Merge branch 'master' into cmake_with_default_warnings

Author: ralfeckel

.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

.github/workflows/stale.yml

@@ -6,7 +6,7 @@ jobs:
   staleness-check:
     runs-on: ubuntu-latest
     steps:
-      - uses: actions/stale@v7
+      - uses: actions/stale@v8
         with:
           repo-token: ${{ secrets.GITHUB_TOKEN }}
           stale-issue-message: 'This issue was automatically marked as stale because it has been open 60 days with no activity. Remove stale label or comment, or this will be closed in two weeks.'

CMakeLists.txt

@@ -60,49 +60,15 @@ option(QL_INSTALL_TEST_SUITE "Install test suite" ON)
 option(QL_TAGGED_LAYOUT "Library names use layout tags" ${MSVC})
 option(QL_USE_CLANG_TIDY "Use clang-tidy when building" OFF)
 option(QL_USE_INDEXED_COUPON "Use indexed coupons instead of par coupons" OFF)
+option(QL_USE_STD_ANY "Use std::any instead of boost::any" OFF)
 option(QL_USE_STD_CLASSES "Enable all QL_USE_STD_ options" OFF)
-option(QL_USE_STD_SHARED_PTR "Use standard smart pointers instead of Boost ones" OFF)
 option(QL_USE_STD_FUNCTION "Use std::function and std::bind instead of Boost ones" OFF)
+option(QL_USE_STD_OPTIONAL "Use std::optional instead of boost::optional" OFF)
+option(QL_USE_STD_SHARED_PTR "Use standard smart pointers instead of Boost ones" OFF)
 option(QL_USE_STD_TUPLE "Use std::tuple instead of boost::tuple" OFF)
 set(QL_EXTERNAL_SUBDIRECTORIES "" CACHE STRING "Optional list of external source directories to be added to the build (semicolon-separated)")
 set(QL_EXTRA_LINK_LIBRARIES "" CACHE STRING "Optional extra link libraries to add to QuantLib")
 
-# Convenience option to activate all STD options
-if (QL_USE_STD_CLASSES)
-    set(QL_USE_STD_SHARED_PTR ON)
-    set(QL_USE_STD_FUNCTION ON)
-    set(QL_USE_STD_TUPLE ON)
-endif()
-
-if (QL_USE_CLANG_TIDY)
-    if (NOT DEFINED QL_CLANG_TIDY)
-        set(QL_CLANG_TIDY clang-tidy)
-    endif()
-    if (NOT DEFINED QL_CLANG_TIDY_OPTIONS)
-        set(QL_CLANG_TIDY_OPTIONS)
-    endif()
-    if (QL_CLANG_TIDY_OPTIONS)
-        set(CMAKE_CXX_CLANG_TIDY "${QL_CLANG_TIDY};${QL_CLANG_TIDY_OPTIONS}")
-    else()
-        set(CMAKE_CXX_CLANG_TIDY "${QL_CLANG_TIDY}")
-    endif()
-endif()
-
-# Project shared libs ON for UNIX
-if (NOT DEFINED BUILD_SHARED_LIBS)
-    set(BUILD_SHARED_LIBS ${UNIX})
-endif()
-
-# Boost static libs ON for MSVC
-if (NOT DEFINED Boost_USE_STATIC_LIBS)
-    set(Boost_USE_STATIC_LIBS ${MSVC})
-endif()
-
-# Boost static runtime ON for MSVC
-if (NOT DEFINED Boost_USE_STATIC_RUNTIME)
-    set(Boost_USE_STATIC_RUNTIME ${MSVC})
-endif()
-
 # Require C++14 or higher
 if (NOT DEFINED CMAKE_CXX_STANDARD)
     set(CMAKE_CXX_STANDARD 14)
@@ -117,6 +83,26 @@ if (NOT DEFINED CMAKE_CXX_EXTENSIONS)
     set(CMAKE_CXX_EXTENSIONS FALSE)
 endif()
 
+# Convenience option to activate all STD options
+if (QL_USE_STD_CLASSES)
+    if (CMAKE_CXX_STANDARD GREATER_EQUAL 17)
+        set(QL_USE_STD_ANY ON)
+        set(QL_USE_STD_OPTIONAL ON)
+    endif()
+    set(QL_USE_STD_FUNCTION ON)
+    set(QL_USE_STD_SHARED_PTR ON)
+    set(QL_USE_STD_TUPLE ON)
+endif()
+
+if (CMAKE_CXX_STANDARD LESS 17)
+    if (QL_USE_STD_ANY)
+        message(FATAL_ERROR "QL_USE_STD_ANY requires at least C++17")
+    endif()
+    if (QL_USE_STD_OPTIONAL)
+        message(FATAL_ERROR "QL_USE_STD_OPTIONAL requires at least C++17")
+    endif()
+endif ()
+
 # Set the default warning level we use to pass the GitHub workflows
 if (QL_ENABLE_DEFAULT_WARNING_LEVEL)
     if (MSVC)
@@ -145,6 +131,35 @@ if (QL_COMPILE_WARNING_AS_ERROR)
     endif()
 endif()
 
