Automated fixes by clang-tidy

ql/instruments/bonds/cpibond.cpp

@@ -55,7 +55,7 @@ namespace QuantLib {
            paymentCalendar == Calendar() ? schedule.calendar() : paymentCalendar,
            issueDate),
       frequency_(schedule.tenor().frequency()), dayCounter_(accrualDayCounter),
-      growthOnly_(false), baseCPI_(baseCPI), observationLag_(observationLag),
+       baseCPI_(baseCPI), observationLag_(observationLag),
       cpiIndex_(std::move(cpiIndex)), observationInterpolation_(observationInterpolation) {
 
         maturityDate_ = schedule.endDate();

ql/instruments/bonds/cpibond.hpp

@@ -86,7 +86,7 @@ namespace QuantLib {
                         Deprecated in version 1.45.
         */
         [[deprecated("Do not use; meaningless for a bond.")]]
-        bool growthOnly_;
+        bool growthOnly_ = false;
         Real baseCPI_;
         Period observationLag_;
         ext::shared_ptr<ZeroInflationIndex> cpiIndex_;

ql/models/model.cpp

@@ -136,7 +136,7 @@ namespace QuantLib {
     }
 
     void CalibratedModel::setParams(const Array& params) {
-        auto p = params.begin();
+        const auto *p = params.begin();
         for (auto& argument : arguments_) {
             for (Size j = 0; j < argument.size(); ++j, ++p) {
                 QL_REQUIRE(p!=params.end(),"parameter array too small");

ql/models/shortrate/onefactormodels/markovfunctional.hpp

@@ -159,9 +159,9 @@ namespace QuantLib {
                     addAdjustment(KahaleInterpolation);
                 }
 
-                const int smileTreatments = ((adjustments_ & KahaleSmile) != 0) +
-                                            ((adjustments_ & SabrSmile) != 0) +
-                                            ((adjustments_ & CustomSmile) != 0);
+                const int smileTreatments = static_cast<int>((adjustments_ & KahaleSmile) != 0) +
+                                            static_cast<int>((adjustments_ & SabrSmile) != 0) +
+                                            static_cast<int>((adjustments_ & CustomSmile) != 0);
                 QL_REQUIRE(smileTreatments <= 1,
                            "At most one of KahaleSmile, SabrSmile and CustomSmile "
                            "can be specified at the same time");

ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.cpp

@@ -239,9 +239,9 @@ namespace QuantLib {
             if (considerProbabilities && probabilities_ != None &&
                 event1Time != Null<Real>()) {
                 probabilityPayoffs.reserve(npvp1.size());
-                for (Size m = 0; m < npvp1.size(); ++m) {
+                for (auto & m : npvp1) {
                     probabilityPayoffs.emplace_back(
-                        z.begin(), z.end(), npvp1[m].begin(),
+                        z.begin(), z.end(), m.begin(),
                         CubicInterpolation::Spline, true,
                         CubicInterpolation::Lagrange, 0.0,
                         CubicInterpolation::Lagrange, 0.0);

test-suite/dates.cpp

@@ -552,7 +552,7 @@ BOOST_AUTO_TEST_CASE(nullDate) {
 
     Date null_date = Date();
 
-    static_assert(std::is_nothrow_default_constructible<Date>::value,
+    static_assert(std::is_nothrow_default_constructible_v<Date>,
                   "Date default construction must be noexcept");
 
     BOOST_CHECK_EQUAL(null_date.serialNumber(), 0);