Merge pull request #5 from klausspanderen/test_reg

declare benchmark test cases and add cpp to Makefile.am and CMakeLists.txt

Author: Sidsky

CMakeLists.txt

@@ -11,8 +11,8 @@ set(QUANTLIB_VERSION ${QUANTLIB_VERSION_MAJOR}.${QUANTLIB_VERSION_MINOR}.${QUANT
 
 # Project Info
 set(PACKAGE_NAME          "QuantLib")
-set(PACKAGE_VERSION       "${QUANTLIB_VERSION}-rc")
-set(PACKAGE_VERSION_HEX   "0x013200c0")
+set(PACKAGE_VERSION       "${QUANTLIB_VERSION}")
+set(PACKAGE_VERSION_HEX   "0x013200f0")
 set(PACKAGE_STRING        "${PACKAGE_NAME} ${PACKAGE_VERSION}")
 set(PACKAGE_TARNAME       "${PACKAGE_NAME}-${PACKAGE_VERSION}")
 set(PACKAGE_BUGREPORT     "https://github.com/lballabio/QuantLib/issues/")

ChangeLog.txt

@@ -1,3 +1,142 @@
+commit ab65963d73e2f194253e1267bfec4dd606083e48
+Author: Luigi Ballabio <luigi.ballabio@gmail.com>
+Date:   Mon, 12 Jul 2021 09:46:54 +0200
+
+    Set version to 1.32 final.
+
+ CMakeLists.txt | 4 ++--
+ configure.ac   | 2 +-
+ ql/version.hpp | 4 ++--
+ 3 files changed, 5 insertions(+), 5 deletions(-)
+
+commit ac90bef266f29990b5709681a06dd7030c4f5fdb
+Author: Luigi Ballabio <luigi.ballabio@gmail.com>
+Date:   Thu, 19 Oct 2023 11:17:32 +0200
+
+    Update news
+
+ Docs/pages/history.docs | 7 ++++---
+ News.md                 | 8 +++++---
+ 2 files changed, 9 insertions(+), 6 deletions(-)
+
+commit 6c22cad48d028ac55be72c5dc7bb169fe87eeb7b
+Merge: d02ef2471 ebef37553
+Author: Luigi Ballabio <luigi.ballabio@gmail.com>
+Date:   Tue, 17 Oct 2023 23:23:26 +0200
+
+    apply the paymentLag and paymentCalendar to the fixed leg (#1812)
+
+commit d02ef2471e06680250ba8840bf4cd0f3fadd8f8f
+Author: Luigi Ballabio <luigi.ballabio@gmail.com>
+Date:   Fri, 13 Oct 2023 09:17:31 +0200
+
+    Update documentation for configuration flag
+
+ Docs/pages/config.docs |  1 -
+ configure.ac           | 13 ++++++-------
+ ql/userconfig.hpp      |  7 +++----
+ 3 files changed, 9 insertions(+), 12 deletions(-)
+
+commit ebef37553632ab8ee8cc08a9534151e367a077d7
+Author: Guillaume Horel <guillaume.horel@gmail.com>
+Date:   Thu, 12 Oct 2023 15:43:36 -0400
+
+    apply the paymentLag and paymentCalendar to the fixed leg
+
+ ql/instruments/overnightindexedswap.cpp | 2 +-
+ 1 file changed, 1 insertion(+), 1 deletion(-)
+
+commit 82f71c2b2a644c7206706be93a7bf252f8829220
+Merge: 79561ae4c 88205db80
+Author: Luigi Ballabio <luigi.ballabio@gmail.com>
+Date:   Fri, 6 Oct 2023 16:50:06 +0200
+
+    fix past-end iterator dereference, clean up (#1806)
+
+commit 88205db8044668af1b62bc54b37ef2ae4bded7b2
+Author: Peter Caspers <peter.caspers@acadia.inc>
+Date:   Fri, 6 Oct 2023 15:28:47 +0200
+
+    fix past-end iterator dereference, clean up
+
+ ql/time/ecb.cpp | 93 ++++++++++++++++++++++++++++++++++-----------------------
+ 1 file changed, 55 insertions(+), 38 deletions(-)
+
+commit 79561ae4c71ac3c4e39d401cc1fc8bf05f77b38c
+Merge: 6f3046752 0a6c999ea
+Author: Luigi Ballabio <luigi.ballabio@gmail.com>
+Date:   Fri, 6 Oct 2023 08:39:21 +0200
+
+    Avoid internal compiler error on VC++17 (#1805)
+
+commit 0a6c999eaa5ccc1ff1d2e97ece52c285739d0a7a
+Author: Luigi Ballabio <luigi.ballabio@gmail.com>
+Date:   Thu, 5 Oct 2023 11:37:56 +0200
+
+    Avoid internal compiler error on VC++17
+    
+    It doesn't seem to like fancy default arguments.
+
