Revert "Fixes Size -> double conversion warnings with VC++ and higher warning level"

auto-differentiation-dev · auto-differentiation-dev · commit 6a1706f6bdfc · 2023-04-01T17:49:08.000Z
This reverts commit a723850.
diff --git a/ql/experimental/catbonds/montecarlocatbondengine.cpp b/ql/experimental/catbonds/montecarlocatbondengine.cpp
@@ -109,9 +109,9 @@ namespace QuantLib {
             }
             pathCount++;
         }
-        lossProbability/=Real(pathCount);
-        exhaustionProbability/=Real(pathCount);
-        expectedLoss/=Real(pathCount);
+        lossProbability/=pathCount;
+        exhaustionProbability/=pathCount;
+        expectedLoss/=pathCount;
         return totalNPV/(pathCount*discountCurve_->discount(npvDate));
     }
 
diff --git a/ql/experimental/credit/homogeneouspooldef.hpp b/ql/experimental/credit/homogeneouspooldef.hpp
@@ -142,7 +142,7 @@ namespace QuantLib {
             detachAmount_);
             //notional_);
         std::vector<Real> mkft(1, min_ + delta_ /2.);
-        for (Real i = 0; i < nSteps_; i++) {
+        for (Size i = 0; i < nSteps_; i++) {
             std::vector<Real> conditionalProbs;
             for(Size iName=0; iName<notionals_.size(); iName++)
                 conditionalProbs.push_back(
diff --git a/ql/experimental/credit/inhomogeneouspooldef.hpp b/ql/experimental/credit/inhomogeneouspooldef.hpp
@@ -151,7 +151,7 @@ namespace QuantLib {
             detachAmount_);
             //notional_);
         std::vector<Real> mkft(1, min_ + delta_ /2.);
-        for (Real i = 0; i < nSteps_; i++) {
+        for (Size i = 0; i < nSteps_; i++) {
             std::vector<Real> conditionalProbs;
             for(Size iName=0; iName<notionals_.size(); iName++)
                 conditionalProbs.push_back(
diff --git a/ql/experimental/exoticoptions/mchimalayaengine.cpp b/ql/experimental/exoticoptions/mchimalayaengine.cpp
@@ -55,7 +55,7 @@ namespace QuantLib {
             remainingAssets[removeAsset] = false;
             averagePrice += bestPrice;
         }
-        averagePrice /= Real(std::min(fixings, numAssets));
+        averagePrice /= std::min(fixings, numAssets);
 
         Real payoff = (*payoff_)(averagePrice);
         return payoff * discount_;
diff --git a/ql/experimental/exoticoptions/mcpagodaengine.cpp b/ql/experimental/exoticoptions/mcpagodaengine.cpp
@@ -38,7 +38,7 @@ namespace QuantLib {
                     (multiPath[j][i]/multiPath[j][i-1] - 1.0);
             }
         }
-        averagePerformance /= Real(numAssets);
+        averagePerformance /= numAssets;
 
         return discount_ * fraction_
             * std::max<Real>(0.0, std::min(roof_, averagePerformance));
diff --git a/ql/experimental/mcbasket/longstaffschwartzmultipathpricer.cpp b/ql/experimental/mcbasket/longstaffschwartzmultipathpricer.cpp
@@ -256,9 +256,9 @@ namespace QuantLib {
                 sumOptimized += lsExercise[j] ? exercise[j] : prices[j];
             }
 
-            sumOptimized /= Real(n);
-            sumNoExercise /= Real(n);
-            sumAlwaysExercise /= Real(n);
+            sumOptimized /= n;
+            sumNoExercise /= n;
+            sumAlwaysExercise /= n;
 
             QL_TRACE(   "Time index: " << i 
                      << ", LowerBound: " << lowerBounds_[i + 1] 
diff --git a/ql/models/equity/hestonslvmcmodel.cpp b/ql/models/equity/hestonslvmcmodel.cpp
@@ -173,7 +173,7 @@ namespace QuantLib {
                 for (Size j=s; j < e; ++j) {
                     sum+=pairs[j].second;
                 }
-                sum/=Real(inc);
+                sum/=inc;
 
                 vStrikes[n]->at(i) = 0.5*(pairs[e-1].first + pairs[s].first);
                 (*L)[i][n] = std::sqrt(squared(localVol_->localVol(t, vStrikes[n]->at(i), true))/sum);
diff --git a/ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.cpp b/ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.cpp
@@ -145,7 +145,7 @@ QuantLib
         for (Size k=0; k < numberSubSteps_; ++k)
             stepVariance += w1_*vPath_[k+lastStepStart]+w2_*vPath_[k+lastStepStart+1];
 
