Merge branch 'QPR-11075' into 'master'

Merge with quantlib 1.27

Closes QPR-11075

See merge request qs/quantlib!25

Author: pcaspers

.appveyor.yml

@@ -1,5 +1,5 @@
 image:
-  - Visual Studio 2013
+  - Visual Studio 2015
   - Visual Studio 2022
 
 platform: x64
@@ -16,9 +16,9 @@ for:
 -
   matrix:
     only:
-      - image: Visual Studio 2013
+      - image: Visual Studio 2015
   before_build:
-    - COPY .appveyor\VS2013.props .\Build.props
+    - COPY .appveyor\VS2015.props .\Build.props
   test_script:
     - .\test-suite\bin\QuantLib-test-suite-x64-mt.exe --log_level=message --build_info=yes -- --faster
 -

.appveyor/VS2013.props .appveyor/VS2015.props.appveyor/VS2013.props renamed to .appveyor/VS2015.props

@@ -4,10 +4,10 @@
   <PropertyGroup Label="UserMacros" />
   <ItemDefinitionGroup>
     <ClCompile>
-      <AdditionalIncludeDirectories>C:\Libraries\boost_1_58_0;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+      <AdditionalIncludeDirectories>C:\Libraries\boost_1_69_0;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
     </ClCompile>
     <Link>
-      <AdditionalLibraryDirectories>C:\Libraries\boost_1_58_0\lib64-msvc-12.0;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
+      <AdditionalLibraryDirectories>C:\Libraries\boost_1_69_0\lib64-msvc-14.0;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
     </Link>
   </ItemDefinitionGroup>
   <ItemGroup />

.clang-tidy

@@ -1,12 +1,59 @@
 ---
-Checks:          '-*,readability-*,bugprone-*,misc-*,performance-*,modernize-*,-readability-else-after-return,-readability-named-parameter,-readability-braces-around-statements,-readability-inconsistent-declaration-parameter-name,-readability-isolate-declaration,-readability-magic-numbers,-readability-convert-member-functions-to-static,-bugprone-macro-parentheses,-bugprone-narrowing-conversions,-bugprone-branch-clone,-misc-non-private-member-variables-in-classes,-misc-unused-parameters,-modernize-avoid-c-arrays,-modernize-make-shared,,-modernize-use-trailing-return-type,-modernize-use-using'
-WarningsAsErrors: ''
+Checks: >
+        -*,
+        bugprone-*,
+          -bugprone-branch-clone,
+          -bugprone-macro-parentheses,
+          -bugprone-narrowing-conversions,
+        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-goto,
+          -cppcoreguidelines-avoid-magic-numbers,
+          -cppcoreguidelines-avoid-non-const-global-variables,
+          -cppcoreguidelines-init-variables,
+          -cppcoreguidelines-macro-usage,
+          -cppcoreguidelines-narrowing-conversions,
+          -cppcoreguidelines-non-private-member-variables-in-classes,
+          -cppcoreguidelines-owning-memory,
+          -cppcoreguidelines-pro-bounds-array-to-pointer-decay,
+          -cppcoreguidelines-pro-bounds-constant-array-index,
+          -cppcoreguidelines-pro-bounds-pointer-arithmetic,
+          -cppcoreguidelines-pro-type-const-cast,
+          -cppcoreguidelines-pro-type-member-init,
+          -cppcoreguidelines-pro-type-vararg,
+          -cppcoreguidelines-special-member-functions,
+        misc-*,
+          -misc-no-recursion,
+          -misc-non-private-member-variables-in-classes,
+          -misc-unused-parameters,
+        modernize-*,
+          -modernize-avoid-c-arrays,
+          -modernize-make-shared,
+          -modernize-use-trailing-return-type,
+          -modernize-use-using,
+        performance-*,
+        readability-*,
+          -readability-braces-around-statements,
+          -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-named-parameter,
+          -readability-simplify-boolean-expr,
+          -readability-use-anyofallof,
 HeaderFilterRegex: '.*'
-AnalyzeTemporaryDtors: false
-FormatStyle:     file
+FormatStyle: file
 CheckOptions:
   - key:   modernize-use-default-member-init.UseAssignment
     value: 1
-  - key:   modernize-use-noexcept.ReplacementString
-    value: QL_NOEXCEPT
 ...

