Merge branch 'qpr12883' into 'master'

QPR-12883 -- Add SIMM calibration files to open source and fix OREApp so that...

See merge request qs/ore-github!61

Author: pcaspers

Configurations/SIMM/simmcalibration_2.2.xml

@@ -4,7 +4,9 @@ \subsection{SIMM Calibration: {\tt simmcalibration.xml}}\label{sec:simmcalibrati
 
 The SIMM Calibration can be used to add or override SIMM versions by specifying the risk weights, correlations,
 concentration thresholds along with associated buckets/labels and currency groups (for risk class FX and IR).
+
 See Example\_44 for a full SIMM calibration file for SIMM 2.5A \cite{SIMM2.5A}.
+The official configuration files for each version (SIMM 2.2 and greater) can be found in folder {\tt Configurations/SIMM/}
 
 The file consists of a {\tt <SIMMCalibrationData>} node, with {\tt <SIMMCalibration>} subnodes that each define a given
 SIMM version, as in Listing \ref{lst:simmcalibration_data} below.

Configurations/SIMM/simmcalibration_2.3.8.xml

@@ -1285,17 +1285,17 @@ void OREAppInputParameters::loadParameters() {
         if (tmp != "")
             setMporDays(static_cast<Size>(parseInteger(tmp)));
 
-        tmp = params_->get("simm", "crif", false);
+        tmp = params_->get("simm", "simmCalibration", false);
         if (tmp != "") {
             string file = (inputPath / tmp).generic_string();
-            setCrifFromFile(file, csvEolChar(), csvSeparator(), '\"', csvEscapeChar());
+            if (boost::filesystem::exists(file))
+                setSimmCalibrationDataFromFile(file);
         }
 
-        tmp = params_->get("simm", "simmCalibration", false);
+        tmp = params_->get("simm", "crif", false);
         if (tmp != "") {
             string file = (inputPath / tmp).generic_string();
-            if (boost::filesystem::exists(file))
-                setSimmCalibrationDataFromFile(file);
+            setCrifFromFile(file, csvEolChar(), csvSeparator(), '\"', csvEscapeChar());
         }
 
         tmp = params_->get("simm", "calculationCurrency", false);

Configurations/SIMM/simmcalibration_2.3.xml

@@ -0,0 +1,76 @@
+
+# Running ORE Under Docker
+
+The ORE project includes support for Docker.  You can build a docker container
+including ORE binaries and tests.
+
+## Docker scripts
+
+Below are the scripts which the ORE project includes in support of Docker:
+
+```
+├───Docker/.env                             set environment variables
+│
+└───Docker/DockerfileRunORE.sh              build all docker containers
+    │   
+    ├───Docker/docker-compose-ore.yml       compose file for container env_ore
+    │   │
+    │   └────Docker/Dockerfile-ORE          docker file for container env_ore
+    │   
+    ├───Docker/docker-compose-test.yml      compose file for container env_ore_test
+    │   │
+    │   └───Docker/Dockerfile-Test          docker file for container env_ore_test
+    │   
+    └───Docker/docker-compose-ore-app.yml   compose file for container ore_app
+        │
+        └───Docker/Dockerfile-ORE-App       docker file for container ore_app
+```
+`env_ore` is a preliminary container for the build environment.  `env_ore_test`
+is a preliminary container for the testing tools.  The minimum essentials from
+these two containers are extracted into container `ore_app`, which is the final
+product supporting a working ORE environment.
+
+## Building the Docker Container
+
+If you are on a POSIX system (e.g. linux or MacOS), you can run:
+
+    Docker/DockerfileRunORE.sh
+
+On Windows, you can replicate the behavior of the above script by running the
+following commands at a DOS prompt:
+
+    SET COMPOSE_DOCKER_CLI_BUILD=1    
+    SET DOCKER_BUILDKIT=1    
+    docker-compose --env-file Docker/.env -f Docker/docker-compose-ore.yml build    
+    docker-compose --env-file Docker/.env -f Docker/docker-compose-test.yml build    
+    docker-compose --env-file Docker/.env -f Docker/docker-compose-ore-app.yml build    
+
+This creates the docker images:
+
+    $ docker images
+    REPOSITORY     TAG       IMAGE ID       CREATED          SIZE
+    ore_app        latest    1861c2dba528   7 seconds ago    2.02GB
+    env_ore        latest    9e016430d0dd   15 minutes ago   3.42GB
+    env_ore_test   latest    55b8da9c2c8a   2 months ago     1.15GB
+
+## Run the Docker Container Interactively
+
+Invoke the command below to run the docker container interactively:
+
+    docker run -it ore_app bash
+
+Here are the commands to run the examples:
+
+    cd /ore/Examples
+    python3 run_examples_testsuite.py --with-xunitmp --xunitmp-file=examples.xml --processes=8 --process-timeout=3600
+
+Here are the commands to run all of the unit tests in parallel:
+
+    cd /ore
+    PARAMS="--log_format=XML --log_level=test_suite --report_level=no --result_code=no"
+    /ore/App/quantlib-test-suite    --nProc=4 $PARAMS --log_sink=xunit_ql.xml &
+    /ore/App/quantext-test-suite    --nProc=6 $PARAMS --log_sink=xunit_qle.xml &
+    /ore/App/ored-test-suite        $PARAMS --log_sink=xunit_ored.xml -- --base_data_path=/ore/OREData/test &
+    /ore/App/orea-test-suite        --nProc=4 $PARAMS --log_sink=xunit_orea.xml -- --base_data_path=/ore/OREAnalytics/test &
+    wait
+