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mgronckifarahkhashman
mgroncki
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farahkhashman
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Merge remote-tracking branch 'origin/master' into feature/QPR-13611
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‎Docs/Design/aad.tex‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -529,7 +529,7 @@ \subsection{Computation Graphs in ORE}
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530530
// refdate <= obsdate required
531531
virtual std::size_t npv(const std::size_t amount, const Date& obsdate, const std::size_t filter,
532-
const boost::optional<long>& memSlot, const std::size_t addRegressor1,
532+
const QuantLib::ext::optional<long>& memSlot, const std::size_t addRegressor1,
533533
const std::size_t addRegressor2) const = 0;
534534
...
535535

‎Docs/UserGuide/userguide_buildore.tex‎

Lines changed: 7 additions & 7 deletions
Original file line numberDiff line numberDiff line change
@@ -123,7 +123,7 @@ \subsubsection*{CMake}
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\subsubsection*{Boost}
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125125
QuantLib and ORE depend on the Boost C++ libraries, to be installed before kicking off the build process.
126-
At least Boost version 1.72.0 is required.
126+
At least Boost version 1.75.0 is required.
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128128
On Linux and macOS, one can install boost conveniently using apt or homebrew
129129

@@ -184,10 +184,10 @@ \subsubsection*{Compiler / Boost Versions}
184184
version combinations that the users/developers at Quaternion/Acadia/LSEG can confirm as working combinations with the latest ORE v13.
185185

186186
\begin{table}[hbt]
187-
\begin{tabular}{|l|c|c|}
188-
\hline
189-
Compiler & Boost & ORE \\
190-
\hline
187+
\begin{tabular}{|l|c|c|}
188+
\hline
189+
Compiler & Boost & ORE \\
190+
\hline
191191
% AppleClang version 13.0.0 & 1.82.0 & 12\\
192192
% AppleClang version 13.1.6 & 1.84.0 & 12\\
193193
% AppleClang version 14.0.0 & 1.82.0 & 12\\
@@ -200,8 +200,8 @@ \subsubsection*{Compiler / Boost Versions}
200200
% \hline
201201
AppleClang version 15.0.0 & 1.83.0 & 13\\
202202
AppleClang version 15.0.0 & 1.86.0 & 13\\
203-
AppleClang version 15.0.0 & 1.87.0 & 13\\
204-
gcc 11.4.0 & 1.74.0 & 13 \\
203+
AppleClang version 15.0.0 & 1.88.0 & 13\\
204+
clang 19.1.7 & 1.83.0 & 13 \\
205205
VS2022 & 1.86.0 & 13 \\
206206
\hline
207207
\end{tabular}

‎ORE-SWIG/CMakeLists.txt‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -32,7 +32,7 @@ get_library_name("QuantExt" QLE_LIB_NAME)
3232
set_ql_library_name()
3333

3434
# To build the module, we moreover need Boost, Swig, Python
35-
set(BOOST_COMPONENT_LIST serialization date_time filesystem system timer thread log)
35+
set(BOOST_COMPONENT_LIST serialization date_time filesystem timer thread log)
3636
if(ORE_USE_ZLIB)
3737
list(APPEND BOOST_COMPONENT_LIST iostreams)
3838
if(MSVC)

‎ORE-SWIG/OREAnalytics-SWIG/Java/CMakeLists.txt‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -51,7 +51,7 @@ include_directories(${PROJECT_SOURCE_DIR}/../../QuantExt-SWIG/SWIG)
5151
include_directories(${PROJECT_SOURCE_DIR}/../../OREData-SWIG/SWIG)
5252
include_directories(${PROJECT_SOURCE_DIR}/../../OREAnalytics-SWIG/SWIG)
5353

54-
find_package (Boost COMPONENTS serialization date_time filesystem system REQUIRED)
54+
find_package (Boost COMPONENTS serialization date_time filesystem REQUIRED)
5555
include_directories(${Boost_INCLUDE_DIRS})
5656

5757
# specify library search path (update this when we build ORE with cmake)

