Merge branch 'ore_1.8.13.0' into 'master'

ORE V13 Release

Closes QPR-13173, QPR-13213, QPR-13218, QPR-12228, QPR-12995, QPR-13251, QPR-13088, QPR-12562, QPR-13125, QPR-13171, QPR-13247, QPR-13174, QPR-13092, QPR-13199, QPR-13230, QPR-13157, QPR-13201, QPR-13227, QPR-13234, QPR-12867, QPR-13189, QPR-13231, QPR-11539, QPR-13203, QPR-12551, QPR-13212, QPR-12978, QPR-13215, QPR-13205, QPR-13099, QPR-13210, QPR-13204, QPR-13195, QPR-13209, QPR-13202, QPR-13192, QPR-13193, QPR-13187, QPR-12345, QPR-13200, QPR-12520, QPR-13141, QPR-13191, QPR-13162, QPR-13183, QPR-12539, QPR-13176, QPR-13178, QPR-13117, QPR-12403, QPR-13165, QPR-13153, QPR-13175, QPR-13105, QPR-12602, QPR-13160, QPR-12367, QPR-12827, QPR-13068, QPR-13152, QPR-13156, QPR-13154, QPR-13147, QPR-13031, QPR-13140, QPR-13124, QPR-13130, QPR-13139, QPR-13083, QPR-13022, QPR-12985, QPR-13086, QPR-13034, QPR-13122, QPR-13123, QPR-12894, QPR-13010, QPR-13110, QPR-9916, QPR-13111, QPR-13058, QPR-13112, QPR-13100, QPR-12903, QPR-13069, QPR-13096, QPR-13104, QPR-13106, QPR-13045, QPR-13098, QPR-13103, QPR-13089, QPR-13033, QPR-13076, QPR-13072, QPR-13078, QPR-13059, QPR-13071, QPR-13067, QPR-13052, QPR-12826, QPR-13039, QPR-12625, QPR-13038, QPR-13065, QPR-13060, QPR-12960, QPR-10742, QPR-13035, QPR-13050, QPR-13020, QPR-12999, QPR-13021, QPR-13014, QPR-12694, QPR-12980, QPR-13000, QPR-13004, QPR-13003, QPR-12955, QPR-12907, QPR-12981, QPR-12997, QPR-12982, QPR-12862, QPR-12998, QPR-12994, QPR-12993, QPR-12969, QPR-12962, QPR-12974, QPR-12970, QPR-11459, QPR-12868, QPR-12947, QPR-12939, QPR-12945, QPR-12918, QPR-12933, QPR-12938, QPR-12752, QPR-12935, QPR-12821, QPR-12944, QPR-12915, QPR-12916, QPR-12930, QPR-12662, QPR-12839, QPR-12858, QPR-12343, QPR-12835, QPR-12902, QPR-12914, QPR-12912, QPR-12910, QPR-12888, QPR-12911, QPR-12755, QPR-12904, QPR-12847, QPR-12860, QPR-12900, QPR-12552, QPR-12877, QPR-12865, QPR-12841, QPR-12769, QPR-12706, QPR-12849, QPR-12834, QPR-12863, QPR-12853, QPR-12687, QPR-12799, QPR-12819, QPR-12533, QPR-12844, QPR-12801, QPR-12814, QPR-12788, QPR-12672, QPR-12833, QPR-12358, QPR-12668, QPR-12708, QPR-12748, QPR-12772, QPR-12658, QPR-12511, QPR-12812, QPR-12781, QPR-12792, QPR-12643, QPR-12780, QPR-12764, QPR-12391, QPR-12741, QPR-12725, QPR-12719, QPR-12775, QPR-12431, QPR-12290, QPR-12666, QPR-12308, QPR-12650, QPR-12624, QPR-12639, QPR-12678, QPR-12731, QPR-12613, QPR-12746, QPR-12756, QPR-12712, QPR-12730, QPR-12581, QPR-12716, QPR-12742, QPR-12720, QPR-12707, QPR-12703, QPR-12154, QPR-11578, QPR-12646, QPR-12683, QPR-12574, QPR-12656, QPR-12634, QPR-12212, QPR-12665, QPR-12443, QPR-12506, QPR-11751, QPR-12481, QPR-12579, QPR-12568, QPR-12661, QPR-12633, QPR-12622, QPR-12645, QPR-12638, QPR-12631, QPR-12355, QPR-12518, QPR-12480, QPR-12394, QPR-12073, QPR-12507, QPR-12610, QPR-12617, QPR-12242, QPR-11787, QPR-12620, QPR-12586, QPR-12599, QPR-12592, QPR-12517, QPR-12573, QPR-12593, QPR-12519, and QPR-12570

