Simplify Null<T> implementation

ql/cashflows/cpicoupon.cpp

@@ -42,7 +42,7 @@ namespace QuantLib {
                          const Date& refPeriodStart,
                          const Date& refPeriodEnd,
                          const Date& exCouponDate)
-    : CPICoupon(baseCPI, Null<Date>(), paymentDate, nominal, startDate, endDate,
+    : CPICoupon(baseCPI, Date(), paymentDate, nominal, startDate, endDate,
                 index, observationLag, observationInterpolation, dayCounter,
                 fixedRate, refPeriodStart, refPeriodEnd, exCouponDate) {}
 
@@ -84,7 +84,7 @@ namespace QuantLib {
       observationInterpolation_(observationInterpolation), baseDate_(baseDate) {
 
         QL_REQUIRE(index_, "no index provided");
-        QL_REQUIRE(baseCPI_ != Null<Rate>() || baseDate != Null<Date>(),
+        QL_REQUIRE(baseCPI_ != Null<Rate>() || baseDate != Date(),
                    "baseCPI and baseDate can not be both null, provide a valid baseCPI or baseDate");
         QL_REQUIRE(baseCPI_ == Null<Rate>() || std::fabs(baseCPI_) > 1e-16,
                    "|baseCPI_| < 1e-16, future divide-by-zero problem");
@@ -150,7 +150,7 @@ namespace QuantLib {
       interpolation_(interpolation), frequency_(index ? index->frequency() : NoFrequency) {
         QL_REQUIRE(index, "no index provided");
         QL_REQUIRE(
-            baseFixing_ != Null<Rate>() || baseDate != Null<Date>(),
+            baseFixing_ != Null<Rate>() || baseDate != Date(),
             "baseCPI and baseDate can not be both null, provide a valid baseCPI or baseDate");
         QL_REQUIRE(baseFixing_ == Null<Rate>() || std::fabs(baseFixing_) > 1e-16,
                    "|baseCPI_| < 1e-16, future divide-by-zero problem");
@@ -182,7 +182,7 @@ namespace QuantLib {
                    const Period& observationLag)
     : schedule_(std::move(schedule)), index_(std::move(index)), baseCPI_(baseCPI),
       observationLag_(observationLag), paymentDayCounter_(Thirty360(Thirty360::BondBasis)),
-      paymentCalendar_(schedule_.calendar()), baseDate_(Null<Date>()) {}
+      paymentCalendar_(schedule_.calendar()) {}
 
 
     CPILeg& CPILeg::withObservationInterpolation(CPI::InterpolationType interp) {
@@ -283,7 +283,7 @@ namespace QuantLib {
         if (n>0) {
             QL_REQUIRE(!fixedRates_.empty(), "no fixedRates given");
 
-            if (baseDate_ == Null<Date>() && baseCPI_ == Null<Real>()) {
+            if (baseDate_ == Date() && baseCPI_ == Null<Real>()) {
                 baseDate = schedule_.date(0) - observationLag_;
             }
 

ql/cashflows/cpicoupon.hpp

@@ -250,7 +250,7 @@ namespace QuantLib {
         Calendar exCouponCalendar_;
         BusinessDayConvention exCouponAdjustment_ = Following;
         bool exCouponEndOfMonth_ = false;
-        Date baseDate_ = Null<Date>();
+        Date baseDate_ = Date();
     };
 
 

ql/cashflows/timebasket.cpp

@@ -47,7 +47,7 @@ namespace QuantLib {
         for (auto j : *this) {
             Date date = j.first;
             Real value = j.second;
-            Date pDate = Null<Date>(), nDate = Null<Date>();
+            Date pDate = Date(), nDate = Date();
 
             auto bi =
                 std::lower_bound(sbuckets.begin(), sbuckets.end(), date);
@@ -60,7 +60,7 @@ namespace QuantLib {
             if (bi != sbuckets.begin() && bi != sbuckets.end())
                 nDate = *(bi-1);
 
