Merge branch 'QPR-12115' into 'master'

Resolve QPR-12115

Closes QPR-12115

See merge request qs/oreswig!45

Author: rolandlichters

OREAnalytics-SWIG/Python/Examples/Notebooks/Example_1/Untitled.ipynb

@@ -14,7 +14,7 @@
 '''
 
 import sys, time
-from OREAnalytics import *
+from ORE import *
 
 print ("Loading parameters...")
 params = Parameters()

OREAnalytics-SWIG/Python/Examples/Notebooks/Example_1/ore.py

@@ -14,7 +14,7 @@
 '''
 
 import sys, time, math
-from OREAnalytics import *
+from ORE import *
 
 #############################################
 # Read inputs from files and kick off ORE run

OREAnalytics-SWIG/Python/Examples/Notebooks/Example_1/ore2.py

@@ -14,7 +14,7 @@
 '''
 
 import sys, time
-from OREAnalytics import *
+from ORE import *
 
 xml = "Input/ore.xml"
 params = Parameters()

OREAnalytics-SWIG/Python/Examples/Notebooks/Example_2/Untitled.ipynb

@@ -14,7 +14,7 @@
 '''
 
 import sys, time
-from OREAnalytics import *
+from ORE import *
 
 print ("Loading parameters...")
 params = Parameters()

OREAnalytics-SWIG/Python/Examples/Notebooks/Example_2/ore.py

@@ -14,7 +14,7 @@
 '''
 
 import sys, time
-from OREAnalyticsPython import *
+from ORE import *
 
 print ("Loading parameters...")
 params = Parameters()

OREAnalytics-SWIG/Python/Examples/Notebooks/Example_3/ore_amc.py

@@ -56,12 +56,16 @@ To build on Windows using CMake and an existing Visual Studio installation you c
 this from the top-level oreswig directory
 
     mkdir builddir
-    cmake -G "Visual Studio 15 2017" \
+    cmake -G "Visual Studio 17 2022" \
           -A x64 \
           -D SWIG_DIR=C:\dev\swigwin\Lib \
           -D SWIG_EXECUTABLE=C:\dev\swigwin\swig.exe \
-          -D ORE:PATHNAME=C:\dev\ORE\master \
-          -D BOOST_ROOT=C:\dev\boost \
+          -D ORE=<ORE Root Directory> \
+          -D BOOST_INCLUDEDIR=<Top level boost include directory> \
+          -D BOOST_LIBRARYDIR=<Location of the compiled boost libraries>\
+          -D ORE_USE_ZLIB=[ON/OFF] (depending on your ORE build)
+          -D MSVC_LINK_DYNAMIC_RUNTIME=[ON/OFF] (depending on your ORE build)
+          -D Boost_NO_SYSTEM_PATHS=ON
           -S OREAnalytics-SWIG/Python \
           -B builddir
     cmake --build builddir -v

OREAnalytics-SWIG/Python/Examples/Notebooks/Example_3/ore_classic.py

@@ -1,28 +1,42 @@
-set VSVersion="Visual Studio 16 2019"
-rem build with VS 2017
-rem set VSVersion="Visual Studio 15 2017"
+REM This scripts build ORE and ORE_SWIG
+REM Adjust paths
+SET GENERATOR="Visual Studio 17 2022"
+SET DEMO_BOOST_ROOT=C:\local\boost_1_72_0
+SET DEMO_BOOST_LIB=C:\local\boost_1_72_0\lib64-msvc-14.2
+SET DEMO_SWIG_DIR=C:\dev\swigwin-4.1.1
+SET DEMO_ORE_DIR=C:\dev\ore
+SET DEMO_ORE_SWIG_DIR=C:\dev\oreswig
+REM the next path is optional, but if not set, one need to set -DORE_USE_ZLIB=OFF
+SET DEMO_ZLIB_ROOT=C:\dev\vcpkg\packages\zlib_x64-windows
+REM SET VCPKG_ROOT=C:\dev\vcpkg
+REM If you use VCPKG for zlib and eigen, add -DCMAKE_TOOLCHAIN_FILE=%VCPKG_ROOT%/scripts/buildsystems/vcpkg.cmake to the cmake command
+
+
+REM building ORE, one can skip this part, make sure to delete the build dir in the ORE_DIR if there is any
+REM it is recommended to install the eigen and zlib library on the system before building ORE
+ECHO BUILD ORE
+cd %DEMO_ORE_DIR%
+mkdir build
+cd %DEMO_ORE_DIR%\build
+SET BOOST_INCLUDEDIR=%DEMO_BOOST_ROOT%
+SET BOOST_LIBRARYDIR=%DEMO_BOOST_LIB%
+SET ZLIB_ROOT=%DEMO_ZLIB_ROOT%
+cmake -G %GENERATOR% -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 -DBoost_NO_SYSTEM_PATHS=ON
+
+cd %DEMO_ORE_DIR%\build
+cmake --build . --config Release
+
+ECHO BUILD ORESWIG
+cd %DEMO_ORE_SWIG_DIR%\OREAnalytics-SWIG\Python
 mkdir build
-mkdir install
-cmake -G %VSVersion% -A x64 -DSWIG_DIR=C:\dev\swigwin\Lib -DSWIG_EXECUTABLE=C:\dev\swigwin\swig.exe -DORE:PATHNAME=C:\dev\ORE\master -DBOOST_ROOT=C:\dev\boost -S . -B build
-cmake --build build -v --config Release
+cd build
+SET BOOST_INCLUDEDIR=%DEMO_BOOST_ROOT%
+SET BOOST_LIBRARYDIR=%DEMO_BOOST_LIB%
+SET SWIG_ROOT=%DEMO_SWIG_DIR%
+SET ZLIB_ROOT=%DEMO_ZLIB_ROOT%
+cmake -Wno-dev -G %GENERATOR% -A x64 .. -DORE=%DEMO_ORE_DIR% -DMSVC_LINK_DYNAMIC_RUNTIME=OFF -DORE_USE_ZLIB=ON -DBoost_NO_SYSTEM_PATHS=ON
+cmake --build . --config Release
 
-rem copy all relevant python files to install
-copy build\OREAnalytics-SWIG\Python\OREAnalytics.py install
-copy build\OREData-SWIG\Python\OREData.py install
-copy build\QuantExt-SWIG\Python\QuantExt.py install
-copy build\QuantLib-SWIG\Python\QuantLib.py install
-copy build\OREAnalytics-SWIG\Python\Release\*.* install
-copy build\OREData-SWIG\Python\Release\*.* install
-copy build\QuantExt-SWIG\Python\Release\*.* install
-copy build\QuantLib-SWIG\Python\Release\*.* install
+REM now set your python path to build dir
+SET PYTHONPATH=%DEMO_ORE_SWIG_DIR%\OREAnalytics-SWIG\Python\build;%DEMO_ORE_SWIG_DIR%\OREAnalytics-SWIG\Python\build\Release
 
-rem copy all relevant java files to install
-copy build\OREAnalytics-SWIG\Java\OREAnalyticsJava.jar install
-copy build\OREData-SWIG\Java\OREDataJava.jar install
-copy build\QuantExt-SWIG\Java\QuantExtJava.jar install
-copy build\QuantLib-SWIG\Java\QuantLibJava.jar install
-copy build\OREAnalytics-SWIG\Java\Release\*.* install
-copy build\OREData-SWIG\Java\Release\*.* install
-copy build\QuantExt-SWIG\Java\Release\*.* install
-copy build\QuantLib-SWIG\Java\Release\*.* install
-pause