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Merge branch 'QPR-11909' into 'master'
QPR-11909 merge QL 1.31.1 into our fork Closes QPR-11909 See merge request qs/quantlib!59
2 parents b22dcd3 + 6e73437 commit f94a36d

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‎.appveyor.yml‎

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version: ci.{build}
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build:
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parallel: true
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parallel: false
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project: QuantLib.sln
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verbosity: normal
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‎.clang-tidy‎

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@@ -34,7 +34,6 @@ Checks: >
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-cppcoreguidelines-pro-type-const-cast,
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-cppcoreguidelines-pro-type-member-init,
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-cppcoreguidelines-pro-type-vararg,
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-cppcoreguidelines-special-member-functions,
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misc-*,
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-misc-confusable-identifiers,
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-misc-const-correctness,
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HeaderFilterRegex: '.*'
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FormatStyle: file
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CheckOptions:
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- key: cppcoreguidelines-special-member-functions.AllowSoleDefaultDtor
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value: 1
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- key: modernize-use-default-member-init.UseAssignment
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value: 1
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...

‎.github/workflows/cmake.yml‎

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cd build
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cmake .. -GNinja -DBOOST_ROOT=/usr -DCMAKE_BUILD_TYPE=Release -DQL_COMPILE_WARNING_AS_ERROR=ON -DCMAKE_CXX_COMPILER_LAUNCHER=ccache -L
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cmake --build . --verbose
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sudo cmake --install .
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sudo ldconfig
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- name: Test
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run: |
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cd build
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./test-suite/quantlib-test-suite --log_level=message
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quantlib-test-suite --log_level=message
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cmake-linux-with-options:
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runs-on: ubuntu-latest
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steps:
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run: |
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cmake --preset linux-ci-build-with-nonstandard-options -L
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cmake --build --preset linux-ci-build-with-nonstandard-options --verbose
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sudo cmake --build --preset linux-ci-build-with-nonstandard-options --target install
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- name: Test
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run: |
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cd build
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./test-suite/quantlib-test-suite --log_level=message
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quantlib-test-suite --log_level=message
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cmake-win:
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runs-on: windows-2022
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steps:
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call "C:\Program Files\Microsoft Visual Studio\2022\Enterprise\Vc\Auxiliary\Build\vcvarsall.bat" amd64 -vcvars_ver=14.3 || exit 1
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cmake .. -GNinja -DCMAKE_BUILD_TYPE=Release -DQL_COMPILE_WARNING_AS_ERROR=ON -DCMAKE_CXX_COMPILER_LAUNCHER=sccache -L
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cmake --build . --verbose
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cmake --install .
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dir ql\*.lib
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- name: Test
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cd build
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.\test-suite\quantlib-test-suite --log_level=message
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& "C:\Program Files (x86)\QuantLib\bin\quantlib-test-suite" --log_level=message
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cmake-win-dynamic-runtime:
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runs-on: windows-2022
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steps:
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call "C:\Program Files\Microsoft Visual Studio\2022\Enterprise\Vc\Auxiliary\Build\vcvarsall.bat" amd64 -vcvars_ver=14.3 || exit 1
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cmake .. -GNinja -DCMAKE_MSVC_RUNTIME_LIBRARY=MultiThreadedDLL -DCMAKE_BUILD_TYPE=Release -DQL_COMPILE_WARNING_AS_ERROR=ON -DCMAKE_CXX_COMPILER_LAUNCHER=sccache -L
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cmake --build . --verbose
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cmake --install .
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dir ql\*.lib
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- name: Test
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run: |
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cd build
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.\test-suite\quantlib-test-suite --log_level=message
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& "C:\Program Files (x86)\QuantLib\bin\quantlib-test-suite" --log_level=message
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cmake-win-with-options:
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runs-on: windows-2022
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steps:
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call "C:\Program Files\Microsoft Visual Studio\2022\Enterprise\Vc\Auxiliary\Build\vcvarsall.bat" amd64 -vcvars_ver=14.3 || exit 1
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cmake --preset windows-ci-build-with-nonstandard-options -L
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cmake --build --preset windows-ci-build-with-nonstandard-options --verbose
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cmake --build --preset windows-ci-build-with-nonstandard-options --target install
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- name: Test
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run: |
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cd build
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.\test-suite\quantlib-test-suite --log_level=message
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& "C:\Program Files (x86)\QuantLib\bin\quantlib-test-suite" --log_level=message
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cmake-macos:
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runs-on: macos-latest
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steps:
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cd build
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cmake .. -DCMAKE_BUILD_TYPE=Release -DQL_COMPILE_WARNING_AS_ERROR=ON -DCMAKE_CXX_COMPILER_LAUNCHER=ccache -GNinja -L
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cmake --build . --verbose
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cmake --install .
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- name: Test
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cd build
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./test-suite/quantlib-test-suite --log_level=message
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quantlib-test-suite --log_level=message

