Pass Handle by value and move (part 1) (#1975)

lballabio · May 21, 2024 · ae2646c · ae2646c
2 parents af6a1a4 + ed32de7
commit ae2646c
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Showing 77 changed files with 485 additions and 495 deletions.
diff --git a/ql/indexes/bmaindex.cpp b/ql/indexes/bmaindex.cpp
@@ -40,15 +40,15 @@ namespace QuantLib {
 
     }
 
-    BMAIndex::BMAIndex(const Handle<YieldTermStructure>& h)
+    BMAIndex::BMAIndex(Handle<YieldTermStructure> h)
     : InterestRateIndex("BMA",
                         1 * Weeks,
                         1,
                         USDCurrency(),
                         UnitedStates(UnitedStates::GovernmentBond),
                         ActualActual(ActualActual::ISDA)),
-      termStructure_(h) {
-        registerWith (h);
+      termStructure_(std::move(h)) {
+        registerWith(termStructure_);
     }
 
     bool BMAIndex::isValidFixingDate(const Date& date) const {

diff --git a/ql/indexes/bmaindex.hpp b/ql/indexes/bmaindex.hpp
@@ -39,7 +39,7 @@ namespace QuantLib {
     */
     class BMAIndex : public InterestRateIndex {
       public:
-        explicit BMAIndex(const Handle<YieldTermStructure>& h = {});
+        explicit BMAIndex(Handle<YieldTermStructure> h = {});
         //! \name Index interface
         //@{
         /*! BMA is fixed weekly on Wednesdays.

diff --git a/ql/indexes/equityindex.cpp b/ql/indexes/equityindex.cpp
@@ -60,12 +60,12 @@ namespace QuantLib {
         if (result != Null<Real>())
             // if historical fixing is present use it
             return result;
-        
+
         if (fixingDate == today && !spot_.empty())
             // Today's fixing is missing, but spot is
             // provided, so use it as proxy
             return spot_->value();
-        
+
         QL_FAIL("Missing " << name() << " fixing for " << fixingDate);
     }
 
@@ -92,9 +92,9 @@ namespace QuantLib {
         return forward;
     }
 
-    ext::shared_ptr<EquityIndex> EquityIndex::clone(const Handle<YieldTermStructure>& interest,
-                                                    const Handle<YieldTermStructure>& dividend,
-                                                    const Handle<Quote>& spot) const {
-        return ext::make_shared<EquityIndex>(name(), fixingCalendar(), interest, dividend, spot);
+    ext::shared_ptr<EquityIndex> EquityIndex::clone(Handle<YieldTermStructure> interest,
+                                                    Handle<YieldTermStructure> dividend,
+                                                    Handle<Quote> spot) const {
+        return ext::make_shared<EquityIndex>(name(), fixingCalendar(), std::move(interest), std::move(dividend), std::move(spot));
     }
-}
+}
diff --git a/ql/indexes/equityindex.hpp b/ql/indexes/equityindex.hpp
@@ -38,7 +38,7 @@ namespace QuantLib {
         term structure, or just the interest rate term structure
         in which case one can provide a term structure of equity
         forwards implied from, e.g. option prices.
-        
+
         In case of the first method, the forward is calculated as:
         \f[
         I(t, T) = I(t, t) \frac{P_{D}(t, T)}{P_{R}(t, T)},
@@ -98,9 +98,9 @@ namespace QuantLib {
         //@{
         //! returns a copy of itself linked to different interest, dividend curves
         //! or spot quote
-        virtual ext::shared_ptr<EquityIndex> clone(const Handle<YieldTermStructure>& interest,
-                                                   const Handle<YieldTermStructure>& dividend,
-                                                   const Handle<Quote>& spot) const;
+        virtual ext::shared_ptr<EquityIndex> clone(Handle<YieldTermStructure> interest,
+                                                   Handle<YieldTermStructure> dividend,
+                                                   Handle<Quote> spot) const;
         // @}
       private:
         std::string name_;
@@ -117,4 +117,4 @@ namespace QuantLib {
     inline void EquityIndex::update() { notifyObservers(); }
 }
 
