Merge branch 'master' into feature/expose_OvernightIndexedCouponPricer

.github/workflows/devenv-images.yml

@@ -12,7 +12,7 @@ jobs:
     runs-on: ubuntu-latest
     strategy:
       matrix:
-        tag: [lunar, mantic, noble]
+        tag: [lunar, mantic, noble, oracular]
     steps:
     - uses: actions/checkout@v4
     - name: Build CI images

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

@@ -40,6 +40,11 @@ jobs:
             tag: noble
             cc: gcc
             cxx: g++
+          - name: "gcc 14.x"
+            shortname: gcc14
+            tag: oracular
+            cc: gcc
+            cxx: g++
           - name: "Clang 7 (Boost 1.72)"
             shortname: clang7
             tag: cosmic

.github/workflows/linux-nondefault.yml

@@ -40,6 +40,11 @@ jobs:
             tag: noble
             cc: gcc
             cxx: g++
+          - name: "gcc 14.x"
+            shortname: gcc14
+            tag: oracular
+            cc: gcc
+            cxx: g++
           - name: "Clang 7 (Boost 1.72)"
             shortname: clang7
             tag: cosmic

.github/workflows/linux.yml

@@ -23,6 +23,12 @@ jobs:
             cc: gcc
             cxx: g++
             tests: true
+          - name: "gcc 14.x"
+            shortname: gcc14
+            tag: oracular
+            cc: gcc
+            cxx: g++
+            tests: true
           - name: "Clang 10 (Boost 1.78)"
             shortname: clang10
             tag: focal

cmake/Platform.cmake

@@ -32,7 +32,13 @@ if (MSVC)
     # /w34127
     # Enable warning under W3: conditional expression is constant
 
-    add_compile_options(/wd4267 /wd4819 /wd26812 /w34127)
+    # /w34702
+    # Enable warning under W3: unreachable code
+
+    # /w35262
+    # Enable warning under W3: implicit fall-through occurs here; are you missing a break statement?
+
+    add_compile_options(/wd4267 /wd4819 /wd26812 /w34127 /w34702 /w35262)
 
     # Silence all C++17 deprecation warnings, same as in the vcxproj files
     add_compile_definitions(_SILENCE_ALL_CXX17_DEPRECATION_WARNINGS)

ql/experimental/math/laplaceinterpolation.cpp

@@ -145,7 +145,7 @@ for (auto const& m : map_)
                     // handling of the "corners", all second derivs are zero in the op
                     // this directly generalizes Numerical Recipes, 3rd ed, eq 3.8.6
                     Real sum_corner_h =
-                        std::accumulate(corner_h.begin(), corner_h.end(), Real(0.0), std::plus<Real>());
+                        std::accumulate(corner_h.begin(), corner_h.end(), Real(0.0), std::plus<>());
                     for (Size j = 0; j < dim.size(); ++j) {
                         std::vector<Size> coord_j(coord);
                         coord_j[j] = corner_neighbour_index[j];

ql/instruments/makecds.cpp

@@ -64,7 +64,8 @@ namespace QuantLib {
                 end = tradeDate + *tenor_;
             }
         } else {
-            end = *termDate_;
+            // we have two exclusive constructors; if we don't have a tenor, we have a term date
+            end = *termDate_; // NOLINT(bugprone-unchecked-optional-access)
         }
 
         Schedule schedule(protectionStart, end, couponTenor_, WeekendsOnly(), Following,

ql/math/integrals/exponentialintegrals.cpp

@@ -170,8 +170,6 @@ namespace QuantLib {
                 }
                 return (acc + std::complex<Real>(0.0, sign(z.imag())*M_PI))
                         - std::exp(z)/ (1.0 - z + ei);
-
-                QL_FAIL("series conversion issue for Ei(" << z << ")");
             }
 
             std::complex<Real> s(0.0), sn=z;

ql/pricingengines/blackformula.cpp

@@ -836,7 +836,7 @@ namespace QuantLib {
 
     namespace {
 
-        static boost::math::normal_distribution<double> normal_dist;
+        boost::math::normal_distribution<double> normal_dist;
 
