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Merge branch 'master' into 'master'
ORE Release Closes QPR-12436, QPR-12495, QPR-12484, QPR-12458, QPR-12433, QPR-12421, QPR-12137, QPR-12134, QPR-11981, and QPR-12302 See merge request qs/oreswig-github!8
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‎.github/workflows/linux_manylinux_wheels_01.yml‎

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name: Linux x86_64 ManyLinux Wheels (pp*)
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on:
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push:
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branches: [master]
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tags:
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- 'v*'
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release:
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types: [published]
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workflow_dispatch:
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jobs:
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wheels-linux:
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runs-on: ubuntu-latest
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steps:
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- name: Checkout ORE-SWIG
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uses: actions/checkout@v4
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- name: get QuantLib-SWIG
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run: |
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git submodule update --init
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- name: Checkout ORE
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uses: actions/checkout@v4
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with:
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repository: OpenSourceRisk/Engine
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path: './ORE'
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fetch-depth: 0
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- name: get QuantLib
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run: |
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cd ORE
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git submodule update --init
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- name: Set Swap Space
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uses: pierotofy/set-swap-space@master
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with:
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swap-size-gb: 10
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- name: Install eigen
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run: |
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curl -O -L https://gitlab.com/libeigen/eigen/-/archive/3.4.0/eigen-3.4.0.tar.gz
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tar zxvf eigen-3.4.0.tar.gz
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cd eigen-3.4.0
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mkdir build
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cd build
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cmake ..
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export
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export Eigen3_DIR=$CURRENT_DIR/eigen-3.4.0
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- name: Set up Boost
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run: |
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sudo apt update
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sudo apt install -y libboost-all-dev libboost-test-dev ninja-build
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- name: Build Zlib
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run: |
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pwd
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curl -O -L https://www.zlib.net/zlib-1.3.1.tar.gz
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tar xzvf zlib-1.3.1.tar.gz
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cd zlib-1.3.1
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./configure
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make
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export ZLIB_ROOT=$CURRENT_DIR/zlib-1.3.1
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- name: Build ORE
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run : pwd; cd ORE; mkdir build; cd build; cmake -DCMAKE_BUILD_TYPE=Release -DCMAKE_POSITION_INDEPENDENT_CODE=ON -DORE_USE_ZLIB=ON -DBUILD_SHARED_LIBS=false -DQL_BUILD_EXAMPLES=false -DQL_BUILD_TEST_SUITE=false -DQL_BUILD_BENCHMARK=false -DQL_ENABLE_SESSIONS=true -DORE_BUILD_DOC=false -G "Ninja" ..
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- name: cmake build
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run: pwd; cd ORE; cd build; cmake --build . -j $(nproc)
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- name: Wrap ORE-SWIG
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run: pwd; cd OREAnalytics-SWIG/Python; python setup.py wrap
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- name: Copy Configuration
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run: |
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pwd
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cp Wheels/oreanalytics-config.linux OREAnalytics-SWIG/oreanalytics-config
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cd Wheels
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chmod +x before_all_linux.sh
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- name: Build ORE wheels
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uses: pypa/cibuildwheel@v2.16.2
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env:
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CIBW_BUILD: "*-manylinux*"
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CIBW_SKIP: cp*
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#CIBW_BUILD: cp37-manylinux_x86_64
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#CIBW_BUILD: cp38-manylinux_x86_64
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#CIBW_BUILD: cp39-manylinux_x86_64
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#CIBW_BUILD: cp310-manylinux_x86_64
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#CIBW_BUILD: cp311-manylinux_x86_64
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CIBW_ARCHS_LINUX: x86_64
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CIBW_BUILD_VERBOSITY: 2
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CIBW_BEFORE_ALL_LINUX: ./Wheels/before_all_linux.sh
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#CIBW_ENVIRONMENT_LINUX: CXXFLAGS="-O3 -g0"
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CIBW_ENVIRONMENT_LINUX: CXXFLAGS="-std=c++17 -O3 -g0" ORE=/project/ORE
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CIBW_ENVIRONMENT_PASS_LINUX: CXXFLAGS
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with:
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package-dir: /home/runner/work/ORE-SWIG/ORE-SWIG/OREAnalytics-SWIG/Python
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- name: Save wheels as artifacts
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uses: actions/upload-artifact@v4
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with:
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name: wheels-linux-manylinux-x86_64
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path: ./wheelhouse/*.whl

