Allow use of risk-free rates in asset swaps #4012
Workflow file for this run
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| name: CMake build | |
| on: [push, pull_request] | |
| jobs: | |
| cmake-linux: | |
| runs-on: ubuntu-latest | |
| steps: | |
| - uses: actions/checkout@v4 | |
| - name: Setup | |
| run: | | |
| sudo rm /etc/apt/sources.list.d/microsoft-prod.list | |
| sudo apt update | |
| sudo apt install -y libboost-dev ccache ninja-build | |
| - name: Cache | |
| uses: hendrikmuhs/[email protected] | |
| with: | |
| key: cmake-linux-ci-build-${{ github.ref }} | |
| restore-keys: | | |
| cmake-linux-ci-build-${{ github.ref }} | |
| cmake-linux-ci-build-refs/heads/master | |
| cmake-linux-ci-build- | |
| - name: Compile | |
| run: | | |
| mkdir build | |
| cd build | |
| cmake .. -GNinja -DBOOST_ROOT=/usr -DCMAKE_BUILD_TYPE=Release -DQL_COMPILE_WARNING_AS_ERROR=ON -DCMAKE_CXX_COMPILER_LAUNCHER=ccache -L | |
| cat ql/config.hpp | |
| cmake --build . --verbose | |
| sudo cmake --install . | |
| sudo ldconfig | |
| - name: Test | |
| run: | | |
| quantlib-test-suite --log_level=message | |
| - name: Run benchmark | |
| run: | | |
| quantlib-benchmark --size=1 | |
| cmake-linux-with-options: | |
| runs-on: ubuntu-latest | |
| steps: | |
| - uses: actions/checkout@v4 | |
| - name: Setup | |
| run: | | |
| sudo rm /etc/apt/sources.list.d/microsoft-prod.list | |
| sudo apt update | |
| sudo apt install -y libboost-all-dev ccache ninja-build | |
| - name: Cache | |
| uses: hendrikmuhs/[email protected] | |
| with: | |
| key: cmake-linux-ci-opts-${{ github.ref }} | |
| restore-keys: | | |
| cmake-linux-ci-opts-${{ github.ref }} | |
| cmake-linux-ci-opts-refs/heads/master | |
| cmake-linux-ci-opts- | |
| - name: Compile | |
| run: | | |
| cmake --preset linux-ci-build-with-nonstandard-options -L | |
| cd build/linux-ci-build-with-nonstandard-options | |
| cat ql/config.hpp | |
| cmake --build . --verbose | |
| sudo cmake --build . --target install | |
| - name: Test | |
| run: | | |
| quantlib-test-suite --log_level=message | |
| cmake-win: | |
| runs-on: windows-2022 | |
| steps: | |
| - uses: actions/checkout@v4 | |
| - name: Cache | |
| uses: hendrikmuhs/[email protected] | |
| with: | |
| key: cmake-windows-ci-build-${{ github.ref }} | |
| restore-keys: | | |
| cmake-windows-ci-build-${{ github.ref }} | |
| cmake-windows-ci-build-refs/heads/master | |
| cmake-windows-ci-build- | |
| variant: sccache | |
| - name: Setup | |
| run: | | |
| $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.85.0/binaries/boost_1_85_0-msvc-14.3-64.exe" | |
| (New-Object System.Net.WebClient).DownloadFile($Url, "$RUNNER_TEMP\boost.exe") | |
| Start-Process -Wait -FilePath "$RUNNER_TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost" | |
| $Url = "https://github.com/ninja-build/ninja/releases/download/v1.11.1/ninja-win.zip" | |
| (New-Object System.Net.WebClient).DownloadFile($Url, "$RUNNER_TEMP\ninja-win.zip") | |
| Expand-Archive -Path "$RUNNER_TEMP\ninja-win.zip" -DestinationPath C:\local\ninja | |
| Add-Content $env:GITHUB_PATH "C:\local\ninja" | |
| - name: Setup MSVC++ environment | |
| uses: ilammy/msvc-dev-cmd@v1 | |
| with: | |
| arch: x64 | |
| vsversion: 2022 | |
| - name: Compile | |
| env: | |
| BOOST_ROOT: C:\local\boost | |
| shell: cmd | |
| run: | | |
| mkdir build | |
| cd build | |
| cmake .. -GNinja -DCMAKE_BUILD_TYPE=Release -DQL_COMPILE_WARNING_AS_ERROR=ON -DCMAKE_CXX_COMPILER_LAUNCHER=sccache -L | |
| type ql\config.hpp | |
| cmake --build . --verbose | |
| cmake --install . | |
| dir ql\*.lib | |
| - name: Test | |
| run: | | |
| & "C:\Program Files (x86)\QuantLib\bin\quantlib-test-suite" --log_level=message | |
| cmake-win-dynamic-runtime: | |
| runs-on: windows-2022 | |
| steps: | |
| - uses: actions/checkout@v4 | |
| - name: Cache | |
| uses: hendrikmuhs/[email protected] | |
| with: | |
| key: cmake-windows-ci-dyn-build-${{ github.ref }} | |