‎ORE-SWIG/OREAnalytics-SWIG/SWIG/orea_app.i‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -457,7 +457,7 @@ public:
457457
std::set<std::string> riskFactorNames(const RiskFactorKey::KeyType& riskFactorType) const;
458458
std::set<RiskFactorKey::KeyType> riskFactorTypes() const;
459459
std::map<MarketObject, std::set<std::string>>
460-
marketObjects(const boost::optional<std::string> config = boost::none) const;
460+
marketObjects(const QuantLib::ext::optional<std::string> config = QuantLib::ext::nullopt) const;
461461
std::map<std::string, std::map<MarketObject, std::set<std::string>>> allMarketObjects() const;
462462
std::set<std::string> swapindices() const;
463463
void riskFactorReport(Report& reportOut) const;

‎ORE-SWIG/OREData-SWIG/Java/CmakeLists.txt‎

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Original file line numberDiff line numberDiff line change
@@ -48,7 +48,7 @@ include_directories(${PROJECT_SOURCE_DIR}/../../QuantLib-SWIG/SWIG)
4848
include_directories(${PROJECT_SOURCE_DIR}/../../QuantExt-SWIG/SWIG)
4949
include_directories(${PROJECT_SOURCE_DIR}/../../OREData-SWIG/SWIG)
5050

51-
find_package (Boost COMPONENTS serialization date_time regex filesystem system REQUIRED)
51+
find_package (Boost COMPONENTS serialization date_time regex filesystem REQUIRED)
5252
include_directories(${Boost_INCLUDE_DIRS})
5353

5454
# specify library search path (update this when we build ORE with cmake)

‎ORE-SWIG/OREData-SWIG/SWIG/ored_conventions.i‎

Lines changed: 5 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -744,7 +744,7 @@ class CommodityFutureConvention : public Convention {
744744
const std::map<QuantLib::Natural, QuantLib::Natural>& optionContinuationMappings = {},
745745
const AveragingData& averagingData = AveragingData(),
746746
QuantLib::Natural hoursPerDay = QuantLib::Null<QuantLib::Natural>(),
747-
const boost::optional<OffPeakPowerIndexData>& offPeakPowerIndexData = boost::none,
747+
const QuantLib::ext::optional<OffPeakPowerIndexData>& offPeakPowerIndexData = QuantLib::ext::nullopt,
748748
const std::string& indexName = "", const std::string& optionFrequency = "");
749749

750750
//! N-th weekday based constructor
@@ -761,7 +761,7 @@ class CommodityFutureConvention : public Convention {
761761
const std::map<QuantLib::Natural, QuantLib::Natural>& optionContinuationMappings = {},
762762
const AveragingData& averagingData = AveragingData(),
763763
QuantLib::Natural hoursPerDay = QuantLib::Null<QuantLib::Natural>(),
764-
const boost::optional<OffPeakPowerIndexData>& offPeakPowerIndexData = boost::none,
764+
const QuantLib::ext::optional<OffPeakPowerIndexData>& offPeakPowerIndexData = QuantLib::ext::nullopt,
765765
const std::string& indexName = "", const std::string& optionFrequency = "");
766766

767767
//! Calendar days before based constructor
@@ -778,7 +778,7 @@ class CommodityFutureConvention : public Convention {
778778
const std::map<QuantLib::Natural, QuantLib::Natural>& optionContinuationMappings = {},
779779
const AveragingData& averagingData = AveragingData(),
780780
QuantLib::Natural hoursPerDay = QuantLib::Null<QuantLib::Natural>(),
781-
const boost::optional<OffPeakPowerIndexData>& offPeakPowerIndexData = boost::none,
781+
const QuantLib::ext::optional<OffPeakPowerIndexData>& offPeakPowerIndexData = QuantLib::ext::nullopt,
782782
const std::string& indexName = "", const std::string& optionFrequency = "");
783783

784784
//! Business days before based constructor
@@ -795,7 +795,7 @@ class CommodityFutureConvention : public Convention {
795795
const std::map<QuantLib::Natural, QuantLib::Natural>& optionContinuationMappings = {},
796796
const AveragingData& averagingData = AveragingData(),
797797
QuantLib::Natural hoursPerDay = QuantLib::Null<QuantLib::Natural>(),
798-
const boost::optional<OffPeakPowerIndexData>& offPeakPowerIndexData = boost::none,
798+
const QuantLib::ext::optional<OffPeakPowerIndexData>& offPeakPowerIndexData = QuantLib::ext::nullopt,
799799
const std::string& indexName = "", const std::string& optionFrequency = "");
800800