See merge request qs/ore-github!63

Author: pcaspers

.github/workflows/build_macosx86.yml

@@ -0,0 +1,60 @@
+name: MacOS x86 Wheels
+
+on:
+  workflow_dispatch:
+
+jobs:
+  wheels-macos:
+    runs-on: macos-13
+    steps:
+    - name: Checkout ORE
+      uses: actions/checkout@v4
+      with:
+        submodules: recursive
+        token: ${{ secrets.ORG_ACTIONS_ACCESS }}
+    #- name: get QuantLib
+    #  run: |
+    #    git submodule update --init --recursive
+    - name: Install Boost
+      run: |
+        curl -O -L https://archives.boost.io/release/1.84.0/source/boost_1_84_0.tar.gz
+        tar xfz boost_1_84_0.tar.gz
+        cd boost_1_84_0
+        ./bootstrap.sh
+        ./b2 toolset=clang-darwin target-os=darwin architecture=x86 cxxflags="-arch x86_64" cflags="-arch x86_64" linkflags="-arch x86_64" abi=sysv binary-format=mach-o install
+    - name: Build ORE CMake
+      run: |
+        mkdir build
+        cd build
+        cmake .. -DCMAKE_OSX_ARCHITECTURES=x86_64 -DORE_USE_ZLIB=ON -DBUILD_SHARED_LIBS=false -DORE_BUILD_DOC=OFF -DORE_BUILD_EXAMPLES=OFF -DORE_BUILD_TESTS=OFF -DORE_BUILD_APP=ON -DORE_BUILD_SWIG=OFF -DQL_BUILD_BENCHMARK=OFF -DQL_BUILD_EXAMPLES=OFF -DORE_BUILD_SWIG=OFF -DQL_BUILD_TEST_SUITE=OFF -DQL_ENABLE_SESSIONS=ON -DCMAKE_BUILD_TYPE=Release ..
+        cmake --build . -j4
+        cmake --install .
+    - name: Wrap ORE-SWIG
+      run: |
+        pwd
+        python -m pip install setuptools
+        cp ORE-SWIG/wheels/oreanalytics-config.macos ORE-SWIG/oreanalytics-config
+        cd ORE-SWIG/OREAnalytics-SWIG/SWIG
+        chmod +x oreanalytics.i
+        cd ..
+        cd ..
+        pwd
+        python setup.py wrap
+    - name: Build Wheels
+      uses: pypa/cibuildwheel@v2.22.0
+      env:
+        CIBW_SKIP: cp36-*
+        CIBW_ARCHS_MACOS: x86_64
+        MACOSX_DEPLOYMENT_TARGET: "13.7"
+        CXXFLAGS: -std=c++17 -g0 -O3 -mmacosx-version-min=13
+        CIBW_BUILD_VERBOSITY: 2
+        CIBW_REPAIR_WHEEL_COMMAND_MACOS: >
+          DYLD_LIBRARY_PATH=/usr/local/lib delocate-listdeps {wheel} &&
+          DYLD_LIBRARY_PATH=/usr/local/lib delocate-wheel --require-archs {delocate_archs} -w {dest_dir} {wheel}
+      with:
+        package-dir: ${{ github.workspace }}/ORE-SWIG
+    - name: Save wheels as artifacts
+      uses: actions/upload-artifact@v4
+      with:
+        name: wheels-macos-x86_64
+        path: ./wheelhouse/*.whl

.github/workflows/build_windows.yaml

@@ -2,24 +2,8 @@ name: C/C++ CI Windows
 
 on:
   push:
-    branches: [master]
     tags:
        - 'v*'
-  release:
-   types: [published]
-  pull_request:
-    branches: [master]
-    types: [ready_for_review, opened, synchronize, reopened]
-    paths:
-      - ./App/**
-      - ./OREAnalytics/**
-      - '!./OREAnalytics/doc/**'
-      - ./OREData/**
-      - '!./OREData/doc/**'
-      - ./ORETest/**
-      - ./QuantExt/**
-      - '!./QuantExt/doc/**'
-      - CMakeLists.txt
   workflow_dispatch:
 
