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‎.github/workflows/ci.yaml‎

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# Workflow to run against the corresponding QuantLib release,
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# testing if the build and tests are working fine
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# Note: In addition to pushes/pull requests, this workflow
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# can also be executed manually, and the repositories / branches
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# for QuantLib and XAD can be provided in this case.
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name: CI
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on:
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push:
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pull_request:
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workflow_dispatch:
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inputs:
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ql_repo:
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description: Quantlib repository in <owner>/<repo> format
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required: true
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default: lballabio/QuantLib
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ql_branch:
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description: Branch or tag for QuantLib repository
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required: true
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default: master
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xad_repo:
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description: XAD repository in <owner>/<repo> format
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required: true
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default: xcelerit/XAD
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xad_branch:
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description: Branch or tag for XAD repository
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required: true
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default: main
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schedule:
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- cron: '02 5 * * *' # 5:02 every day
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env:
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ql_repo: ${{ github.event.inputs.ql_repo || 'lballabio/QuantLib' }}
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ql_branch: ${{ github.event.inputs.ql_branch || 'master' }}
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xad_repo: ${{ github.event.inputs.xad_repo || 'xcelerit/XAD' }}
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xad_branch: ${{ github.event.inputs.xad_branch || 'main' }}
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jobs:
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xad-linux:
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v3
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with:
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repository: ${{ env.ql_repo }}
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ref: ${{ env.ql_branch }}
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path: QuantLib
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- uses: actions/checkout@v3
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with:
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repository: ${{ env.xad_repo }}
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ref: ${{ env.xad_branch }}
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path: XAD
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- uses: actions/checkout@v3
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with:
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path: qlxad
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- name: Setup
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run: |
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sudo apt update
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sudo apt install -y libboost-dev ccache ninja-build
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- name: ccache
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uses: hendrikmuhs/ccache-action@v1.2.5
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with:
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key: linux
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max-size: 650M
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- name: Configure
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run: |
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cd QuantLib
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mkdir build
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cd build
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cmake -G Ninja -DBOOST_ROOT=/usr -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_COMPILER_LAUNCHER=ccache -DQL_EXTERNAL_SUBDIRECTORIES="${{ github.workspace }}/XAD;${{ github.workspace }}/qlxad" -DQL_EXTRA_LINK_LIBRARIES=qlxad -DQL_NULL_AS_FUNCTIONS=ON ..
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- name: Compile
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run: |
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cd QuantLib/build
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cmake --build .
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- name: Test QuantLib
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run: |
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cd QuantLib/build
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./test-suite/quantlib-test-suite --log_level=message
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- name: Test QlXAD
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run: |
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cd QuantLib/build
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./qlxad/test-suite/quantlib-xad-test-suite --log_level=message
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xad-win:
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runs-on: windows-2022
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env:
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vsvarsall: C:\Program Files\Microsoft Visual Studio\2022\Enterprise\VC\Auxiliary\Build\vcvarsall.bat
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steps:
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- uses: actions/checkout@v3
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with:
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repository: ${{ env.ql_repo }}
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ref: ${{ env.ql_branch }}
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path: QuantLib
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- uses: actions/checkout@v3
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with:
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repository: ${{ env.xad_repo }}
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ref: ${{ env.xad_branch }}