.github/workflows/cmake.yml

@@ -4,11 +4,11 @@ jobs:
   cmake-linux:
     runs-on: ubuntu-latest
     steps:
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v3
     - name: Setup
       run: |
         sudo apt update
-        sudo apt install -y libboost-all-dev
+        sudo apt install -y libboost-dev
     - name: Compile
       env:
         CXXFLAGS: -O2
@@ -24,7 +24,7 @@ jobs:
   cmake-linux-with-options:
     runs-on: ubuntu-latest
     steps:
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v3
     - name: Setup
       run: |
         sudo apt update
@@ -40,17 +40,17 @@ jobs:
         cd build
         ./test-suite/quantlib-test-suite --log_level=message
   cmake-win:
-    runs-on: windows-latest
+    runs-on: windows-2022
     steps:
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v3
     - name: Setup
       run: |
-        $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.75.0/binaries/boost_1_75_0-msvc-14.2-64.exe"
+        $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.78.0/binaries/boost_1_78_0-msvc-14.3-64.exe"
         (New-Object System.Net.WebClient).DownloadFile($Url, "$env:TEMP\boost.exe")
-        Start-Process -Wait -FilePath "$env:TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost-1.75.0"
+        Start-Process -Wait -FilePath "$env:TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost-1.78.0"
     - name: Compile
       env:
-        BOOST_ROOT: C:\local\boost-1.75.0
+        BOOST_ROOT: C:\local\boost-1.78.0
       run: |
         mkdir build
         cd build
@@ -61,17 +61,17 @@ jobs:
         cd build
         .\test-suite\Release\quantlib-test-suite --log_level=message
   cmake-win-with-options:
-    runs-on: windows-latest
+    runs-on: windows-2022
     steps:
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v3
     - name: Setup
       run: |
-        $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.75.0/binaries/boost_1_75_0-msvc-14.2-64.exe"
+        $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.78.0/binaries/boost_1_78_0-msvc-14.3-64.exe"
         (New-Object System.Net.WebClient).DownloadFile($Url, "$env:TEMP\boost.exe")
-        Start-Process -Wait -FilePath "$env:TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost-1.75.0"
+        Start-Process -Wait -FilePath "$env:TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost-1.78.0"
     - name: Compile
       env:
-        BOOST_ROOT: C:\local\boost-1.75.0
+        BOOST_ROOT: C:\local\boost-1.78.0
       run: |
         cmake --preset windows-ci-build-with-nonstandard-options
         cmake --build --preset windows-ci-build-with-nonstandard-options
@@ -82,7 +82,7 @@ jobs:
   cmake-macos:
     runs-on: macos-latest
     steps:
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v3
     - name: Setup
       run: |
         brew install boost

.github/workflows/codeql-analysis.yml

@@ -12,48 +12,26 @@ jobs:
     name: CodeQL analysis
     runs-on: ubuntu-latest
 
-    strategy:
-      fail-fast: false
-      matrix:
-        # Override automatic language detection by changing the below list
-        # Supported options are ['csharp', 'cpp', 'go', 'java', 'javascript', 'python']
-        language: ['cpp']
-        # Learn more...
-        # https://docs.github.com/en/github/finding-security-vulnerabilities-and-errors-in-your-code/configuring-code-scanning#overriding-automatic-language-detection
-
     steps:
     - name: Checkout repository
-      uses: actions/checkout@v2
-      with:
-        # We must fetch at least the immediate parents so that if this is
-        # a pull request then we can checkout the head.
-        fetch-depth: 2
-
-    # If this run was triggered by a pull request event, then checkout
-    # the head of the pull request instead of the merge commit.
-    - run: git checkout HEAD^2
-      if: ${{ github.event_name == 'pull_request' }}
+      uses: actions/checkout@v3
 
