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merge QuantLib 1.28 release candidate
2 parents 7dca0bd + 1f06693 commit cc39de9

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Lines changed: 43535 additions & 41315 deletions

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‎.clang-format‎

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@@ -1,6 +1,6 @@
11
---
22
Language: Cpp
3-
Standard: Cpp03
3+
Standard: c++14
44

55

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# The following is close to the style we've been using all these years

‎.clang-tidy‎

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@@ -3,6 +3,8 @@ Checks: >
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-*,
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bugprone-*,
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-bugprone-branch-clone,
6+
-bugprone-easily-swappable-parameters,
7+
-bugprone-implicit-widening-of-multiplication-result,
68
-bugprone-macro-parentheses,
79
-bugprone-narrowing-conversions,
810
clang-analyzer-*,
@@ -22,6 +24,7 @@ Checks: >
2224
-cppcoreguidelines-narrowing-conversions,
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-cppcoreguidelines-non-private-member-variables-in-classes,
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-cppcoreguidelines-owning-memory,
27+
-cppcoreguidelines-prefer-member-initializer,
2528
-cppcoreguidelines-pro-bounds-array-to-pointer-decay,
2629
-cppcoreguidelines-pro-bounds-constant-array-index,
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-cppcoreguidelines-pro-bounds-pointer-arithmetic,
@@ -36,6 +39,7 @@ Checks: >
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modernize-*,
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-modernize-avoid-c-arrays,
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-modernize-make-shared,
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-modernize-return-braced-init-list,
3943
-modernize-use-trailing-return-type,
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-modernize-use-using,
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performance-*,
@@ -50,6 +54,7 @@ Checks: >
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-readability-magic-numbers,
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-readability-named-parameter,
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-readability-simplify-boolean-expr,
57+
-readability-suspicious-call-argument,
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-readability-use-anyofallof,
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HeaderFilterRegex: '.*'
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FormatStyle: file

‎.github/workflows/cmake.yml‎

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@@ -8,15 +8,24 @@ jobs:
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- name: Setup
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run: |
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sudo apt update
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sudo apt install -y libboost-dev
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sudo apt install -y libboost-dev ccache
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- name: Cache
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uses: hendrikmuhs/ccache-action@v1.2
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with:
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key: cmake-linux-ci-build-${{ github.ref }}-${{ github.head_ref }}-${{ hashFiles('**/*.hpp', '**/*.cpp') }}
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restore-keys: |
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cmake-linux-ci-build-${{ github.ref }}-${{ github.head_ref }}-
18+
cmake-linux-ci-build-${{ github.ref }}-
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cmake-linux-ci-build-refs/heads/master-
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cmake-linux-ci-build-
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- name: Compile
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env:
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CXXFLAGS: -O2
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run: |
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mkdir build
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cd build
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cmake -DBOOST_ROOT=/usr ..
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make -j 2
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cmake .. -DBOOST_ROOT=/usr -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_COMPILER_LAUNCHER=ccache
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cmake --build . -j2
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- name: Test
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run: |
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cd build
@@ -28,7 +37,16 @@ jobs:
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- name: Setup
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run: |
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sudo apt update
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sudo apt install -y libboost-all-dev
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sudo apt install -y libboost-all-dev ccache
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- name: Cache
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uses: hendrikmuhs/ccache-action@v1.2
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with:
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key: cmake-linux-ci-opts-${{ github.ref }}-${{ github.head_ref }}-${{ hashFiles('**/*.hpp', '**/*.cpp') }}
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restore-keys: |
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cmake-linux-ci-opts-${{ github.ref }}-${{ github.head_ref }}-
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cmake-linux-ci-opts-${{ github.ref }}-
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cmake-linux-ci-opts-refs/heads/master-
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cmake-linux-ci-opts-
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- name: Compile
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env:
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CXXFLAGS: -O2
@@ -85,15 +103,24 @@ jobs:
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- uses: actions/checkout@v3
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- name: Setup
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run: |
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brew install boost
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brew install boost ccache
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- name: Cache
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uses: hendrikmuhs/ccache-action@v1.2
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with:
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key: cmake-macos-ci-${{ github.ref }}-${{ github.head_ref }}-${{ hashFiles('**/*.hpp', '**/*.cpp') }}
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restore-keys: |
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cmake-macos-ci-${{ github.ref }}-${{ github.head_ref }}-
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cmake-macos-ci-${{ github.ref }}-
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cmake-macos-ci-refs/heads/master-
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cmake-macos-ci-
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- name: Compile
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env:
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CXXFLAGS: -O2 -stdlib=libc++ -mmacosx-version-min=10.9
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run: |
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mkdir build
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cd build
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cmake ..
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make -j 2
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cmake .. -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_COMPILER_LAUNCHER=ccache
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cmake --build . -j2
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- name: Test
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run: |
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cd build