‎.github/workflows/linux_manylinux_wheels_02.yml‎

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name: Linux x86_64 ManyLinux Wheels (cp*)
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on:
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push:
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branches: [master]
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tags:
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- 'v*'
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release:
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types: [published]
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workflow_dispatch:
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12+
jobs:
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wheels-linux:
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runs-on: ubuntu-latest
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steps:
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- name: Checkout ORE-SWIG
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uses: actions/checkout@v4
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- name: get QuantLib-SWIG
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run: |
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git submodule update --init
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- name: Checkout ORE
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uses: actions/checkout@v4
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with:
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repository: OpenSourceRisk/Engine
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path: './ORE'
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fetch-depth: 0
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- name: get QuantLib
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run: |
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cd ORE
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git submodule update --init
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- name: Set Swap Space
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uses: pierotofy/set-swap-space@master
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with:
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swap-size-gb: 10
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- name: Install eigen
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run: |
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curl -O -L https://gitlab.com/libeigen/eigen/-/archive/3.4.0/eigen-3.4.0.tar.gz
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tar zxvf eigen-3.4.0.tar.gz
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cd eigen-3.4.0
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mkdir build
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cd build
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cmake ..
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export
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export Eigen3_DIR=$CURRENT_DIR/eigen-3.4.0
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- name: Set up Boost
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run: |
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sudo apt update
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sudo apt install -y libboost-all-dev libboost-test-dev ninja-build
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- name: Build Zlib
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run: |
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pwd
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curl -O -L https://www.zlib.net/zlib-1.3.1.tar.gz
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tar xzvf zlib-1.3.1.tar.gz
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cd zlib-1.3.1
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./configure
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make
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export ZLIB_ROOT=$CURRENT_DIR/zlib-1.3.1
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- name: Build ORE
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run : pwd; cd ORE; mkdir build; cd build; cmake -DCMAKE_BUILD_TYPE=Release -DCMAKE_POSITION_INDEPENDENT_CODE=ON -DORE_USE_ZLIB=ON -DBUILD_SHARED_LIBS=false -DQL_BUILD_EXAMPLES=false -DQL_BUILD_TEST_SUITE=false -DQL_BUILD_BENCHMARK=false -DQL_ENABLE_SESSIONS=true -DORE_BUILD_DOC=false -G "Ninja" ..
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- name: cmake build
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run: pwd; cd ORE; cd build; cmake --build . -j $(nproc)
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- name: Wrap ORE-SWIG
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run: pwd; cd OREAnalytics-SWIG/Python; python setup.py wrap
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- name: Copy Configuration
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run: |
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pwd
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cp Wheels/oreanalytics-config.linux OREAnalytics-SWIG/oreanalytics-config
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cd Wheels
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chmod +x before_all_linux.sh
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- name: Build ORE wheels
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uses: pypa/cibuildwheel@v2.16.2
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env:
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CIBW_BUILD: "*-manylinux*"
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CIBW_SKIP: cp36-* pp*
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#CIBW_BUILD: cp37-manylinux_x86_64
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#CIBW_BUILD: cp38-manylinux_x86_64
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#CIBW_BUILD: cp39-manylinux_x86_64
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#CIBW_BUILD: cp310-manylinux_x86_64
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#CIBW_BUILD: cp311-manylinux_x86_64
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CIBW_ARCHS_LINUX: x86_64
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CIBW_BUILD_VERBOSITY: 2
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CIBW_BEFORE_ALL_LINUX: ./Wheels/before_all_linux.sh
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#CIBW_ENVIRONMENT_LINUX: CXXFLAGS="-O3 -g0"
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CIBW_ENVIRONMENT_LINUX: CXXFLAGS="-std=c++17 -O3 -g0" ORE=/project/ORE
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CIBW_ENVIRONMENT_PASS_LINUX: CXXFLAGS
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with:
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package-dir: /home/runner/work/ORE-SWIG/ORE-SWIG/OREAnalytics-SWIG/Python
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- name: Save wheels as artifacts
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uses: actions/upload-artifact@v4
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with:
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name: wheels-linux-manylinux-x86_64
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path: ./wheelhouse/*.whl

