Merge remote-tracking branch 'origin/master' into QPR-11995

Author: damienbarker

OREAnalytics-SWIG/Python/CMakeLists.txt

@@ -35,7 +35,7 @@ get_library_name("QuantExt" QLE_LIB_NAME)
 set_ql_library_name()
 
 # To build the module, we moreover need Boost, Swig, Python
-set(BOOST_COMPONENT_LIST serialization date_time regex filesystem system timer thread)
+set(BOOST_COMPONENT_LIST serialization date_time regex filesystem system timer thread log)
 if(ORE_USE_ZLIB)
     list(APPEND BOOST_COMPONENT_LIST iostreams)
     if(MSVC)

OREAnalytics-SWIG/oreanalytics-config

@@ -21,7 +21,7 @@ while test $# -gt 0; do
 
   case $1 in
     --cflags)
-      echo -I${ORE}/OREAnalytics -I${ORE}/OREData -I${ORE}/QuantExt -I${ORE}/QuantLib -I${BOOST_INC} -std=c++1z
+      echo -I${ORE}/build/QuantLib -I${ORE}/OREAnalytics -I${ORE}/OREData -I${ORE}/QuantExt -I${ORE}/QuantLib -I${BOOST_INC} -std=c++1z
       ;;
     --libs)
       echo -L${ORE}/build/OREAnalytics/orea -lOREAnalytics -L${ORE}/build/OREData/ored -lOREData -L${ORE}/build/QuantExt/qle -lQuantExt -L${ORE}/build/QuantLib/ql -lQuantLib -L${BOOST_LIB} -l${BOOST_THREAD} -lboost_system -lboost_serialization -lboost_date_time -lboost_regex -lboost_filesystem -std=c++1z

QuantExt-SWIG/SWIG/qle_currencies.i

@@ -26,23 +26,6 @@ using QuantLib::Currency;
 %}
 
 namespace QuantExt {
-	//African currencies
-	class EGPCurrency: public Currency {};
-	class MADCurrency: public Currency {};
-	
-	//Asian currencies
-	class KZTCurrency: public Currency {};
-	class QARCurrency: public Currency {};
-	class BHDCurrency: public Currency {};
-	class OMRCurrency: public Currency {};
-	class AEDCurrency: public Currency {};
-	class PHPCurrency: public Currency {};
-	class CNHCurrency: public Currency {};	
-	
-	//American currencies
-	class MXVCurrency: public Currency {};
-	class CLFCurrency: public Currency {};
-
 	//Metals
 	class XAUCurrency : public Currency {};
 	class XAGCurrency : public Currency {};

QuantLib-SWIG

@@ -66,7 +66,7 @@ and, when running cmake, you can omit flag `-DORE_USE_ZLIB=ON`.
     SET BOOST_INCLUDEDIR=%DEMO_BOOST_ROOT%
     SET BOOST_LIBRARYDIR=%DEMO_BOOST_LIB%
     SET ZLIB_ROOT=%DEMO_ZLIB_ROOT%
-    cmake -G "Visual Studio 17 2022" -A x64 .. -DMSVC_LINK_DYNAMIC_RUNTIME=OFF -DORE_BUILD_DOC=OFF -DORE_BUILD_EXAMPLES=OFF -DORE_BUILD_TESTS=OFF -DORE_BUILD_APP=OFF -DQL_BUILD_BENCHMARK=OFF -DQL_BUILD_EXAMPLES=OFF -DQL_BUILD_TEST_SUITE=OFF -DCMAKE_BUILD_TYPE=Release -DORE_USE_ZLIB=ON
+    cmake -G "Visual Studio 17 2022" -A x64 .. -DMSVC_LINK_DYNAMIC_RUNTIME=OFF -DORE_BUILD_DOC=OFF -DORE_BUILD_EXAMPLES=OFF -DORE_BUILD_TESTS=OFF -DORE_BUILD_APP=OFF -DQL_BUILD_BENCHMARK=OFF -DQL_BUILD_EXAMPLES=OFF -DQL_BUILD_TEST_SUITE=OFF -DCMAKE_BUILD_TYPE=Release -DORE_USE_ZLIB=ON -DQL_ENABLE_SESSIONS=ON
 
 ## Build ORE
 

tutorials.03.build_windows.md

@@ -57,7 +57,7 @@ and, when running cmake, you can omit flag `-DORE_USE_ZLIB=ON`.
     export BOOST_INCLUDEDIR=$DEMO_BOOST_INC
     export BOOST_LIBRARYDIR=$DEMO_BOOST_LIB
     export ZLIB_ROOT=%DEMO_ZLIB_ROOT%
-    cmake .. -DCMAKE_POSITION_INDEPENDENT_CODE=ON -DORE_BUILD_DOC=OFF -DORE_BUILD_EXAMPLES=OFF -DORE_BUILD_TESTS=OFF -DORE_BUILD_APP=OFF -DQL_BUILD_BENCHMARK=OFF -DQL_BUILD_EXAMPLES=OFF -DQL_BUILD_TEST_SUITE=OFF -DBoost_NO_WARN_NEW_VERSIONS=1 -DBoost_NO_SYSTEM_PATHS=1 -DORE_USE_ZLIB=ON
+    cmake .. -DCMAKE_POSITION_INDEPENDENT_CODE=ON -DORE_BUILD_DOC=OFF -DORE_BUILD_EXAMPLES=OFF -DORE_BUILD_TESTS=OFF -DORE_BUILD_APP=OFF -DQL_BUILD_BENCHMARK=OFF -DQL_BUILD_EXAMPLES=OFF -DQL_BUILD_TEST_SUITE=OFF -DBoost_NO_WARN_NEW_VERSIONS=1 -DBoost_NO_SYSTEM_PATHS=1 -DORE_USE_ZLIB=ON -DQL_ENABLE_SESSIONS=ON
 
 ## Build ORE