[GH-291] Fixing SonarQube issues classified as bug.

amaggiulli · Nov 14, 2024 · 41a5180 · 41a5180
1 parent 83edcb5
commit 41a5180
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Showing 18 changed files with 34 additions and 33 deletions.
diff --git a/src/QLNet/Handle.cs b/src/QLNet/Handle.cs
@@ -24,7 +24,7 @@ namespace QLNet
        pointer is relinked to another observable, the change will be propagated to all the copies.
        <tt>registerAsObserver</tt> is not needed since C# does automatic garbage collection */
 
-   public class Handle<T> where T : IObservable
+   public class Handle<T> where T : class, IObservable
    {
       protected Link link_;
 
@@ -41,7 +41,7 @@ public Handle(T h, bool registerAsObserver)
       public T currentLink() { return link; }
 
       // this one is instead of c++ -> and () operators overload
-      public static implicit operator T(Handle<T> ImpliedObject) { return ImpliedObject.link; }
+      public static implicit operator T(Handle<T> impliedObject) { return impliedObject.link; }
 
       public T link
       {
@@ -153,7 +153,7 @@ protected void notifyObservers()
    /*! An instance of this class can be relinked so that it points to another observable. The change will be propagated to all
        handles that were created as copies of such instance. */
 
-   public class RelinkableHandle<T> : Handle<T> where T : IObservable
+   public class RelinkableHandle<T> : Handle<T> where T : class, IObservable
    {
       public RelinkableHandle() : base(default(T), true) { }
 

diff --git a/src/QLNet/Math/Interpolations/MixedInterpolation.cs b/src/QLNet/Math/Interpolations/MixedInterpolation.cs
@@ -32,17 +32,17 @@ interpolation over the second part. */
    }
 
    public class MixedInterpolationImpl<Interpolator1, Interpolator2> : Interpolation.templateImpl
-      where Interpolator1 : IInterpolationFactory, new ()
-      where Interpolator2 : IInterpolationFactory, new ()
+      where Interpolator1 : class, IInterpolationFactory, new ()
+      where Interpolator2 : class, IInterpolationFactory, new ()
    {
       public MixedInterpolationImpl(List<double> xBegin, int xEnd,
                                     List<double> yBegin, int n,
                                     Behavior behavior = Behavior.ShareRanges,
                                     Interpolator1 factory1 = default(Interpolator1),
                                     Interpolator2 factory2 = default(Interpolator2))
          : base(xBegin, xEnd, yBegin,
-                Math.Max(factory1 == null ? (factory1 = new Interpolator1()).requiredPoints : factory1.requiredPoints,
-                         factory2 == null ? (factory2 = new Interpolator2()).requiredPoints : factory2.requiredPoints))
+                Math.Max(factory1?.requiredPoints ?? (factory1 = new Interpolator1()).requiredPoints,
+                         factory2?.requiredPoints ?? (factory2 = new Interpolator2()).requiredPoints))
 
       {
          n_ = n;

diff --git a/src/QLNet/Math/Interpolations/SABRInterpolation.cs b/src/QLNet/Math/Interpolations/SABRInterpolation.cs
@@ -111,7 +111,7 @@ public Vector inverse(Vector y, List<bool> b, List < double? > c, double d)
          Vector x = new Vector(4);
          x[0] = y[0] < 25.0 + eps1() ? Math.Sqrt(Math.Max(eps1(), y[0]) - eps1())
                 : (y[0] - eps1() + 25.0) / 10.0;
-         x[1] = y[1] == 0.0 ? 0.0 : Math.Sqrt(-Math.Log(y[1]));
+         x[1] = y[1].IsEqual(0.0) ? 0.0 : Math.Sqrt(-Math.Log(y[1]));
          x[2] = y[2] < 25.0 + eps1() ? Math.Sqrt(y[2] - eps1())
                 : (y[2] - eps1() + 25.0) / 10.0;
          x[3] = Math.Asin(y[3] / eps2());
@@ -123,7 +123,7 @@ public Vector direct(Vector x, List<bool> b, List < double? > c, double d)
          y[0] = Math.Abs(x[0]) < 5.0
                 ? x[0] * x[0] + eps1()
                 : (10.0 * Math.Abs(x[0]) - 25.0) + eps1();
-         y[1] = Math.Abs(x[1]) < Math.Sqrt(-Math.Log(eps1())) && x[1] != 0.0
+         y[1] = Math.Abs(x[1]) < Math.Sqrt(-Math.Log(eps1())) && x[1].IsNotEqual(0.0)
                 ? Math.Exp(-(x[1] * x[1]))
                 : (volatilityType_ == VolatilityType.ShiftedLognormal ? eps1() : 0.0);
          y[2] = Math.Abs(x[2]) < 5.0
@@ -142,7 +142,7 @@ public IWrapper instance(double t, double forward, List < double? > param, List
       }
       public double weight(double strike, double forward, double stdDev, List < double? > addParams)
       {
-         if (Convert.ToDouble(addParams[1]) == 0.0)
+         if (Convert.ToDouble(addParams[1]).IsEqual(0.0))
             return Utils.blackFormulaStdDevDerivative(strike, forward, stdDev, 1.0, addParams[0].Value);
          else
             return Utils.bachelierBlackFormulaStdDevDerivative(strike, forward, stdDev, 1.0);

