Merge branch 'upsteam-fixes' of github.com:matlogica/QuantLib into up…

…steam-fixes

.appveyor.yml

@@ -1,6 +1,6 @@
 image:
  - Visual Studio 2015
- - Visual Studio 2022
+ - Visual Studio 2017
 
 platform: x64
 configuration: Release
@@ -18,16 +18,10 @@ for:
  only:
  - image: Visual Studio 2015
  before_build:
- - COPY .appveyor\VS2015.props .\Build.props
- test_script:
- - .\test-suite\bin\QuantLib-test-suite-x64-mt.exe --log_level=message --build_info=yes -- --faster
+ - COPY .ci\VS2015.props .\Build.props
 -
  matrix:
  only:
- - image: Visual Studio 2022
+ - image: Visual Studio 2017
  before_build:
- - COPY .appveyor\VS2022.props .\Build.props
- - COPY .appveyor\Unity.props .\Directory.Build.props
- test_script:
- - .\test-suite\bin\QuantLib-test-suite-x64-mt.exe --log_level=message --build_info=yes
-
+ - COPY .ci\VS2017.props .\Build.props

.appveyor/VS2015.props → .ci/VS2015.props

@@ -2,9 +2,13 @@
 <Project ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
  <ImportGroup Label="PropertySheets" />
  <PropertyGroup Label="UserMacros" />
+ <PropertyGroup>
+ <LinkIncremental>false</LinkIncremental>
+ </PropertyGroup>
  <ItemDefinitionGroup>
  <ClCompile>
  <AdditionalIncludeDirectories>C:\Libraries\boost_1_69_0;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+ <Optimization>Disabled</Optimization>
  </ClCompile>
  <Link>
  <AdditionalLibraryDirectories>C:\Libraries\boost_1_69_0\lib64-msvc-14.0;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>

.ci/VS2017.props

@@ -0,0 +1,19 @@
+<?xml version="1.0" encoding="utf-8"?>
+<Project ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+ <ImportGroup Label="PropertySheets" />
+ <PropertyGroup Label="UserMacros" />
+ <PropertyGroup>
+ <LinkIncremental>false</LinkIncremental>
+ </PropertyGroup>
+ <ItemDefinitionGroup>
+ <ClCompile>
+ <AdditionalIncludeDirectories>C:\Libraries\boost_1_69_0;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+ <AdditionalOptions>/bigobj %(AdditionalOptions)</AdditionalOptions>
+ <Optimization>Disabled</Optimization>
+ </ClCompile>
+ <Link>
+ <AdditionalLibraryDirectories>C:\Libraries\boost_1_69_0\lib64-msvc-14.1;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
+ </Link>
+ </ItemDefinitionGroup>
+ <ItemGroup />
+</Project>

.ci/VS2019.alt.props

@@ -0,0 +1,15 @@
+<?xml version="1.0" encoding="utf-8"?>
+<Project ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+ <ImportGroup Label="PropertySheets" />
+ <PropertyGroup Label="UserMacros" />
+ <ItemDefinitionGroup>
+ <ClCompile>
+ <AdditionalIncludeDirectories>C:\local\boost;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+ <AdditionalOptions>/bigobj %(AdditionalOptions)</AdditionalOptions>
+ <TreatWarningAsError>true</TreatWarningAsError>
+ <LanguageStandard>stdcpp17</LanguageStandard>
+ <PreprocessorDefinitions>_SILENCE_ALL_CXX17_DEPRECATION_WARNINGS;%(PreprocessorDefinitions)</PreprocessorDefinitions>
+ </ClCompile>
+ </ItemDefinitionGroup>
+ <ItemGroup />
+</Project>

.appveyor/VS2019.props → .ci/VS2019.props

@@ -4,13 +4,10 @@
  <PropertyGroup Label="UserMacros" />
  <ItemDefinitionGroup>
  <ClCompile>
- <AdditionalIncludeDirectories>C:\Libraries\boost_1_73_0;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+ <AdditionalIncludeDirectories>C:\local\boost;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
  <AdditionalOptions>/bigobj %(AdditionalOptions)</AdditionalOptions>
  <TreatWarningAsError>true</TreatWarningAsError>
  </ClCompile>
- <Link>
- <AdditionalLibraryDirectories>C:\Libraries\boost_1_73_0\lib64-msvc-14.2;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
- </Link>
  </ItemDefinitionGroup>
  <ItemGroup />
 </Project>