‎.github/workflows/codeql-analysis.yml‎

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@@ -5,7 +5,10 @@
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# or to provide custom queries or build logic.
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name: "CodeQL"
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8-
on: workflow_dispatch
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on:
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schedule:
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- cron: '0 0 * * 0'
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workflow_dispatch:
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jobs:
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analyze:

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

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@@ -7,11 +7,6 @@ jobs:
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fail-fast: false
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matrix:
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include:
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- name: "gcc 4.8 (Boost 1.48)"
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shortname: gcc4
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tag: trusty
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cc: gcc
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cxx: g++
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- name: "gcc 5.4 (Boost 1.66)"
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shortname: gcc5
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tag: xenial
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tag: focal
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cc: gcc
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cxx: g++
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- name: "gcc 10.x"
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- name: "gcc 10.3 (Boost 1.79)"
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shortname: gcc10
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tag: hirsute
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cc: gcc
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cxx: g++
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- name: "gcc 11.x"
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shortname: gcc11
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tag: impish
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tag: jammy
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cc: gcc
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cxx: g++
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- name: "gcc 12.x"
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shortname: gcc12
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tag: kinetic
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cc: gcc
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cxx: g++
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- name: "Clang 6 (Boost 1.72)"
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tag: groovy
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cc: clang
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cxx: clang++
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- name: "Clang 12"
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- name: "Clang 12 (Boost 1.79)"
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shortname: clang12
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tag: hirsute
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cc: clang
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cxx: clang++
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- name: "Clang 13"
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- name: "Clang 13 (Boost 1.79)"
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shortname: clang13
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tag: impish
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cc: clang
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tag: jammy
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cc: clang
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cxx: clang++
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- name: "C++11 mode"
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shortname: c++11
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tag: rolling
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cc: gcc
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cxx: g++
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cxxflags: "-std=c++11 -Wno-cpp"
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- name: "C++14 mode"
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shortname: c++14
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tag: rolling
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cc: gcc
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cxx: g++
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configureflags: --enable-indexed-coupons
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- name: "C++11 classes enabled"
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- name: "Standard Library classes enabled"
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shortname: stdclasses
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tag: rolling
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cc: gcc
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steps:
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- uses: actions/checkout@v3
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- name: Cache
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uses: actions/cache@v3
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uses: hendrikmuhs/ccache-action@v1.2
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with:
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path: ~/.ccache
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key: linux-build-${{ matrix.shortname }}-${{ github.ref }}-${{ github.head_ref }}-${{ hashFiles('**/*.hpp', '**/*.cpp') }}
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key: linux-ci-build-${{ matrix.shortname }}-${{ github.ref }}-${{ github.head_ref }}-${{ hashFiles('**/*.hpp', '**/*.cpp') }}
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restore-keys: |
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linux-build-${{ matrix.shortname }}-${{ github.ref }}-${{ github.head_ref }}-
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linux-build-${{ matrix.shortname }}-${{ github.ref }}-
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linux-build-${{ matrix.shortname }}-refs/heads/master-
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linux-build-${{ matrix.shortname }}-
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linux-ci-build-${{ matrix.shortname }}-${{ github.ref }}-${{ github.head_ref }}-
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linux-ci-build-${{ matrix.shortname }}-${{ github.ref }}-
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linux-ci-build-${{ matrix.shortname }}-refs/heads/master-
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linux-ci-build-${{ matrix.shortname }}-
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- name: Compiler version
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run: |
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${{ matrix.cc }} --version

‎.github/workflows/linux-nondefault.yml‎

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@@ -32,14 +32,19 @@ jobs:
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tag: focal
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cc: gcc
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cxx: g++
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- name: "gcc 10.x"
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- name: "gcc 10.3 (Boost 1.79)"
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shortname: gcc10
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tag: hirsute
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cc: gcc
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cxx: g++
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- name: "gcc 11.x"
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shortname: gcc11
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tag: impish
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tag: jammy
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cc: gcc
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cxx: g++
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- name: "gcc 12.x"
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shortname: gcc12
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tag: kinetic
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cc: gcc
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cxx: g++
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- name: "Clang 6 (Boost 1.72)"
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tag: groovy
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cc: clang
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cxx: clang++
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- name: "Clang 12"
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- name: "Clang 12 (Boost 1.79)"
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shortname: clang12
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tag: hirsute
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cc: clang
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cxx: clang++
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- name: "Clang 13"
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- name: "Clang 13 (Boost 1.79)"
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shortname: clang13
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tag: impish
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cc: clang
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tag: jammy
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cc: clang
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cxx: clang++
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- name: "C++11 mode"
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shortname: c++11
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tag: rolling
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cc: gcc
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cxx: g++
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cxxflags: "-std=c++11"
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- name: "C++14 mode"
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shortname: c++14
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tag: rolling
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cc: gcc
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cxx: g++
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configureflags: --enable-unity-build
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- name: "C++11 classes enabled"
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- name: "Standard Library classes enabled"
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shortname: stdclasses
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tag: rolling
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cc: gcc
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container: ghcr.io/lballabio/quantlib-devenv:${{ matrix.tag }}
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steps:
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- uses: actions/checkout@v3
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- name: Cache
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uses: actions/cache@v3
138-
with:
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path: ~/.ccache
140-
key: linux-nondef-build-${{ matrix.shortname }}-${{ github.ref }}-${{ github.head_ref }}-${{ hashFiles('**/*.hpp', '**/*.cpp') }}
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restore-keys: |
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linux-nondef-build-${{ matrix.shortname }}-${{ github.ref }}-${{ github.head_ref }}-
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linux-nondef-build-${{ matrix.shortname }}-${{ github.ref }}-
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linux-nondef-build-${{ matrix.shortname }}-refs/heads/master-
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linux-nondef-build-${{ matrix.shortname }}-
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- name: Compiler version
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run: |
148137
${{ matrix.cc }} --version
149138
- name: Build
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run: |
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./autogen.sh
152-
./configure --disable-static --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="ccache ${{ matrix.cc }}" CXX="ccache ${{ matrix.cxx }}" CXXFLAGS="-O2 -g0 -Wall -Wno-unknown-pragmas -Werror ${{ matrix.cxxflags }}"
141+
./configure --disable-static --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 ${{ matrix.configureflags }} CC="${{ matrix.cc }}" CXX="${{ matrix.cxx }}" CXXFLAGS="-O2 -g0 -Wall -Wno-unknown-pragmas -Werror ${{ matrix.cxxflags }}"
153142
make -j 2
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- name: Run tests
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run: |

