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Merge branch 'master' into master-mirror
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‎.github/workflows/build_macosx86.yml‎

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- name: Install Swig
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run: |
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brew install swig
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swig -version
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- name: Build ORE CMake
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run: |
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mkdir build

‎.gitmodules‎

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ignore = dirty
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[submodule "ORE-SWIG/QuantLib-SWIG"]
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path = ORE-SWIG/QuantLib-SWIG
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url = https://github.com/OpenSourceRisk/QuantLib-SWIG
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url = https://github.com/OpenSourceRisk/QuantLib-SWIG

‎App/CMakeLists.txt‎

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get_library_name("QuantExt" QLE_LIB_NAME)
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set_ql_library_name()
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find_package (Boost REQUIRED COMPONENTS regex date_time serialization filesystem timer OPTIONAL_COMPONENTS chrono)
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find_package (Boost REQUIRED COMPONENTS date_time serialization filesystem timer OPTIONAL_COMPONENTS chrono)
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include_directories(${Boost_INCLUDE_DIRS})
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include_directories(${QUANTLIB_SOURCE_DIR})

‎App/ore.cpp‎

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#include <ql/auto_link.hpp>
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#include <qle/auto_link.hpp>
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// Find the name of the correct boost library with which to link.
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#define BOOST_LIB_NAME boost_regex
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#include <boost/config/auto_link.hpp>
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#define BOOST_LIB_NAME boost_serialization
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#include <boost/config/auto_link.hpp>
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#define BOOST_LIB_NAME boost_date_time

‎Docker/.env‎

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# it's recommended to include CMAKE_BUILD_TYPE and BOOST_VARIANT in QL_TAG, ORE_TAG, BOOST_TAG
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# to distinguish a release build from a debug build
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QL_TAG=1.38_81c5850b6
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QL_TAG=1.38_b612453bd
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ORE_TAG=latest
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# debug or release

‎Docs/AMC/amc.tex‎

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\title{ORE+ AMC Module 1.8.4.0}
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\author{Quaternion Risk Management}
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\date{25 February 2019}
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\date{24 June 2024}
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\maketitle
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\newpage
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\item \verb+CMS+
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\end{enumerate}
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Finally note that European swaptions should be represented as Bermudan swaptions (simply be changing the exercise type)
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in order to be processible by the AMC engine.
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%==========================================
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\section{Examples}
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%==========================================

‎Docs/BondPricingConfig/bondpricingconfig.tex‎

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\title{Bond Pricing Configuration in ORE}
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\author{Acadia - An LSEG Business}
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\date{21 August 2024}
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\date{24 June 2025}
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\maketitle
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\newpage

‎Docs/CodingStandards/ore_coding_standards.tex‎

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\item if there are no conflicts, click on "merge request"
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\item if there are conflicts, send it back to the developer
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\item Once the request has been merged, the temporary branch should be deleted. This is not strictly necessary but means origin is kept cleaner and avoids conflicts.\\
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\texttt{\% git push --delete origin bob\_widget}
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\texttt{\% git push -{}-delete origin bob\_widget}
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\end{enumerate}
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\break

‎Docs/ComputeEnvironment/computeenvironment.tex‎

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\title{ORE Compute Framework Interface}
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\author{Acadia}
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\date{22 July 2024}
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\date{24 June 2025}
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\maketitle
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\newpage

‎Docs/CreditModel/creditmodel.tex‎

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\title{ORE Credit Migration Model}
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\author{Acadia Inc.}
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\date{4 May 2023}
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\date{24 June 2025}
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\maketitle
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\newpage

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