Merge branch 'QPR-11763' into 'master'

QPR-11763 merge QL 1.30 tag into our fork

Closes QPR-11763

See merge request qs/quantlib!53

Author: pcaspers

.clang-tidy

@@ -2,20 +2,23 @@
 Checks: >
         -*,
         bugprone-*,
+          -bugprone-assignment-in-if-condition,
           -bugprone-branch-clone,
           -bugprone-easily-swappable-parameters,
           -bugprone-implicit-widening-of-multiplication-result,
           -bugprone-macro-parentheses,
           -bugprone-narrowing-conversions,
+          -bugprone-suspicious-include,
         clang-analyzer-*,
           -clang-analyzer-core.UndefinedBinaryOperatorResult,
           -clang-analyzer-core.uninitialized.Assign,
           -clang-analyzer-optin.cplusplus.UninitializedObject,
-          -clang-analyzer-optin.cplusplus.VirtualCall,
           -clang-analyzer-optin.performance.Padding,
           -clang-analyzer-security.FloatLoopCounter,
         cppcoreguidelines-*,
           -cppcoreguidelines-avoid-c-arrays,
+          -cppcoreguidelines-avoid-const-or-ref-data-members,
+          -cppcoreguidelines-avoid-do-while,
           -cppcoreguidelines-avoid-goto,
           -cppcoreguidelines-avoid-magic-numbers,
           -cppcoreguidelines-avoid-non-const-global-variables,
@@ -33,26 +36,34 @@ Checks: >
           -cppcoreguidelines-pro-type-vararg,
           -cppcoreguidelines-special-member-functions,
         misc-*,
+          -misc-confusable-identifiers,
+          -misc-const-correctness,
           -misc-no-recursion,
           -misc-non-private-member-variables-in-classes,
+          -misc-use-anonymous-namespace,
           -misc-unused-parameters,
         modernize-*,
           -modernize-avoid-c-arrays,
+          -modernize-macro-to-enum,
           -modernize-make-shared,
           -modernize-return-braced-init-list,
+          -modernize-use-emplace,
           -modernize-use-trailing-return-type,
           -modernize-use-using,
         performance-*,
         readability-*,
           -readability-braces-around-statements,
+          -readability-const-return-type,
           -readability-convert-member-functions-to-static,
           -readability-else-after-return,
           -readability-function-cognitive-complexity,
           -readability-identifier-length,
           -readability-inconsistent-declaration-parameter-name,
           -readability-isolate-declaration,
           -readability-magic-numbers,
+          -readability-make-member-function-const,
           -readability-named-parameter,
+          -readability-redundant-declaration,
           -readability-simplify-boolean-expr,
           -readability-suspicious-call-argument,
           -readability-use-anyofallof,

