Merge branch 'QPR-13332' into 'master'

damienbarker · jenkins · commit a49fd19ddf3a · 2025-06-23T12:58:46.000Z
QPR-13332 replace boost regex with std regex

Closes QPR-13332

See merge request qs/oreplus!2758
diff --git a/App/CMakeLists.txt b/App/CMakeLists.txt
@@ -8,7 +8,7 @@ get_library_name("OREData" ORED_LIB_NAME)
 get_library_name("QuantExt" QLE_LIB_NAME)
 set_ql_library_name()
 
-find_package (Boost REQUIRED COMPONENTS regex date_time serialization filesystem timer OPTIONAL_COMPONENTS chrono)
+find_package (Boost REQUIRED COMPONENTS date_time serialization filesystem timer OPTIONAL_COMPONENTS chrono)
 
 include_directories(${Boost_INCLUDE_DIRS})
 include_directories(${QUANTLIB_SOURCE_DIR})
diff --git a/App/ore.cpp b/App/ore.cpp
@@ -40,8 +40,6 @@
 #include <ql/auto_link.hpp>
 #include <qle/auto_link.hpp>
 // Find the name of the correct boost library with which to link.
-#define BOOST_LIB_NAME boost_regex
-#include <boost/config/auto_link.hpp>
 #define BOOST_LIB_NAME boost_serialization
 #include <boost/config/auto_link.hpp>
 #define BOOST_LIB_NAME boost_date_time
diff --git a/ORE-SWIG/CMakeLists.txt b/ORE-SWIG/CMakeLists.txt
@@ -31,7 +31,7 @@ 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 log)
+set(BOOST_COMPONENT_LIST serialization date_time filesystem system timer thread log)
 if(ORE_USE_ZLIB)
     list(APPEND BOOST_COMPONENT_LIST iostreams)
     if(MSVC)
diff --git a/ORE-SWIG/OREAnalytics-SWIG/Java/CMakeLists.txt b/ORE-SWIG/OREAnalytics-SWIG/Java/CMakeLists.txt
@@ -51,7 +51,7 @@ include_directories(${PROJECT_SOURCE_DIR}/../../QuantExt-SWIG/SWIG)
 include_directories(${PROJECT_SOURCE_DIR}/../../OREData-SWIG/SWIG)
 include_directories(${PROJECT_SOURCE_DIR}/../../OREAnalytics-SWIG/SWIG)
 
-find_package (Boost COMPONENTS serialization date_time regex filesystem system REQUIRED)
+find_package (Boost COMPONENTS serialization date_time filesystem system REQUIRED)
 include_directories(${Boost_INCLUDE_DIRS})
 
 # specify library search path (update this when we build ORE with cmake)
diff --git a/OREAnalytics/CMakeLists.txt b/OREAnalytics/CMakeLists.txt
@@ -17,7 +17,7 @@ if(ORE_USE_ZLIB)
     find_package(ZLIB REQUIRED)
 endif()
 
-SET(COMPONENT_LIST date_time filesystem iostreams regex serialization system timer thread)
+SET(COMPONENT_LIST date_time filesystem iostreams serialization system timer thread)
 if (ORE_BUILD_TESTS)
     LIST(APPEND COMPONENT_LIST unit_test_framework)
 endif()
diff --git a/OREAnalytics/orea/app/reportwriter.cpp b/OREAnalytics/orea/app/reportwriter.cpp
@@ -1076,7 +1076,7 @@ void ReportWriter::writeMarketData(Report& report, const QuantLib::ext::shared_p
 
     vector<std::regex> regexes;
     regexes.reserve(regexStrs.size());
-    for (auto regexStr : regexStrs) {
+    for (const auto& regexStr : regexStrs) {
         regexes.push_back(regex(regexStr));
     }
 
@@ -1090,7 +1090,7 @@ void ReportWriter::writeMarketData(Report& report, const QuantLib::ext::shared_p
 
