diff --git a/ql/experimental/inflation/cpicapfloortermpricesurface.cpp b/ql/experimental/inflation/cpicapfloortermpricesurface.cpp index 75f9acf5472..2a066c5db2e 100644 --- a/ql/experimental/inflation/cpicapfloortermpricesurface.cpp +++ b/ql/experimental/inflation/cpicapfloortermpricesurface.cpp @@ -31,7 +31,7 @@ namespace QuantLib { const Calendar& cal, // calendar in index may not be useful const BusinessDayConvention& bdc, const DayCounter& dc, - const ext::shared_ptr& zii, + ext::shared_ptr zii, CPI::InterpolationType interpolationType, Handle yts, const std::vector& cStrikes, @@ -40,7 +40,7 @@ namespace QuantLib { const Matrix& cPrice, const Matrix& fPrice) : TermStructure(0, cal, dc), - zii_(zii), interpolationType_(interpolationType), nominalTS_(std::move(yts)), + zii_(std::move(zii)), interpolationType_(interpolationType), nominalTS_(std::move(yts)), cStrikes_(cStrikes), fStrikes_(fStrikes), cfMaturities_(cfMaturities), cPrice_(cPrice), fPrice_(fPrice), nominal_(nominal), bdc_(bdc), observationLag_(observationLag), baseRate_(baseRate) { diff --git a/ql/experimental/inflation/cpicapfloortermpricesurface.hpp b/ql/experimental/inflation/cpicapfloortermpricesurface.hpp index 158e9afdcfb..77fd7ecc586 100644 --- a/ql/experimental/inflation/cpicapfloortermpricesurface.hpp +++ b/ql/experimental/inflation/cpicapfloortermpricesurface.hpp @@ -60,7 +60,7 @@ namespace QuantLib { const Calendar& cal, // calendar in index may not be useful const BusinessDayConvention& bdc, const DayCounter& dc, - const ext::shared_ptr& zii, + ext::shared_ptr zii, CPI::InterpolationType interpolationType, Handle yts, const std::vector& cStrikes, diff --git a/test-suite/curvestates.cpp b/test-suite/curvestates.cpp index 8dbca5e5443..a0a226229cf 100644 --- a/test-suite/curvestates.cpp +++ b/test-suite/curvestates.cpp @@ -202,9 +202,8 @@ struct CommonVars { std::copy(vars.rateTimes.begin(), vars.rateTimes.end() - 1, evolutionTimes.begin()); EvolutionDescription evolution(vars.rateTimes, evolutionTimes); - std::vector