diff --git a/src/QLNet/Math/randomnumbers/RNGTraits.cs b/src/QLNet/Math/randomnumbers/RNGTraits.cs
@@ -34,7 +34,7 @@ public interface IRSG
    }
 
    // random number traits
-   public class GenericPseudoRandom<URNG, IC> : IRSG where URNG : IRNGTraits, new () where IC : IValue, new ()
+   public class GenericPseudoRandom<URNG, IC> : IRSG where URNG : IRNGTraits, new () where IC : class, IValue, new ()
    {
       // data
       private static IC icInstance_ = FastActivator<IC>.Create();

diff --git a/src/QLNet/Methods/Finitedifferences/FiniteDifferenceModel.cs b/src/QLNet/Methods/Finitedifferences/FiniteDifferenceModel.cs
@@ -66,7 +66,7 @@ private void rollbackImpl(ref object o, double from, double to, int steps, IStep
          double dt = (from - to) / steps, t = from;
          evolver_.setStep(dt);
 
-         if (!stoppingTimes_.empty() && stoppingTimes_.Last() == from)
+         if (!stoppingTimes_.empty() && stoppingTimes_.Last().IsEqual(from))
          {
             if (condition != null)
                condition.applyTo(o, from);

diff --git a/src/QLNet/Methods/Finitedifferences/Operators/TripleBandLinearOp.cs b/src/QLNet/Methods/Finitedifferences/Operators/TripleBandLinearOp.cs
@@ -130,9 +130,9 @@ public Vector solve_splitting(Vector r, double a, double b = 1.0)
          {
             List<int> coordinates = iter.coordinates();
             Utils.QL_REQUIRE(coordinates[direction_] != 0
-                             || lower_[iter.index()] == 0, () => "removing non zero entry!");
+                             || lower_[iter.index()].IsEqual(0), () => "removing non zero entry!");
             Utils.QL_REQUIRE(coordinates[direction_] != layout.dim()[direction_] - 1
-                             || upper_[iter.index()] == 0, () => "removing non zero entry!");
+                             || upper_[iter.index()].IsEqual(0), () => "removing non zero entry!");
          }
 
          Vector retVal = new Vector(r.size()), tmp = new Vector(r.size());
@@ -142,7 +142,7 @@ public Vector solve_splitting(Vector r, double a, double b = 1.0)
          // changed to fit for the triple band operator.
          int rim1 = reverseIndex_[0];
          double bet = 1.0 / (a * diag_[rim1] + b);
-         Utils.QL_REQUIRE(bet != 0.0, () => "division by zero");
+         Utils.QL_REQUIRE(bet.IsNotEqual(0.0), () => "division by zero");
          retVal[reverseIndex_[0]] = r[rim1] * bet;
 
          for (int j = 1; j <= layout.size() - 1; j++)
@@ -151,7 +151,7 @@ public Vector solve_splitting(Vector r, double a, double b = 1.0)
             tmp[j] = a * upper_[rim1] * bet;
 
             bet = b + a * (diag_[ri] - tmp[j] * lower_[ri]);
-            Utils.QL_REQUIRE(bet != 0.0, () => "division by zero"); //QL_ENSURE
+            Utils.QL_REQUIRE(bet.IsNotEqual(0.0), () => "division by zero"); //QL_ENSURE
             bet = 1.0 / bet;
 
             retVal[ri] = (r[ri] - a * lower_[ri] * retVal[rim1]) * bet;

diff --git a/src/QLNet/Methods/Finitedifferences/Schemes/CrankNicolsonScheme.cs b/src/QLNet/Methods/Finitedifferences/Schemes/CrankNicolsonScheme.cs
@@ -59,10 +59,10 @@ public IMixedScheme factory(object L, object bcs, object[] additionalInputs = nu
       public void step(ref object a, double t, double theta = 1.0)
       {
          Utils.QL_REQUIRE(t - dt_ > -1e-8, () => "a step towards negative time given");
-         if (theta_ != 1.0)
+         if (theta_.IsNotEqual(1.0))
             explicit_.step(ref a, t, 1.0 - theta_);
 
