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author
jenkins
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git subrepo pull (merge) ore
subrepo: subdir: "ore" merged: "5b4e3ad73b" upstream: origin: "git@gitlab.acadiasoft.net:qs/ore.git" branch: "master" commit: "c376119331" git-subrepo: version: "0.4.6" origin: "https://github.com/ingydotnet/git-subrepo" commit: "110b9eb"
2 parents b60e921 + c376119 commit 316af49

21 files changed

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‎.github/workflows/build_windows.yaml‎

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name: C/C++ CI Windows
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on:
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push:
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branches: [master]
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pull_request:
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branches: [master]
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types: [ready_for_review, opened, synchronize, reopened]
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paths:
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- .github/workflows/linux_build.yaml
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- ./App/**
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- ./OREAnalytics/**
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- '!./OREAnalytics/doc/**'
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- ./OREData/**
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- '!./OREData/doc/**'
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- ./ORETest/**
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- ./QuantExt/**
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- '!./QuantExt/doc/**'
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- CMakeLists.txt
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workflow_dispatch:
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jobs:
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build:
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name: building
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runs-on: windows-2022
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steps:
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- uses: actions/checkout@v3
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- name: get QuantLib
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run: |
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git submodule update --init
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- name: Set up Boost
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run: |
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$Url = "https://boostorg.jfrog.io/artifactory/main/release/1.72.0/binaries/boost_1_72_0-msvc-14.2-64.exe"
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(New-Object System.Net.WebClient).DownloadFile($Url, "$env:TEMP\boost.exe")
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Start-Process -Wait -FilePath "$env:TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost"
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choco install -y ninja
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- name: cmake configure and build
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env:
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BOOST_ROOT: C:\local\boost
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shell: cmd
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run: |
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mkdir build
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cd build
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call "C:\Program Files\Microsoft Visual Studio\2022\Enterprise\Vc\Auxiliary\Build\vcvarsall.bat" amd64 -vcvars_ver=14.3 || exit 1
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cmake .. -GNinja -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 -DBOOST_INCLUDEDIR=C:\local\boost -DBOOST_LIBRARYDIR=C:\local\boost\lib64-msvc-14.3 -L
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cmake --build . -j 2 --verbose

‎.github/workflows/linux_build.yaml‎

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name: C/C++ CI
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name: C/C++ CI Ubuntu
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on:
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push:
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branches: master
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branches: [master]
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pull_request:
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branches: master
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branches: [master]
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types: [ready_for_review, opened, synchronize, reopened]
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paths:
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- .github/workflows/linux_build.yaml

‎.gitmodules‎

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[submodule "QuantLib"]
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path = QuantLib
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url = https://github.com/OpenSourceRisk/QuantLib.git
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url = git@gitlab.acadiasoft.net:qs/quantlib.git
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branch = master
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ignore = dirty

‎App/CMakeLists.txt‎

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project(App CXX)
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include("../cmake/commonSettings.cmake")
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include(commonSettings)
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get_library_name("OREPlusBase" OREPBASE_LIB_NAME)
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get_library_name("OREAnalytics" OREA_LIB_NAME)

‎CMakeLists.txt‎

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include(CTest)
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include("cmake/commonSettings.cmake")
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# Path for local cmake modules
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if(NOT "${CMAKE_CURRENT_LIST_DIR}/cmake" IN_LIST CMAKE_MODULE_PATH)
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list(APPEND CMAKE_MODULE_PATH "${CMAKE_CURRENT_LIST_DIR}/cmake")
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endif()
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include(commonSettings)
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set(USE_GLOBAL_ORE_BUILD ON)
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‎CMakePresets.json‎