+if (QL_USE_CLANG_TIDY)
+    if (NOT DEFINED QL_CLANG_TIDY)
+        set(QL_CLANG_TIDY clang-tidy)
+    endif()
+    if (NOT DEFINED QL_CLANG_TIDY_OPTIONS)
+        set(QL_CLANG_TIDY_OPTIONS)
+    endif()
+    if (QL_CLANG_TIDY_OPTIONS)
+        set(CMAKE_CXX_CLANG_TIDY "${QL_CLANG_TIDY};${QL_CLANG_TIDY_OPTIONS}")
+    else()
+        set(CMAKE_CXX_CLANG_TIDY "${QL_CLANG_TIDY}")
+    endif()
+endif()
+
+# Project shared libs ON for UNIX
+if (NOT DEFINED BUILD_SHARED_LIBS)
+    set(BUILD_SHARED_LIBS ${UNIX})
+endif()
+
+# Boost static libs ON for MSVC
+if (NOT DEFINED Boost_USE_STATIC_LIBS)
+    set(Boost_USE_STATIC_LIBS ${MSVC})
+endif()
+
+# Boost static runtime ON for MSVC
+if (NOT DEFINED Boost_USE_STATIC_RUNTIME)
+    set(Boost_USE_STATIC_RUNTIME ${MSVC})
+endif()
+
 if (NOT DEFINED QL_BOOST_VERSION)
     # Boost 1.75.0 or greater required for compiling with C++20
     if (CMAKE_CXX_STANDARD GREATER_EQUAL 20)

LICENSE.TXT

@@ -162,6 +162,8 @@ QuantLib is
     Copyright (C) 2022 Jonghee Lee
     Copyright (C) 2022, 2023 Ignacio Anguita
 
+    Copyright (C) 2023 Jonathan Sweemer
+
 QuantLib includes code taken from Peter Jäckel's book "Monte Carlo
 Methods in Finance".
 

QuantLib.vcxproj

@@ -517,6 +517,7 @@
     <ClInclude Include="ql\cashflows\digitaliborcoupon.hpp" />
     <ClInclude Include="ql\cashflows\dividend.hpp" />
     <ClInclude Include="ql\cashflows\duration.hpp" />
+    <ClInclude Include="ql\cashflows\equitycashflow.hpp" />
     <ClInclude Include="ql\cashflows\fixedratecoupon.hpp" />
     <ClInclude Include="ql\cashflows\floatingratecoupon.hpp" />
     <ClInclude Include="ql\cashflows\iborcoupon.hpp" />
@@ -1849,6 +1850,7 @@
     <ClInclude Include="ql\utilities\steppingiterator.hpp" />
     <ClInclude Include="ql\utilities\tracing.hpp" />
     <ClInclude Include="ql\utilities\vectors.hpp" />
+    <ClInclude Include="ql\any.hpp" />
     <ClInclude Include="ql\auto_link.hpp" />
     <ClInclude Include="ql\auto_ptr.hpp" />
     <ClInclude Include="ql\cashflow.hpp" />
@@ -1874,6 +1876,7 @@
     <ClInclude Include="ql\money.hpp" />
     <ClInclude Include="ql\numericalmethod.hpp" />
     <ClInclude Include="ql\option.hpp" />
+    <ClInclude Include="ql\optional.hpp" />
     <ClInclude Include="ql\payoff.hpp" />
     <ClInclude Include="ql\position.hpp" />
     <ClInclude Include="ql\prices.hpp" />
@@ -1911,6 +1914,7 @@
     <ClCompile Include="ql\cashflows\digitaliborcoupon.cpp" />
     <ClCompile Include="ql\cashflows\dividend.cpp" />
     <ClCompile Include="ql\cashflows\duration.cpp" />
+    <ClCompile Include="ql\cashflows\equitycashflow.cpp" />
     <ClCompile Include="ql\cashflows\fixedratecoupon.cpp" />
     <ClCompile Include="ql\cashflows\floatingratecoupon.cpp" />
     <ClCompile Include="ql\cashflows\iborcoupon.cpp" />
@@ -2810,6 +2814,7 @@
     <ClCompile Include="ql\index.cpp" />
     <ClCompile Include="ql\interestrate.cpp" />
     <ClCompile Include="ql\money.cpp" />
+    <ClCompile Include="ql\optional.cpp" />
     <ClCompile Include="ql\position.cpp" />
     <ClCompile Include="ql\prices.cpp" />
     <ClCompile Include="ql\rebatedexercise.cpp" />
@@ -2823,4 +2828,4 @@
   <Import Project=".\Build.props" Condition="Exists('.\Build.props')" />
   <ImportGroup Label="ExtensionTargets">
   </ImportGroup>
-</Project>
+</Project>