-         if (theta_ != 0.0)
+         if (theta_.IsNotEqual(0.0))
             implicit_.step(ref a, t, theta_);
       }
 

diff --git a/src/QLNet/Methods/Finitedifferences/StepConditions/FdmSnapshotCondition.cs b/src/QLNet/Methods/Finitedifferences/StepConditions/FdmSnapshotCondition.cs
@@ -32,7 +32,7 @@ public FdmSnapshotCondition(double t)
 
       public void applyTo(object o, double t)
       {
-         if (t == t_)
+         if (t.IsEqual(t_))
             values_ = (Vector)o;
       }
 

diff --git a/src/QLNet/Methods/Finitedifferences/Utilities/FdmInnerValueCalculator.cs b/src/QLNet/Methods/Finitedifferences/Utilities/FdmInnerValueCalculator.cs
@@ -89,8 +89,7 @@ protected double avgInnerValueCalc(FdmLinearOpIterator iter, double t)
          double retVal;
          try
          {
-            double acc
-               = ((f(a) != 0.0 || f(b) != 0.0) ? (f(a) + f(b)) * 5e-5 : 1e-4);
+            double acc = ((f(a).IsNotEqual(0.0) || f(b).IsNotEqual(0.0)) ? (f(a) + f(b)) * 5e-5 : 1e-4);
             retVal = new SimpsonIntegral(acc, 8).value(f, a, b) / (b - a);
          }
          catch

diff --git a/src/QLNet/Pricingengines/Bond/TreeCallableBondEngine.cs b/src/QLNet/Pricingengines/Bond/TreeCallableBondEngine.cs
@@ -77,7 +77,7 @@ private void calculateWithSpread(double s)
             lattice = model_.link.tree(timeGrid);
          }
 
-         if (s != 0.0)
+         if (s.IsNotEqual(0.0))
          {
             var sr = lattice as OneFactorModel.ShortRateTree;
             Utils.QL_REQUIRE(sr != null, () => "Spread is not supported for trees other than OneFactorModel");

diff --git a/src/QLNet/Pricingengines/GenericModelEngine.cs b/src/QLNet/Pricingengines/GenericModelEngine.cs
@@ -25,7 +25,7 @@ public class GenericModelEngine<ModelType, ArgumentsType, ResultsType>
       : GenericEngine<ArgumentsType, ResultsType>
         where ArgumentsType : IPricingEngineArguments, new ()
         where ResultsType : IPricingEngineResults, new ()
-           where ModelType : IObservable
+           where ModelType : class,IObservable
    {
       public GenericModelEngine() { }
       public GenericModelEngine(Handle<ModelType> model)

diff --git a/src/QLNet/Pricingengines/vanilla/FDMultiPeriodEngine.cs b/src/QLNet/Pricingengines/vanilla/FDMultiPeriodEngine.cs
@@ -168,7 +168,7 @@ public override void calculate(IPricingEngineResults r)
          if (firstDateIsZero)
             executeIntermediateStep(0);
 
-         results.value = prices_.valueAtCenter();
+         results!.value = prices_.valueAtCenter();
          results.delta = prices_.firstDerivativeAtCenter();
          results.gamma = prices_.secondDerivativeAtCenter();
          results.additionalResults["priceCurve"] = prices_;

diff --git a/src/QLNet/Termstructures/Bootstraphelper.cs b/src/QLNet/Termstructures/Bootstraphelper.cs
@@ -38,6 +38,7 @@ public enum Choice
     * class to ensure consistancy between the algorithms used during bootstrapping
       and later instrument pricing. This is not yet fully enforced in the available rate helpers. */
    public class BootstrapHelper<TS> : IObservable, IObserver
+      where TS : class
    {
       protected Handle<Quote> quote_;
       protected TS termStructure_;

