Changes from reviews: no conversion for /=, nSteps should be Size

Author: auto-differentiation-dev

ql/experimental/credit/homogeneouspooldef.hpp

@@ -51,7 +51,7 @@ namespace QuantLib {
             Size nBuckets,
             Real max = 5.,
             Real min = -5.,
-            Real nSteps = 50)
+            Size nSteps = 50)
         : copula_(copula), 
           nBuckets_(nBuckets), 
           max_(max), min_(min), nSteps_(nSteps), delta_((max - min)/nSteps)
@@ -92,7 +92,7 @@ namespace QuantLib {
         //  multifactor version
         const Real max_;// redundant?
         const Real min_;
-        const Real nSteps_;
+        const Size nSteps_;
         const Real delta_; 
     };
     // \todo Add other loss distribution statistics

ql/experimental/credit/inhomogeneouspooldef.hpp

@@ -58,7 +58,7 @@ namespace QuantLib {
             Size nBuckets,
             Real max = 5.,
             Real min = -5.,
-            Real nSteps = 50)
+            Size nSteps = 50)
         : copula_(copula), 
           nBuckets_(nBuckets), 
           max_(max), min_(min), nSteps_(nSteps), delta_((max - min)/nSteps)
@@ -100,7 +100,7 @@ namespace QuantLib {
         //  multifactor version
         const Real max_;// redundant?
         const Real min_;
-        const Real nSteps_;
+        const Size nSteps_;
         const Real delta_; 
     };
     // \todo Add other loss distribution statistics

ql/models/volatility/garch.cpp

@@ -71,7 +71,7 @@ namespace QuantLib {
             Real retval(0.0);
             Real sigma2 = 0;
             Real u2 = 0;
-            for (const auto& r2 : r2_) {
+            for (auto r2 : r2_) {
                 sigma2 = x[0] + x[1] * u2 + x[2] * sigma2;
                 u2 = r2;
                 retval += std::log(sigma2) + u2 / sigma2;
@@ -84,7 +84,7 @@ namespace QuantLib {
             Real sigma2 = 0;
             Real u2 = 0;
             Size i = 0;
-            for (const auto& r2 : r2_) {
+            for (auto r2 : r2_) {
                 sigma2 = x[0] + x[1] * u2 + x[2] * sigma2;
                 u2 = r2;
                 retval[i++] = (std::log(sigma2) + u2 / sigma2)/(2.0*r2_.size());
@@ -99,7 +99,7 @@ namespace QuantLib {
             Real sigma2prev = sigma2;
             Real u2prev = u2;
             Real norm = 2.0 * r2_.size();
-            for (const auto& r2 : r2_) {
+            for (auto r2 : r2_) {
                 sigma2 = x[0] + x[1] * u2 + x[2] * sigma2;
                 u2 = r2;
                 Real w = (sigma2 - u2) / (sigma2*sigma2);
@@ -122,7 +122,7 @@ namespace QuantLib {
             Real sigma2prev = sigma2;
             Real u2prev = u2;
             Real norm = 2.0 * r2_.size();
-            for (const auto& r2 : r2_) {
+            for (auto r2 : r2_) {
                 sigma2 = x[0] + x[1] * u2 + x[2] * sigma2;
                 u2 = r2;
                 retval += std::log(sigma2) + u2 / sigma2;