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

Author: rolandlichters

App/CMakeLists.txt

@@ -1,4 +1,4 @@
-cmake_minimum_required(VERSION 3.8)
+cmake_minimum_required(VERSION 3.15)
 
 project(App CXX)
 

App/ore.cpp

@@ -72,7 +72,14 @@ int main(int argc, char** argv) {
     try {
         params->fromFile(inputFile);
         OREApp ore(params);
-        return ore.run();
+
+        // By default we use the refactored version of ORE
+        bool useAnalytics = true;
+        // But we can actively switch this off and enable the old behaviour
+        string tmp = params->get("setup", "useAnalytics", false);
+        if (tmp != "")
+            useAnalytics = parseBool(tmp);
+        return ore.run(useAnalytics);
     } catch (const exception& e) {
         cout << endl << "an error occurred: " << e.what() << endl;
         return -1;

CMakeLists.txt

@@ -1,4 +1,4 @@
-cmake_minimum_required(VERSION 3.8)
+cmake_minimum_required(VERSION 3.15)
 
 
 cmake_policy(SET CMP0091 NEW)

Docker/.env

@@ -1,5 +1,5 @@
 TAG=latest
-QL_TAG=1.25_62dbd76ae
+QL_TAG=1.28_f7014c4
 BOOST_TAG=1.72.0
 BOOST_DIR=1_72_0
 NUM_CORES=16

Docs/UserGuide/allowablevalues.tex

@@ -424,6 +424,12 @@ \subsection{Allowable Values}
     \hline
     \lstinline!PREFT1! & Preference shares or Tier 1 capital for banks \\
     \hline
+    \lstinline!LIEN1! & First lien \\
+    \hline
+    \lstinline!LIEN2! & Second lien \\
+    \hline
+    \lstinline!LIEN3! & Third lien \\
+    \hline
   \end{tabular}
   \caption{Allowable values for \lstinline!Tier!}
   \label{tab:tier_data}

Docs/UserGuide/conventions.tex

@@ -250,6 +250,7 @@ \subsubsection{OIS Conventions}
   <SpotLag> </SpotLag>
   <Index> </Index>
   <FixedDayCounter> </FixedDayCounter>
+  <FixedCalendar> </FixedCalendar>
   <PaymentLag> </PaymentLag>
   <EOM> </EOM>
   <FixedFrequency> </FixedFrequency>
@@ -268,6 +269,8 @@ \subsubsection{OIS Conventions}
 \item SpotLag: The number of business days until the start of the OIS.
 \item Index: The name of the overnight index. For example, this could be EUR-EONIA, USD-FedFunds etc.
 \item FixedDayCounter: The day count basis on the fixed leg of the OIS.
+\item FixedCalendar [Optional]: The business day calendar on the fixed leg. Optional to retain backwards compatibility
+  with older versions, if not given defaults to index fixing calendar.
 \item PaymentLag [Optional]: The payment lag, as a number of business days, on both legs. If not provided, this defaults
 to 0.
 \item EOM [Optional]: \emph{True} if the end of month roll convention is to be used when generating the OIS schedule and