.github/workflows/cmake.yml

@@ -21,8 +21,8 @@ jobs:
       run: |
         mkdir build
         cd build
-        cmake .. -GNinja -DBOOST_ROOT=/usr -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_COMPILER_LAUNCHER=ccache
-        cmake --build .
+        cmake .. -GNinja -DBOOST_ROOT=/usr -DCMAKE_BUILD_TYPE=Release -DQL_COMPILE_WARNING_AS_ERROR=ON -DCMAKE_CXX_COMPILER_LAUNCHER=ccache -L
+        cmake --build . --verbose
     - name: Test
       run: |
         cd build
@@ -45,8 +45,8 @@ jobs:
           cmake-linux-ci-opts-
     - name: Compile
       run: |
-        cmake --preset linux-ci-build-with-nonstandard-options
-        cmake --build --preset linux-ci-build-with-nonstandard-options 
+        cmake --preset linux-ci-build-with-nonstandard-options -L
+        cmake --build --preset linux-ci-build-with-nonstandard-options --verbose
     - name: Test
       run: |
         cd build
@@ -66,7 +66,7 @@ jobs:
         variant: sccache
     - name: Setup
       run: |
-        $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.81.0/binaries/boost_1_81_0-msvc-14.3-64.exe"
+        $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.82.0/binaries/boost_1_82_0-msvc-14.3-64.exe"
         (New-Object System.Net.WebClient).DownloadFile($Url, "$env:TEMP\boost.exe")
         Start-Process -Wait -FilePath "$env:TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost"
         choco install -y ninja
@@ -78,7 +78,7 @@ jobs:
         mkdir build
         cd build
         call "C:\Program Files\Microsoft Visual Studio\2022\Enterprise\Vc\Auxiliary\Build\vcvarsall.bat" amd64 -vcvars_ver=14.3 || exit 1
-        cmake .. -GNinja -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_COMPILER_LAUNCHER=sccache
+        cmake .. -GNinja -DCMAKE_BUILD_TYPE=Release -DQL_COMPILE_WARNING_AS_ERROR=ON -DCMAKE_CXX_COMPILER_LAUNCHER=sccache -L
         cmake --build . --verbose
         dir ql\*.lib
     - name: Test
@@ -100,7 +100,7 @@ jobs:
         variant: sccache
     - name: Setup
       run: |
-        $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.81.0/binaries/boost_1_81_0-msvc-14.3-64.exe"
+        $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.82.0/binaries/boost_1_82_0-msvc-14.3-64.exe"
         (New-Object System.Net.WebClient).DownloadFile($Url, "$env:TEMP\boost.exe")
         Start-Process -Wait -FilePath "$env:TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost"
         choco install -y ninja
@@ -112,7 +112,7 @@ jobs:
         mkdir build
         cd build
         call "C:\Program Files\Microsoft Visual Studio\2022\Enterprise\Vc\Auxiliary\Build\vcvarsall.bat" amd64 -vcvars_ver=14.3 || exit 1
-        cmake .. -GNinja -DCMAKE_MSVC_RUNTIME_LIBRARY=MultiThreadedDLL -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_COMPILER_LAUNCHER=sccache
+        cmake .. -GNinja -DCMAKE_MSVC_RUNTIME_LIBRARY=MultiThreadedDLL -DCMAKE_BUILD_TYPE=Release -DQL_COMPILE_WARNING_AS_ERROR=ON -DCMAKE_CXX_COMPILER_LAUNCHER=sccache -L
         cmake --build . --verbose
         dir ql\*.lib
     - name: Test
@@ -134,7 +134,7 @@ jobs:
         variant: sccache
     - name: Setup
       run: |
-        $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.81.0/binaries/boost_1_81_0-msvc-14.3-64.exe"
+        $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.82.0/binaries/boost_1_82_0-msvc-14.3-64.exe"
         (New-Object System.Net.WebClient).DownloadFile($Url, "$env:TEMP\boost.exe")
         Start-Process -Wait -FilePath "$env:TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost"
         choco install -y ninja
@@ -144,8 +144,8 @@ jobs:
       shell: cmd
       run: |
         call "C:\Program Files\Microsoft Visual Studio\2022\Enterprise\Vc\Auxiliary\Build\vcvarsall.bat" amd64 -vcvars_ver=14.3 || exit 1
-        cmake --preset windows-ci-build-with-nonstandard-options
-        cmake --build --preset windows-ci-build-with-nonstandard-options
+        cmake --preset windows-ci-build-with-nonstandard-options -L
+        cmake --build --preset windows-ci-build-with-nonstandard-options --verbose
     - name: Test
       run: |
         cd build
@@ -171,8 +171,8 @@ jobs:
       run: |
         mkdir build
         cd build
-        cmake .. -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_COMPILER_LAUNCHER=ccache -GNinja
-        cmake --build .
+        cmake .. -DCMAKE_BUILD_TYPE=Release -DQL_COMPILE_WARNING_AS_ERROR=ON -DCMAKE_CXX_COMPILER_LAUNCHER=ccache -GNinja -L
+        cmake --build . --verbose
     - name: Test
       run: |
         cd build

.github/workflows/copyrights.yml

@@ -11,10 +11,10 @@ jobs:
     - name: Check
       run: |
         ./tools/check_copyrights.sh
-    - uses: peter-evans/create-pull-request@v4
+    - uses: peter-evans/create-pull-request@v5
       with:
         token: ${{ secrets.GITHUB_TOKEN }}
-        branch: update-copyright-list-${{ github.ref }}
+        branch: update-copyright-list-${{ github.ref_name }}
         delete-branch: true
         commit-message: 'Update copyright list in license'
         title: 'Update copyright list in license'