+ News.md                                            |  4 ++
+ ql/cashflows/digitalcmscoupon.cpp                  |  5 ++
+ ql/cashflows/digitalcmscoupon.hpp                  | 12 ++--
+ ql/cashflows/digitalcoupon.cpp                     | 15 ++---
+ ql/cashflows/digitalcoupon.hpp                     |  2 +-
+ ql/cashflows/digitaliborcoupon.cpp                 |  5 ++
+ ql/cashflows/digitaliborcoupon.hpp                 | 12 ++--
+ ql/experimental/coupons/digitalcmsspreadcoupon.cpp |  5 ++
+ ql/experimental/coupons/digitalcmsspreadcoupon.hpp | 12 ++--
+ test-suite/digitalcoupon.cpp                       | 64 ++++++----------------
+ 10 files changed, 65 insertions(+), 71 deletions(-)
+
+commit 6f3046752c018544f6d022a3e437aaf5fe273462
+Merge: 2d161c53c bc12e98e4
+Author: Luigi Ballabio <luigi.ballabio@gmail.com>
+Date:   Thu, 5 Oct 2023 15:25:46 +0200
+
+    Fix double/Real consistency for maintaining AAD compatibility (#1803)
+
+commit bc12e98e4fa3f387f1b4b50920b3570324f49a26
+Author: Auto Differentiation Dev Team <dev@auto-differentiation.com>
+Date:   Thu, 5 Oct 2023 10:40:47 +0100
+
+    Fixing warning for integer/double comparison
+
+ test-suite/libormarketmodel.cpp | 2 +-
+ 1 file changed, 1 insertion(+), 1 deletion(-)
+
+commit 5ddeb72157283def81642952912e2552844c7265
+Author: Auto Differentiation Dev Team <dev@auto-differentiation.com>
+Date:   Thu, 5 Oct 2023 10:40:15 +0100
+
+    Fixing double/Real consistency, maintaining AAD compatibility
+
+ test-suite/xoshiro256starstar.cpp | 12 ++++++------
+ 1 file changed, 6 insertions(+), 6 deletions(-)
+
+commit 2d161c53c46f87815b1265c9f566c2b867786b62
+Author: Luigi Ballabio <luigi.ballabio@gmail.com>
+Date:   Wed, 4 Oct 2023 11:52:15 +0200
+
+    Set version to 1.32-rc
+
+ CMakeLists.txt | 4 ++--
+ configure.ac   | 2 +-
+ ql/version.hpp | 4 ++--
+ 3 files changed, 5 insertions(+), 5 deletions(-)
+
+commit dd94abe5439bcdec6c949b69b5fb5c6edbdcc9d1
+Author: Luigi Ballabio <luigi.ballabio@gmail.com>
+Date:   Wed, 4 Oct 2023 11:18:57 +0200
+
+    Update news and changelog
+
+ ChangeLog.txt           | 3892 ++++++++++++++++-------------------------------
+ Contributors.txt        |    1 +
+ Docs/pages/history.docs |  124 +-
+ News.md                 |  175 ++-
+ 4 files changed, 1633 insertions(+), 2559 deletions(-)
+
 commit c13293b9ec69b94d44c04cea224bb16479160364
 Author: Luigi Ballabio <luigi.ballabio@gmail.com>
 Date:   Tue, 3 Oct 2023 14:36:39 +0200

Docs/pages/config.docs

@@ -72,7 +72,6 @@
     \code
     #define QL_ENABLE_SESSIONS
     \endcode
-
     If defined, singletons will return different instances for
     different threads; in particular, this means that the evaluation
     date, the stored index fixings and any other settings will be

Docs/pages/history.docs

@@ -135,9 +135,10 @@
       `ql/pricingengines/vanilla/fdconditions.hpp` and
       `ql/models/marketmodels/duffsdeviceinnerproduct.hpp`.
 
-    Thanks go also to Jonathan Sweemer, Ralf Konrad, Klaus
-    Spanderen, Peter Caspers, Tom Anderson and Fredrik Gerdin
-    Börjesson for a number of smaller fixes and improvements.
+    Thanks go also to Jonathan Sweemer, Ralf Konrad, Klaus Spanderen,
+    Peter Caspers, Tom Anderson, Fredrik Gerdin Börjesson, Guillaume
+    Horel and the XAD team for a number of smaller fixes and
+    improvements.
 
