Merge branch 'feature/QPR-13714' into 'master'

QPR-13714: explicitly turn on QL_ENABLE_SESSIONS in QuantLib

Closes QPR-13714

See merge request qs/oreplus!3136

Author: pcaspers

ORE-SWIG/setup.py

@@ -184,9 +184,11 @@ def finalize_options(self):
             self.define += [('__WIN32__', None), ('WIN32', None),
                             ('NDEBUG', None), ('_WINDOWS', None),
                             ('NOMINMAX', None)]
+            # ORE and QuantLib specific flags
+            self.define += [('QL_ENABLE_SESSIONS', None), ('QL_USE_STD_ANY', None), ('QL_FASTER_LAZY_OBJECTS', None), ('QL_USE_STD_OPTIONAL', None)]
             if 'ORE_USE_ZLIB' in os.environ:
                 self.define += [('ORE_USE_ZLIB', None)]
-            extra_compile_args = ['/GR', '/FD', '/Zm250', '/EHsc', '/bigobj', '/std:c++17', '/wd4996' ]
+            extra_compile_args = ['/GR', '/FD', '/Zm250', '/EHsc', '/bigobj', '/std:c++20', '/wd4996' ]
             extra_link_args = ['/subsystem:windows', machinetype]
             self.libraries = [ 'advapi32' ]
 

OREData/ored/marketdata/yieldcurve.cpp

@@ -1497,7 +1497,7 @@ void YieldCurve::buildBootstrappedCurve(const std::set<std::size_t>& indices) {
                 auto [minIt, maxIt] =
                     std::minmax_element(instrumentsPerSegment[i].begin(), instrumentsPerSegment[i].end(),
                                         [](const RateHelperData& h, const RateHelperData& j) {
-                                            return h.rateHelper->pillarDate() < h.rateHelper->pillarDate();
+                                            return h.rateHelper->pillarDate() < j.rateHelper->pillarDate();
                                         });
                 minMaxDatePerSegment[i] =
                     std::make_pair((*minIt).rateHelper->pillarDate(), (*maxIt).rateHelper->pillarDate());