-            if (pDate == date || nDate == Null<Date>()) {
+            if (pDate == date || nDate == Date()) {
                 result[pDate] += value;
             } else {
                 Real pDays = Real(pDate-date);

ql/experimental/credit/defaultevent.cpp

@@ -97,7 +97,7 @@ namespace QuantLib {
     : bondsCurrency_(std::move(curr)), defaultDate_(creditEventDate), eventType_(atomicEvType),
       bondsSeniority_(bondsSen),
       defSettlement_(settleDate, recoveryRates.empty() ? makeIsdaConvMap() : recoveryRates) {
-        if(settleDate != Null<Date>()) {// has settled
+        if (settleDate != Date()) {// has settled
             QL_REQUIRE(settleDate >= creditEventDate,
               "Settlement date should be after default date.");
             QL_REQUIRE(recoveryRates.find(bondsSen) != recoveryRates.end(),
@@ -114,7 +114,7 @@ namespace QuantLib {
                                Real recoveryRate)
     : bondsCurrency_(std::move(curr)), defaultDate_(creditEventDate), eventType_(atomicEvType),
       bondsSeniority_(bondsSen), defSettlement_(settleDate, bondsSen, recoveryRate) {
-        if(settleDate != Null<Date>()) {
+        if (settleDate != Date()) {
             QL_REQUIRE(settleDate >= creditEventDate,
             "Settlement date should be after default date.");
         }

ql/experimental/credit/defaultevent.hpp

@@ -96,7 +96,7 @@ namespace QuantLib {
                      Currency curr,
                      Seniority bondsSen,
                      // Settlement information:
-                     const Date& settleDate = Null<Date>(),
+                     const Date& settleDate = Date(),
                      const std::map<Seniority, Real>& recoveryRates = rate_map());
         /*! Use NoSeniority to settle to all seniorities with that
             recovery. In that case the event is assumed to have
@@ -114,7 +114,7 @@ namespace QuantLib {
         bool isRestructuring() const { return eventType_.isRestructuring(); }
         bool isDefault() const { return !isRestructuring();}
         bool hasSettled() const {
-            return defSettlement_.date() != Null<Date>();
+            return defSettlement_.date() != Date();
         }
         const DefaultSettlement& settlement() const {
             return defSettlement_;

ql/experimental/exoticoptions/partialtimebarrieroption.cpp

@@ -51,8 +51,7 @@ namespace QuantLib {
     PartialTimeBarrierOption::arguments::arguments()
     : barrierType(PartialBarrier::Type(-1)),
       barrierRange(PartialBarrier::Range(-1)),
-      barrier(Null<Real>()), rebate(Null<Real>()),
-      coverEventDate(Null<Date>()) {}
+      barrier(Null<Real>()), rebate(Null<Real>()) {}
 
     void PartialTimeBarrierOption::arguments::validate() const {
         OneAssetOption::arguments::validate();
@@ -78,7 +77,7 @@ namespace QuantLib {
 
         QL_REQUIRE(barrier != Null<Real>(), "no barrier given");
         QL_REQUIRE(rebate != Null<Real>(), "no rebate given");
-        QL_REQUIRE(coverEventDate != Null<Date>(), "no cover event date given");
+        QL_REQUIRE(coverEventDate != Date(), "no cover event date given");
         QL_REQUIRE(coverEventDate < exercise->lastDate(),
                    "cover event date equal or later than exercise date");
     }

ql/instruments/bond.cpp

@@ -149,7 +149,7 @@ namespace QuantLib {
     }
 
     Date Bond::maturityDate() const {
-        if (maturityDate_!=Null<Date>())
+        if (maturityDate_ != Date())
             return maturityDate_;
         else
             return BondFunctions::maturityDate(*this);

ql/instruments/creditdefaultswap.cpp

@@ -53,7 +53,7 @@ namespace QuantLib {
     : side_(side), notional_(notional), upfront_(ext::nullopt), runningSpread_(spread),
       settlesAccrual_(settlesAccrual), paysAtDefaultTime_(paysAtDefaultTime),
       claim_(std::move(claim)),
-      protectionStart_(protectionStart == Null<Date>() ? schedule[0] : protectionStart),
+      protectionStart_(protectionStart == Date() ? schedule[0] : protectionStart),
       tradeDate_(tradeDate), cashSettlementDays_(cashSettlementDays) {
 
         init(schedule, convention, dayCounter, lastPeriodDayCounter, rebatesAccrual);
@@ -78,7 +78,7 @@ namespace QuantLib {
     : side_(side), notional_(notional), upfront_(upfront), runningSpread_(runningSpread),
       settlesAccrual_(settlesAccrual), paysAtDefaultTime_(paysAtDefaultTime),
       claim_(std::move(claim)),
-      protectionStart_(protectionStart == Null<Date>() ? schedule[0] : protectionStart),
+      protectionStart_(protectionStart == Date() ? schedule[0] : protectionStart),
       tradeDate_(tradeDate), cashSettlementDays_(cashSettlementDays) {
 