.ci/VS2022.alt.props

@@ -0,0 +1,15 @@
+<?xml version="1.0" encoding="utf-8"?>
+<Project ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+ <ImportGroup Label="PropertySheets" />
+ <PropertyGroup Label="UserMacros" />
+ <ItemDefinitionGroup>
+ <ClCompile>
+ <AdditionalIncludeDirectories>C:\local\boost;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+ <AdditionalOptions>/bigobj %(AdditionalOptions)</AdditionalOptions>
+ <TreatWarningAsError>true</TreatWarningAsError>
+ <LanguageStandard>stdcpp17</LanguageStandard>
+ <PreprocessorDefinitions>_SILENCE_ALL_CXX17_DEPRECATION_WARNINGS;%(PreprocessorDefinitions)</PreprocessorDefinitions>
+ </ClCompile>
+ </ItemDefinitionGroup>
+ <ItemGroup />
+</Project>

.appveyor/VS2022.props → .ci/VS2022.props

@@ -4,13 +4,10 @@
  <PropertyGroup Label="UserMacros" />
  <ItemDefinitionGroup>
  <ClCompile>
- <AdditionalIncludeDirectories>C:\Libraries\boost_1_83_0;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+ <AdditionalIncludeDirectories>C:\local\boost;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
  <AdditionalOptions>/bigobj %(AdditionalOptions)</AdditionalOptions>
  <TreatWarningAsError>true</TreatWarningAsError>
  </ClCompile>
- <Link>
- <AdditionalLibraryDirectories>C:\Libraries\boost_1_83_0\lib64-msvc-14.3;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
- </Link>
  </ItemDefinitionGroup>
  <ItemGroup />
 </Project>