         // This could be slow
         for (const auto& regex : regexes) {
-            if (regex_match(mdName, regex)) {
+            if (std::regex_match(mdName, regex)) {
                 addMarketDatum(report, *md, loader->actualDate());
                 break;
             }
diff --git a/OREAnalytics/orea/engine/marketriskreport.cpp b/OREAnalytics/orea/engine/marketriskreport.cpp
@@ -26,7 +26,8 @@
 #include <orea/engine/sensitivityaggregator.hpp>
 #include <ql/math/matrixutilities/pseudosqrt.hpp>
 #include <ql/math/matrixutilities/symmetricschurdecomposition.hpp>
-#include <boost/regex.hpp>
+
+#include <regex>
 
 using namespace QuantLib;
 using namespace ore::data;
@@ -182,10 +183,10 @@ void MarketRiskReport::initialiseRiskGroups() {
 
     // build portfolio filter, if given
     bool hasFilter = false;
-    boost::regex filter;
+    std::regex filter;
     if (portfolioFilter_ != "") {
         hasFilter = true;
-        filter = boost::regex(portfolioFilter_);
+        filter = std::regex(portfolioFilter_);
         LOG("Portfolio filter: " << portfolioFilter_);
     }
 
@@ -196,7 +197,7 @@ void MarketRiskReport::initialiseRiskGroups() {
 
     QL_REQUIRE(portfolio_, "No portfolio given");
     for (const auto& pId : portfolio_->portfolioIds()) {
-        if (breakdown_ && (!hasFilter || boost::regex_match(pId, filter))) {
+        if (breakdown_ && (!hasFilter || std::regex_match(pId, filter))) {
             auto tradeGroupP = QuantLib::ext::make_shared<TradeGroup>(pId);
             tradeGroups_->add(tradeGroupP);
         }
@@ -207,7 +208,7 @@ void MarketRiskReport::initialiseRiskGroups() {
             tradeIdGroups_[allStr].insert(make_pair(tradeId, pos));
         else {
             for (auto const& pId : trade->portfolioIds()) {
-                if (!hasFilter || boost::regex_match(pId, filter)) {
+                if (!hasFilter || std::regex_match(pId, filter)) {
                     tradeIdGroups_[allStr].insert(make_pair(tradeId, pos));
                     if (breakdown_)
                         tradeIdGroups_[pId].insert(make_pair(tradeId, pos));
diff --git a/OREAnalytics/orea/engine/saccr.cpp b/OREAnalytics/orea/engine/saccr.cpp
@@ -59,11 +59,10 @@
 #include <ql/utilities/dataparsers.hpp>
 #include <ql/tuple.hpp>
 
-#include <boost/regex.hpp>
-
 #include <cmath>
 #include <algorithm>
 #include <iomanip>
+#include <regex>
 
 using namespace QuantLib;
 using std::make_pair;
@@ -534,7 +533,7 @@ string SACCR::getCommodityName(const string& index, bool withPrefix) {
     Date expiry;
     if (commodity.size() > 10) {
         string test = commodity.substr(commodity.size() - 10);
-        if (boost::regex_match(test, boost::regex("\\d{4}-\\d{2}-\\d{2}"))) {
+        if (std::regex_match(test, std::regex("\\d{4}-\\d{2}-\\d{2}"))) {
             expiry = parseDate(test);
             commodity = commodity.substr(0, commodity.size() - test.size() - 1);
         }
@@ -543,7 +542,7 @@ string SACCR::getCommodityName(const string& index, bool withPrefix) {
     // Remove expiry of form NAME-YYYY-MM if NAME-YYYY-MM-DD failed
     if (expiry == Date() && commodity.size() > 7) {
         string test = commodity.substr(commodity.size() - 7);
-        if (boost::regex_match(test, boost::regex("\\d{4}-\\d{2}"))) {
+        if (std::regex_match(test, std::regex("\\d{4}-\\d{2}"))) {
             expiry = parseDate(test + "-01");
             commodity = commodity.substr(0, commodity.size() - test.size() - 1);
         }
diff --git a/OREAnalytics/orea/simm/crifgenerator.cpp b/OREAnalytics/orea/simm/crifgenerator.cpp
@@ -37,13 +37,13 @@
 #include <qle/utilities/inflation.hpp>
 