         init(schedule, convention, dayCounter, lastPeriodDayCounter, rebatesAccrual, upfrontDate);
@@ -460,10 +460,8 @@ namespace QuantLib {
         QL_REQUIRE(!leg.empty(), "coupons not set");
         QL_REQUIRE(upfrontPayment, "upfront payment not set");
         QL_REQUIRE(claim, "claim not set");
-        QL_REQUIRE(protectionStart != Null<Date>(),
-                   "protection start date not set");
-        QL_REQUIRE(maturity != Null<Date>(),
-                   "maturity date not set");
+        QL_REQUIRE(protectionStart != Date(), "protection start date not set");
+        QL_REQUIRE(maturity != Date(), "maturity date not set");
     }
 
     void CreditDefaultSwap::results::reset() {
@@ -494,7 +492,7 @@ namespace QuantLib {
         if (rule == DateGeneration::CDS2015 && (anchorDate == Date(20, Dec, anchorDate.year()) ||
             anchorDate == Date(20, Jun, anchorDate.year()))) {
             if (tenor.length() == 0) {
-                return Null<Date>();
+                return Date();
             } else {
                 anchorDate -= 3 * Months;
             }

ql/instruments/creditdefaultswap.hpp

@@ -347,7 +347,7 @@ namespace QuantLib {
 
     /*! Return the CDS maturity date given the CDS trade date, \p tradeDate, the CDS \p tenor and a CDS \p rule.
 
-        A \c Null<Date>() is returned when a \p rule of \c CDS2015 and a \p tenor length of zero fail to yield a valid
+        A null date is returned when a \p rule of \c CDS2015 and a \p tenor length of zero fail to yield a valid
         CDS maturity date.
 
         \warning An exception will be thrown if the \p rule is not \c CDS2015, \c CDS or \c OldCDS.

ql/instruments/forwardvanillaoption.hpp

@@ -36,8 +36,7 @@ namespace QuantLib {
     template <class ArgumentsType>
     class ForwardOptionArguments : public ArgumentsType {
       public:
-        ForwardOptionArguments() : moneyness(Null<Real>()),
-                                   resetDate(Null<Date>()) {}
+        ForwardOptionArguments() : moneyness(Null<Real>()) {}
         void validate() const override;
         Real moneyness;
         Date resetDate;
@@ -72,7 +71,7 @@ namespace QuantLib {
         QL_REQUIRE(moneyness != Null<Real>(), "null moneyness given");
         QL_REQUIRE(moneyness > 0.0, "negative or zero moneyness given");
 
-        QL_REQUIRE(resetDate != Null<Date>(), "null reset date given");
+        QL_REQUIRE(resetDate != Date(), "null reset date given");
         QL_REQUIRE(resetDate >= Settings::instance().evaluationDate(),
                    "reset date in the past");
         QL_REQUIRE(this->exercise->lastDate() > resetDate,

ql/instruments/makecds.cpp

@@ -46,7 +46,7 @@ namespace QuantLib {
 
     MakeCreditDefaultSwap::operator ext::shared_ptr<CreditDefaultSwap>() const {
 
-        Date tradeDate = (tradeDate_ != Null<Date>()) ? tradeDate_ : Settings::instance().evaluationDate();
+        Date tradeDate = (tradeDate_ != Date()) ? tradeDate_ : Settings::instance().evaluationDate();
         Date upfrontDate = WeekendsOnly().advance(tradeDate, cashSettlementDays_, Days);
 
         Date protectionStart;

ql/instruments/makeswaption.cpp

@@ -36,7 +36,7 @@ namespace QuantLib {
                                Rate strike)
     : swapIndex_(std::move(swapIndex)), delivery_(Settlement::Physical),
       settlementMethod_(Settlement::PhysicalOTC), optionTenor_(optionTenor),
-      optionConvention_(ModifiedFollowing), fixingDate_(Null<Date>()), strike_(strike),
+      optionConvention_(ModifiedFollowing), strike_(strike),
       underlyingType_(Swap::Payer), nominal_(1.0) {}
 