diff --git a/src/QLNet/Termstructures/Credit/InterpolatedHazardRateCurve.cs b/src/QLNet/Termstructures/Credit/InterpolatedHazardRateCurve.cs
@@ -23,7 +23,7 @@ under the terms of the QLNet license.  You should have received a
 namespace QLNet
 {
    public class InterpolatedHazardRateCurve<Interpolator> : HazardRateStructure, InterpolatedCurve
-      where Interpolator : IInterpolationFactory, new ()
+      where Interpolator : class, IInterpolationFactory, new ()
    {
       public InterpolatedHazardRateCurve(List<Date> dates, List<double> hazardRates, DayCounter dayCounter, Calendar cal = null,
                                          List<Handle<Quote>> jumps = null, List<Date> jumpDates = null, Interpolator interpolator = default(Interpolator))

diff --git a/src/QLNet/Termstructures/Curve.cs b/src/QLNet/Termstructures/Curve.cs
@@ -21,6 +21,7 @@ under the terms of the QLNet license.  You should have received a
 namespace QLNet
 {
    public interface Curve<T> : ITraits<T>, InterpolatedCurve
+      where T : class
    {
       #region ITraits
 
@@ -44,4 +45,4 @@ public interface Curve<T> : ITraits<T>, InterpolatedCurve
       double initialValue();
    }
 
-}
+}
diff --git a/src/QLNet/Termstructures/Inflation/PiecewiseYoYInflationCurve.cs b/src/QLNet/Termstructures/Inflation/PiecewiseYoYInflationCurve.cs
@@ -210,8 +210,8 @@ public PiecewiseYoYInflationCurve()
 
    public class PiecewiseYoYInflationCurve<Interpolator, Bootstrap, Traits> : PiecewiseYoYInflationCurve
       where Traits : ITraits<YoYInflationTermStructure>, new ()
-      where Interpolator : IInterpolationFactory, new ()
-         where Bootstrap : IBootStrap<PiecewiseYoYInflationCurve>, new ()
+      where Interpolator : class, IInterpolationFactory, new ()
+         where Bootstrap : class, IBootStrap<PiecewiseYoYInflationCurve>, new ()
    {
 
       public PiecewiseYoYInflationCurve(Date referenceDate,
@@ -288,7 +288,7 @@ public override Dictionary<Date, double> nodes()
 
    // Allows for optional 3rd generic parameter defaulted to IterativeBootstrap
    public class PiecewiseYoYInflationCurve<Interpolator> : PiecewiseYoYInflationCurve<Interpolator, IterativeBootstrapForYoYInflation, YoYInflationTraits>
-      where Interpolator : IInterpolationFactory, new ()
+      where Interpolator : class, IInterpolationFactory, new ()
    {
       public PiecewiseYoYInflationCurve(Date referenceDate,
                                         Calendar calendar,

diff --git a/src/QLNet/Termstructures/Inflation/PiecewiseZeroInflationCurve.cs b/src/QLNet/Termstructures/Inflation/PiecewiseZeroInflationCurve.cs
@@ -217,8 +217,8 @@ public PiecewiseZeroInflationCurve()
 
    public class PiecewiseZeroInflationCurve<Interpolator, Bootstrap, Traits> : PiecewiseZeroInflationCurve
       where Traits : ITraits<ZeroInflationTermStructure>, new ()
-      where Interpolator : IInterpolationFactory, new ()
-         where Bootstrap : IBootStrap<PiecewiseZeroInflationCurve>, new ()
+      where Interpolator : class, IInterpolationFactory, new ()
+         where Bootstrap : class, IBootStrap<PiecewiseZeroInflationCurve>, new ()
    {
 
       public PiecewiseZeroInflationCurve(Date referenceDate,
@@ -296,7 +296,7 @@ public override Dictionary<Date, double> nodes()
 
    // Allows for optional 3rd generic parameter defaulted to IterativeBootstrap
    public class PiecewiseZeroInflationCurve<Interpolator> : PiecewiseZeroInflationCurve<Interpolator, IterativeBootstrapForInflation, ZeroInflationTraits>
-      where Interpolator : IInterpolationFactory, new ()
+      where Interpolator : class, IInterpolationFactory, new ()
    {
       public PiecewiseZeroInflationCurve(Date referenceDate,
                                          Calendar calendar,

diff --git a/src/QLNet/Utils.cs b/src/QLNet/Utils.cs
@@ -174,7 +174,7 @@ public static MethodInfo GetMethodInfo(Object t, String function,  Type[] types
 
    // this is a redefined collection class to emulate array-type behaviour at initialisation
    // if T is a class then the list is initilized with default constructors instead of null
-   public class InitializedList<T> : List<T> where T : new ()
+   public class InitializedList<T> : List<T> where T :  new ()
    {
       public InitializedList() : base() { }
       public InitializedList(int size) : base(size)