801801

@@ -823,7 +823,7 @@ class CommodityFutureConvention : public Convention {
823823
const std::map<QuantLib::Natural, QuantLib::Natural>& optionContinuationMappings() const;
824824
const AveragingData& averagingData() const;
825825
QuantLib::Natural hoursPerDay() const;
826-
const boost::optional<OffPeakPowerIndexData>& offPeakPowerIndexData() const;
826+
const QuantLib::ext::optional<OffPeakPowerIndexData>& offPeakPowerIndexData() const;
827827
const std::string& indexName() const;
828828
QuantLib::Frequency optionContractFrequency() const;
829829
OptionAnchorType optionAnchorType() const;

‎ORE-SWIG/OREData-SWIG/SWIG/ored_curveconfigurations.i‎

Lines changed: 9 additions & 9 deletions
Original file line numberDiff line numberDiff line change
@@ -265,7 +265,7 @@ public:
265265
CommodityCurveConfig(const std::string& curveId, const std::string& curveDescription, const std::string& currency,
266266
const std::vector<PriceSegment>& priceSegments, const std::string& dayCountId = "A365",
267267
const std::string& interpolationMethod = "Linear", bool extrapolation = true,
268-
const boost::optional<BootstrapConfig>& bootstrapConfig = boost::none);
268+
const QuantLib::ext::optional<BootstrapConfig>& bootstrapConfig = QuantLib::ext::nullopt);
269269

270270
void fromXML(XMLNode* node) override;
271271
XMLNode* toXML(XMLDocument& doc) const override;
@@ -287,7 +287,7 @@ public:
287287
bool averageBase() const;
288288
bool priceAsHistFixing() const;
289289
const std::map<unsigned short, PriceSegment>& priceSegments() const;
290-
const boost::optional<BootstrapConfig>& bootstrapConfig() const;
290+
const QuantLib::ext::optional<BootstrapConfig>& bootstrapConfig() const;
291291

292292
Type& type();
293293
std::string& currency();
@@ -359,7 +359,7 @@ public:
359359
const std::vector<std::string>& smileOptionTenors = std::vector<std::string>(),
360360
const std::vector<std::string>& smileUnderlyingTenors = std::vector<std::string>(),
361361
const std::vector<std::string>& smileSpreads = std::vector<std::string>(),
362-
const boost::optional<ParametricSmileConfiguration>& parametricSmileConfiguration = boost::none);
362+
const QuantLib::ext::optional<ParametricSmileConfiguration>& parametricSmileConfiguration = QuantLib::ext::nullopt);
363363
GenericYieldVolatilityCurveConfig(const std::string& underlyingLabel, const std::string& rootNodeLabel,
364364
const std::string& qualifierLabel, const std::string& curveID,
365365
const std::string& curveDescription, const std::string& qualifier,
@@ -399,7 +399,7 @@ public:
399399
const std::string& proxyTargetShortSwapIndexBase() const;
400400
const std::string& proxyTargetSwapIndexBase() const;
401401

402-
const boost::optional<ParametricSmileConfiguration> parametricSmileConfiguration() const;
402+
const QuantLib::ext::optional<ParametricSmileConfiguration> parametricSmileConfiguration() const;
403403
const ReportConfig& reportConfig() const;
404404

405405
};
@@ -489,7 +489,7 @@ public:
489489
const std::string& timeInterpolation = "LinearFlat", const std::string& strikeInterpolation = "LinearFlat",
490490
const std::vector<std::string>& atmTenors = {}, const BootstrapConfig& bootstrapConfig = BootstrapConfig(),
491491
const string& inputType = "TermVolatilities",
492-
const boost::optional<ParametricSmileConfiguration>& parametricSmileConfiguration = boost::none);
492+
const QuantLib::ext::optional<ParametricSmileConfiguration>& parametricSmileConfiguration = QuantLib::ext::nullopt);
493493
CapFloorVolatilityCurveConfig(const std::string& curveID, const std::string& curveDescription,
494494
const std::string& proxySourceCurveId, const std::string& proxySourceIndex,
495495
const std::string& proxyTargetIndex,
@@ -535,7 +535,7 @@ public:
535535
const QuantLib::Period& proxySourceRateComputationPeriod() const;
536536
const QuantLib::Period& proxyTargetRateComputationPeriod() const;
537537

