cmake_minimum_required(VERSION 3.15.0) # For MSVC RUNTIME LIBRARY, need CMP0091=NEW and cmake 3.15+ cmake_policy(SET CMP0091 NEW) # Version info set(QUANTLIB_VERSION_MAJOR 1) set(QUANTLIB_VERSION_MINOR 37) set(QUANTLIB_VERSION_PATCH 0) set(QUANTLIB_VERSION ${QUANTLIB_VERSION_MAJOR}.${QUANTLIB_VERSION_MINOR}.${QUANTLIB_VERSION_PATCH}) # Project Info set(PACKAGE_NAME "QuantLib") set(PACKAGE_VERSION "${QUANTLIB_VERSION}") set(PACKAGE_VERSION_HEX "0x013700f0") set(PACKAGE_STRING "${PACKAGE_NAME} ${PACKAGE_VERSION}") set(PACKAGE_TARNAME "${PACKAGE_NAME}-${PACKAGE_VERSION}") set(PACKAGE_BUGREPORT "https://github.com/lballabio/QuantLib/issues/") # Default build type for single-config generators (set this before project() command) # For multi-config generators, such as Visual Studio, use: cmake --build . --config=<CONFIG> if (NOT CMAKE_BUILD_TYPE OR CMAKE_BUILD_TYPE STREQUAL "") set(CMAKE_BUILD_TYPE "Release" CACHE STRING "Build type for single-config generators" FORCE) endif() project(${PACKAGE_NAME} LANGUAGES CXX DESCRIPTION "The QuantLib C++ Library") # Path for package-local cmake modules set(CMAKE_MODULE_PATH "${PROJECT_SOURCE_DIR}/cmake" ${CMAKE_MODULE_PATH}) # Installation directories set(QL_INSTALL_BINDIR "bin" CACHE STRING "Installation directory for executables") set(QL_INSTALL_LIBDIR "lib" CACHE STRING "Installation directory for libraries") set(QL_INSTALL_INCLUDEDIR "include" CACHE STRING "Installation directory for headers") set(QL_INSTALL_EXAMPLESDIR "lib/QuantLib/examples" CACHE STRING "Installation directory for examples") set(QL_INSTALL_CMAKEDIR "lib/cmake/${PACKAGE_NAME}" CACHE STRING "Installation directory for CMake scripts") # Options option(QL_BUILD_EXAMPLES "Build examples" ON) option(QL_BUILD_TEST_SUITE "Build test suite" ON) option(QL_BUILD_FUZZ_TEST_SUITE "Build fuzz test suite" OFF) option(QL_ENABLE_OPENMP "Detect and use OpenMP" OFF) option(QL_ENABLE_PARALLEL_UNIT_TEST_RUNNER "Enable the parallel unit test runner" OFF) option(QL_ENABLE_SESSIONS "Singletons return different instances for different sessions" OFF) option(QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN "Enable the thread-safe observer pattern" OFF) option(QL_ENABLE_TRACING "Tracing messages should be allowed" OFF) option(QL_ENABLE_DEFAULT_WARNING_LEVEL "Enable the default warning level to pass the ci pipeline" ON) option(QL_COMPILE_WARNING_AS_ERROR "Specify whether to treat warnings on compile as errors." OFF) option(QL_ERROR_FUNCTIONS "Error messages should include current function information" OFF) option(QL_ERROR_LINES "Error messages should include file and line information" OFF) option(QL_EXTRA_SAFETY_CHECKS "Extra safety checks should be performed" OFF) option(QL_HIGH_RESOLUTION_DATE "Enable date resolution down to microseconds" OFF) option(QL_THROW_IN_CYCLES "Throw an exception when a notification loop is detected" OFF) option(QL_FASTER_LAZY_OBJECTS "Cause lazy objects to forward just the first notification instead of every one" ON) option(QL_NULL_AS_FUNCTIONS "Enable the implementation of Null as template functions" OFF) option(QL_INSTALL_BENCHMARK "Install benchmark" ON) option(QL_INSTALL_EXAMPLES "Install examples" ON) option(QL_INSTALL_TEST_SUITE "Install test suite" ON) option(QL_TAGGED_LAYOUT "Library names use layout tags" ${MSVC}) option(QL_USE_CLANG_TIDY "Use clang-tidy when building" OFF) option(QL_USE_INDEXED_COUPON "Use indexed coupons instead of par coupons" OFF) option(QL_USE_STD_ANY "Use std::any instead of boost::any" OFF) option(QL_USE_STD_CLASSES "Enable all QL_USE_STD_ options" OFF) option(QL_USE_STD_OPTIONAL "Use std::optional instead of boost::optional" OFF) option(QL_USE_STD_SHARED_PTR "Use standard smart pointers instead of Boost ones" OFF) set(QL_EXTERNAL_SUBDIRECTORIES "" CACHE STRING "Optional list of external source directories to be added to the build (semicolon-separated)") # set -lpapi here set(QL_EXTRA_LINK_LIBRARIES "" CACHE STRING "Optional extra link libraries to add to QuantLib") # Require C++17 or higher if (NOT DEFINED CMAKE_CXX_STANDARD) set(CMAKE_CXX_STANDARD 17) elseif(CMAKE_CXX_STANDARD LESS 17) message(FATAL_ERROR "Please specify CMAKE_CXX_STANDARD of 17 or higher") endif() if (NOT DEFINED CMAKE_CXX_STANDARD_REQUIRED) set(CMAKE_CXX_STANDARD_REQUIRED ON) endif() # Avoid use of compiler language extensions, i.e. -std=c++17 not -std=gnu++17 if (NOT DEFINED CMAKE_CXX_EXTENSIONS) set(CMAKE_CXX_EXTENSIONS FALSE) endif() # Convenience option to activate all STD options if (QL_USE_STD_CLASSES) set(QL_USE_STD_ANY ON) set(QL_USE_STD_OPTIONAL ON) set(QL_USE_STD_SHARED_PTR ON) endif() # Set the default warning level we use to pass the GitHub workflows if (QL_ENABLE_DEFAULT_WARNING_LEVEL) if (MSVC) # warning level 3 # There are also specific warnings disabled for MSCV in cmake/Platform.cmake. add_compile_options(-W3) elseif (CMAKE_CXX_COMPILER_ID STREQUAL "GNU" OR CMAKE_CXX_COMPILER_ID STREQUAL "Clang" OR CMAKE_CXX_COMPILER_ID STREQUAL "AppleClang") # lots of warnings add_compile_options(-Wall -Wno-unknown-pragmas -Wno-array-bounds) endif() endif() # Treat warnings on compile as errors if (QL_COMPILE_WARNING_AS_ERROR) # all compiler warnings as errors if (CMAKE_VERSION VERSION_GREATER_EQUAL "3.24.0") # since v3.24 cmake can set all compiler warnings as errors itself set(CMAKE_COMPILE_WARNING_AS_ERROR ON) else() # or set them manually if (MSVC) add_compile_options(-WX) elseif (CMAKE_CXX_COMPILER_ID STREQUAL "GNU" OR CMAKE_CXX_COMPILER_ID STREQUAL "Clang" OR CMAKE_CXX_COMPILER_ID STREQUAL "AppleClang") add_compile_options(-Werror) endif() endif() endif() if (QL_USE_CLANG_TIDY) if (NOT DEFINED QL_CLANG_TIDY) set(QL_CLANG_TIDY clang-tidy) endif() if (NOT DEFINED QL_CLANG_TIDY_OPTIONS) set(QL_CLANG_TIDY_OPTIONS) endif() if (QL_CLANG_TIDY_OPTIONS) set(CMAKE_CXX_CLANG_TIDY "${QL_CLANG_TIDY};${QL_CLANG_TIDY_OPTIONS}") else() set(CMAKE_CXX_CLANG_TIDY "${QL_CLANG_TIDY}") endif() endif() # Project shared libs ON for UNIX if (NOT DEFINED BUILD_SHARED_LIBS) set(BUILD_SHARED_LIBS ${UNIX}) endif() # Boost static libs ON for MSVC if (NOT DEFINED Boost_USE_STATIC_LIBS) set(Boost_USE_STATIC_LIBS ${MSVC}) endif() # Boost static runtime ON for MSVC if (NOT DEFINED Boost_USE_STATIC_RUNTIME) set(Boost_USE_STATIC_RUNTIME ${MSVC}) endif() if (NOT DEFINED QL_BOOST_VERSION) # Boost 1.75.0 or greater required for compiling with C++20 if (CMAKE_CXX_STANDARD GREATER_EQUAL 20) set(QL_BOOST_VERSION 1.75.0) else() set(QL_BOOST_VERSION 1.58.0) endif() endif() if (CMAKE_CXX_COMPILER STREQUAL "icpx") find_package(IntelDPCPP REQUIRED) endif() find_package(Boost ${QL_BOOST_VERSION} REQUIRED) # Do not warn about Boost versions higher than 1.58.0 set(Boost_NO_WARN_NEW_VERSIONS ON) # Avoid using Boost auto-linking add_compile_definitions(BOOST_ALL_NO_LIB) if (QL_ENABLE_OPENMP) find_package(OpenMP REQUIRED) endif() # Prefer pthread flag as per