.hasTenor() ? schedule.tenor().frequency() : NoFrequency;
 
         cashflows_ =
-            FixedRateLeg(schedule)
+            FixedRateLeg(std::move(schedule))
             .withNotionals(faceAmount)
             .withCouponRates(coupons, accrualDayCounter)
             .withPaymentAdjustment(paymentConvention)
@@ -533,4 +533,3 @@ namespace QuantLib {
     }
 
 }
-
diff --git a/ql/experimental/callablebonds/callablebond.hpp b/ql/experimental/callablebonds/callablebond.hpp
@@ -200,7 +200,7 @@ namespace QuantLib {
       public:
         CallableFixedRateBond(Natural settlementDays,
                               Real faceAmount,
-                              const Schedule& schedule,
+                              Schedule schedule,
                               const std::vector<Rate>& coupons,
                               const DayCounter& accrualDayCounter,
                               BusinessDayConvention paymentConvention = Following,

diff --git a/ql/experimental/catbonds/catbond.cpp b/ql/experimental/catbonds/catbond.cpp
@@ -45,7 +45,7 @@ namespace QuantLib {
         arguments->notionalRisk = notionalRisk_;
         arguments->startDate = issueDate();
     }
-    
+
     void CatBond::fetchResults(const PricingEngine::results* r) const {
         Bond::fetchResults(r);
 
@@ -59,7 +59,7 @@ namespace QuantLib {
 
     FloatingCatBond::FloatingCatBond(Natural settlementDays,
                                      Real faceAmount,
-                                     const Schedule& schedule,
+                                     Schedule schedule,
                                      const ext::shared_ptr<IborIndex>& iborIndex,
                                      const DayCounter& paymentDayCounter,
                                      const ext::shared_ptr<NotionalRisk>& notionalRisk,
@@ -76,7 +76,7 @@ namespace QuantLib {
 
         maturityDate_ = schedule.endDate();
 
-        cashflows_ = IborLeg(schedule, iborIndex)
+        cashflows_ = IborLeg(std::move(schedule), iborIndex)
             .withNotionals(faceAmount)
             .withPaymentDayCounter(paymentDayCounter)
             .withPaymentAdjustment(paymentConvention)

diff --git a/ql/experimental/catbonds/catbond.hpp b/ql/experimental/catbonds/catbond.hpp
@@ -94,7 +94,7 @@ namespace QuantLib {
       public:
         FloatingCatBond(Natural settlementDays,
                         Real faceAmount,
-                        const Schedule& schedule,
+                        Schedule schedule,
                         const ext::shared_ptr<IborIndex>& iborIndex,
                         const DayCounter& accrualDayCounter,
                         const ext::shared_ptr<NotionalRisk>& notionalRisk,

diff --git a/ql/experimental/credit/nthtodefault.cpp b/ql/experimental/credit/nthtodefault.cpp
@@ -32,7 +32,7 @@ namespace QuantLib {
         const ext::shared_ptr<Basket>& basket,
         Size n,
         Protection::Side side,
-        const Schedule& premiumSchedule,
+        Schedule premiumSchedule,
         Rate upfrontRate,
         Rate premiumRate,
         const DayCounter& dayCounter,
@@ -41,19 +41,19 @@ namespace QuantLib {
         )
     : basket_(basket), n_(n),
       side_(side), nominal_(nominal),
-      premiumSchedule_(premiumSchedule), premiumRate_(premiumRate), 
-      upfrontRate_(upfrontRate), 
+      premiumSchedule_(std::move(premiumSchedule)), premiumRate_(premiumRate),
+      upfrontRate_(upfrontRate),
       dayCounter_(dayCounter), settlePremiumAccrual_(settlePremiumAccrual)
     {
-        QL_REQUIRE(n_ <= basket_->size(), 
+        QL_REQUIRE(n_ <= basket_->size(),
                    "NTD order provided is larger than the basket size.");
 
         // Basket inception must lie before contract protection start.
-        QL_REQUIRE(basket->refDate() <= premiumSchedule.startDate(),
+        QL_REQUIRE(basket->refDate() <= premiumSchedule_.startDate(),
             //using the start date of the schedule might be wrong, think of the CDS rule
             "Basket did not exist before contract start.");
 
-        premiumLeg_ = FixedRateLeg(premiumSchedule)
+        premiumLeg_ = FixedRateLeg(premiumSchedule_)
             .withNotionals(nominal)
             .withCouponRates(premiumRate, dayCounter)
             .withPaymentAdjustment(Unadjusted);
@@ -156,4 +156,3 @@ namespace QuantLib {
     }
 
 }
-