Merge remote-tracking branch 'origin/master'

Author: pcaspers

OREData/ored/utilities/initbuilders.cpp

@@ -40,8 +40,8 @@
 #include <ored/portfolio/builders/bondtotalreturnswap.hpp>
 #include <ored/portfolio/builders/cachingenginebuilder.hpp>
 #include <ored/portfolio/builders/capfloor.hpp>
-#include <ored/portfolio/builders/capflooredaverageonindexedcouponleg.hpp>
 #include <ored/portfolio/builders/capflooredaveragebmacouponleg.hpp>
+#include <ored/portfolio/builders/capflooredaverageonindexedcouponleg.hpp>
 #include <ored/portfolio/builders/capflooredcpileg.hpp>
 #include <ored/portfolio/builders/capfloorediborleg.hpp>
 #include <ored/portfolio/builders/capfloorednonstandardyoyleg.hpp>
@@ -175,6 +175,7 @@
 #include <ored/portfolio/varianceswap.hpp>
 
 #include <qle/math/openclenvironment.hpp>
+#include <qle/math/basiccpuenvironment.hpp>
 
 #include <boost/thread/lock_types.hpp>
 #include <boost/thread/shared_mutex.hpp>
@@ -433,6 +434,7 @@ void initBuilders() {
     ORE_REGISTER_TRS_UNDERLYING_BUILDER("CBO", CBOTrsUnderlyingBuilder, false)
 
     ORE_REGISTER_COMPUTE_FRAMEWORK_CREATOR("OpenCL", QuantExt::OpenClFramework, false);
+    ORE_REGISTER_COMPUTE_FRAMEWORK_CREATOR("BasicCpu", QuantExt::BasicCpuFramework, false);
 }
 
 } // namespace ore::data

QuantExt/qle/CMakeLists.txt

@@ -141,6 +141,7 @@ instruments/subperiodsswap.cpp
 instruments/syntheticcdo.cpp
 instruments/tenorbasisswap.cpp
 instruments/varianceswap.cpp
+math/basiccpuenvironment.cpp
 math/blockmatrixinverse.cpp
 math/bucketeddistribution.cpp
 math/computeenvironment.cpp
@@ -152,6 +153,7 @@ math/matrixfunctions.cpp
 math/openclenvironment.cpp
 math/randomvariable.cpp
 math/randomvariable_io.cpp
+math/randomvariable_ops.cpp
 math/randomvariablelsmbasissystem.cpp
 methods/brownianbridgepathinterpolator.cpp
 methods/fdmdefaultableequityjumpdiffusionfokkerplanckop.cpp
@@ -474,7 +476,6 @@ indexes/frcpi.hpp
 indexes/fxindex.hpp
 indexes/genericiborindex.hpp
 indexes/genericindex.hpp
-indexes/iborindexfixingoverride.hpp
 indexes/ibor/ambor.hpp
 indexes/ibor/ameribor.hpp
 indexes/ibor/boebaserate.hpp
@@ -527,6 +528,7 @@ indexes/ibor/thbbibor.hpp
 indexes/ibor/thor.hpp
 indexes/ibor/tonar.hpp
 indexes/ibor/twdtaibor.hpp
+indexes/iborindexfixingoverride.hpp
 indexes/inflationindexobserver.hpp
 indexes/inflationindexwrapper.hpp
 indexes/offpeakpowerindex.hpp
@@ -585,6 +587,7 @@ instruments/tenorbasisswap.hpp
 instruments/vanillaforwardoption.hpp
 instruments/varianceswap.hpp
 interpolators/optioninterpolator2d.hpp
+math/basiccpuenvironment.hpp
 math/blockmatrixinverse.hpp
 math/bucketeddistribution.hpp
 math/computeenvironment.hpp
@@ -606,6 +609,7 @@ math/quadraticinterpolation.hpp
 math/randomvariable.hpp
 math/randomvariable_io.hpp
 math/randomvariable_opcodes.hpp
+math/randomvariable_ops.hpp
 math/randomvariablelsmbasissystem.hpp
 math/stabilisedglls.hpp
 math/trace.hpp