git subrepo pull (merge) ore

subrepo:
  subdir:   "ore"
  merged:   "90223a1eda"
upstream:
  origin:   "git@gitlab.acadiasoft.net:qs/ore.git"
  branch:   "master"
  commit:   "470fa37158"
git-subrepo:
  version:  "0.4.6"
  origin:   "https://github.com/ingydotnet/git-subrepo"
  commit:   "73a0129"

Author: jenkins

App/ore.cpp

@@ -27,7 +27,7 @@
 
 #include <orea/app/oreapp.hpp>
 
-#include <ored/utilities/initbuilders.hpp>
+#include <orea/app/initbuilders.hpp>
 
 #include <qle/version.hpp>
 
@@ -71,7 +71,7 @@ int main(int argc, char** argv) {
         return -1;
     }
 
-    ore::data::initBuilders();
+    ore::analytics::initBuilders();
 
     string inputFile(argv[1]);
 

Docs/Design/ore_design.tex

@@ -711,7 +711,7 @@ \subsubsection{Portfolio and CSA Data}
 
 \subsubsection{Pricing Engines, Engine Factory}
 Each trade is linked with a pricing engine during the trade's build process. In order to limit the number of engines to be constructed (and to limit memory usage), ORE reuses engines as far as possible. This is achieved by the {\tt EngineBuilder},
-{\tt EngineFactory} and {\tt LegBuilder} classes. Currently, ORE provides 36 concrete ``default'' engine and leg builders when the {\tt EngineFactory} is constructed, see ored/utilities/initbuilders.cpp. The design here is extensible so that developers can add their own engine builders to the
+{\tt EngineFactory} and {\tt LegBuilder} classes. Currently, ORE provides 36 concrete ``default'' engine and leg builders when the {\tt EngineFactory} is constructed, see orea/app/initbuilders.cpp. The design here is extensible so that developers can add their own engine builders to the
 factory when extending ORE. For this purpose the {\tt EngineFactory} class provides the {\tt addExtraBuilders} member function.
 
 Figure \ref{fig_OREDPortfolio} shows the relationships of these classes:

Docs/UserGuide/allowablevalues.tex

@@ -76,7 +76,7 @@ \subsection{Allowable Values}
 TWD,TZS,UAH,UGX,USD,USN,UYI,UYU,UYW,UZS,
 VES,VND,VUV,WST,XAF,XAU,XCD,XOF,
 XPF,XSU,XUA,YER,ZAR,ZMW,ZWL}
-\\ \hline Minor Currencies &  \makecell[l]{\emph{GBp, GBX} (for pennies of GBP) \\ \emph{ILa, ILX} (for agorot of ILS)  \\ \emph{ZAc, ZAC, ZAX} (for cents of ZAR) \\ 
+\\ \hline Minor Currencies &  \makecell[l]{\emph{GBp, GBX} (for pennies of GBP) \\ \emph{ILa, ILX, ILs, ILA} (for agorot of ILS)  \\ \emph{ZAc, ZAC, ZAX} (for cents of ZAR) \\ 
     Note: Minor Currency codes are only supported for equity products. } \\ \hline
 %Pre-Eurozone Currencies   &  \emph{ATS, BEF, DEM, ESP, FIM, FRF, GRD, IEP, ITL, LUF, NLG, PTE} \\ \hline
 Precious Metals treated as Currencies   &   \emph{XAG, XAU, XPD, XPT}  \\ \hline

Docs/UserGuide/tradecomponents/legdatanotionals.tex

@@ -62,7 +62,7 @@ \subsubsection{Leg Data and Notionals}
 
 Allowable values: See Table \ref{tab:convention}.
 
-\item PaymentLag [optional]: The payment lag applies to Fixed legs, Equity legs, and Floating legs with Ibor and OIS indices (but not to BMA/SIFMA indices), as well as CPI legs and Zero Coupon Fixed legs. \\
+\item PaymentLag [optional]: The payment lag applies to Fixed legs, Equity legs, and Floating legs with Ibor and OIS indices (but not to BMA/SIFMA indices), as well as CMS legs, CMSSpread legs, CPI legs and Zero Coupon Fixed legs. \\
 PaymentLag is also not supported for CapFloor Floating legs that have Ibor coupons with sub periods (HasSubPeriods = \emph{true}), nor for CapFloor Floating legs with averaged ON coupons (IsAveraged = \emph{true}).
 
 Allowable values: Any valid period, i.e. a non-negative whole number, optionally followed by \emph{D} (days), \emph{W} (weeks), \emph{M} (months),

Examples/Example_32/Input/market.txt

@@ -0,0 +1,3 @@
+#TradeId,TradeType,Maturity,MaturityTime,StartDate,EndDate,NPV(t0),NPV(asof=t0;mkt=t1),NPV(asof=t1;mkt=t0),NPV(t1),PeriodCashFlow,Theta,HypotheticalCleanPnL,CleanPnL,DirtyPnL,Currency
+SwapLeg,Swap,2024-02-01,1.002508,2023-01-31,2023-02-14,47640.849246,47618.335691,47725.150117,47703.429343,0.000000,84.300871,-22.513555,62.580097,62.580097,USD
+SwapLegFlow,Swap,2024-02-05,1.013437,2023-01-31,2023-02-14,97311.809777,97288.780575,47568.552161,47546.661549,49861.111111,117.853495,-23.029202,95.962883,-49765.148228,USD