‎.github/workflows/linux.yml‎

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Original file line numberDiff line numberDiff line change
@@ -7,11 +7,6 @@ jobs:
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fail-fast: false
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matrix:
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include:
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- name: "gcc 4.8 (Boost 1.48)"
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shortname: gcc4
12-
tag: trusty
13-
cc: gcc
14-
cxx: g++
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- name: "gcc 5.4 (Boost 1.66)"
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shortname: gcc5
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tag: xenial
@@ -37,14 +32,20 @@ jobs:
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tag: focal
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cc: gcc
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cxx: g++
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- name: "gcc 10.x"
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- name: "gcc 10.3 (Boost 1.79)"
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shortname: gcc10
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tag: hirsute
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cc: gcc
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cxx: g++
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- name: "gcc 11.x"
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shortname: gcc11
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tag: impish
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tag: jammy
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cc: gcc
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cxx: g++
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tests: true
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- name: "gcc 12.x"
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shortname: gcc12
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tag: kinetic
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cc: gcc
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cxx: g++
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tests: true
@@ -78,12 +79,12 @@ jobs:
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tag: groovy
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cc: clang
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cxx: clang++
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- name: "Clang 12"
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- name: "Clang 12 (Boost 1.79)"
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shortname: clang12
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tag: hirsute
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cc: clang
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cxx: clang++
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- name: "Clang 13"
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- name: "Clang 13 (Boost 1.79)"
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shortname: clang13
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tag: impish
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cc: clang
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cc: clang
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cxx: clang++
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tests: true
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- name: "C++11 mode"
98-
shortname: c++11
99-
tag: rolling
100-
cc: gcc
101-
cxx: g++
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cxxflags: "-std=c++11 -Wno-cpp"
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- name: "C++14 mode"
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shortname: c++14
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tag: rolling
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138133
cxx: g++
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configureflags: --enable-indexed-coupons
140135
tests: true
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- name: "C++11 classes enabled"
136+
- name: "Standard Library classes enabled"
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shortname: stdclasses
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tag: rolling
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cc: gcc
@@ -191,15 +186,14 @@ jobs:
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steps:
192187
- uses: actions/checkout@v3
193188
- name: Cache
194-
uses: actions/cache@v3
189+
uses: hendrikmuhs/ccache-action@v1.2
195190
with:
196-
path: ~/.ccache
197-
key: linux-build-${{ matrix.shortname }}-${{ github.ref }}-${{ github.head_ref }}-${{ hashFiles('**/*.hpp', '**/*.cpp') }}
191+
key: linux-ci-build-${{ matrix.shortname }}-${{ github.ref }}-${{ github.head_ref }}-${{ hashFiles('**/*.hpp', '**/*.cpp') }}
198192
restore-keys: |
199-
linux-build-${{ matrix.shortname }}-${{ github.ref }}-${{ github.head_ref }}-
200-
linux-build-${{ matrix.shortname }}-${{ github.ref }}-
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linux-build-${{ matrix.shortname }}-refs/heads/master-
202-
linux-build-${{ matrix.shortname }}-
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linux-ci-build-${{ matrix.shortname }}-${{ github.ref }}-${{ github.head_ref }}-
194+
linux-ci-build-${{ matrix.shortname }}-${{ github.ref }}-
195+
linux-ci-build-${{ matrix.shortname }}-refs/heads/master-
196+
linux-ci-build-${{ matrix.shortname }}-
203197
- name: Compiler version
204198
run: |
205199
${{ matrix.cc }} --version

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