Merge branch 'master' into 'master'

merge from master

Closes QPR-12027, QPR-9557, QPR-12108, QPR-12156, and QPR-12144

See merge request qs/ore-github!22

Author: pcaspers

.gitmodules

@@ -1,5 +1,5 @@
 [submodule "QuantLib"]
 	path = QuantLib
-	url = https://github.com/OpenSourceRisk/QuantLib.git
+	url = git@gitlab.acadiasoft.net:qs/quantlib.git
 	branch = master
 	ignore = dirty

Docker/.env

@@ -3,7 +3,7 @@ DEBIAN_TAG=11.7
 # it's recommended to include CMAKE_BUILD_TYPE and BOOST_VARIANT in QL_TAG, ORE_TAG, BOOST_TAG
 # to distinguish a release build from a debug build
 
-QL_TAG=1.31.1_55f433ce8
+QL_TAG=1.31.1_d2327d5a7135
 ORE_TAG=latest
 BOOST_TAG=1.78.0
 BOOST_DIR=1_78_0

Docker/CMakeLists_ORE.txt

@@ -10,7 +10,11 @@ option(ORE_USE_ZLIB "Use compression for boost::iostreams" ON)
 
 include(CTest)
 
-include("cmake/commonSettings.cmake")
+# Path for local cmake modules
+if(NOT "${CMAKE_CURRENT_LIST_DIR}/cmake" IN_LIST CMAKE_MODULE_PATH)
+    list(APPEND CMAKE_MODULE_PATH "${CMAKE_CURRENT_LIST_DIR}/cmake")
+endif()
+include(commonSettings)
 
 add_link_directory_if_exists("${QUANTLIB_SOURCE_DIR}/build/ql")
 

Docker/Dockerfile-Boost

@@ -1,44 +1,51 @@
-# syntax = nexus3.acadiasoft.net:4445/docker/dockerfile:experimental
-ARG quantlib_version=${QL_TAG}
-ARG cmake_build_type=${CMAKE_BUILD_TYPE}
-FROM env_quantlib:${quantlib_version}
+# syntax = docker/dockerfile:1.2
+ARG debian_tag
+FROM debian:${debian_tag}
 
 MAINTAINER Quaternion Risk Management
-LABEL Description="Build ORE and add to the QuantLib build environment"
+LABEL Description="Build QuantLib and add to the Boost build environment"
 
 # Argument for number of cores to use while building
 ARG num_cores
 
-# install Eigen
-RUN apt-get install -f -y libeigen3-dev
+# Argument that chooses cmake build type
+ARG cmake_build_type
 
-# Copy ORE sources for libs and app
+RUN apt-get update \
+  && DEBIAN_FRONTEND=noninteractive apt-get install -y build-essential libbz2-dev autoconf libtool cmake ninja-build zlib1g-dev opencl-headers ocl-icd-opencl-dev libboost-all-dev doxygen graphviz ccache libeigen3-dev \
+  && apt-get clean
+
+# Exclusions are performed by .dockerignore
+COPY QuantLib /ore/QuantLib
+COPY CMakeLists.txt /ore/CMakeLists.txt
+COPY QuantLib /ore/QuantLib
 COPY QuantExt /ore/QuantExt
 COPY OREData /ore/OREData
 COPY OREAnalytics /ore/OREAnalytics
 COPY App /ore/App
 COPY ThirdPartyLibs /ore/ThirdPartyLibs
 COPY ORETest /ore/ORETest
 COPY cmake /ore/cmake
-COPY Docker /ore/Docker
 
