diff --git a/ql/instruments/assetswap.hpp b/ql/instruments/assetswap.hpp
index a73219ee53b..fb26d2be8e2 100644
--- a/ql/instruments/assetswap.hpp
+++ b/ql/instruments/assetswap.hpp
@@ -100,7 +100,7 @@ namespace QuantLib {
         bool parSwap_;
         Date upfrontDate_;
         // results
-        mutable Spread fairSpread_ ;
+        mutable Spread fairSpread_;
         mutable Real fairCleanPrice_, fairNonParRepayment_;
     };
 
diff --git a/test-suite/assetswap.cpp b/test-suite/assetswap.cpp
index 81c51198184..36f1095f4ea 100644
--- a/test-suite/assetswap.cpp
+++ b/test-suite/assetswap.cpp
@@ -4287,8 +4287,6 @@ BOOST_AUTO_TEST_CASE(testIborVsOis) {
         vars.termStructure, true, bond->settlementDate(), Settings::instance().evaluationDate()));
 
     assetSwapIbor.setPricingEngine(swapEngine);
-    Real fairCleanPrice = assetSwapIbor.fairCleanPrice();
-    Spread fairSpread = assetSwapIbor.fairSpread();
 
     Real tolerance = 1.0e-10;