-#endif
+#endif
diff --git a/ql/indexes/ibor/aonia.hpp b/ql/indexes/ibor/aonia.hpp
@@ -38,10 +38,10 @@ namespace QuantLib {
     */
     class Aonia : public OvernightIndex {
       public:
-        explicit Aonia(const Handle<YieldTermStructure>& h = {})
+        explicit Aonia(Handle<YieldTermStructure> h = {})
         : OvernightIndex("Aonia", 0, AUDCurrency(),
                          Australia(),
-                         Actual365Fixed(), h) {}
+                         Actual365Fixed(), std::move(h)) {}
     };
 
 }

diff --git a/ql/indexes/ibor/audlibor.hpp b/ql/indexes/ibor/audlibor.hpp
@@ -38,12 +38,12 @@ namespace QuantLib {
     class AUDLibor : public Libor {
       public:
         AUDLibor(const Period& tenor,
-                 const Handle<YieldTermStructure>& h = {})
+                 Handle<YieldTermStructure> h = {})
         : Libor("AUDLibor", tenor,
                 2,
                 AUDCurrency(),
                 Australia(),
-                Actual360(), h) {}
+                Actual360(), std::move(h)) {}
     };
 
 }

diff --git a/ql/indexes/ibor/bbsw.hpp b/ql/indexes/ibor/bbsw.hpp
@@ -39,12 +39,12 @@ namespace QuantLib {
     class Bbsw : public IborIndex {
       public:
         Bbsw(const Period& tenor,
-             const Handle<YieldTermStructure>& h = {})
+             Handle<YieldTermStructure> h = {})
         : IborIndex("Bbsw", tenor,
                     0, // settlement days
                     AUDCurrency(), Australia(),
                     HalfMonthModifiedFollowing, true,
-                    Actual365Fixed(), h) {
+                    Actual365Fixed(), std::move(h)) {
             QL_REQUIRE(this->tenor().units() != Days,
                        "for daily tenors (" << this->tenor() <<
                        ") dedicated DailyTenor constructor must be used");
@@ -54,43 +54,43 @@ namespace QuantLib {
     //! 1-month %Bbsw index
     class Bbsw1M : public Bbsw {
       public:
-        explicit Bbsw1M(const Handle<YieldTermStructure>& h = {})
-        : Bbsw(Period(1, Months), h) {}
+        explicit Bbsw1M(Handle<YieldTermStructure> h = {})
+        : Bbsw(Period(1, Months), std::move(h)) {}
     };
 
     //! 2-months %Bbsw index
     class Bbsw2M : public Bbsw {
       public:
-        explicit Bbsw2M(const Handle<YieldTermStructure>& h = {})
-        : Bbsw(Period(2, Months), h) {}
+        explicit Bbsw2M(Handle<YieldTermStructure> h = {})
+        : Bbsw(Period(2, Months), std::move(h)) {}
     };
 
     //! 3-months %Bbsw index
     class Bbsw3M : public Bbsw {
       public:
-        explicit Bbsw3M(const Handle<YieldTermStructure>& h = {})
-        : Bbsw(Period(3, Months), h) {}
+        explicit Bbsw3M(Handle<YieldTermStructure> h = {})
+        : Bbsw(Period(3, Months), std::move(h)) {}
     };
 
     //! 4-months %Bbsw index
     class Bbsw4M : public Bbsw {
       public:
-        explicit Bbsw4M(const Handle<YieldTermStructure>& h = {})
-        : Bbsw(Period(4, Months), h) {}
+        explicit Bbsw4M(Handle<YieldTermStructure> h = {})
+        : Bbsw(Period(4, Months), std::move(h)) {}
     };
 
     //! 5-months %Bbsw index
     class Bbsw5M : public Bbsw {
       public:
-        explicit Bbsw5M(const Handle<YieldTermStructure>& h = {})
-        : Bbsw(Period(5, Months), h) {}
+        explicit Bbsw5M(Handle<YieldTermStructure> h = {})
+        : Bbsw(Period(5, Months), std::move(h)) {}
     };
 
     //! 6-months %Bbsw index
     class Bbsw6M : public Bbsw {
       public:
-        explicit Bbsw6M(const Handle<YieldTermStructure>& h = {})
-        : Bbsw(Period(6, Months), h) {}
+        explicit Bbsw6M(Handle<YieldTermStructure> h = {})
+        : Bbsw(Period(6, Months), std::move(h)) {}
     };
 
 }

diff --git a/ql/indexes/ibor/bibor.cpp b/ql/indexes/ibor/bibor.cpp
@@ -55,13 +55,12 @@ namespace QuantLib {
 