 #include <boost/algorithm/string.hpp>
-#include <boost/regex.hpp>
 
 #include <ql/tuple.hpp>
 #include <ql/errors.hpp>
 
 #include <iomanip>
 #include <map>
+#include <regex>
 
 using namespace ore::analytics;
 
diff --git a/OREAnalytics/orea/simm/crifrecordgenerator.cpp b/OREAnalytics/orea/simm/crifrecordgenerator.cpp
@@ -37,11 +37,11 @@
 #include <qle/utilities/inflation.hpp>
 
 #include <boost/algorithm/string.hpp>
-#include <boost/regex.hpp>
 #include <ql/tuple.hpp>
 
 #include <iomanip>
 #include <map>
+#include <regex>
 
 using namespace ore::analytics;
 
diff --git a/OREAnalytics/orea/simm/utilities.cpp b/OREAnalytics/orea/simm/utilities.cpp
@@ -56,9 +56,9 @@
 #include <ql/utilities/null.hpp>
 
 #include <boost/make_shared.hpp>
-#include <boost/regex.hpp>
 
 #include <fstream>
+#include <regex>
 
 using std::map;
 using std::set;
@@ -443,8 +443,6 @@ bool isIsin(const string& s) {
     if (s[11] < '0' || s[11] > '9')
         return false;
     return true;
-    // boost::regex isinPattern("^[A-Z]{2}[A-Z0-9]{9}[0-9]{1}");
-    // return boost::regex_match(s, isinPattern);
 }
   
 std::string simmStandardCurrency(const std::string& ccy) {
diff --git a/OREAnalytics/test/testsuite.cpp b/OREAnalytics/test/testsuite.cpp
@@ -50,8 +50,6 @@ using ore::test::setupTestLogging;
 #include <qle/auto_link.hpp>
 #define BOOST_LIB_NAME boost_serialization
 #include <boost/config/auto_link.hpp>
-#define BOOST_LIB_NAME boost_regex
-#include <boost/config/auto_link.hpp>
 #define BOOST_LIB_NAME boost_timer
 #include <boost/config/auto_link.hpp>
 #define BOOST_LIB_NAME boost_chrono
diff --git a/OREData/CMakeLists.txt b/OREData/CMakeLists.txt
@@ -13,7 +13,7 @@ if (ORE_BUILD_TESTS)
 else()
     SET(COMPONENTS_CONDITIONAL "")
 endif()
-find_package (Boost REQUIRED COMPONENTS ${COMPONENTS_CONDITIONAL} regex system date_time serialization filesystem timer log OPTIONAL_COMPONENTS chrono)
+find_package (Boost REQUIRED COMPONENTS ${COMPONENTS_CONDITIONAL} system date_time serialization filesystem timer log OPTIONAL_COMPONENTS chrono)
 
 include_directories(${Boost_INCLUDE_DIRS})
 include_directories(${QUANTLIB_SOURCE_DIR})
diff --git a/OREData/ored/portfolio/bond.cpp b/OREData/ored/portfolio/bond.cpp
@@ -19,7 +19,6 @@
 */
 
 #include <boost/algorithm/string/join.hpp>
-#include <boost/algorithm/string_regex.hpp>
 #include <ored/portfolio/bond.hpp>
 #include <ored/portfolio/bondutils.hpp>
 #include <ored/portfolio/builders/bond.hpp>
@@ -430,18 +429,17 @@ BondBuilder::Result VanillaBondBuilder::build(const QuantLib::ext::shared_ptr<En
 std::pair<Date, std::string> BondBuilder::checkForwardBond(const std::string& securityId) {
 
     // forward bonds shall have a security id of type isin_FWDEXP_expiry
-    vector<string> tokens;
-    boost::algorithm::split_regex(tokens, securityId, boost::regex( "_FWDEXP_" ));
 
-    Date expiry = Date();
+    Date expiry;
     string strippedId;
-    if (tokens.size() == 2) {
-            DLOG("BondBuilder::checkForwardBond : Forward Bond identified " << securityId);
-            expiry = parseDate(tokens[1]);
-            strippedId = tokens[0];
-    }
-
 