.github/workflows/generated-headers.yml

@@ -21,10 +21,10 @@ jobs:
         find ql -name *.am | xargs touch
         make dist
         rm QuantLib-*.tar.gz
-    - uses: peter-evans/create-pull-request@v4
+    - uses: peter-evans/create-pull-request@v5
       with:
         token: ${{ secrets.GITHUB_TOKEN }}
-        branch: update-generated-headers-${{ github.ref }}
+        branch: update-generated-headers-${{ github.ref_name }}
         delete-branch: true
         commit-message: 'Update generated headers'
         title: 'Update generated headers'

.github/workflows/headers.yml

@@ -8,7 +8,17 @@ jobs:
     - name: Setup
       run: |
         sudo apt update
-        sudo apt install -y libboost-dev
+        sudo apt install -y libboost-dev ccache
+    - name: Cache
+      uses: hendrikmuhs/ccache-action@v1.2
+      with:
+        key: single-headers-${{ github.ref }}
+        restore-keys: |
+          single-headers-${{ github.ref }}
+          single-headers-refs/heads/master
+          single-headers-
     - name: Check
+      env:
+        CXX: ccache g++
       run: |
         ./tools/check_all_headers.sh

.github/workflows/linux-full-tests.yml

@@ -141,7 +141,7 @@ jobs:
             tag: rolling
             cc: gcc
             cxx: g++
-            configureflags: --enable-std-classes
+            configureflags: --enable-std-classes --enable-std-any --enable-std-optional
           - name: "Thread-safe observer enabled"
             shortname: threadsafe
             tag: rolling

.github/workflows/linux-nondefault.yml

@@ -130,7 +130,7 @@ jobs:
             cc: gcc
             cxx: g++
             cxxflags: "-std=c++17"
-            configureflags: --enable-std-classes
+            configureflags: --enable-std-classes --enable-std-any --enable-std-optional
           - name: "OpenMP enabled"
             shortname: openmp
             tag: rolling

.github/workflows/linux.yml

@@ -144,7 +144,7 @@ jobs:
             tag: rolling
             cc: gcc
             cxx: g++
-            configureflags: --enable-std-classes
+            configureflags: --enable-std-classes --enable-std-any --enable-std-optional
             tests: true
           - name: "Thread-safe observer enabled"
             shortname: threadsafe

.github/workflows/macos-nondefault.yml

@@ -15,13 +15,13 @@ jobs:
           - os: [macos-11]
             shortname: stdclasses-11
             cxxflags: "-std=c++17"
-            configureflags: --enable-std-classes
+            configureflags: --enable-std-classes --enable-std-optional
           - os: [macos-12]
             shortname: default-12
           - os: [macos-12]
             shortname: stdclasses-12
             cxxflags: "-std=c++17"
-            configureflags: --enable-std-classes
+            configureflags: --enable-std-classes --enable-std-optional
     steps:
     - uses: actions/checkout@v3
     - name: Setup
@@ -31,7 +31,7 @@ jobs:
       run: |
         ./autogen.sh
         ./configure --disable-shared --enable-error-lines --enable-error-functions --enable-tracing --enable-indexed-coupons --enable-extra-safety-checks --enable-sessions --enable-thread-safe-observer-pattern --enable-intraday --enable-null-as-functions ${{ matrix.configureflags }}  CC="clang" CXX="clang++" CXXFLAGS="-O2 -g0 -Wall -Werror -stdlib=libc++ -mmacosx-version-min=10.9 ${{ matrix.cxxflags }}" LDFLAGS="-stdlib=libc++ -mmacosx-version-min=10.9"
-        make -j 2
+        make -j 3
     - name: Run tests
       run: |
         ./test-suite/quantlib-test-suite --log_level=message

.github/workflows/macos.yml

@@ -28,7 +28,7 @@ jobs:
       run: |
         ./autogen.sh
         ./configure --disable-shared ${{ matrix.configureflags }} CC="ccache clang" CXX="ccache clang++" CXXFLAGS="-O2 -g0 -Wall -Werror -stdlib=libc++ -mmacosx-version-min=10.9 ${{ matrix.cxxflags }}" LDFLAGS="-stdlib=libc++ -mmacosx-version-min=10.9"
-        make -j 2
+        make -j 3
     - name: Run tests
       run: |
         ./test-suite/quantlib-test-suite --log_level=message