 jobs:
@@ -37,12 +21,34 @@ jobs:
             boost-lib: 64
     steps:
     - uses: actions/checkout@v4
-    - name: get QuantLib
+      with:
+        submodules: recursive
+        token: ${{ secrets.ORG_ACTIONS_ACCESS }}
+    #- name: get QuantLib and QuantLib-SWIG
+    #  run: |
+    #    git submodule update --init --recursive
+    - name: zlib
       run: |
-        git submodule update --init
+        $Url = "https://www.zlib.net/zlib131.zip"
+        (New-Object System.Net.WebClient).DownloadFile($Url, "$env:TEMP\zlib.zip")
+        Expand-Archive -Path "$env:TEMP\zlib.zip" -DestinationPath C:\local
+        cd C:\local\zlib-1.3.1
+        mkdir build
+        cd build
+        cmake ..
+        cmake --build . --config Release
+    - name: eigen
+      run: |
+        $Url = "https://gitlab.com/libeigen/eigen/-/archive/3.4.0/eigen-3.4.0.zip"
+        (New-Object System.Net.WebClient).DownloadFile($Url, "$env:TEMP\eigen.zip")
+        Expand-Archive -Path "$env:TEMP\eigen.zip" -DestinationPath C:\local
+        cd C:\local\eigen-3.4.0
+        mkdir build
+        cd build
+        cmake ..
     - name: Set up Boost
       run: |
-        $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.72.0/binaries/boost_1_72_0-msvc-14.2-${{ matrix.boost-lib }}.exe"
+        $Url = "https://archives.boost.io/release/1.80.0/binaries/boost_1_80_0-msvc-14.2-${{ matrix.boost-lib }}.exe"
         (New-Object System.Net.WebClient).DownloadFile($Url, "$env:TEMP\boost.exe")
         Start-Process -Wait -FilePath "$env:TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost"
         choco install -y ninja
@@ -51,14 +57,44 @@ jobs:
         BOOST_ROOT: C:\local\boost
       shell: cmd
       run: |
+        SET ORE_DIR=%cd%
+        SET ORE=%cd%
+        SET ZLIB_ROOT=C:\local\zlib-1.3.1
+        SET Eigen3_DIR=C:\local\eigen-3.4.0
         mkdir build
         cd build
         call "C:\Program Files\Microsoft Visual Studio\2022\Enterprise\Vc\Auxiliary\Build\vcvarsall.bat" ${{ matrix.arch }} -vcvars_ver=14.2 || exit 1
-        cmake .. -GNinja -DCMAKE_BUILD_TYPE=Release -DQL_BUILD_EXAMPLES=false -DQL_BUILD_TEST_SUITE=false -DQL_BUILD_BENCHMARK=false -DQL_ENABLE_SESSIONS=true -DORE_BUILD_DOC=false -DBOOST_INCLUDEDIR=C:\local\boost -DBOOST_LIBRARYDIR=C:\local\boost\lib${{ matrix.boost-lib }}-msvc-14.2 -L
+        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 -DORE_BUILD_SWIG=false -DZLIB_LIBRARY=C:\local\zlib-1.3.1\build\Release\zlib.lib -DBOOST_INCLUDEDIR=C:\local\boost -DBOOST_LIBRARYDIR=C:\local\boost\lib${{ matrix.boost-lib }}-msvc-14.2 -L
         cmake --build . -j 2 --verbose
-    - name: Save executables as artifacts
+    - name: Wrap ORE-SWIG for Python Wheels
+      run: |
+        SET BOOST_INCLUDEDIR=C:\local\boost
+        SET BOOST_LIBRARYDIR=C:\local\boost\lib${{ matrix.boost-lib }}-msvc-14.2
+        SET BOOST_LIB64=C:\local\boost\lib${{ matrix.boost-lib }}-msvc-14.2
+        SET BOOST_LIB32=C:\local\boost\lib${{ matrix.boost-lib }}-msvc-14.2
+        cd ${{ github.workspace }}\ORE-SWIG
+        python setup.py wrap
+    - name: Build ORE Wheels
+      uses: pypa/cibuildwheel@v2.22.0
+      env:
+        BOOST: C:\local\boost
+        BOOST_LIB64: C:\local\boost\lib${{ matrix.boost-lib }}-msvc-14.2
+        BOOST_LIB32: C:\local\boost\lib${{ matrix.boost-lib }}-msvc-14.2
+        ORE: ${{ github.workspace }}
+        ORE_DIR: ${{ github.workspace }}
+        ORE_STATIC_RUNTIME: 1
+        ORE_USE_ZLIB: 1
+        CIBW_SKIP: cp36-* cp37-*
+        #CIBW_BUILD: cp37-win_amd64
+        #CIBW_BUILD: cp38-win32
+        #CIBW_BUILD: cp37-*
+        CIBW_ARCHS_WINDOWS: ${{ matrix.arch }}
+        CIBW_BUILD_VERBOSITY: 2
+      with:
+        package-dir: ${{ github.workspace }}\ORE-SWIG
+    - name: Save wheels as artifacts
       if: startsWith(github.ref, 'refs/tags/v')
       uses: actions/upload-artifact@v4
       with:
-        name: ore-windows-${{ matrix.arch }}
-        path: D:\a\Engine\Engine\build\App\ore.exe
+        name: wheels-windows-${{ matrix.arch }}
+        path: ./wheelhouse/*.whl