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

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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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tag: lunar
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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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cxx: clang++
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- name: "Clang 15"
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shortname: clang15
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tag: kinetic
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tag: lunar
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cc: clang
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cxx: clang++
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- name: "C++14 mode"
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cc: gcc
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cxx: g++
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configureflags: --enable-intraday
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- name: "Throwing in cycles enabled"
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shortname: cycles
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tag: rolling
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cc: gcc
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cxx: g++
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configureflags: --enable-throwing-in-cycles --disable-faster-lazy-objects
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- name: "Indexed coupons enabled"
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shortname: indexed
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tag: rolling

‎.github/workflows/linux-nondefault.yml‎

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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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tag: lunar
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cc: gcc
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- name: "Clang 6 (Boost 1.72)"
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cxx: clang++
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- name: "Clang 15"
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shortname: clang15
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tag: kinetic
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tag: lunar
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cc: clang
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- name: "C++14 mode"
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- name: Build
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./autogen.sh
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./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 }}"
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./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 --disable-faster-lazy-objects --enable-throwing-in-cycles --enable-null-as-functions ${{ matrix.configureflags }} CC="${{ matrix.cc }}" CXX="${{ matrix.cxx }}" CXXFLAGS="-O2 -g0 -Wall -Wno-unknown-pragmas -Werror ${{ matrix.cxxflags }}"
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‎.github/workflows/linux.yml‎

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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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tag: lunar
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cc: gcc
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tests: true
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tests: true
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- name: "Clang 15"
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shortname: clang15
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tag: kinetic
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tag: lunar
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cc: clang
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cxx: clang++
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tests: true
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configureflags: --enable-intraday
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tests: true
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- name: "Throwing in cycles enabled"
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shortname: cycles
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tag: rolling
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cc: gcc
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cxx: g++
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configureflags: --enable-throwing-in-cycles --disable-faster-lazy-objects
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tests: true
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- name: "Indexed coupons enabled"
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shortname: indexed
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tag: rolling

‎.github/workflows/macos-nondefault.yml‎

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./autogen.sh
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./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"
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./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 --disable-faster-lazy-objects --enable-throwing-in-cycles --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"
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make -j 3
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‎.github/workflows/sanitizer.yml‎

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- cron: '0 0 * * 0'
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workflow_dispatch:
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sanitize:
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sanitize-address-undefined:
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container: ghcr.io/lballabio/quantlib-devenv:rolling
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./autogen.sh
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./configure --disable-static CC="gcc" CXX="g++" CXXFLAGS="-O2 -g0 -fsanitize=address,undefined -fno-sanitize-recover=all -fno-omit-frame-pointer -Wall -Wno-unknown-pragmas -Werror"
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make -j 2
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- name: Run tests
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LSAN_OPTIONS=suppressions=.lsan.txt ./test-suite/quantlib-test-suite --log_level=message
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- name: Run examples
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make check-examples
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sanitize-thread:
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runs-on: ubuntu-latest
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container: ghcr.io/lballabio/quantlib-devenv:rolling
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steps:
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- uses: actions/checkout@v3
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- name: Compiler version
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gcc --version
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- name: Build
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./autogen.sh
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./configure --disable-static --enable-sessions --enable-thread-safe-observer-pattern CC="gcc" CXX="g++" CXXFLAGS="-O2 -g0 -fsanitize=thread -fno-sanitize-recover=all -Wall -Wno-unknown-pragmas -Werror"
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make -j 2
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./test-suite/quantlib-test-suite --log_level=message

‎.github/workflows/test-times.yml‎

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./autogen.sh
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./configure --disable-static CC="ccache gcc" CXX="ccache g++" CXXFLAGS="-O2 -g0"
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make -j 2
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- name: Run tests
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- name: Run faster tests
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./test-suite/quantlib-test-suite --logger=JUNIT,warning,faster.xml:HRF,message -- --faster
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- name: Run fast tests
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./test-suite/quantlib-test-suite --logger=JUNIT,warning,fast.xml:HRF,message -- --fast
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- name: Run all tests
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./test-suite/quantlib-test-suite --logger=JUNIT,warning,all.xml:HRF,message
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- name: Save test times
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uses: actions/upload-artifact@v3
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with:
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name: test-reports
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path: ./all.xml
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path: ./*.xml
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- name: Check test times
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‎.lsan.txt‎

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