-        stepVariance /= Real(numberSubSteps_);
+        stepVariance /= numberSubSteps_;
 
         return std::sqrt(stepVariance);
     }
diff --git a/ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.cpp b/ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.cpp
@@ -291,7 +291,7 @@ namespace QuantLib
 
         }
 
-        guess/=Real(numberCaplets);
+        guess/=numberCaplets;
 
 
         for (Size step =0; step < inputModel->evolution().numberOfSteps(); ++step)
diff --git a/ql/models/volatility/garch.cpp b/ql/models/volatility/garch.cpp
@@ -338,7 +338,7 @@ namespace QuantLib {
                 }
             }
             if (nn > 0)
-                gamma /= Real(nn);
+                gamma /= nn;
             if (gamma < gammaLower) gamma = gammaLower;
             beta = std::min(gamma, std::max(gamma * (1 - A) - B, 0.0));
             omega = mean_r2 * (1 - gamma);
diff --git a/ql/pricingengines/asian/turnbullwakemanasianengine.cpp b/ql/pricingengines/asian/turnbullwakemanasianengine.cpp
@@ -51,7 +51,7 @@ void TurnbullWakemanAsianEngine::calculate() const {
 
     // If the effective strike is negative, exercise resp. permanent OTM is guaranteed and the
     // valuation is made easy
-    Real m = Real(futureFixings + pastFixings);
+    Size m = futureFixings + pastFixings;
     if (effectiveStrike <= 0.0) {
         // For a reference, see "Option Pricing Formulas", Haug, 2nd ed, p. 193
         if (payoff->optionType() == Option::Type::Call) {
diff --git a/ql/pricingengines/vanilla/analyticptdhestonengine.cpp b/ql/pricingengines/vanilla/analyticptdhestonengine.cpp
@@ -293,7 +293,7 @@ namespace QuantLib {
             sigmaAvg += model_->sigma(t);
             rhoAvg   += model_->rho(t);
         }
-        kappaAvg/=Real(n); thetaAvg/=Real(n); sigmaAvg/=Real(n); rhoAvg/=Real(n);
+        kappaAvg/=n; thetaAvg/=n; sigmaAvg/=n; rhoAvg/=n;
 
         evaluations_ = 0;
 
diff --git a/ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.cpp b/ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.cpp
@@ -447,7 +447,7 @@ namespace QuantLib {
                 npvCalls= callCostFct->solveFor(dT_[i], sig, npvCalls);
         }
 
-        avgError_ /= Real(calibrationSet_.size());
+        avgError_ /= calibrationSet_.size();
     }
 
     Date AndreasenHugeVolatilityInterpl::maxDate() const {
diff --git a/test-suite/catbonds.cpp b/test-suite/catbonds.cpp
@@ -162,8 +162,8 @@ void CatBondTest::testBetaRisk() {
             processValue += j.second;
         sum+=processValue;
         sumSquares+=processValue*processValue;
-        poissonSum+=Real(path.size());
-        poissonSumSquares+=Real(path.size()*path.size());
+        poissonSum+=path.size();
+        poissonSumSquares+=path.size()*path.size();
     }
     Real poissonMean = poissonSum/PATHS;
     QL_CHECK_CLOSE(Real(3.0/100.0), poissonMean, 2);
diff --git a/test-suite/distributions.cpp b/test-suite/distributions.cpp
@@ -618,7 +618,7 @@ void DistributionTest::testBivariateCumulativeStudentVsBivariate() {
 				++m;
 			}
 		}
-		avgDiff /= Real(m);
+		avgDiff /= m;
         if (avgDiff > 3.0e-6)
             BOOST_ERROR("Failed to reproduce average limit value:" <<
                         "\n    rho: " << rho <<
diff --git a/test-suite/libormarketmodel.cpp b/test-suite/libormarketmodel.cpp
@@ -172,7 +172,7 @@ void LiborMarketModelTest::testSimpleCovarianceModels() {
 
         for (Size k=0; k<size; ++k) {
             Real expected = 0;
-            if (Real(k)>2*t) {
+            if (k>2*t) {
                 const Real T = fixingTimes[k];
                 expected=(a*(T-t)+d)*std::exp(-b*(T-t)) + c;
             }
diff --git a/test-suite/marketmodel.cpp b/test-suite/marketmodel.cpp
@@ -178,7 +178,7 @@ namespace market_model_test {
             todaysForwards[i] = 0.03 + 0.0010*i;
             meanForward+= todaysForwards[i];
         }
-        meanForward /= Real(todaysForwards.size());
+        meanForward /= todaysForwards.size();
 