     MakeSwaption::MakeSwaption(ext::shared_ptr<SwapIndex> swapIndex,
@@ -58,10 +58,10 @@ namespace QuantLib {
         // if the evaluation date is not a business day
         // then move to the next business day
         refDate = fixingCalendar.adjust(refDate);
-        if (fixingDate_ == Null<Date>())
+        if (fixingDate_ == Date())
             fixingDate_ = fixingCalendar.advance(refDate, optionTenor_,
                                                  optionConvention_);
-        if (exerciseDate_ == Null<Date>()) {
+        if (exerciseDate_ == Date()) {
             exercise_ = ext::shared_ptr<Exercise>(new
                 EuropeanExercise(fixingDate_));
         } else {

ql/instruments/simplechooseroption.hpp

@@ -50,7 +50,7 @@ namespace QuantLib {
     //! Extra %arguments for single chooser option
     class SimpleChooserOption::arguments : public OneAssetOption::arguments {
       public:
-        arguments() : choosingDate(Null<Date>()) {}
+        arguments() = default;
         void validate() const override;
         Date choosingDate;
     };

ql/legacy/libormarketmodels/lfmcovarparam.hpp

@@ -45,9 +45,9 @@ namespace QuantLib {
         Size size() const { return size_; }
         Size factors() const { return factors_; }
 
-        virtual Matrix diffusion(Time t, const Array& x = Null<Array>()) const = 0;
-        virtual Matrix covariance(Time t, const Array& x = Null<Array>()) const;
-        virtual Matrix integratedCovariance(Time t, const Array& x = Null<Array>()) const;
+        virtual Matrix diffusion(Time t, const Array& x = {}) const = 0;
+        virtual Matrix covariance(Time t, const Array& x = {}) const;
+        virtual Matrix integratedCovariance(Time t, const Array& x = {}) const;
 
       protected:
         const Size size_;

ql/legacy/libormarketmodels/lfmcovarproxy.hpp

@@ -40,12 +40,11 @@ namespace QuantLib {
         ext::shared_ptr<LmVolatilityModel>  volatilityModel() const;
         ext::shared_ptr<LmCorrelationModel> correlationModel() const;
 
-        Matrix diffusion(Time t, const Array& x = Null<Array>()) const override;
-        Matrix covariance(Time t, const Array& x = Null<Array>()) const override;
+        Matrix diffusion(Time t, const Array& x = {}) const override;
+        Matrix covariance(Time t, const Array& x = {}) const override;
 
         using LfmCovarianceParameterization::integratedCovariance;
-        virtual Real integratedCovariance(
-            Size i, Size j, Time t, const Array& x = Null<Array>()) const;
+        virtual Real integratedCovariance(Size i, Size j, Time t, const Array& x = {}) const;
 
       protected:
         const ext::shared_ptr<LmVolatilityModel>  volaModel_;

ql/legacy/libormarketmodels/lfmhullwhiteparam.hpp

@@ -45,9 +45,9 @@ namespace QuantLib {
             const ext::shared_ptr<OptionletVolatilityStructure> & capletVol,
             const Matrix& correlation = Matrix(), Size factors = 1);
 
-        Matrix diffusion(Time t, const Array& x = Null<Array>()) const override;
-        Matrix covariance(Time t, const Array& x = Null<Array>()) const override;
-        Matrix integratedCovariance(Time t, const Array& x = Null<Array>()) const override;
+        Matrix diffusion(Time t, const Array& x = {}) const override;
+        Matrix covariance(Time t, const Array& x = {}) const override;
+        Matrix integratedCovariance(Time t, const Array& x = {}) const override;
 
       protected:
         Size nextIndexReset(Time t) const;

ql/legacy/libormarketmodels/lmconstwrappercorrmodel.hpp

@@ -38,13 +38,13 @@ namespace QuantLib {
 
         Size factors() const override { return corrModel_->factors(); }
 
-        Matrix correlation(Time t, const Array& x = Null<Array>()) const override {
+        Matrix correlation(Time t, const Array& x = {}) const override {
             return corrModel_->correlation(t, x);
         }
-        Matrix pseudoSqrt(Time t, const Array& x = Null<Array>()) const override {
+        Matrix pseudoSqrt(Time t, const Array& x = {}) const override {
             return corrModel_->pseudoSqrt(t, x);
         }
-        Real correlation(Size i, Size j, Time t, const Array& x = Null<Array>()) const override {
+        Real correlation(Size i, Size j, Time t, const Array& x = {}) const override {
             return corrModel_->correlation(i, j, t, x);
         }
         bool isTimeIndependent() const override { return corrModel_->isTimeIndependent(); }

ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp

@@ -37,15 +37,14 @@ namespace QuantLib {
           volaModel_(volaModel) {
         }
 
-        Array volatility(Time t, const Array& x = Null<Array>()) const override {
+        Array volatility(Time t, const Array& x = {}) const override {
             return volaModel_->volatility(t, x);
         }
         Volatility volatility(
-            Size i, Time t, const Array& x = Null<Array>()) {
+            Size i, Time t, const Array& x = {}) {
             return volaModel_->volatility(i, t, x);
         }
-        Real
-        integratedVariance(Size i, Size j, Time u, const Array& x = Null<Array>()) const override {
+        Real integratedVariance(Size i, Size j, Time u, const Array& x = {}) const override {
             return volaModel_->integratedVariance(i, j, u, x);
         }
 

ql/legacy/libormarketmodels/lmcorrmodel.hpp

@@ -43,9 +43,9 @@ namespace QuantLib {
         std::vector<Parameter>& params();
         void setParams(const std::vector<Parameter> & arguments);
 
-        virtual Matrix correlation(Time t, const Array& x = Null<Array>()) const = 0;
-        virtual Matrix pseudoSqrt(Time t, const Array& x = Null<Array>()) const;
-        virtual Real correlation(Size i, Size j, Time t, const Array& x = Null<Array>()) const;
+        virtual Matrix correlation(Time t, const Array& x = {}) const = 0;
+        virtual Matrix pseudoSqrt(Time t, const Array& x = {}) const;
+        virtual Real correlation(Size i, Size j, Time t, const Array& x = {}) const;
         virtual bool isTimeIndependent() const;
 
     protected:

ql/legacy/libormarketmodels/lmexpcorrmodel.hpp

@@ -46,8 +46,8 @@ namespace QuantLib {
       public:
         LmExponentialCorrelationModel(Size size, Real rho);
 
-        Matrix correlation(Time t, const Array& x = Null<Array>()) const override;
-        Matrix pseudoSqrt(Time t, const Array& x = Null<Array>()) const override;
+        Matrix correlation(Time t, const Array& x = {}) const override;
+        Matrix pseudoSqrt(Time t, const Array& x = {}) const override;
         Real correlation(Size i, Size j, Time t, const Array& x) const override;
         bool isTimeIndependent() const override;
 

ql/legacy/libormarketmodels/lmextlinexpvolmodel.hpp

@@ -49,11 +49,10 @@ namespace QuantLib {
         LmExtLinearExponentialVolModel(const std::vector<Time>& fixingTimes,
                                        Real a, Real b, Real c, Real d);
 
-        Array volatility(Time t, const Array& x = Null<Array>()) const override;
-        Volatility volatility(Size i, Time t, const Array& x = Null<Array>()) const override;
+        Array volatility(Time t, const Array& x = {}) const override;
+        Volatility volatility(Size i, Time t, const Array& x = {}) const override;
 
-        Real
-        integratedVariance(Size i, Size j, Time u, const Array& x = Null<Array>()) const override;
+        Real integratedVariance(Size i, Size j, Time u, const Array& x = {}) const override;
     };
 
 }

ql/legacy/libormarketmodels/lmfixedvolmodel.hpp

@@ -32,7 +32,7 @@ namespace QuantLib {
       public:
         LmFixedVolatilityModel(Array volatilities, const std::vector<Time>& startTimes);
 
-        Array volatility(Time t, const Array& x = Null<Array>()) const override;
+        Array volatility(Time t, const Array& x = {}) const override;
         Volatility volatility(Size i, Time t, const Array& x) const override;
 
       private:

ql/legacy/libormarketmodels/lmlinexpcorrmodel.hpp

@@ -47,8 +47,8 @@ namespace QuantLib {
         LmLinearExponentialCorrelationModel(Size size, Real rho, Real beta,
                                             Size factors = Null<Size>());
 
-        Matrix correlation(Time t, const Array& x = Null<Array>()) const override;
-        Matrix pseudoSqrt(Time t, const Array& x = Null<Array>()) const override;
+        Matrix correlation(Time t, const Array& x = {}) const override;
+        Matrix pseudoSqrt(Time t, const Array& x = {}) const override;
         Real correlation(Size i, Size j, Time t, const Array& x) const override;
 
         Size factors() const override;