+    auto pos = securityId.find("_FWDEXP_");
+    if (pos != std::string::npos) {
+        strippedId = securityId.substr(0, pos);
+        expiry = parseDate(securityId.substr(pos + 8));
+        DLOG("BondBuilder::checkForwardBond : Forward Bond identified, strippedId = " << strippedId << ", expiry "
+                                                                                      << expiry);
+    }
 
     return std::make_pair(expiry, strippedId);
 }
diff --git a/OREData/ored/portfolio/builders/bond.hpp b/OREData/ored/portfolio/builders/bond.hpp
@@ -150,7 +150,7 @@ class BondMultiStateDiscountingEngineBuilder : public BondEngineBuilder {
             } else {
                 boost::split(tokens, rule, boost::is_any_of(","));
                 QL_REQUIRE(tokens.size() == 2, "invalid rule: " << rule);
-                stateCreditCurveId = regex_replace(creditCurveId, std::regex(tokens[0]), tokens[1]);
+                stateCreditCurveId = std::regex_replace(creditCurveId, std::regex(tokens[0]), tokens[1]);
                 DLOG("Apply " << rule_s.str() << " => " << tokens[0] << " in " << creditCurveId << " yields state #"
                               << i << " creditCurve id " << stateCreditCurveId);
             }
diff --git a/OREData/ored/portfolio/builders/creditdefaultswap.hpp b/OREData/ored/portfolio/builders/creditdefaultswap.hpp
@@ -202,7 +202,7 @@ class MidPointCdsMultiStateEngineBuilder : public CreditDefaultSwapEngineBuilder
             } else {
                 boost::split(tokens, rule, boost::is_any_of(","));
                 QL_REQUIRE(tokens.size() == 2, "invalid rule: " << rule);
-                stateCreditCurveId = regex_replace(creditCurveId, std::regex(tokens[0]), tokens[1]);
+                stateCreditCurveId = std::regex_replace(creditCurveId, std::regex(tokens[0]), tokens[1]);
                 DLOG("Apply " << rule_s.str() << " => " << tokens[0] << " in " << creditCurveId << " yields state #"
                               << i << " creditCurve id " << stateCreditCurveId);
             }
diff --git a/OREData/ored/utilities/indexparser.cpp b/OREData/ored/utilities/indexparser.cpp
@@ -24,7 +24,7 @@
 
 #include <boost/algorithm/string.hpp>
 #include <boost/make_shared.hpp>
-#include <boost/regex.hpp>
+#include <regex>
 #include <map>
 #include <ored/configuration/conventions.hpp>
 #include <ored/utilities/conventionsbasedfutureexpiry.hpp>
@@ -663,9 +663,6 @@ QuantLib::ext::shared_ptr<ZeroInflationIndex> parseZeroInflationIndex(const stri
 }
 