.github/workflows/linux_build.yaml

@@ -2,25 +2,8 @@ name: C/C++ CI Ubuntu
 
 on:
   push:
-    branches: [master]
     tags:
        - 'v*'
-  release:
-   types: [published]
-  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:
@@ -29,20 +12,17 @@ jobs:
     runs-on: ubuntu-22.04
     steps:
     - uses: actions/checkout@v4
-    - name: get QuantLib
-      run: |
-        git submodule update --init
+      with:
+        submodules: recursive
+        token: ${{ secrets.ORG_ACTIONS_ACCESS }} 
+    #- name: get QuantLib
+    #  run: |
+    #    git submodule update --init --recursive
     - name: Set up Boost
       run: |
         sudo apt update
         sudo apt install -y libboost-all-dev libboost-test-dev ninja-build
     - name: cmake configure
-      run : mkdir build; cd build; cmake -DCMAKE_BUILD_TYPE=Release -DBUILD_SHARED_LIBS=false -DQL_BUILD_EXAMPLES=false -DQL_BUILD_TEST_SUITE=false -DQL_BUILD_BENCHMARK=false -DQL_ENABLE_SESSIONS=true -DORE_BUILD_DOC=false -G "Ninja" ..
+      run : mkdir build; cd build; cmake -DCMAKE_BUILD_TYPE=Release -DBUILD_SHARED_LIBS=false -DQL_BUILD_EXAMPLES=false -DQL_BUILD_TEST_SUITE=false -DQL_BUILD_BENCHMARK=false -DQL_ENABLE_SESSIONS=true -DORE_BUILD_DOC=false -DORE_BUILD_SWIG=false -G "Ninja" ..
     - name: cmake build
       run: cd build/; pwd; cmake --build . -j $(nproc)
-    - name: Save executables as artifacts
-      if: startsWith(github.ref, 'refs/tags/v')
-      uses: actions/upload-artifact@v4
-      with:
-        name: ore-exe-linux
-        path: /home/runner/work/Engine/Engine/build/App/ore

.github/workflows/linux_manylinux_wheels_01.yml

@@ -0,0 +1,69 @@
+name: Linux x86_64 ManyLinux Wheels (pp*)
+
+on:
+  workflow_dispatch:
+
+jobs:
+  wheels-linux:
+    runs-on: ubuntu-latest
+    steps:
+    - name: Checkout ORE
+      uses: actions/checkout@v4
+      with:
+        submodules: recursive
+        token: ${{ secrets.ORG_ACTIONS_ACCESS }}
+    #- name: get QuantLib Submodules
+    #  run: |
+    #    git submodule update --init --recursive
+    - name: Set Swap Space
+      uses: pierotofy/set-swap-space@master
+      with:
+        swap-size-gb: 10
+    - name: Install eigen
+      run: |
+        curl -O -L https://gitlab.com/libeigen/eigen/-/archive/3.4.0/eigen-3.4.0.tar.gz
+        tar zxvf eigen-3.4.0.tar.gz
+        cd eigen-3.4.0
+        mkdir build
+        cd build
+        cmake ..
+        export 
+        export Eigen3_DIR=$CURRENT_DIR/eigen-3.4.0
+    - name: Build Zlib
+      run: |
+        pwd
+        curl -O -L https://www.zlib.net/zlib-1.3.1.tar.gz
+        tar xzvf zlib-1.3.1.tar.gz
+        cd zlib-1.3.1
+        ./configure
+        make
+        export ZLIB_ROOT=$CURRENT_DIR/zlib-1.3.1
+    - name: Copy Configuration
+      run: |
+         pwd
+         cp ORE-SWIG/Wheels/oreanalytics-config.linux ORE-SWIG/oreanalytics-config
+         cd ORE-SWIG/Wheels
+         chmod +x before_all_linux.sh
+    - name: Build ORE wheels
+      uses: pypa/cibuildwheel@v2.22.0
+      env:
+        CIBW_BUILD: "*-manylinux*"
+        CIBW_SKIP: cp*
+        #CIBW_BUILD: cp37-manylinux_x86_64
+        #CIBW_BUILD: cp38-manylinux_x86_64
+        #CIBW_BUILD: cp39-manylinux_x86_64
+        #CIBW_BUILD: cp310-manylinux_x86_64
+        #CIBW_BUILD: cp311-manylinux_x86_64
+        CIBW_ARCHS_LINUX: x86_64
+        CIBW_BUILD_VERBOSITY: 2
+        CIBW_BEFORE_ALL_LINUX: ./ORE-SWIG/Wheels/before_all_linux.sh
+        #CIBW_ENVIRONMENT_LINUX: CXXFLAGS="-O3 -g0"
+        CIBW_ENVIRONMENT_LINUX: CXXFLAGS="-std=c++17 -O3 -g0" ORE=/project
+        CIBW_ENVIRONMENT_PASS_LINUX: CXXFLAGS
+      with:
+        package-dir: ${{ github.workspace }}/ORE-SWIG
+    - name: Save wheels as artifacts
+      uses: actions/upload-artifact@v4
+      with:
+        name: wheels-linux-manylinux-x86_64
+        path: ./wheelhouse/*.whl