.ci/userconfig2019.alt.hpp

@@ -0,0 +1,137 @@
+/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
+
+/*
+ Copyright (C) 2004, 2011 Ferdinando Ametrano
+ Copyright (C) 2004, 2005 StatPro Italia srl
+
+ This file is part of QuantLib, a free-software/open-source library
+ for financial quantitative analysts and developers - http://quantlib.org/
+
+ QuantLib is free software: you can redistribute it and/or modify it
+ under the terms of the QuantLib license. You should have received a
+ copy of the license along with this program; if not, please email
+ <quantlib-dev@lists.sf.net>. The license is also available online at
+ <http://quantlib.org/license.shtml>.
+
+ This program is distributed in the hope that it will be useful, but WITHOUT
+ ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+ FOR A PARTICULAR PURPOSE. See the license for more details.
+*/
+
+#ifndef quantlib_config_hpp
+#define quantlib_config_hpp
+
+/***************************************************************
+ User configuration section:
+ modify the following definitions to suit your preferences.
+
+ Do not modify this file if you are using a Linux/Unix system:
+ it will not be read by the compiler. The definitions below
+ will be provided by running ./configure instead.
+****************************************************************/
+
+/* Define this if error messages should include current function
+ information. */
+#ifndef QL_ERROR_FUNCTIONS
+# define QL_ERROR_FUNCTIONS
+#endif
+
+/* Define this if error messages should include file and line information. */
+#ifndef QL_ERROR_LINES
+# define QL_ERROR_LINES
+#endif
+
+/* Define this if tracing messages should be allowed (whether they are
+ actually emitted will depend on run-time settings.) */
+#ifndef QL_ENABLE_TRACING
+# define QL_ENABLE_TRACING
+#endif
+
+/* Define this if extra safety checks should be performed. This can degrade
+ performance. */
+#ifndef QL_EXTRA_SAFETY_CHECKS
+# define QL_EXTRA_SAFETY_CHECKS
+#endif
+
+/* Define this to use indexed coupons instead of par coupons in floating
+ legs as the default in 'bool IborCoupon::Settings::usingAtParCoupons();'. */
+#ifndef QL_USE_INDEXED_COUPON
+# define QL_USE_INDEXED_COUPON
+#endif
+
+/* Define this to have singletons return different instances for
+ different threads; in particular, this means that the evaluation
+ date, the stored index fixings and any other settings will be
+ per-thread.
+*/
+#ifndef QL_ENABLE_SESSIONS
+# define QL_ENABLE_SESSIONS
+#endif
+
+/* Define this to enable the thread-safe observer pattern. You should
+ enable it if you want to use QuantLib via the SWIG layer within
+ the JVM or .NET eco system or any environment with an
+ async garbage collector */
+#ifndef QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN
+# define QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN
+#endif
+
+/* Define this to enable a date resolution down to microseconds and
+ allow for accurate intraday pricing. */
+#ifndef QL_HIGH_RESOLUTION_DATE
+# define QL_HIGH_RESOLUTION_DATE
+#endif
+
+/* Define this if you want to throw an exception when a notification
+ loop is detected. Enabling this option is recommended but might
+ cause existing code to throw. */
+#ifndef QL_THROW_IN_CYCLES
+# define QL_THROW_IN_CYCLES
+#endif
+
+/* Undefine this if you want lazy objects to forward all notifications
+ instead of just the first. Disabling this option is safer in some
+ cases but can be a lot slower. */
+#ifndef QL_FASTER_LAZY_OBJECTS
+//# define QL_FASTER_LAZY_OBJECTS
+#endif
+
+/* Define this to use std::any instead of boost::any. */
+#ifndef QL_USE_STD_ANY
+# define QL_USE_STD_ANY
+#endif
+
+/* Define this to use std::optional instead of boost::optional. */
+#ifndef QL_USE_STD_OPTIONAL
+# define QL_USE_STD_OPTIONAL
+#endif
+
+/* Define this to use standard smart pointers instead of Boost ones.
+ Note that std::shared_ptr does not check access and can
+ cause segmentation faults. */
+#ifndef QL_USE_STD_SHARED_PTR
+# define QL_USE_STD_SHARED_PTR
+#endif
+
+/* Undefine this to use boost::function and boost::bind instead of
+ std::function and std::bind. */
+#ifndef QL_USE_STD_FUNCTION
+//# define QL_USE_STD_FUNCTION
+#endif
+
+/* Undefine this to use boost::tuple instead of std::tuple. */
+#ifndef QL_USE_STD_TUPLE
+//# define QL_USE_STD_TUPLE
+#endif
+
+/* Define this to enable the implementation of Null as template functions. */
+#ifndef QL_NULL_AS_FUNCTIONS
+# define QL_NULL_AS_FUNCTIONS
+#endif
+
+/* Define this to enable the parallel unit test runner */
+#ifndef QL_ENABLE_PARALLEL_UNIT_TEST_RUNNER
+//# define QL_ENABLE_PARALLEL_UNIT_TEST_RUNNER
+#endif
+
+#endif