538-
const boost::optional<ParametricSmileConfiguration> parametricSmileConfiguration() const;
538+
const QuantLib::ext::optional<ParametricSmileConfiguration> parametricSmileConfiguration() const;
539539

540540
const ReportConfig& reportConfig() const;
541541
std::string toString(VolatilityType type) const;
@@ -551,13 +551,13 @@ public:
551551
const string& equityId = string(),
552552
const string& dayCounter = "A365", const string& calendar = "NullCalendar",
553553
const OneDimSolverConfig& solverConfig = OneDimSolverConfig(),
554-
const boost::optional<bool>& preferOutOfTheMoney = boost::none);
554+
const QuantLib::ext::optional<bool>& preferOutOfTheMoney = QuantLib::ext::nullopt);
555555
EquityVolatilityCurveConfig(const string& curveID, const string& curveDescription, const string& currency,
556556
const ext::shared_ptr<VolatilityConfig>& volatilityConfig,
557557
const string& equityId = string(),
558558
const string& dayCounter = "A365", const string& calendar = "NullCalendar",
559559
const OneDimSolverConfig& solverConfig = OneDimSolverConfig(),
560-
const boost::optional<bool>& preferOutOfTheMoney = boost::none);
560+
const QuantLib::ext::optional<bool>& preferOutOfTheMoney = QuantLib::ext::nullopt);
561561
void fromXML(XMLNode* node) override;
562562
XMLNode* toXML(XMLDocument& doc) const override;
563563
const string& equityId() const;
@@ -569,7 +569,7 @@ public:
569569
void populateQuotes();
570570
bool isProxySurface();
571571
OneDimSolverConfig solverConfig() const;
572-
const boost::optional<bool>& preferOutOfTheMoney() const;
572+
const QuantLib::ext::optional<bool>& preferOutOfTheMoney() const;
573573
const ReportConfig& reportConfig() const;
574574
string& ccy();
575575
string& dayCounter();

‎ORE-SWIG/OREData-SWIG/SWIG/ored_portfolio.i‎

Lines changed: 6 additions & 6 deletions
Original file line numberDiff line numberDiff line change
@@ -126,12 +126,12 @@ public:
126126
const NettingSetDetails nettingSetDetails() const;
127127
const std::set<std::string>& portfolioIds() const;
128128
const std::map<std::string, std::string> additionalFields() const;
129-
const std::map<std::string, boost::any>& fullAdditionalFields() const;
129+
const std::map<std::string, QuantLib::ext::any>& fullAdditionalFields() const;
130130
string additionalField(const std::string& name, const bool mandatory = true,
131131
const std::string& defaultValue = std::string()) const;
132-
boost::any additionalAnyField(const std::string& name, const bool mandatory = true,
133-
const boost::any& defaultValue = boost::none) const;
134-
void setAdditionalField(const std::string& key, const boost::any& value);
132+
QuantLib::ext::any additionalAnyField(const std::string& name, const bool mandatory = true,
133+
const QuantLib::ext::any& defaultValue = boost::none) const;
134+
void setAdditionalField(const std::string& key, const QuantLib::ext::any& value);
135135
bool initialized() const;
136136
bool hasNettingSetDetails() const;
137137
};
@@ -209,7 +209,7 @@ public:
209209
void fromXMLString(const std::string& xmlString);
210210
std::string toXMLString();
211211
const std::vector<LegData>& legData() const { return legData_; }
212-
const std::map<std::string,boost::any>& additionalData() const override;
212+
const std::map<std::string,QuantLib::ext::any>& additionalData() const override;
213213
};
214214

215215
%shared_ptr(OREForwardRateAgreement)
@@ -226,7 +226,7 @@ public:
226226
std::string toXMLString();
227227
const std::string& index() const { return index_; }
228228

229-
const std::map<std::string,boost::any>& additionalData() const override;
229+
const std::map<std::string,QuantLib::ext::any>& additionalData() const override;
230230
};
231231

232232
#endif

‎ORE-SWIG/QuantExt-SWIG/SWIG/qle.i‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -25,7 +25,7 @@
2525
#endif
2626
#include <qle/quantext.hpp>
2727
%}
28-
28+
%include common.i
2929
%include qle_common.i
3030
%include qle_calendars.i
3131
%include qle_cashflows.i

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