         Real phi(const Real x) {
             return boost::math::pdf(normal_dist, x);

ql/pricingengines/swap/discretizedswap.cpp

@@ -59,7 +59,7 @@ namespace QuantLib {
 
         // NOLINTNEXTLINE(readability-implicit-bool-conversion)
         auto includeTodaysCashFlows = Settings::instance().includeTodaysCashFlows() &&
-                                      *Settings::instance().includeTodaysCashFlows();
+                                      *Settings::instance().includeTodaysCashFlows(); // NOLINT(bugprone-unchecked-optional-access)
 
         auto nrOfFixedCoupons = args.fixedResetDates.size();
         fixedResetTimes_.resize(nrOfFixedCoupons);

ql/pricingengines/vanilla/analytichestonengine.cpp

@@ -175,7 +175,7 @@ namespace QuantLib {
         sigma2_(sigma_*sigma_),
         rsigma_(rho*sigma_),
         t0_(kappa - ((j== 1)? rho*sigma : Real(0))),
-        
+
         engine_(engine)
     {
     }
@@ -488,9 +488,11 @@ namespace QuantLib {
                         *(v0 + kappa*theta*term)
                   - 2*kappa*theta*std::atan(rho/std::sqrt(1-rho*rho))))
                           /(sigma*sigma);
+            [[fallthrough]];
           case AngledContour:
             vAvg_ = (1-std::exp(-kappa*term))*(v0 - theta)
                       /(kappa*term) + theta;
+            [[fallthrough]];
           case AngledContourNoCV:
             {
               const Real r = rho - sigma*freq_ / (v0 + kappa*theta*term);

ql/time/ecb.cpp

@@ -303,7 +303,6 @@ namespace QuantLib {
             if (incrementAndCheckForOverlow(nextCodeStr[4]))
                 incrementAndCheckForOverlow(nextCodeStr[3]);
         }
-        return nextCodeStr;
 
         #if defined(QL_EXTRA_SAFETY_CHECKS)
         QL_ENSURE(isECBcode(nextCodeStr),

ql/timegrid.hpp

@@ -106,9 +106,14 @@ namespace QuantLib {
                 std::adjacent_difference(mandatoryTimes_.begin(),
                                          mandatoryTimes_.end(),
                                          std::back_inserter(diff));
+                QL_REQUIRE(!diff.empty(), "at least two distinct points required in time grid");
+
                 if (diff.front()==0.0)
                     diff.erase(diff.begin());
-                dtMax = *(std::min_element(diff.begin(), diff.end()));
+
+                auto i = std::min_element(diff.begin(), diff.end());
+                QL_REQUIRE(i != diff.end(), "not enough distinct points in time grid");
+                dtMax = *i;
             } else {
                 dtMax = last/steps;
             }

test-suite/defaultprobabilitycurves.cpp

@@ -491,6 +491,7 @@ BOOST_AUTO_TEST_CASE(testIterativeBootstrapRetries) {
 
     // Create the CDS spread helpers.
     vector<ext::shared_ptr<DefaultProbabilityHelper> > instruments;
+    instruments.reserve(cdsSpreads.size());
     for (auto & cdsSpread : cdsSpreads) {
         instruments.push_back(ext::make_shared<SpreadCdsHelper>(
             cdsSpread.second, cdsSpread.first, settlementDays, calendar,

test-suite/quantlibbenchmark.cpp

@@ -121,6 +121,7 @@ namespace {
             Benchmark(Benchmark&& move) = default;        
             Benchmark& operator=(const Benchmark &other) = default;
             Benchmark& operator=(Benchmark &&other) = default;
+            ~Benchmark() = default;
 
             double getCost() const          { return cost_; }
             std::string getName() const     { return name_; }
@@ -262,8 +263,7 @@ namespace {
                         std::string msg = "Unable to find the Boost test unit for Benchmark '";
                         msg += b.getName();
                         msg += "'";
-                        std::runtime_error err(msg);
-                        throw err;
+                        throw std::runtime_error(msg);
                     }
                 }
             }
@@ -575,7 +575,7 @@ QL_BENCHMARK_DECLARE(RoundingTests, testClosest, 100000, 0.1);
 
 
 
-int main(int argc, char* argv[] ) 
+int main(int argc, char* argv[] )  // NOLINT(bugprone-exception-escape)
 {
     const std::string clientModeStr = "--client_mode=true";
     bool clientMode = false;

test-suite/quantlibglobalfixture.cpp

@@ -103,7 +103,7 @@ QuantLibGlobalFixture::QuantLibGlobalFixture() {
                    ? "reference date events are included,\n"
                    : "reference date events are excluded,\n")
            << (settings.includeTodaysCashFlows()
-                   ? (*settings.includeTodaysCashFlows()
+                   ? (*settings.includeTodaysCashFlows() // NOLINT(bugprone-unchecked-optional-access)
                         ? "today's cashflows are included,\n"
                         : "today's cashflows are excluded,\n")
                    : "")
@@ -166,4 +166,4 @@ SpeedLevel speed_level(int argc, char** argv) {
             return Faster;
     }
     return Slow;
-}
+}