QuantLib.vcxproj.filters

@@ -3738,6 +3738,7 @@
     <ClCompile Include="ql\pricingengines\barrier\discretizedbarrieroption.cpp">
       <Filter>pricingengines\barrier</Filter>
     </ClCompile>
+    <ClInclude Include="ql\any.hpp" />
     <ClInclude Include="ql\auto_link.hpp" />
     <ClInclude Include="ql\auto_ptr.hpp" />
     <ClInclude Include="ql\cashflow.hpp" />
@@ -3764,6 +3765,7 @@
     <ClInclude Include="ql\money.hpp" />
     <ClInclude Include="ql\numericalmethod.hpp" />
     <ClInclude Include="ql\option.hpp" />
+    <ClInclude Include="ql\optional.hpp" />
     <ClInclude Include="ql\payoff.hpp" />
     <ClInclude Include="ql\position.hpp" />
     <ClInclude Include="ql\prices.hpp" />
@@ -4439,6 +4441,9 @@
     <ClInclude Include="ql\instruments\equitytotalreturnswap.hpp">
       <Filter>instruments</Filter>
     </ClInclude>
+    <ClInclude Include="ql\cashflows\equitycashflow.hpp">
+      <Filter>cashflows</Filter>
+    </ClInclude>
   </ItemGroup>
   <ItemGroup>
     <ClCompile Include="ql\methods\montecarlo\brownianbridge.cpp">
@@ -6630,6 +6635,7 @@
     <ClCompile Include="ql\index.cpp" />
     <ClCompile Include="ql\interestrate.cpp" />
     <ClCompile Include="ql\money.cpp" />
+    <ClCompile Include="ql\optional.cpp" />
     <ClCompile Include="ql\position.cpp" />
     <ClCompile Include="ql\prices.cpp" />
     <ClCompile Include="ql\settings.cpp" />
@@ -7168,5 +7174,8 @@
     <ClCompile Include="ql\instruments\equitytotalreturnswap.cpp">
       <Filter>instruments</Filter>
     </ClCompile>
+    <ClCompile Include="ql\cashflows\equitycashflow.cpp">
+      <Filter>cashflows</Filter>
+    </ClCompile>
   </ItemGroup>
-</Project>
+</Project>

configure.ac

@@ -331,6 +331,37 @@ if test "$ql_use_intraday" = "yes" ; then
 fi
 AC_MSG_RESULT([$ql_use_intraday])
 
+AC_MSG_CHECKING([whether to enable std::any instead of boost::any])
+AC_ARG_ENABLE([std-any],
+              AS_HELP_STRING([--enable-std-any],
+                             [If enabled, std::any and related classes and
+                              functions will be used instead of boost::any.
+                              This requires C++17. If disabled (the default)
+                              the Boost facilities are used.]),
+              [ql_use_std_any=$enableval],
+              [ql_use_std_any=no])
+if test "$ql_use_std_any" = "yes" ; then
+   AC_DEFINE([QL_USE_STD_ANY],[1],
+             [Define this if you want to use std::any.])
+fi
+AC_MSG_RESULT([$ql_use_std_any])
+
+AC_MSG_CHECKING([whether to enable std::optional instead of boost::optional])
+AC_ARG_ENABLE([std-optional],
+              AS_HELP_STRING([--enable-std-optional],
+                             [If enabled, std::optional and related
+                              classes and functions will be used instead
+                              of boost::optional. This requires C++17.
+                              If disabled (the default) the Boost facilities
+                              are used.]),
+              [ql_use_std_optional=$enableval],
+              [ql_use_std_optional=no])
+if test "$ql_use_std_optional" = "yes" ; then
+   AC_DEFINE([QL_USE_STD_OPTIONAL],[1],
+             [Define this if you want to use std::optional.])
+fi
+AC_MSG_RESULT([$ql_use_std_optional])
+
 AC_MSG_CHECKING([whether to enable standard smart pointers])
 AC_ARG_ENABLE([std-pointers],
               AS_HELP_STRING([--enable-std-pointers],