fix compile issues

Author: pcaspers

OREAnalytics/orea/app/analytics/varanalytic.cpp

@@ -97,7 +97,7 @@ void ParametricVarAnalyticImpl::setVarReport(const QuantLib::ext::shared_ptr<ore
         varReport_ = ext::make_shared<ParametricVarReport>(
             inputs_->baseCurrency(), analytic()->portfolio(), inputs_->portfolioFilter(), inputs_->varQuantiles(),
             varParams,
-            inputs_->salvageCovariance(), boost::none, move(sensiArgs), inputs_->varBreakDown());
+            inputs_->salvageCovariance(), boost::none, std::move(sensiArgs), inputs_->varBreakDown());
     } else {
         TimePeriod benchmarkVarPeriod(parseListOfValues<Date>(inputs_->benchmarkVarPeriod(), &parseDate),
                                       inputs_->mporDays(), inputs_->mporCalendar());
@@ -126,7 +126,7 @@ void ParametricVarAnalyticImpl::setVarReport(const QuantLib::ext::shared_ptr<ore
         varReport_ = ext::make_shared<ParametricVarReport>(
             inputs_->baseCurrency(), analytic()->portfolio(), inputs_->portfolioFilter(), scenarios,
             inputs_->varQuantiles(), varParams,
-            inputs_->salvageCovariance(), benchmarkVarPeriod, move(sensiArgs), inputs_->varBreakDown());
+            inputs_->salvageCovariance(), benchmarkVarPeriod, std::move(sensiArgs), inputs_->varBreakDown());
     }
 }
 
@@ -162,7 +162,7 @@ void HistoricalSimulationVarAnalyticImpl::setVarReport(
 
     varReport_ = ext::make_shared<HistoricalSimulationVarReport>(
         inputs_->baseCurrency(), analytic()->portfolio(), inputs_->portfolioFilter(), 
-        inputs_->varQuantiles(), benchmarkVarPeriod, scenarios, move(fullRevalArgs), inputs_->varBreakDown());
+        inputs_->varQuantiles(), benchmarkVarPeriod, scenarios, std::move(fullRevalArgs), inputs_->varBreakDown());
 
 }
 

OREAnalytics/orea/engine/historicalsimulationvar.cpp

@@ -37,7 +37,7 @@ HistoricalSimulationVarReport::HistoricalSimulationVarReport(
     const string& portfolioFilter, const vector<Real>& p, boost::optional<TimePeriod> period,
     const ext::shared_ptr<HistoricalScenarioGenerator>& hisScenGen, std::unique_ptr<FullRevalArgs> fullRevalArgs,
     const bool breakdown)
-    : VarReport(baseCurrency, portfolio, portfolioFilter, p, period, hisScenGen, nullptr, move(fullRevalArgs)) {
+    : VarReport(baseCurrency, portfolio, portfolioFilter, p, period, hisScenGen, nullptr, std::move(fullRevalArgs)) {
     fullReval_ = true;
 }
 
@@ -69,4 +69,4 @@ Real HistoricalSimulationVarCalculator::var(Real confidence, const bool isCall,
 }
 
 } // namespace analytics
-} // namespace ore
+} // namespace ore

OREAnalytics/orea/engine/parametricvar.cpp

@@ -143,7 +143,7 @@ ParametricVarReport::ParametricVarReport(const std::string& baseCurrency, const
                                          boost::optional<ore::data::TimePeriod> period,
                                          std::unique_ptr<SensiRunArgs> sensiArgs,
                                          const bool breakdown)
-    : VarReport(baseCurrency, portfolio, portfolioFilter, p, period, nullptr, move(sensiArgs), nullptr, breakdown),
+    : VarReport(baseCurrency, portfolio, portfolioFilter, p, period, nullptr, std::move(sensiArgs), nullptr, breakdown),
       parametricVarParams_(parametricVarParams), salvageCovarianceMatrix_(salvageCovarianceMatrix) {
     sensiBased_ = true;
 }
@@ -159,7 +159,7 @@ ParametricVarReport::ParametricVarReport(
     boost::optional<ore::data::TimePeriod> period,
     std::unique_ptr<SensiRunArgs> sensiArgs,
     const bool breakdown)
-    : VarReport(baseCurrency, portfolio, portfolioFilter, p, period, hisScenGen, move(sensiArgs), nullptr, breakdown),
+    : VarReport(baseCurrency, portfolio, portfolioFilter, p, period, hisScenGen, std::move(sensiArgs), nullptr, breakdown),
       parametricVarParams_(parametricVarParams), salvageCovarianceMatrix_(salvageCovarianceMatrix) {
     sensiBased_ = true;
 }

OREAnalytics/orea/engine/varcalculator.cpp

@@ -99,7 +99,7 @@ VarReport::VarReport(const std::string& baseCurrency, const QuantLib::ext::share
                      const std::string& portfolioFilter, const vector<Real>& p, boost::optional<ore::data::TimePeriod> period,
                      const QuantLib::ext::shared_ptr<HistoricalScenarioGenerator>& hisScenGen,
                      std::unique_ptr<SensiRunArgs> sensiArgs, std::unique_ptr<FullRevalArgs> fullRevalArgs, const bool breakdown) 
-    : MarketRiskReport(baseCurrency, period, hisScenGen, move(sensiArgs), move(fullRevalArgs), nullptr, breakdown), portfolio_(portfolio), 
+    : MarketRiskReport(baseCurrency, period, hisScenGen, std::move(sensiArgs), std::move(fullRevalArgs), nullptr, breakdown), portfolio_(portfolio), 
       portfolioFilter_(portfolioFilter), p_(p) {   
 
     riskGroups_ = QuantLib::ext::make_shared<VarRiskGroupContainer>();

OREAnalytics/orea/engine/varcalculator.hpp

@@ -141,7 +141,6 @@ class VarReport : public MarketRiskReport {
     QuantLib::ext::shared_ptr<Portfolio> portfolio_;
     std::string portfolioFilter_;
     std::vector<Real> p_;
-    bool breakdown_ = false;
 };
 
 } // namespace analytics