Merge branch 'master' into 'master'

update for v1.8.11.0

See merge request qs/ore-github!10

Author: pcaspers

.github/workflows/linux_build.yaml

@@ -0,0 +1,38 @@
+name: C/C++ CI
+
+on:
+  push:
+    branches: master
+  pull_request:
+    branches: master
+    types: [ready_for_review, opened, synchronize, reopened]
+    paths:
+      - .github/workflows/linux_build.yaml
+      - ./App/**
+      - ./OREAnalytics/**
+      - '!./OREAnalytics/doc/**'
+      - ./OREData/**
+      - '!./OREData/doc/**'
+      - ./ORETest/**
+      - ./QuantExt/**
+      - '!./QuantExt/doc/**'
+      - CMakeLists.txt
+  workflow_dispatch:
+
+jobs:
+  build:
+    name: building
+    runs-on: ubuntu-22.04
+    steps:
+    - uses: actions/checkout@v3
+    - name: get QuantLib
+      run: |
+        git submodule update --init
+    - name: Set up Boost
+      run: |
+        sudo apt update
+        sudo apt install -y libboost-all-dev libboost-test-dev
+    - name: cmake configure
+      run : mkdir build; cd build; cmake -DCMAKE_BUILD_TYPE=Release -DQL_BUILD_EXAMPLES=false -DQL_BUILD_TEST_SUITE=false -DQL_BUILD_BENCHMARK=false -DQL_ENABLE_SESSIONS=true -DORE_BUILD_DOC=false -G "Ninja" ..
+    - name: cmake build
+      run: cd build/; pwd; cmake --build . -j $(nproc)

App/CMakeLists.txt

@@ -4,7 +4,6 @@ project(App CXX)
 
 include("../cmake/commonSettings.cmake")
 
-get_library_name("OREPlusSensitivity" OREPSENSITIVITY_LIB_NAME)
 get_library_name("OREPlusBase" OREPBASE_LIB_NAME)
 get_library_name("OREAnalytics" OREA_LIB_NAME)
 get_library_name("OREData" ORED_LIB_NAME)

App/ore.cpp

@@ -24,11 +24,15 @@
 #pragma warning(disable : 4503)
 #endif
 
-#include <iostream>
 
 #include <orea/app/oreapp.hpp>
+
 #include <ored/utilities/initbuilders.hpp>
 
+#include <qle/version.hpp>
+
+#include <iostream>
+
 #ifdef BOOST_MSVC
 #include <orea/auto_link.hpp>
 #include <ored/auto_link.hpp>

CMakeLists.txt

@@ -18,7 +18,11 @@ include("cmake/commonSettings.cmake")
 
 set(USE_GLOBAL_ORE_BUILD ON)
 
+# work around boost issue https://bugs.freebsd.org/bugzilla/show_bug.cgi?id=271488
+set(CMAKE_CXX_STANDARD 14)
 add_subdirectory("QuantLib")
+set(CMAKE_CXX_STANDARD 17)
+
 add_subdirectory("QuantExt")
 add_subdirectory("OREData")
 add_subdirectory("OREAnalytics")

CMakePresets.json

@@ -1,5 +1,5 @@
 {
-  "version": 2,
+  "version": 3,
   "configurePresets": [
     {
       "name": "windows-ninja-x64-debug",
@@ -146,6 +146,75 @@
           ]
         }
       }
+    },
+    {
+      "name": "linux-gcc-base",
+      "hidden": true,
+      "binaryDir": "${sourceDir}/build/${presetName}",
+      "cacheVariables": {
+        "CMAKE_CXX_COMPILER": "g++",
+        "BOOST_ROOT": "$env{BOOST}",
+        "QL_BUILD_EXAMPLES": false,
+        "QL_BUILD_TEST_SUITE": false,
+        "QL_BUILD_BENCHMARK": false,
+        "QL_ENABLE_SESSIONS": true,
+        "ORE_BUILD_DOC": false
+      },
+      "condition": {
+        "type": "equals",
+        "lhs": "${hostSystemName}",
+        "rhs": "Linux"
+      }
+    },
+    {
+      "name": "_release",
+      "hidden": true,
+      "cacheVariables": {
+        "CMAKE_BUILD_TYPE": "Release"
+      }
+    },
+    {
+      "name": "_debug",
+      "hidden": true,
+      "cacheVariables": {
+        "CMAKE_BUILD_TYPE": "Debug"
+      }
+    },
+    {
+      "name": "_relwithdebinfo",
+      "hidden": true,
+      "cacheVariables": {
+          "CMAKE_BUILD_TYPE": "RelWithDebInfo"
+      }
+    },
+    {
+      "name": "_ninja",
+      "hidden": true,
+      "generator": "Ninja"
+    },
+    {
+      "name": "linux-gcc-ninja-debug",
+      "inherits": [
+        "linux-gcc-base",
+        "_ninja",
+        "_debug"
+      ]
+    },
+    {
+      "name": "linux-gcc-ninja-release",
+      "inherits": [
+        "linux-gcc-base",
+        "_ninja",
+        "_release"
+      ]
+    },
+    {
+      "name": "linux-gcc-ninja-relwithdebinfo",
+      "inherits": [
+        "linux-gcc-base",
+        "_ninja",
+        "_relwithdebinfo"
+      ]
     }
   ],
   "buildPresets": [