‎.github/workflows/macosARM64_wheels.yml‎

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name: MacOS ARM64 Wheels
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on:
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push:
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branches: [master]
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tags:
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- 'v*'
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release:
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types: [published]
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workflow_dispatch:
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12+
jobs:
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wheels-macos:
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runs-on: macos-11
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steps:
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- name: Checkout ORE-SWIG
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uses: actions/checkout@v4
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- name: get QuantLib-SWIG
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run: |
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git submodule update --init
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- name: Checkout ORE
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uses: actions/checkout@v4
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with:
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repository: OpenSourceRisk/Engine
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path: './ORE'
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fetch-depth: 0
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- name: get QuantLib
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run: |
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cd ORE
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git submodule update --init
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- name: Install Boost
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run: |
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curl -O -L https://boostorg.jfrog.io/artifactory/main/release/1.80.0/source/boost_1_80_0.tar.gz
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tar xfz boost_1_80_0.tar.gz
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cd boost_1_80_0
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./bootstrap.sh
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./b2 architecture=arm address-model=64 -s NO_LZMA=1 -s NO_ZSTD=1 abi=aapcs install
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- name: Build ORE CMake
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run: |
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cd ORE
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mkdir build
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cd build
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cmake .. -DCMAKE_OSX_ARCHITECTURES=arm64 -DORE_USE_ZLIB=ON -DBUILD_SHARED_LIBS=false -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 -DQL_ENABLE_SESSIONS=ON -DCMAKE_BUILD_TYPE=Release ..
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cmake --build . -j4
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cmake --install .
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- name: Wrap ORE-SWIG
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run: |
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pwd
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python -m pip install setuptools
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cp wheels/oreanalytics-config.macos OREAnalytics-SWIG/oreanalytics-config
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cd OREAnalytics-SWIG
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ls -al
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cd SWIG
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ls -al
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chmod +x oreanalytics.i
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cd ..
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cd Python
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ls -al
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pwd
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python setup.py wrap
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- name: Build Wheels
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uses: pypa/cibuildwheel@v2.16.5
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env:
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CIBW_SKIP: cp36-*
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#CIBW_BUILD: cp310-macosx_arm64
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#CIBW_BUILD: cp311-macosx_arm64
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CIBW_ARCHS_MACOS: arm64
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CXXFLAGS: -std=c++17 -g0 -O3
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CIBW_BUILD_VERBOSITY: 2
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CIBW_REPAIR_WHEEL_COMMAND_MACOS: >
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DYLD_LIBRARY_PATH=/usr/local/lib delocate-listdeps {wheel} &&
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DYLD_LIBRARY_PATH=/usr/local/lib delocate-wheel --require-archs {delocate_archs} -w {dest_dir} {wheel}
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with:
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package-dir: /Users/runner/work/ORE-SWIG/ORE-SWIG/OREAnalytics-SWIG/Python
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- name: Save wheels as artifacts
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uses: actions/upload-artifact@v4
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with:
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name: wheels-macos-arm64
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path: ./wheelhouse/*.whl

‎.github/workflows/macosx86_wheels.yml‎

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name: MacOS x86 Wheels
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on:
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push:
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branches: [master]
6+
tags:
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- 'v*'
8+
release:
9+
types: [published]
10+
workflow_dispatch:
11+
12+
jobs:
13+
wheels-macos:
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runs-on: macos-11
15+
steps:
16+
- name: Checkout ORE-SWIG
17+
uses: actions/checkout@v4
18+
- name: get QuantLib-SWIG
19+
run: |
20+
git submodule update --init
21+
- name: Checkout ORE
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uses: actions/checkout@v4
23+
with:
24+
repository: OpenSourceRisk/Engine
25+
path: './ORE'
26+
fetch-depth: 0
27+
- name: get QuantLib
28+
run: |
29+
cd ORE
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git submodule update --init
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- name: Install Boost
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run: |
33+
curl -O -L https://boostorg.jfrog.io/artifactory/main/release/1.80.0/source/boost_1_80_0.tar.gz
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tar xfz boost_1_80_0.tar.gz
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cd boost_1_80_0
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./bootstrap.sh
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./b2 architecture=arm address-model=64 -s NO_LZMA=1 -s NO_ZSTD=1 abi=aapcs install
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- name: Build ORE CMake
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run: |
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cd ORE
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mkdir build
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cd build
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cmake .. -DCMAKE_OSX_ARCHITECTURES=x86_64 -DORE_USE_ZLIB=ON -DBUILD_SHARED_LIBS=false -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 -DQL_ENABLE_SESSIONS=ON -DCMAKE_BUILD_TYPE=Release ..
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cmake --build . -j4
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cmake --install .
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- name: Wrap ORE-SWIG
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run: |
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pwd
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python -m pip install setuptools
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cp wheels/oreanalytics-config.macos OREAnalytics-SWIG/oreanalytics-config
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cd OREAnalytics-SWIG/SWIG
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chmod +x oreanalytics.i
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cd ..
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cd Python
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pwd
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python setup.py wrap
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- name: Build Wheels
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uses: pypa/cibuildwheel@v2.16.5
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env:
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CIBW_SKIP: cp36-*
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CIBW_ARCHS_MACOS: x86_64
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CXXFLAGS: -std=c++17 -g0 -O3 -mmacosx-version-min=10.15
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CIBW_BUILD_VERBOSITY: 2
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CIBW_REPAIR_WHEEL_COMMAND_MACOS: >
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DYLD_LIBRARY_PATH=/usr/local/lib delocate-listdeps {wheel} &&
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DYLD_LIBRARY_PATH=/usr/local/lib delocate-wheel --require-archs {delocate_archs} -w {dest_dir} {wheel}
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with:
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package-dir: /Users/runner/work/ORE-SWIG/ORE-SWIG/OREAnalytics-SWIG/Python
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- name: Save wheels as artifacts
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uses: actions/upload-artifact@v4
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with:
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name: wheels-macos-x86_64
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path: ./wheelhouse/*.whl

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