 
 

Original file line number	Diff line number	Diff line change
`@@ -109,9 +109,9 @@ namespace QuantLib {`
`109`	`109`	`}`
`110`	`110`	`pathCount++;`
`111`	`111`	`}`
`112`		`- lossProbability/=Real(pathCount);`
`113`		`- exhaustionProbability/=Real(pathCount);`
`114`		`- expectedLoss/=Real(pathCount);`
	`112`	`+ lossProbability/=pathCount;`
	`113`	`+ exhaustionProbability/=pathCount;`
	`114`	`+ expectedLoss/=pathCount;`
`115`	`115`	`return totalNPV/(pathCount*discountCurve_->discount(npvDate));`
`116`	`116`	`}`
`117`	`117`
Original file line number	Diff line number	Diff line change
`@@ -55,7 +55,7 @@ namespace QuantLib {`
`55`	`55`	`remainingAssets[removeAsset] = false;`
`56`	`56`	`averagePrice += bestPrice;`
`57`	`57`	`}`
`58`		`- averagePrice /= Real(std::min(fixings, numAssets));`
	`58`	`+ averagePrice /= std::min(fixings, numAssets);`
`59`	`59`
`60`	`60`	`Real payoff = (*payoff_)(averagePrice);`
`61`	`61`	`return payoff * discount_;`
Original file line number	Diff line number	Diff line change
`@@ -38,7 +38,7 @@ namespace QuantLib {`
`38`	`38`	`(multiPath[j][i]/multiPath[j][i-1] - 1.0);`
`39`	`39`	`}`
`40`	`40`	`}`
`41`		`- averagePerformance /= Real(numAssets);`
	`41`	`+ averagePerformance /= numAssets;`
`42`	`42`
`43`	`43`	`return discount_ * fraction_`
`44`	`44`	`* std::max<Real>(0.0, std::min(roof_, averagePerformance));`
Original file line number	Diff line number	Diff line change
`@@ -173,7 +173,7 @@ namespace QuantLib {`
`173`	`173`	`for (Size j=s; j < e; ++j) {`
`174`	`174`	`sum+=pairs[j].second;`
`175`	`175`	`}`
`176`		`- sum/=Real(inc);`
	`176`	`+ sum/=inc;`
`177`	`177`
`178`	`178`	`vStrikes[n]->at(i) = 0.5*(pairs[e-1].first + pairs[s].first);`
`179`	`179`	`(*L)[i][n] = std::sqrt(squared(localVol_->localVol(t, vStrikes[n]->at(i), true))/sum);`
Original file line number	Diff line number	Diff line change
`@@ -145,7 +145,7 @@ QuantLib`
`145`	`145`	`for (Size k=0; k < numberSubSteps_; ++k)`
`146`	`146`	`stepVariance += w1_vPath_[k+lastStepStart]+w2_vPath_[k+lastStepStart+1];`
`147`	`147`
`148`		`- stepVariance /= Real(numberSubSteps_);`
	`148`	`+ stepVariance /= numberSubSteps_;`
`149`	`149`
`150`	`150`	`return std::sqrt(stepVariance);`
`151`	`151`	`}`
Original file line number	Diff line number	Diff line change
`@@ -291,7 +291,7 @@ namespace QuantLib`
`291`	`291`
`292`	`292`	`}`
`293`	`293`
`294`		`- guess/=Real(numberCaplets);`
	`294`	`+ guess/=numberCaplets;`
`295`	`295`
`296`	`296`
`297`	`297`	`for (Size step =0; step < inputModel->evolution().numberOfSteps(); ++step)`
Original file line number	Diff line number	Diff line change
`@@ -338,7 +338,7 @@ namespace QuantLib {`
`338`	`338`	`}`
`339`	`339`	`}`
`340`	`340`	`if (nn > 0)`
`341`		`- gamma /= Real(nn);`
	`341`	`+ gamma /= nn;`
`342`	`342`	`if (gamma < gammaLower) gamma = gammaLower;`
`343`	`343`	`beta = std::min(gamma, std::max(gamma * (1 - A) - B, 0.0));`
`344`	`344`	`omega = mean_r2 * (1 - gamma);`