| restore-keys: | | |
| cmake-windows-ci-dyn-build-${{ github.ref }} | |
| cmake-windows-ci-dyn-build-refs/heads/master | |
| cmake-windows-ci-dyn-build- | |
| variant: sccache | |
| - name: Setup | |
| run: | | |
| $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.85.0/binaries/boost_1_85_0-msvc-14.3-64.exe" | |
| (New-Object System.Net.WebClient).DownloadFile($Url, "$RUNNER_TEMP\boost.exe") | |
| Start-Process -Wait -FilePath "$RUNNER_TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost" | |
| $Url = "https://github.com/ninja-build/ninja/releases/download/v1.11.1/ninja-win.zip" | |
| (New-Object System.Net.WebClient).DownloadFile($Url, "$RUNNER_TEMP\ninja-win.zip") | |
| Expand-Archive -Path "$RUNNER_TEMP\ninja-win.zip" -DestinationPath C:\local\ninja | |
| Add-Content $env:GITHUB_PATH "C:\local\ninja" | |
| - name: Setup MSVC++ environment | |
| uses: ilammy/msvc-dev-cmd@v1 | |
| with: | |
| arch: x64 | |
| vsversion: 2022 | |
| - name: Compile | |
| env: | |
| BOOST_ROOT: C:\local\boost | |
| shell: cmd | |
| run: | | |
| mkdir build | |
| cd build | |
| cmake .. -GNinja -DCMAKE_MSVC_RUNTIME_LIBRARY=MultiThreadedDLL -DCMAKE_BUILD_TYPE=Release -DQL_COMPILE_WARNING_AS_ERROR=ON -DCMAKE_CXX_COMPILER_LAUNCHER=sccache -L | |
| type ql\config.hpp | |
| cmake --build . --verbose | |
| cmake --install . | |
| dir ql\*.lib | |
| - name: Test | |
| run: | | |
| & "C:\Program Files (x86)\QuantLib\bin\quantlib-test-suite" --log_level=message | |
| cmake-win-with-options: | |
| runs-on: windows-2022 | |
| steps: | |
| - uses: actions/checkout@v4 | |
| - name: Cache | |
| uses: hendrikmuhs/[email protected] | |
| with: | |
| key: cmake-windows-ci-opts-${{ github.ref }} | |
| restore-keys: | | |
| cmake-windows-ci-opts-${{ github.ref }} | |
| cmake-windows-ci-opts-refs/heads/master | |
| cmake-windows-ci-opts- | |
| variant: sccache | |
| - name: Setup | |
| run: | | |
| $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.85.0/binaries/boost_1_85_0-msvc-14.3-64.exe" | |
| (New-Object System.Net.WebClient).DownloadFile($Url, "$RUNNER_TEMP\boost.exe") | |
| Start-Process -Wait -FilePath "$RUNNER_TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost" | |
| $Url = "https://github.com/ninja-build/ninja/releases/download/v1.11.1/ninja-win.zip" | |
| (New-Object System.Net.WebClient).DownloadFile($Url, "$RUNNER_TEMP\ninja-win.zip") | |
| Expand-Archive -Path "$RUNNER_TEMP\ninja-win.zip" -DestinationPath C:\local\ninja | |
| Add-Content $env:GITHUB_PATH "C:\local\ninja" | |
| - name: Setup MSVC++ environment | |
| uses: ilammy/msvc-dev-cmd@v1 | |
| with: | |
| arch: x64 | |
| vsversion: 2022 | |
| - name: Compile | |
| env: | |
| BOOST_ROOT: C:\local\boost | |
| shell: cmd | |
| run: | | |
| cmake --preset windows-ci-build-with-nonstandard-options -L | |
| cd build/windows-ci-build-with-nonstandard-options | |
| type ql\config.hpp | |
| cmake --build . --verbose | |
| cmake --build . --target install | |
| - name: Test | |
| run: | | |
| & "C:\Program Files (x86)\QuantLib\bin\quantlib-test-suite" --log_level=message | |
| cmake-macos: | |
| runs-on: macos-latest | |
| steps: | |
| - uses: actions/checkout@v4 | |
| - name: Setup | |
| env: | |
| HOMEBREW_NO_INSTALLED_DEPENDENTS_CHECK: 1 | |
| run: | | |
| brew install boost ccache ninja | |
| - name: Cache | |
| uses: hendrikmuhs/[email protected] | |
| with: | |
| key: cmake-macos-ci-${{ github.ref }} | |
| restore-keys: | | |
| cmake-macos-ci-${{ github.ref }} | |
| cmake-macos-ci-refs/heads/master | |
| cmake-macos-ci- | |
| - name: Compile | |
| run: | | |
| mkdir build | |
| cd build | |
| cmake .. -DCMAKE_BUILD_TYPE=Release -DQL_COMPILE_WARNING_AS_ERROR=ON -DCMAKE_CXX_COMPILER_LAUNCHER=ccache -GNinja -L | |
| cat ql/config.hpp | |
| cmake --build . --verbose | |
| sudo cmake --install . | |
| - name: Test | |
| run: | | |
| DYLD_LIBRARY_PATH=/usr/local/lib quantlib-test-suite --log_level=message |