 QuantLib::ext::shared_ptr<BondIndex> parseBondIndex(const string& name) {
-    static boost::mutex mutex_;
-    boost::lock_guard<boost::mutex> lock(mutex_);
-
     // Make sure the prefix is correct
     string prefix = name.substr(0, 5);
     QL_REQUIRE(prefix == "BOND-", "A bond index string must start with 'BOND-' but got " << prefix);
@@ -681,7 +678,7 @@ QuantLib::ext::shared_ptr<BondIndex> parseBondIndex(const string& name) {
     // Check for form NAME-YYYY-MM-DD
     if (nameWoPrefix.size() > 10) {
         string test = nameWoPrefix.substr(nameWoPrefix.size() - 10);
-        if (boost::regex_match(test, boost::regex("\\d{4}-\\d{2}-\\d{2}"))) {
+        if (std::regex_match(test, std::regex("\\d{4}-\\d{2}-\\d{2}"))) {
             expiry = parseDate(test);
             bondName = nameWoPrefix.substr(0, nameWoPrefix.size() - test.size() - 1);
         }
@@ -690,7 +687,7 @@ QuantLib::ext::shared_ptr<BondIndex> parseBondIndex(const string& name) {
     // Check for form NAME-YYYY-MM if NAME-YYYY-MM-DD failed
     if (expiry == Date() && nameWoPrefix.size() > 7) {
         string test = nameWoPrefix.substr(nameWoPrefix.size() - 7);
-        if (boost::regex_match(test, boost::regex("\\d{4}-\\d{2}"))) {
+        if (std::regex_match(test, std::regex("\\d{4}-\\d{2}"))) {
             expiry = parseDate(test + "-01");
             bondName = nameWoPrefix.substr(0, nameWoPrefix.size() - test.size() - 1);
         }
@@ -736,8 +733,6 @@ QuantLib::ext::shared_ptr<ConstantMaturityBondIndex> parseConstantMaturityBondIn
 QuantLib::ext::shared_ptr<QuantExt::CommodityIndex> parseCommodityIndex(const string& name, bool hasPrefix,
                                                                 const Handle<PriceTermStructure>& ts,
                                                                 const Calendar& cal, const bool enforceFutureIndex) {
-    static boost::mutex mutex_;
-
     // Whether we check for "COMM-" prefix depends on hasPrefix.
     string commName = name;
     if (hasPrefix) {
@@ -756,24 +751,18 @@ QuantLib::ext::shared_ptr<QuantExt::CommodityIndex> parseCommodityIndex(const st
     // Check for form NAME-YYYY-MM-DD
     if (commName.size() > 10) {
         string test = commName.substr(commName.size() - 10);
-        {
-            boost::lock_guard<boost::mutex> lock(mutex_);
-            if (boost::regex_match(test, boost::regex("\\d{4}-\\d{2}-\\d{2}"))) {
-                expiry = parseDate(test);
-                commName = commName.substr(0, commName.size() - test.size() - 1);
-            }
+        if (std::regex_match(test, std::regex("\\d{4}-\\d{2}-\\d{2}"))) {
+            expiry = parseDate(test);
+            commName = commName.substr(0, commName.size() - test.size() - 1);
         }
     }
 
     // Check for form NAME-YYYY-MM if NAME-YYYY-MM-DD failed
     if (expiry == Date() && commName.size() > 7) {
         string test = commName.substr(commName.size() - 7);
-        {
-            boost::lock_guard<boost::mutex> lock(mutex_);
-            if (boost::regex_match(test, boost::regex("\\d{4}-\\d{2}"))) {
-                expiry = parseDate(test + "-01");
-                commName = commName.substr(0, commName.size() - test.size() - 1);
-            }
+        if (std::regex_match(test, std::regex("\\d{4}-\\d{2}"))) {
+            expiry = parseDate(test + "-01");
+            commName = commName.substr(0, commName.size() - test.size() - 1);
         }
     }
 
diff --git a/OREData/ored/utilities/strike.cpp b/OREData/ored/utilities/strike.cpp
diff --git a/OREData/test/testsuite.cpp b/OREData/test/testsuite.cpp

Original file line number	Diff line number	Diff line change
`@@ -1076,7 +1076,7 @@ void ReportWriter::writeMarketData(Report& report, const QuantLib::ext::shared_p`
`1076`	`1076`
`1077`	`1077`	`vector<std::regex> regexes;`
`1078`	`1078`	`regexes.reserve(regexStrs.size());`
`1079`		`- for (auto regexStr : regexStrs) {`
	`1079`	`+ for (const auto& regexStr : regexStrs) {`
`1080`	`1080`	`regexes.push_back(regex(regexStr));`
`1081`	`1081`	`}`
`1082`	`1082`
`@@ -1090,7 +1090,7 @@ void ReportWriter::writeMarketData(Report& report, const QuantLib::ext::shared_p`
`1090`	`1090`
`1091`	`1091`	`// This could be slow`
`1092`	`1092`	`for (const auto& regex : regexes) {`
`1093`		`- if (regex_match(mdName, regex)) {`
	`1093`	`+ if (std::regex_match(mdName, regex)) {`
`1094`	`1094`	`addMarketDatum(report, *md, loader->actualDate());`
`1095`	`1095`	`break;`
`1096`	`1096`	`}`