     <strong>Release 1.31.1 - July 24th, 2023</strong>
 

News.md

@@ -1,7 +1,7 @@
 Changes for QuantLib 1.32:
 ==========================
 
-QuantLib 1.32 includes 30 pull requests from several contributors.
+QuantLib 1.32 includes 34 pull requests from several contributors.
 
 Some of the most notable changes are included below.
 A detailed list of changes is available in ChangeLog.txt and at
@@ -172,5 +172,7 @@ Deprecated features
 
 **Thanks go also** to Jonathan Sweemer (@sweemer), Ralf Konrad
 (@ralfkonrad), Klaus Spanderen (@klausspanderen), Peter Caspers
-(@pcaspers), Tom Anderson (@tomwhoiscontrary) and Fredrik Gerdin
-Börjesson (@gbfredrik) for a number of smaller fixes and improvements.
+(@pcaspers), Tom Anderson (@tomwhoiscontrary), Fredrik Gerdin
+Börjesson (@gbfredrik), Guillaume Horel (@thrasibule) and the XAD team
+(@auto-differentiation-dev) for a number of smaller fixes and
+improvements.

configure.ac

@@ -1,5 +1,5 @@
 # Process this file with autoconf to produce a configure script.
-AC_INIT([QuantLib], [1.32-rc],
+AC_INIT([QuantLib], [1.32],
         [quantlib-dev@lists.sourceforge.net],
         [QuantLib])
 AC_PREREQ(2.62)
@@ -212,13 +212,12 @@ AC_MSG_RESULT([$ql_belt_and_braces])
 AC_MSG_CHECKING([whether to enable sessions])
 AC_ARG_ENABLE([sessions],
               AS_HELP_STRING([--enable-sessions],
-                             [If enabled, singletons will return different
-                              instances for different sessions. You will
-                              have to provide and link with the library
-                              a sessionId() function in namespace QuantLib,
-                              returning a different session id for each
-                              session. This also implies thread-safe
-                              Singleton initialization.]),
+                             [If enabled, singletons will return
+                              different instances for different
+                              threads; in particular, this means that
+                              the evaluation date, the stored index
+                              fixings and any other settings will be
+                              per-thread. Undefined by default.]),
               [ql_use_sessions=$enableval],
               [ql_use_sessions=no])
 if test "$ql_use_sessions" = "yes" ; then

ql/instruments/overnightindexedswap.cpp

@@ -123,7 +123,7 @@ namespace QuantLib {
                                                RateAveraging::Type averagingMethod)
     : FixedVsFloatingSwap(type, std::move(fixedNominals), std::move(fixedSchedule), fixedRate, std::move(fixedDC),
                           overnightNominals, overnightSchedule, overnightIndex,
-                          spread, DayCounter(), ext::nullopt),
+                          spread, DayCounter(), ext::nullopt, paymentLag, paymentCalendar),
       overnightIndex_(overnightIndex), averagingMethod_(averagingMethod) {
 
         legs_[1] =

ql/userconfig.hpp

@@ -60,10 +60,9 @@
 #endif
 
 /* Define this to have singletons return different instances for
-   different sessions. You will have to provide and link with the
-   library a sessionId() function in namespace QuantLib, returning a
-   different session id for each session.
-   This also implies thread-safe Singleton initialization.
+   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

ql/version.hpp

@@ -31,10 +31,10 @@
 /*! @{ */
 
 //! version string
-#define QL_VERSION "1.32-rc"
+#define QL_VERSION "1.32"
 
 //! version hexadecimal number
-#define QL_HEX_VERSION 0x013200c0
+#define QL_HEX_VERSION 0x013200f0
 
 /*! @}  */
 

test-suite/CMakeLists.txt

@@ -367,11 +367,11 @@ set(QL_BENCHMARK_SOURCES
     lowdiscrepancysequences.cpp         lowdiscrepancysequences.hpp
     marketmodel_cms.cpp                 marketmodel_cms.hpp
     marketmodel_smm.cpp                 marketmodel_smm.hpp
-    quantlibglobalfixture.cpp           quantlibglobalfixture.hpp
     quantooption.cpp                    quantooption.hpp
+    quantlibglobalfixture.cpp			quantlibglobalfixture.hpp
     riskstats.cpp                       riskstats.hpp
     shortratemodels.cpp                 shortratemodels.hpp
-    speedlevel.cpp                      speedlevel.hpp
+	speedlevel.cpp						speedlevel.hpp
     utilities.cpp                       utilities.hpp
                                         swaptionvolstructuresutilities.hpp
 )