Merge remote-tracking branch 'origin/master' into QPR-11512

Author: mgroncki

Docker/.env

@@ -1,5 +1,5 @@
 TAG=latest
-QL_TAG=1.28_f7014c4
+QL_TAG=1.29_70d9371
 BOOST_TAG=1.72.0
 BOOST_DIR=1_72_0
 NUM_CORES=16

OREData/ored/marketdata/yieldcurve.cpp

@@ -119,7 +119,8 @@ boost::shared_ptr<YieldTermStructure> buildYieldCurve(const vector<Date>& dates,
                                                                      CubicInterpolation::FirstDerivative)));
         break;
     case YieldCurve::InterpolationMethod::ConvexMonotone:
-        yieldts.reset(new CurveType<QuantLib::ConvexMonotone>(dates, rates, dayCounter));
+        yieldts.reset(
+            new CurveType<QuantLib::ConvexMonotone>(dates, rates, dayCounter, Calendar(), {}, {}, QuantLib::ConvexMonotone()));
         break;
     case YieldCurve::InterpolationMethod::Quadratic:
          yieldts.reset(new CurveType<QuantExt::Quadratic>(dates, rates, dayCounter, QuantExt::Quadratic(1, 0, 1, 0, 1)));

QuantExt/qle/models/irlgm1fparametrization.hpp

@@ -30,6 +30,7 @@
 #include <ql/handle.hpp>
 #include <ql/math/integrals/integral.hpp>
 #include <ql/termstructures/yieldtermstructure.hpp>
+#include <map>
 
 namespace QuantExt {
 

QuantExt/qle/termstructures/creditvolcurve.hpp

@@ -29,7 +29,7 @@
 #include <ql/patterns/lazyobject.hpp>
 #include <ql/quote.hpp>
 #include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
-
+#include <map>
 #include <tuple>
 
 namespace QuantExt {