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"QL_BUILD_TEST_SUITE": false,
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"QL_BUILD_BENCHMARK": false,
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"QL_ENABLE_SESSIONS": true,
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"ORE_BUILD_DOC": false,
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"BUILD_SHARED_LIBS": false
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},
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"condition": {
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"type": "equals",
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"lhs": "${hostSystemName}",
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"rhs": "Linux"
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}
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},
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{
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"name": "linux-clang-base",
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"hidden": true,
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"binaryDir": "${sourceDir}/build/${presetName}",
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"cacheVariables": {
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"CMAKE_CXX_COMPILER": "clang++",
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"BOOST_ROOT": "$env{BOOST}",
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"QL_BUILD_EXAMPLES": false,
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"QL_BUILD_TEST_SUITE": false,
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"QL_BUILD_BENCHMARK": false,
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"QL_ENABLE_SESSIONS": true,
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"ORE_BUILD_DOC": false
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},
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"condition": {
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"hidden": true,
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"generator": "Ninja"
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},
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{
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"name": "_make",
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"hidden": true,
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"generator": "Unix Makefiles"
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},
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{
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"name": "linux-gcc-ninja-debug",
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"inherits": [
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"_ninja",
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"_relwithdebinfo"
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]
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},
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{
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"name": "linux-clang-debug",
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"inherits": [
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"linux-clang-base",
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"_make",
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"_debug"
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]
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},
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{
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"name": "linux-clang-release",
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"inherits": [
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"linux-clang-base",
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"_make",
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"_release"
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]
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},
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{
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"name": "linux-clang-relwithdebinfo",
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"inherits": [
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"linux-clang-base",
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"_make",
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"_relwithdebinfo"
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]
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},
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{
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"name": "linux-clang-ninja-debug",
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"inherits": [
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"linux-clang-base",
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"_ninja",
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"_debug"
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]
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},
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{
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"name": "linux-clang-ninja-release",
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"inherits": [
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"linux-clang-base",
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"_ninja",
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"_release"
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]
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},
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{
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"name": "linux-clang-ninja-relwithdebinfo",
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"inherits": [
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"linux-clang-base",
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"_ninja",
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"_relwithdebinfo"
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]
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}
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],
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"buildPresets": [

‎Docker/CMakeLists_ORE.txt‎

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include(CTest)
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include("cmake/commonSettings.cmake")
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# Path for local cmake modules
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if(NOT "${CMAKE_CURRENT_LIST_DIR}/cmake" IN_LIST CMAKE_MODULE_PATH)
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list(APPEND CMAKE_MODULE_PATH "${CMAKE_CURRENT_LIST_DIR}/cmake")
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endif()
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include(commonSettings)
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add_link_directory_if_exists("${QUANTLIB_SOURCE_DIR}/build/ql")
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‎Docs/UserGuide/curve_configurations/yieldcurves.tex‎

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or discount factor. The \lstinline!Conventions! node contains the ID of a node in the {\tt conventions.xml} file
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described in section \ref{sec:conventions}. The \lstinline!Conventions! node associates conventions with the quotes.
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For \emph{Discount} type segments, the quotes can be given using a wildcard. Any valid and matching quotes will then be loaded from the provided market data. An example wildcard is:
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\begin{itemize}
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\item {DISCOUNT/RATE/EUR/EUR3M/*}
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\end{itemize}
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\begin{listing}[H]
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%\hrule\medskip
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\begin{minted}[fontsize=\footnotesize]{xml}

‎Docs/UserGuide/marketdata.tex‎

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Examples with a Term and with a DiscountDate:
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\begin{itemize}
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\item {DISCOUNT/RATE/EUR/EUR3M/3Y}
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\item {DISCOUNT/RATE/EUR/EUR3M/A365F/12-05-2018}
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\item {DISCOUNT/RATE/EUR/EUR3M/12-05-2018}
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\end{itemize}
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%- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -

‎OREAnalytics/CMakeLists.txt‎

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enable_testing()
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include("../cmake/writeAll.cmake")
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include("../cmake/commonSettings.cmake")
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include(writeAll)
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include(commonSettings)
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get_library_name("OREAnalytics" OREA_LIB_NAME)
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get_library_name("OREData" ORED_LIB_NAME)

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