-# Need the dos2unix all if building from Windows because the shell 
-# scripts fail if there are CRLF present in the files
+ENV PATH="/usr/lib/ccache:$PATH"
+ENV CCACHE_DIR="/ccache"
+ENV CCACHE_MAXSIZE="10G"
+# needed if QL_USE_PCH is ON
+#ENV CCACHE_SLOPPINESS="pch_defines,time_macros,pch_defines,time_macros,include_file_mtime,include_file_ctim"
+
+# - add  -fpch-preprocess to CMAKE_CXX_FLAGS when QL_USE_PCH is set to ON
 RUN cd /ore \
-  && find -regex ".*\.\(sh\|in\|ac\|am\)" -exec dos2unix {} ';' \
-  && cp Docker/CMakeLists_ORE.txt CMakeLists.txt \
   && mkdir -p build.ore && cd build.ore \
-  && cmake .. -DQL_USE_PCH=OFF -DORE_BUILD_DOC=ON -DCMAKE_BUILD_TYPE=${cmake_build_type} -DCMAKE_CXX_FLAGS="-mavx2" -DORE_ENABLE_PARALLEL_UNIT_TEST_RUNNER=ON -DORE_USE_ZLIB=ON -D ORE_ENABLE_OPENCL=ON
-
+  && cmake .. -GNinja -DCMAKE_CXX_COMPILER_LAUNCHER=ccache -DQL_USE_PCH=OFF -DORE_BUILD_DOC=ON -DCMAKE_BUILD_TYPE=${cmake_build_type} -DCMAKE_CXX_FLAGS="-D BOOST_ENABLE_ASSERT_HANDLER -mavx2" -DQL_ENABLE_SESSIONS=ON -DQL_ENABLE_PARALLEL_UNIT_TEST_RUNNER=ON -DQL_BUILD_EXAMPLES=OFF -DQL_BUILD_BENCHMARK=OFF -DORE_ENABLE_PARALLEL_UNIT_TEST_RUNNER=ON -DORE_USE_ZLIB=ON -D ORE_ENABLE_OPENCL=ON
+ 
 WORKDIR /ore/build.ore
 RUN --mount=type=cache,target=/ccache/ ccache -z \
-  && make -j ${num_cores} \
+  && cmake --build . -- -j ${num_cores} install \
   && ccache -s \
-  && make install \
   && make doc_quantext 2>&1 | grep -v "ignoring unsupported tag" \
   && make doc_ored 2>&1 | grep -v "ignoring unsupported tag" \
   && make doc_orea 2>&1 | grep -v "ignoring unsupported tag" 
-  
+
 WORKDIR / 
 RUN mkdir -p html \
   && mkdir /html/ored && cp -r /ore/OREData/doc/html/* /html/ored \

Docker/Dockerfile-ORE

@@ -5,7 +5,7 @@ RUN apt-get update \
   && DEBIAN_FRONTEND=noninteractive apt-get install -y dos2unix python3 python3-pip libxml2-utils xsltproc \
   && apt-get clean \
   && rm -rf /var/lib/apt/lists/* \
-  && pip3 install matplotlib pandas nose nose_xunitmp datacompy jsondiff
+  && pip3 install matplotlib pandas nose nose_xunitmp datacompy jsondiff lxml xmldiff
 
 CMD bash
 

Docker/Dockerfile-QuantLib

@@ -8,15 +8,6 @@ ARG num_cores
 ARG cmake_build_type
 
 COPY CMakeLists.txt /ore/CMakeLists.txt
-COPY .clang-format /ore/.clang-format
-COPY .gitignore /ore/.gitignore
-COPY CMakePresets.json /ore/CMakePresets.json
-COPY News.txt /ore/News.txt
-COPY README.md /ore/README.md
-COPY license.txt /ore/license.txt
-COPY licenseheader.txt /ore/licenseheader.txt
-COPY ore.props /ore/ore.props
-COPY runCmakeVS.cmd /ore/runCmakeVS.cmd
 COPY QuantLib /ore/QuantLib
 COPY QuantExt /ore/QuantExt
 COPY OREData /ore/OREData
@@ -25,11 +16,6 @@ COPY App /ore/App
 COPY ThirdPartyLibs /ore/ThirdPartyLibs
 COPY ORETest /ore/ORETest
 COPY cmake /ore/cmake
-COPY Docker /ore/Docker
-COPY Docs ore/Docs
-COPY Examples ore/Examples
-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 libboost-all-dev opencl-headers ocl-icd-opencl-dev

Docker/Dockerfile-Test

@@ -1,7 +1,5 @@
 #!/bin/sh
 
-docker-compose --env-file Docker/.env -f Docker/docker-compose-boost.yml build || exit 1
-COMPOSE_DOCKER_CLI_BUILD=1 DOCKER_BUILDKIT=1 docker-compose --env-file Docker/.env -f Docker/docker-compose-quantlib.yml build || exit 1
 COMPOSE_DOCKER_CLI_BUILD=1 DOCKER_BUILDKIT=1 docker-compose --env-file Docker/.env -f Docker/docker-compose-ore.yml build || exit 1
 docker-compose --env-file Docker/.env -f Docker/docker-compose-test.yml build || exit 1
-COMPOSE_DOCKER_CLI_BUILD=1 DOCKER_BUILDKIT=1 docker-compose --env-file Docker/.env -f Docker/docker-compose-ore-app.yml build || exit 1
+COMPOSE_DOCKER_CLI_BUILD=1 DOCKER_BUILDKIT=1 docker-compose --env-file Docker/.env -f Docker/docker-compose-ore-app.yml build || exit 1