     }
 
-    Bibor::Bibor(const Period& tenor,
-                     const Handle<YieldTermStructure>& h)
+    Bibor::Bibor(const Period& tenor, Handle<YieldTermStructure> h)
     : IborIndex("Bibor", tenor,
                 2, // settlement days
                 THBCurrency(), Thailand(),
                 BiborConvention(tenor), BiborEOM(tenor),
-                Actual365Fixed(), h) {
+                Actual365Fixed(), std::move(h)) {
         QL_REQUIRE(this->tenor().units()!=Days,
                    "for daily tenors (" << this->tenor() <<
                    ") dedicated DailyTenor constructor must be used");

diff --git a/ql/indexes/ibor/bibor.hpp b/ql/indexes/ibor/bibor.hpp
@@ -33,59 +33,58 @@ namespace QuantLib {
     */
     class Bibor : public IborIndex {
       public:
-        Bibor(const Period& tenor,
-              const Handle<YieldTermStructure>& h = {});
+        Bibor(const Period& tenor, Handle<YieldTermStructure> h = {});
     };
 
 
     //! 1-week %Bibor index
     class BiborSW : public Bibor {
       public:
-        explicit BiborSW(const Handle<YieldTermStructure>& h = {})
-        : Bibor(Period(1, Weeks), h) {}
+        explicit BiborSW(Handle<YieldTermStructure> h = {})
+        : Bibor(Period(1, Weeks), std::move(h)) {}
     };
 
 
     //! 1-month %Euribor index
     class Bibor1M : public Bibor {
       public:
-        explicit Bibor1M(const Handle<YieldTermStructure>& h = {})
-        : Bibor(Period(1, Months), h) {}
+        explicit Bibor1M(Handle<YieldTermStructure> h = {})
+        : Bibor(Period(1, Months), std::move(h)) {}
     };
 
     //! 2-months %Euribor index
     class Bibor2M : public Bibor {
       public:
-        explicit Bibor2M(const Handle<YieldTermStructure>& h = {})
-        : Bibor(Period(2, Months), h) {}
+        explicit Bibor2M(Handle<YieldTermStructure> h = {})
+        : Bibor(Period(2, Months), std::move(h)) {}
     };
 
     //! 3-months %Bibor index
     class Bibor3M : public Bibor {
       public:
-        explicit Bibor3M(const Handle<YieldTermStructure>& h = {})
-        : Bibor(Period(3, Months), h) {}
+        explicit Bibor3M(Handle<YieldTermStructure> h = {})
+        : Bibor(Period(3, Months), std::move(h)) {}
     };
 
     //! 6-months %Bibor index
     class Bibor6M : public Bibor {
       public:
-        explicit Bibor6M(const Handle<YieldTermStructure>& h = {})
-        : Bibor(Period(6, Months), h) {}
+        explicit Bibor6M(Handle<YieldTermStructure> h = {})
+        : Bibor(Period(6, Months), std::move(h)) {}
     };
 
     //! 9-months %Bibor index
     class Bibor9M : public Bibor {
       public:
-        explicit Bibor9M(const Handle<YieldTermStructure>& h = {})
-        : Bibor(Period(9, Months), h) {}
+        explicit Bibor9M(Handle<YieldTermStructure> h = {})
+        : Bibor(Period(9, Months), std::move(h)) {}
     };
 
     //! 1-year %Bibor index
     class Bibor1Y : public Bibor {
       public:
-        explicit Bibor1Y(const Handle<YieldTermStructure>& h = {})
-        : Bibor(Period(1, Years), h) {}
+        explicit Bibor1Y(Handle<YieldTermStructure> h = {})
+        : Bibor(Period(1, Years), std::move(h)) {}
     };
 