.github/workflows/linux_manylinux_wheels_02.yml

@@ -0,0 +1,76 @@
+name: Linux x86_64 ManyLinux Wheels (cp*)
+
+on:
+  workflow_dispatch:
+
+jobs:
+  wheels-linux:
+    runs-on: ubuntu-latest
+    steps:
+    - name: Checkout ORE
+      uses: actions/checkout@v4
+      with:
+        submodules: recursive
+        token: ${{ secrets.ORG_ACTIONS_ACCESS }}
+    #- name: get QuantLib
+    #  run: |
+    #    git submodule update --init --recursive
+    - name: Set Swap Space
+      uses: pierotofy/set-swap-space@master
+      with:
+        swap-size-gb: 10
+    - name: Install eigen
+      run: |
+        curl -O -L https://gitlab.com/libeigen/eigen/-/archive/3.4.0/eigen-3.4.0.tar.gz
+        tar zxvf eigen-3.4.0.tar.gz
+        cd eigen-3.4.0
+        mkdir build
+        cd build
+        cmake ..
+        export 
+        export Eigen3_DIR=$CURRENT_DIR/eigen-3.4.0
+    - name: Build Zlib
+      run: |
+        pwd
+        curl -O -L https://www.zlib.net/zlib-1.3.1.tar.gz
+        tar xzvf zlib-1.3.1.tar.gz
+        cd zlib-1.3.1
+        ./configure
+        make
+        export ZLIB_ROOT=$CURRENT_DIR/zlib-1.3.1
+#   - name: Build ORE
+#     run : pwd; cd ORE; mkdir build; cd build; cmake -DCMAKE_BUILD_TYPE=Release -DORE_USE_ZLIB=ON -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: pwd; cd ORE; cd build; cmake --build . -j $(nproc)
+#    - name: Wrap ORE-SWIG
+#      run: pwd; cd OREAnalytics-SWIG/Python; python setup.py wrap
+    - name: Copy Configuration
+      run: |
+         pwd
+         cp ORE-SWIG/Wheels/oreanalytics-config.linux ORE-SWIG/oreanalytics-config
+         cd ORE-SWIG/Wheels
+         chmod +x before_all_linux.sh
+    - name: Build ORE wheels
+      uses: pypa/cibuildwheel@v2.22.0
+      env:
+        #CIBW_BUILD: "*-manylinux*"
+        CIBW_SKIP: cp36-* pp*
+        #CIBW_BUILD: cp39-manylinux_x86_64 cp310-manylinux_x86_64 cp311-manylinux_x86_64
+        #CIBW_BUILD: cp37-manylinux_x86_64
+        #CIBW_BUILD: cp38-manylinux_x86_64
+        #CIBW_BUILD: cp39-manylinux_x86_64
+        #CIBW_BUILD: cp310-manylinux_x86_64
+        #CIBW_BUILD: cp311-manylinux_x86_64
+        CIBW_ARCHS_LINUX: x86_64
+        CIBW_BUILD_VERBOSITY: 2
+        CIBW_BEFORE_ALL_LINUX: ./ORE-SWIG/Wheels/before_all_linux.sh
+        #CIBW_ENVIRONMENT_LINUX: CXXFLAGS="-O3 -g0"
+        CIBW_ENVIRONMENT_LINUX: CXXFLAGS="-std=c++17 -O3 -g0" ORE=/project
+        CIBW_ENVIRONMENT_PASS_LINUX: CXXFLAGS
+      with:
+        package-dir: ${{ github.workspace }}/ORE-SWIG
+    - name: Save wheels as artifacts
+      uses: actions/upload-artifact@v4
+      with:
+        name: wheels-linux-manylinux-x86_64
+        path: ./wheelhouse/*.whl