     # Initializes the CodeQL tools for scanning.
     - name: Initialize CodeQL
-      uses: github/codeql-action/init@v1
+      uses: github/codeql-action/init@v2
       with:
-        languages: ${{ matrix.language }}
-        # If you wish to specify custom queries, you can do so here or in a config file.
-        # By default, queries listed here will override any specified in a config file. 
-        # Prefix the list here with "+" to use these queries and those in the config file.
-        # queries: ./path/to/local/query, your-org/your-repo/queries@main
+        languages: cpp
 
     # Set up build environment
     - name: Setup
       run: |
         sudo apt update
-        sudo apt install -y libboost-all-dev
+        sudo apt install -y libboost-dev
 
     # Autobuild attempts to build any compiled languages  (C/C++, C#, or Java).
     # If this step fails, then you should remove it and run the build manually (see below)
     - name: Autobuild
-      uses: github/codeql-action/autobuild@v1
+      uses: github/codeql-action/autobuild@v2
 
     # ℹ️ Command-line programs to run using the OS shell.
     # 📚 https://git.io/JvXDl
@@ -67,4 +45,4 @@ jobs:
     #   make release
 
     - name: Perform CodeQL Analysis
-      uses: github/codeql-action/analyze@v1
+      uses: github/codeql-action/analyze@v2

.github/workflows/copyrights.yml

@@ -7,11 +7,11 @@ jobs:
   copyrights:
     runs-on: ubuntu-latest
     steps:
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v3
     - name: Check
       run: |
         ./tools/check_copyrights.sh
-    - uses: peter-evans/create-pull-request@v3
+    - uses: peter-evans/create-pull-request@v4
       with:
         token: ${{ secrets.GITHUB_TOKEN }}
         branch: update-copyright-list-${{ github.ref }}

.github/workflows/coveralls.yml

@@ -4,11 +4,11 @@ jobs:
   coverage:
     runs-on: ubuntu-latest
     steps:
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v3
     - name: Setup
       run: |
         sudo apt update
-        sudo apt install -y lcov libboost-all-dev
+        sudo apt install -y lcov libboost-dev
     - name: Compile
       run: |
         ./autogen.sh

.github/workflows/doxygen.yml

@@ -4,7 +4,7 @@ jobs:
   docs:
     runs-on: macos-latest
     steps:
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v3
     - name: Setup
       run: |
         rm -f /usr/local/bin/2to3

.github/workflows/filelists.yml

@@ -4,11 +4,11 @@ jobs:
   filelists:
     runs-on: ubuntu-latest
     steps:
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v3
     - name: Setup
       run: |
         sudo apt update
-        sudo apt install -y libboost-all-dev
+        sudo apt install -y libboost-dev
     - name: Configure
       run: |
         ./autogen.sh

.github/workflows/generated-headers.yml

@@ -0,0 +1,31 @@
+name: Update generated headers
+on:
+  push:
+    branches:
+      - '**'
+jobs:
+  filelists:
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@v3
+    - name: Setup
+      run: |
+        sudo apt update
+        sudo apt install -y libboost-dev
+    - name: Configure
+      run: |
+        ./autogen.sh
+        ./configure
+    - name: Update headers
+      run: |
+        find ql -name *.am | xargs touch
+        make dist
+        rm QuantLib-*.tar.gz
+    - uses: peter-evans/create-pull-request@v4
+      with:
+        token: ${{ secrets.GITHUB_TOKEN }}
+        branch: update-generated-headers-${{ github.ref }}
+        delete-branch: true
+        commit-message: 'Update generated headers'
+        title: 'Update generated headers'
+        author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>