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path: XAD
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- uses: actions/checkout@v3
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with:
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path: qlxad
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- name: sccache
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uses: hendrikmuhs/ccache-action@v1.2.5
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with:
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key: windows
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variant: sccache
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max-size: 650M
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- name: Setup
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run: |
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choco install -y ninja
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$Url = "https://boostorg.jfrog.io/artifactory/main/release/1.78.0/binaries/boost_1_78_0-msvc-14.3-64.exe"
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(New-Object System.Net.WebClient).DownloadFile($Url, "$env:TEMP\boost.exe")
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Start-Process -Wait -FilePath "$env:TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost-1.78.0"
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- name: Configure
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env:
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BOOST_ROOT: C:\local\boost-1.78.0
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shell: cmd
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run: |
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cd QuantLib
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mkdir build
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cd build
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call "${{ env.vsvarsall }}" amd64 -vcvars_ver=14.3
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cmake .. -G Ninja -DCMAKE_CXX_COMPILER_LAUNCHER=sccache -DCMAKE_BUILD_TYPE=Release -DQL_EXTERNAL_SUBDIRECTORIES="${{ github.workspace }}/XAD;${{ github.workspace }}/qlxad" -DQL_EXTRA_LINK_LIBRARIES=qlxad -DQL_NULL_AS_FUNCTIONS=ON -DXAD_STATIC_MSVC_RUNTIME=ON
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- name: Build
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shell: cmd
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run: |
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cd QuantLib\build
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call "${{ env.vsvarsall }}" amd64 -vcvars_ver=14.3
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cmake --build .
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- name: Test QuantLib
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shell: cmd
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run: |
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cd QuantLib\build
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call "${{ env.vsvarsall }}" amd64 -vcvars_ver=14.3
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.\test-suite\quantlib-test-suite --log_level=message
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- name: Test QlXAD
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shell: cmd
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run: |
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cd QuantLib\build
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call "${{ env.vsvarsall }}" amd64 -vcvars_ver=14.3
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.\qlxad\test-suite\quantlib-xad-test-suite --log_level=message
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xad-macos:
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runs-on: macos-latest
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env:
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CXXFLAGS: -stdlib=libc++ -mmacosx-version-min=10.9
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steps:
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- uses: actions/checkout@v3
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with:
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repository: ${{ env.ql_repo }}
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ref: ${{ env.ql_branch }}
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path: QuantLib
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- uses: actions/checkout@v3
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with:
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repository: ${{ env.xad_repo }}
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ref: ${{ env.xad_branch }}
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path: XAD
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- uses: actions/checkout@v3
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with:
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path: qlxad
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- name: Setup
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run: |
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brew install boost
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brew install ninja
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brew install ccache
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- name: ccache
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uses: hendrikmuhs/ccache-action@v1.2.5
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with:
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key: macos
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max-size: 650M
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- name: Configure
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run: |
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cd QuantLib
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mkdir build
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cd build
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cmake -G Ninja -DBOOST_ROOT=/usr -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_COMPILER_LAUNCHER=ccache -DQL_EXTERNAL_SUBDIRECTORIES="${{ github.workspace }}/XAD;${{ github.workspace }}/qlxad" -DQL_EXTRA_LINK_LIBRARIES=qlxad -DQL_NULL_AS_FUNCTIONS=ON ..
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- name: Compile
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run: |
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cd QuantLib/build
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cmake --build .
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- name: Test QuantLib
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run: |
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cd QuantLib/build
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./test-suite/quantlib-test-suite --log_level=message
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- name: Test QlXAD
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run: |
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cd QuantLib/build
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./qlxad/test-suite/quantlib-xad-test-suite --log_level=message