https://cmake.org/cmake/help/latest/module/FindThreads.html if (NOT DEFINED THREADS_PREFER_PTHREAD_FLAG) set(THREADS_PREFER_PTHREAD_FLAG ON) endif() # Add Threads dependency when any of the threading features are enabled if (QL_ENABLE_PARALLEL_UNIT_TEST_RUNNER OR QL_ENABLE_SESSIONS OR QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN) find_package(Threads REQUIRED) # Parallel test runner needs library rt on *nix for shm_open, etc. if (QL_ENABLE_PARALLEL_UNIT_TEST_RUNNER AND UNIX AND NOT APPLE) find_library(RT_LIBRARY rt REQUIRED) set(QL_THREAD_LIBRARIES Threads::Threads ${RT_LIBRARY}) else() set(QL_THREAD_LIBRARIES Threads::Threads) endif() endif() # If available, use PIC for shared libs and PIE for executables if (NOT DEFINED CMAKE_POSITION_INDEPENDENT_CODE) set(CMAKE_POSITION_INDEPENDENT_CODE ON) endif() if (CMAKE_POSITION_INDEPENDENT_CODE) # cmake policy CMP0083: add PIE support if possible (need cmake 3.14) include(CheckPIESupported) check_pie_supported() endif() # Configure files set(QL_HAVE_CONFIG_H ON) set(QL_VERSION ${PACKAGE_VERSION}) set(QL_HEX_VERSION ${PACKAGE_VERSION_HEX}) configure_file(ql/config.hpp.cfg ql/config.hpp @ONLY) configure_file(ql/qldefines.hpp.cfg ql/qldefines.hpp @ONLY) # Generate quantlib-config # Define the variables to be substituted in the input file set(prefix ${CMAKE_INSTALL_PREFIX}) set(exec_prefix "\${prefix}") set(includedir "\${prefix}/include") set(libdir "\${exec_prefix}/lib") configure_file(quantlib-config.in quantlib-config @ONLY) configure_file(quantlib.pc.in quantlib.pc @ONLY) install(PROGRAMS ${CMAKE_CURRENT_BINARY_DIR}/quantlib-config TYPE BIN) install(FILES ${CMAKE_CURRENT_BINARY_DIR}/quantlib.pc DESTINATION lib/pkgconfig) include(Platform) # Check for library name layout tagging if (QL_TAGGED_LAYOUT) if (${CMAKE_SIZEOF_VOID_P} EQUAL 8) set(DEBUG_POSTFIX "-x64") set(RELEASE_POSTFIX "-x64") endif() set(DEBUG_POSTFIX ${DEBUG_POSTFIX}-mt) set(RELEASE_POSTFIX ${RELEASE_POSTFIX}-mt) if (CMAKE_MSVC_RUNTIME_LIBRARY MATCHES ".*DLL$") set(DEBUG_POSTFIX ${DEBUG_POSTFIX}-gd) else() set(DEBUG_POSTFIX ${DEBUG_POSTFIX}-sgd) set(RELEASE_POSTFIX ${RELEASE_POSTFIX}-s) endif() set(CMAKE_DEBUG_POSTFIX ${DEBUG_POSTFIX}) set(CMAKE_RELEASE_POSTFIX ${RELEASE_POSTFIX}) set(CMAKE_RELWITHDEBINFO_POSTFIX ${RELEASE_POSTFIX}) set(CMAKE_MINSIZEREL_POSTFIX ${RELEASE_POSTFIX}) endif() include(CTest) # extension subdirectories if they exist (hook for external projects) foreach(extdir ${QL_EXTERNAL_SUBDIRECTORIES}) get_filename_component(name_without_dir "${extdir}" NAME) add_subdirectory(${extdir} ${name_without_dir}) endforeach() # Add subdirectories add_subdirectory(ql) if (QL_BUILD_EXAMPLES) add_subdirectory(Examples) endif() if (QL_BUILD_TEST_SUITE) add_subdirectory(test-suite) endif() if ('${CMAKE_CXX_COMPILER_ID}' MATCHES 'Clang' AND QL_BUILD_FUZZ_TEST_SUITE) add_subdirectory(fuzz-test-suite) endif() # CPack support (make package, make package_source) set(CPACK_PACKAGE_VERSION_MAJOR ${QUANTLIB_VERSION_MAJOR}) set(CPACK_PACKAGE_VERSION_MINOR ${QUANTLIB_VERSION_MINOR}) set(CPACK_PACKAGE_VERSION_PATCH ${QUANTLIB_VERSION_PATCH}) set(CPACK_PACKAGE_FILE_NAME ${PACKAGE_NAME}-${PACKAGE_VERSION}) set(CPACK_GENERATOR "TGZ" "ZIP" "7Z") set(CPACK_SOURCE_PACKAGE_FILE_NAME ${PACKAGE_NAME}-${PACKAGE_VERSION}) set(CPACK_SOURCE_GENERATOR "TGZ" "ZIP" "7Z") set(CPACK_SOURCE_IGNORE_FILES "~$" "\\\\.swp$" "/[Bb]uild" "/\\\\.app" "/\\\\.cla" "/\\\\.cod" "/\\\\.git" "/\\\\.lgt" "/\\\\.mis") include(CPack)