clean checkout

Author: pcaspers

Docker/Dockerfile-multistage

@@ -1,34 +1,12 @@
 ARG debian_tag
 
-# boost
-
-FROM debian:${debian_tag} as boost
-
-ARG boost_tag
-ARG boost_dir
-ARG boost_variant
-ARG num_cores
-
-RUN apt-get update && apt-get upgrade -y \
- && apt-get install -f -y build-essential wget libbz2-dev zlib1g-dev
-
-RUN wget https://boostorg.jfrog.io/artifactory/main/release/${boost_tag}/source/boost_${boost_dir}.tar.gz
-
-RUN tar xfz boost_${boost_dir}.tar.gz \
-    && cd boost_${boost_dir} \
-    && ./bootstrap.sh \
-    && ./b2 --without-python -j ${num_cores} link=shared runtime-link=shared variant=${boost_variant} install
-
 # ore build
 
 FROM debian:${debian_tag} as orebuild
 
 ARG num_cores
 ARG cmake_build_type
 
-COPY --from=boost /usr/local/include/boost /usr/local/include/boost
-COPY --from=boost /usr/local/lib/libboost* /usr/local/lib
-
 COPY CMakeLists.txt /ore/CMakeLists.txt
 COPY .clang-format /ore/.clang-format
 COPY .gitignore /ore/.gitignore
@@ -54,7 +32,7 @@ COPY Tools ore/Tools
 COPY xsd ore/xsd
 
 RUN apt-get update && apt-get upgrade -y \
- && apt-get install -f -y build-essential libbz2-dev cmake ninja-build zlib1g-dev opencl-headers ocl-icd-opencl-dev
+ && apt-get install -f -y build-essential libbz2-dev cmake ninja-build zlib1g-dev libboost-all-dev opencl-headers ocl-icd-opencl-dev
 
 RUN cd / \
   && mkdir -p build_ore && cd build_ore \

Docker/docker-compose-multistage.yml

@@ -8,7 +8,5 @@ services:
       dockerfile: Docker/Dockerfile-multistage
       args:
         - debian_tag=${DEBIAN_TAG}
-        - boost_tag=${BOOST_TAG}
-        - boost_dir=${BOOST_DIR}
-        - boost_variant=${BOOST_VARIANT}
         - num_cores=${NUM_CORES}
+        - cmake_build_type=${CMAKE_BUILD_TYPE}

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