‎CHANGELOG.md‎

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# Changelog
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All notable changes to the qlxad module will be documented in this file.
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The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
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and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
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Note that we follow QuantLib's releases in this repository, with matching version numbers.
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## [unreleased]
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### Added
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### Changed
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### Deprecated
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### Removed
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### Fixed
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## [1.28] - 2022-11-17
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Initial open-source release, compatible with [QuantLib v1.28](https://github.com/lballabio/QuantLib/releases/tag/QuantLib-v1.28).
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[unreleased]: https://github.com/xcelerit/qlxad/compare/v1.28...HEAD
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[1.28]: https://github.com/xcelerit/qlxad/tree/v1.28
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‎CMakeLists.txt‎

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add_subdirectory(ql)
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if(MSVC)
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set(CMAKE_MSVC_RUNTIME_LIBRARY "MultiThreaded$<$<CONFIG:Debug>:Debug>")
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endif()
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add_subdirectory(Examples)
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add_subdirectory(test-suite)

‎CODE_OF_CONDUCT.md‎

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# Contributor Covenant Code of Conduct
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## Our Pledge
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We as members, contributors, and leaders pledge to make participation in our
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community a harassment-free experience for everyone, regardless of age, body
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size, visible or invisible disability, ethnicity, sex characteristics, gender
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identity and expression, level of experience, education, socio-economic status,
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nationality, personal appearance, race, caste, color, religion, or sexual
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identity and orientation.
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We pledge to act and interact in ways that contribute to an open, welcoming,
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diverse, inclusive, and healthy community.
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## Our Standards
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Examples of behavior that contributes to a positive environment for our
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community include:
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- Demonstrating empathy and kindness toward other people
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- Being respectful of differing opinions, viewpoints, and experiences
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- Giving and gracefully accepting constructive feedback
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- Accepting responsibility and apologizing to those affected by our mistakes,
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and learning from the experience
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- Focusing on what is best not just for us as individuals, but for the overall
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community
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Examples of unacceptable behavior include:
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- The use of sexualized language or imagery, and sexual attention or advances of
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any kind
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- Trolling, insulting or derogatory comments, and personal or political attacks
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- Public or private harassment
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- Publishing others' private information, such as a physical or email address,
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without their explicit permission
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- Other conduct which could reasonably be considered inappropriate in a
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professional setting
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## Enforcement Responsibilities
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Community leaders are responsible for clarifying and enforcing our standards of
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acceptable behavior and will take appropriate and fair corrective action in
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response to any behavior that they deem inappropriate, threatening, offensive,
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or harmful.
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Community leaders have the right and responsibility to remove, edit, or reject
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comments, commits, code, wiki edits, issues, and other contributions that are
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not aligned to this Code of Conduct, and will communicate reasons for moderation
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decisions when appropriate.
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## Scope
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This Code of Conduct applies within all community spaces, and also applies when
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an individual is officially representing the community in public spaces.
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Examples of representing our community include using an official e-mail address,
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posting via an official social media account, or acting as an appointed
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representative at an online or offline event.
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## Enforcement
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Instances of abusive, harassing, or otherwise unacceptable behavior may be
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reported to the community leaders responsible for enforcement at
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xad@xcelerit.com.
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All complaints will be reviewed and investigated promptly and fairly.
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All community leaders are obligated to respect the privacy and security of the
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reporter of any incident.
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## Enforcement Guidelines
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Community leaders will follow these Community Impact Guidelines in determining
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the consequences for any action they deem in violation of this Code of Conduct:
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### 1. Correction
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**Community Impact**: Use of inappropriate language or other behavior deemed
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unprofessional or unwelcome in the community.
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**Consequence**: A private, written warning from community leaders, providing
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clarity around the nature of the violation and an explanation of why the
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behavior was inappropriate. A public apology may be requested.
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### 2. Warning
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**Community Impact**: A violation through a single incident or series of
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actions.
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**Consequence**: A warning with consequences for continued behavior. No
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interaction with the people involved, including unsolicited interaction with
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those enforcing the Code of Conduct, for a specified period of time. This
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includes avoiding interactions in community spaces as well as external channels
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like social media. Violating these terms may lead to a temporary or permanent
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ban.
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### 3. Temporary Ban
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**Community Impact**: A serious violation of community standards, including
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sustained inappropriate behavior.
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**Consequence**: A temporary ban from any sort of interaction or public
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communication with the community for a specified period of time. No public or
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private interaction with the people involved, including unsolicited interaction
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with those enforcing the Code of Conduct, is allowed during this period.
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Violating these terms may lead to a permanent ban.
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### 4. Permanent Ban
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**Community Impact**: Demonstrating a pattern of violation of community
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standards, including sustained inappropriate behavior, harassment of an
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individual, or aggression toward or disparagement of classes of individuals.
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**Consequence**: A permanent ban from any sort of public interaction within the
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community.
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## Attribution
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This Code of Conduct is adapted from the [Contributor Covenant][homepage],
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version 2.1, available at
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[https://www.contributor-covenant.org/version/2/1/code_of_conduct.html][v2.1].
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Community Impact Guidelines were inspired by
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[Mozilla's code of conduct enforcement ladder][mozillacoc].
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For answers to common questions about this code of conduct, see the FAQ at
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[https://www.contributor-covenant.org/faq][faq]. Translations are available at
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[https://www.contributor-covenant.org/translations][translations].
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[homepage]: https://www.contributor-covenant.org
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[v2.1]: https://www.contributor-covenant.org/version/2/1/code_of_conduct.html
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[mozillacoc]: https://github.com/mozilla/diversity
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[faq]: https://www.contributor-covenant.org/faq
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[translations]: https://www.contributor-covenant.org/translations

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