Merge remote-tracking branch 'origin/master' into github_modules

Author: rolandlichters

Docker/.env

@@ -1,5 +1,5 @@
 TAG=latest
-DEBIAN_TAG=12.0
+DEBIAN_TAG=11.7
 QL_TAG=1.30_9921a4d7
 BOOST_TAG=1.78.0
 BOOST_DIR=1_78_0

Docker/Dockerfile-Boost

@@ -5,7 +5,7 @@ MAINTAINER Quaternion Risk Management
 LABEL Description="Provide a base environment for building in C++ with Boost"
 
 RUN apt-get update && apt-get upgrade -y \
- && apt-get install -f -y build-essential wget libbz2-dev autoconf libtool dos2unix cmake zlib1g-dev \
+ && apt-get install -f -y build-essential wget libbz2-dev autoconf libtool dos2unix cmake zlib1g-dev opencl-headers ocl-icd-opencl-dev \
  && apt-get clean \
  && rm -rf /var/lib/apt/lists/*
 

Docker/Dockerfile-ORE

@@ -27,7 +27,7 @@ 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 .. -DORE_BUILD_DOC=ON -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_FLAGS="-mavx2" -DORE_ENABLE_PARALLEL_UNIT_TEST_RUNNER=ON
+  && cmake .. -DORE_BUILD_DOC=ON -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_FLAGS="-mavx2" -DORE_ENABLE_PARALLEL_UNIT_TEST_RUNNER=ON -DORE_USE_ZLIB=ON
 
 WORKDIR /ore/build.ore
 RUN --mount=type=cache,target=/ccache/ make -j ${num_cores} \

Docker/Dockerfile-ORE-App

@@ -13,6 +13,7 @@ COPY OREAnalytics/test /ore/OREAnalytics/test
 RUN mkdir /ore/App
 
 COPY --from=env_ore /usr/local/bin /ore/App
+COPY --from=env_ore /usr/lib/x86_64-linux-gnu /usr/lib/x86_64-linux-gnu
 
 RUN true
 

Docker/Dockerfile-Test

@@ -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 --break-system-packages matplotlib pandas nose nose_xunitmp datacompy
+  && pip3 install matplotlib pandas nose nose_xunitmp datacompy
 
 CMD bash
 

Docs/UserGuide/computeenvironment.tex

@@ -6,7 +6,7 @@
 from pathlib import Path
 import nose
 import collections
-collections.Callable = collections.abc.Callable
+#collections.Callable = collections.abc.Callable
 
 # Pull in some shared utilities
 script_dir = Path(__file__).parents[0]

Examples/run_examples_testsuite.py

@@ -58,8 +58,8 @@ Analytic::Analytic(std::unique_ptr<Impl> impl,
     : impl_(std::move(impl)), types_(analyticTypes), inputs_(inputs) {
 
     // set these here, can be overwritten in setUpConfigurations
-    if (inputs->curveConfigs().size() > 0)
-        configurations().curveConfig = inputs->curveConfigs()[0];
+    if (inputs->curveConfigs().has())
+        configurations().curveConfig = inputs->curveConfigs().get();
     if (inputs->pricingEngine())
         configurations().engineData = inputs->pricingEngine();
 

OREAnalytics/orea/app/analytic.cpp

@@ -119,7 +119,7 @@ void XvaAnalyticImpl::buildScenarioSimMarket() {
             analytic()->configurations().simMarketParams,
             boost::make_shared<FixingManager>(inputs_->asof()),
             configuration,
-            *inputs_->curveConfigs()[0],
+            *inputs_->curveConfigs().get(),
             *analytic()->configurations().todaysMarketParams,
             inputs_->continueOnError(), 
             false, true, false,
@@ -347,7 +347,7 @@ void XvaAnalyticImpl::buildClassicCube(const boost::shared_ptr<Portfolio>& portf
 
         MultiThreadedValuationEngine engine(
             inputs_->nThreads(), inputs_->asof(), grid_, samples_,  analytic()->loader(), scenarioGenerator_,
-            inputs_->simulationPricingEngine(), inputs_->curveConfigs()[0], analytic()->configurations().todaysMarketParams,
+            inputs_->simulationPricingEngine(), inputs_->curveConfigs().get(), analytic()->configurations().todaysMarketParams,
             inputs_->marketConfig("simulation"), analytic()->configurations().simMarketParams, false, false,
             boost::make_shared<ScenarioFilter>(), inputs_->refDataManager(),
             *inputs_->iborFallbackConfig(), true, false, cubeFactory, {}, cptyCubeFactory, "xva-simulation");
@@ -471,7 +471,7 @@ void XvaAnalyticImpl::amcRun(bool doClassicRun) {
             inputs_->nThreads(), inputs_->asof(), samples_,  analytic()->loader(), inputs_->scenarioGeneratorData(),
             inputs_->exposureSimMarketParams()->additionalScenarioDataIndices(),
             inputs_->exposureSimMarketParams()->additionalScenarioDataCcys(), inputs_->crossAssetModelData(),
-            inputs_->amcPricingEngine(), inputs_->curveConfigs()[0], analytic()->configurations().todaysMarketParams,
+            inputs_->amcPricingEngine(), inputs_->curveConfigs().get(), analytic()->configurations().todaysMarketParams,
             inputs_->marketConfig("lgmcalibration"), inputs_->marketConfig("fxcalibration"),
             inputs_->marketConfig("eqcalibration"), inputs_->marketConfig("infcalibration"),
             inputs_->marketConfig("crcalibration"), inputs_->marketConfig("simulation"), inputs_->refDataManager(),

OREAnalytics/orea/app/analytics/xvaanalytic.cpp

@@ -80,13 +80,13 @@ void InputParameters::setConventionsFromFile(const std::string& fileName) {
 void InputParameters::setCurveConfigs(const std::string& xml) {
     auto curveConfig = boost::make_shared<CurveConfigurations>();
     curveConfig->fromXMLString(xml);
-    curveConfigs_.push_back(curveConfig);
+    curveConfigs_.add(curveConfig);
 }
 
 void InputParameters::setCurveConfigsFromFile(const std::string& fileName) {
     auto curveConfig = boost::make_shared<CurveConfigurations>();
     curveConfig->fromFile(fileName);
-    curveConfigs_.push_back(curveConfig);
+    curveConfigs_.add(curveConfig);
 }
 
 void InputParameters::setIborFallbackConfig(const std::string& xml) {