 }

diff --git a/ql/indexes/ibor/bkbm.hpp b/ql/indexes/ibor/bkbm.hpp
@@ -38,13 +38,12 @@ namespace QuantLib {
     */
     class Bkbm : public IborIndex {
       public:
-        Bkbm(const Period& tenor,
-             const Handle<YieldTermStructure>& h = {})
+        Bkbm(const Period& tenor, Handle<YieldTermStructure> h = {})
         : IborIndex("Bkbm", tenor,
                     0, // settlement days
                     NZDCurrency(), NewZealand(),
                     ModifiedFollowing, true,
-                    Actual365Fixed(), h) {
+                    Actual365Fixed(), std::move(h)) {
             QL_REQUIRE(this->tenor().units() != Days,
                        "for daily tenors (" << this->tenor() <<
                        ") dedicated DailyTenor constructor must be used");
@@ -54,43 +53,43 @@ namespace QuantLib {
     //! 1-month %Bkbm index
     class Bkbm1M : public Bkbm {
       public:
-        explicit Bkbm1M(const Handle<YieldTermStructure>& h = {})
-        : Bkbm(Period(1, Months), h) {}
+        explicit Bkbm1M(Handle<YieldTermStructure> h = {})
+        : Bkbm(Period(1, Months), std::move(h)) {}
     };
 
     //! 2-months %Bkbm index
     class Bkbm2M : public Bkbm {
       public:
-        explicit Bkbm2M(const Handle<YieldTermStructure>& h = {})
-        : Bkbm(Period(2, Months), h) {}
+        explicit Bkbm2M(Handle<YieldTermStructure> h = {})
+        : Bkbm(Period(2, Months), std::move(h)) {}
     };
 
     //! 3-months %Bkbm index
     class Bkbm3M : public Bkbm {
       public:
-        explicit Bkbm3M(const Handle<YieldTermStructure>& h = {})
-        : Bkbm(Period(3, Months), h) {}
+        explicit Bkbm3M(Handle<YieldTermStructure> h = {})
+        : Bkbm(Period(3, Months), std::move(h)) {}
     };
 
     //! 4-months %Bkbm index
     class Bkbm4M : public Bkbm {
       public:
-        explicit Bkbm4M(const Handle<YieldTermStructure>& h = {})
-        : Bkbm(Period(4, Months), h) {}
+        explicit Bkbm4M(Handle<YieldTermStructure> h = {})
+        : Bkbm(Period(4, Months), std::move(h)) {}
     };
 
     //! 5-months %Bkbm index
     class Bkbm5M : public Bkbm {
       public:
-        explicit Bkbm5M(const Handle<YieldTermStructure>& h = {})
-        : Bkbm(Period(5, Months), h) {}
+        explicit Bkbm5M(Handle<YieldTermStructure> h = {})
+        : Bkbm(Period(5, Months), std::move(h)) {}
     };
 
     //! 6-months %Bkbm index
     class Bkbm6M : public Bkbm {
       public:
-        explicit Bkbm6M(const Handle<YieldTermStructure>& h = {})
-        : Bkbm(Period(6, Months), h) {}
+        explicit Bkbm6M(Handle<YieldTermStructure> h = {})
+        : Bkbm(Period(6, Months), std::move(h)) {}
     };
 
 }

diff --git a/ql/indexes/ibor/cadlibor.hpp b/ql/indexes/ibor/cadlibor.hpp
@@ -45,23 +45,23 @@ namespace QuantLib {
     class CADLibor : public Libor {
       public:
         CADLibor(const Period& tenor,
-                 const Handle<YieldTermStructure>& h = {})
+                 Handle<YieldTermStructure> h = {})
         : Libor("CADLibor", tenor,
                 0,
                 CADCurrency(),
                 Canada(),
-                Actual365Fixed(), h) {}
+                Actual365Fixed(), std::move(h)) {}
     };
 
     //! Overnight %CAD %Libor index
     class CADLiborON : public DailyTenorLibor {
       public:
-        explicit CADLiborON(const Handle<YieldTermStructure>& h = {})
+        explicit CADLiborON(Handle<YieldTermStructure> h = {})
         : DailyTenorLibor("CADLibor",
                           0,
                           CADCurrency(),
                           Canada(),
-                          Actual365Fixed(), h) {}
+                          Actual365Fixed(), std::move(h)) {}
     };
 
 }

diff --git a/ql/indexes/ibor/cdor.hpp b/ql/indexes/ibor/cdor.hpp
@@ -44,10 +44,10 @@ namespace QuantLib {
     class Cdor : public IborIndex {
       public:
         Cdor(const Period& tenor,
-             const Handle<YieldTermStructure>& h = {})
+             Handle<YieldTermStructure> h = {})
         : IborIndex("CDOR", tenor, 0, CADCurrency(),
                     Canada(), ModifiedFollowing, false,
-                    Actual365Fixed(), h) {}
+                    Actual365Fixed(), std::move(h)) {}
     };
 
 }