Docker/.env

@@ -3,7 +3,7 @@ DEBIAN_TAG=11.7
 # it's recommended to include CMAKE_BUILD_TYPE and BOOST_VARIANT in QL_TAG, ORE_TAG, BOOST_TAG
 # to distinguish a release build from a debug build
 
-QL_TAG=1.30_00d2fced87
+QL_TAG=1.31.1_55f433ce8
 ORE_TAG=latest
 BOOST_TAG=1.78.0
 BOOST_DIR=1_78_0

Docker/Dockerfile-ORE

@@ -28,10 +28,12 @@ RUN cd /ore \
   && find -regex ".*\.\(sh\|in\|ac\|am\)" -exec dos2unix {} ';' \
   && cp Docker/CMakeLists_ORE.txt CMakeLists.txt \
   && mkdir -p build.ore && cd build.ore \
-  && cmake .. -DORE_BUILD_DOC=ON -DCMAKE_BUILD_TYPE=${cmake_build_type} -DCMAKE_CXX_FLAGS="-mavx2" -DORE_ENABLE_PARALLEL_UNIT_TEST_RUNNER=ON -DORE_USE_ZLIB=ON -D ORE_ENABLE_OPENCL=ON
+  && cmake .. -DQL_USE_PCH=OFF -DORE_BUILD_DOC=ON -DCMAKE_BUILD_TYPE=${cmake_build_type} -DCMAKE_CXX_FLAGS="-mavx2" -DORE_ENABLE_PARALLEL_UNIT_TEST_RUNNER=ON -DORE_USE_ZLIB=ON -D ORE_ENABLE_OPENCL=ON
 
 WORKDIR /ore/build.ore
-RUN --mount=type=cache,target=/ccache/ make -j ${num_cores} \
+RUN --mount=type=cache,target=/ccache/ ccache -z \
+  && make -j ${num_cores} \
+  && ccache -s \
   && make install \
   && make doc_quantext 2>&1 | grep -v "ignoring unsupported tag" \
   && make doc_ored 2>&1 | grep -v "ignoring unsupported tag" \

Docker/Dockerfile-QuantLib

@@ -21,21 +21,26 @@ RUN apt-get update \
 
 ENV PATH="/usr/lib/ccache:$PATH"
 ENV CCACHE_DIR="/ccache"
+ENV CCACHE_MAXSIZE="10G"
+# needed if QL_USE_PCH is ON
+#ENV CCACHE_SLOPPINESS="pch_defines,time_macros,pch_defines,time_macros,include_file_mtime,include_file_ctim"
 
-# Need the dos2unix all if building from Windows because the shell 
-# scripts fail if there are CRLF present in the files
+# - Need the dos2unix all if building from Windows because the shell
+#   scripts fail if there are CRLF present in the files
+# - add  -fpch-preprocess to CMAKE_CXX_FLAGS when QL_USE_PCH is set to ON
 RUN cd /ore/QuantLib \
   && find -regex ".*\.\(sh\|in\|ac\|am\)" -exec dos2unix {} ';' \
   && mkdir -p build.ql && cd build.ql \
-  && cmake .. -DCMAKE_BUILD_TYPE=${cmake_build_type} -DCMAKE_CXX_STANDARD=17 -DCMAKE_CXX_EXTENSIONS=OFF -DCMAKE_CXX_FLAGS="-D BOOST_ENABLE_ASSERT_HANDLER -mavx2" -DQL_ENABLE_SESSIONS=ON -DQL_ENABLE_PARALLEL_UNIT_TEST_RUNNER=ON
+  && cmake .. -DQL_USE_PCH=OFF -DCMAKE_BUILD_TYPE=${cmake_build_type} -DCMAKE_CXX_STANDARD=17 -DCMAKE_CXX_EXTENSIONS=OFF -DCMAKE_CXX_FLAGS="-D BOOST_ENABLE_ASSERT_HANDLER -mavx2" -DQL_ENABLE_SESSIONS=ON -DQL_ENABLE_PARALLEL_UNIT_TEST_RUNNER=ON -DQL_BUILD_EXAMPLES=OFF -DQL_BUILD_BENCHMARK=OFF
 
 WORKDIR /ore/QuantLib/build.ql
-RUN --mount=type=cache,target=/ccache/ make -j ${num_cores} \
+RUN --mount=type=cache,target=/ccache/ ccache -z \
+  && make -j ${num_cores} \
+  && ccache -s \
   && make install \
   && cd / \
   && cp -r /ore/QuantLib/test-suite /usr/local/include \
   && rm -rf ore \
   && ldconfig
-  
 
 CMD bash

Docker/docker-compose-boost.yml

@@ -3,6 +3,8 @@ version: '3'
 services:
   build_env_boost:
     image: build_env_boost:${BOOST_TAG}
+    cap_drop:
+      - NET_RAW
     build:
       context: .
       dockerfile: Dockerfile-Boost

Docker/docker-compose-latex.yml

@@ -3,6 +3,8 @@ version: '3'
 services:
   qrm_latex:
     image: qrm/latex:ubuntu
+    cap_drop:
+      - NET_RAW
     build:
       context: .
       dockerfile: Dockerfile-Latex