.ci/userconfig2022.alt.hpp

@@ -0,0 +1,137 @@
+/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
+
+/*
+ Copyright (C) 2004, 2011 Ferdinando Ametrano
+ Copyright (C) 2004, 2005 StatPro Italia srl
+
+ This file is part of QuantLib, a free-software/open-source library
+ for financial quantitative analysts and developers - http://quantlib.org/
+
+ QuantLib is free software: you can redistribute it and/or modify it
+ under the terms of the QuantLib license. You should have received a
+ copy of the license along with this program; if not, please email
+ <quantlib-dev@lists.sf.net>. The license is also available online at
+ <http://quantlib.org/license.shtml>.
+
+ This program is distributed in the hope that it will be useful, but WITHOUT
+ ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+ FOR A PARTICULAR PURPOSE. See the license for more details.
+*/
+
+#ifndef quantlib_config_hpp
+#define quantlib_config_hpp
+
+/***************************************************************
+ User configuration section:
+ modify the following definitions to suit your preferences.
+
+ Do not modify this file if you are using a Linux/Unix system:
+ it will not be read by the compiler. The definitions below
+ will be provided by running ./configure instead.
+****************************************************************/
+
+/* Define this if error messages should include current function
+ information. */
+#ifndef QL_ERROR_FUNCTIONS
+# define QL_ERROR_FUNCTIONS
+#endif
+
+/* Define this if error messages should include file and line information. */
+#ifndef QL_ERROR_LINES
+# define QL_ERROR_LINES
+#endif
+
+/* Define this if tracing messages should be allowed (whether they are
+ actually emitted will depend on run-time settings.) */
+#ifndef QL_ENABLE_TRACING
+# define QL_ENABLE_TRACING
+#endif
+
+/* Define this if extra safety checks should be performed. This can degrade
+ performance. */
+#ifndef QL_EXTRA_SAFETY_CHECKS
+# define QL_EXTRA_SAFETY_CHECKS
+#endif
+
+/* Define this to use indexed coupons instead of par coupons in floating
+ legs as the default in 'bool IborCoupon::Settings::usingAtParCoupons();'. */
+#ifndef QL_USE_INDEXED_COUPON
+# define QL_USE_INDEXED_COUPON
+#endif
+
+/* Define this to have singletons return different instances for
+ different threads; in particular, this means that the evaluation
+ date, the stored index fixings and any other settings will be
+ per-thread.
+*/
+#ifndef QL_ENABLE_SESSIONS
+# define QL_ENABLE_SESSIONS
+#endif
+
+/* Define this to enable the thread-safe observer pattern. You should
+ enable it if you want to use QuantLib via the SWIG layer within
+ the JVM or .NET eco system or any environment with an
+ async garbage collector */
+#ifndef QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN
+# define QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN
+#endif
+
+/* Define this to enable a date resolution down to microseconds and
+ allow for accurate intraday pricing. */
+#ifndef QL_HIGH_RESOLUTION_DATE
+# define QL_HIGH_RESOLUTION_DATE
+#endif
+
+/* Define this if you want to throw an exception when a notification
+ loop is detected. Enabling this option is recommended but might
+ cause existing code to throw. */
+#ifndef QL_THROW_IN_CYCLES
+# define QL_THROW_IN_CYCLES
+#endif
+
+/* Undefine this if you want lazy objects to forward all notifications
+ instead of just the first. Disabling this option is safer in some
+ cases but can be a lot slower. */
+#ifndef QL_FASTER_LAZY_OBJECTS
+//# define QL_FASTER_LAZY_OBJECTS
+#endif
+
+/* Define this to use std::any instead of boost::any. */
+#ifndef QL_USE_STD_ANY
+# define QL_USE_STD_ANY
+#endif
+
+/* Define this to use std::optional instead of boost::optional. */
+#ifndef QL_USE_STD_OPTIONAL
+# define QL_USE_STD_OPTIONAL
+#endif
+
+/* Define this to use standard smart pointers instead of Boost ones.
+ Note that std::shared_ptr does not check access and can
+ cause segmentation faults. */
+#ifndef QL_USE_STD_SHARED_PTR
+# define QL_USE_STD_SHARED_PTR
+#endif
+
+/* Undefine this to use boost::function and boost::bind instead of
+ std::function and std::bind. */
+#ifndef QL_USE_STD_FUNCTION
+//# define QL_USE_STD_FUNCTION
+#endif
+
+/* Undefine this to use boost::tuple instead of std::tuple. */
+#ifndef QL_USE_STD_TUPLE
+//# define QL_USE_STD_TUPLE
+#endif
+
+/* Define this to enable the implementation of Null as template functions. */
+#ifndef QL_NULL_AS_FUNCTIONS
+# define QL_NULL_AS_FUNCTIONS
+#endif
+
+/* Define this to enable the parallel unit test runner */
+#ifndef QL_ENABLE_PARALLEL_UNIT_TEST_RUNNER
+//# define QL_ENABLE_PARALLEL_UNIT_TEST_RUNNER
+#endif
+
+#endif