Re: [Quantlib-dev] ORE 7

[Ioannis R. <qua...@de...>]

Thank you Roland for this new release, but I have experienced several 
compilation errors when trying to build the QuantExt library.

I am using the official release of the 1.27.1 version of the QuantLib 
library as suggested in your email.

One simple example of the several failures concerns the second CPICoupon 
constructor implemented online in the header cpicoupon.hpp

Its top part looks as below:

/*CPICoupon(Real baseCPI,*//*
*//*              const Date& baseDate, // user provided, could be 
arbitrary*//*
*//*              const Date& paymentDate, Real nominal, const Date& 
startDate, const Date& endDate,*/

/*              (... more input arguments here ...)*//*
*/

/*     : QuantLib::CPICoupon(baseCPI, baseDate, paymentDate, nominal, 
startDate, endDate, index,*//*
*//*                              observationLag,*/

The compile-time error is caused by the implementation line:

/*QuantLib::CPICoupon(baseCPI, baseDate, paymentDate, nominal, 
startDate, endDate, index,*/

The above line passes the argument /*baseDate */to the constructor of 
the /*QuantLib::CPICoupon */class.

But this fails because the CPICoupon class in QuantLib does not contain 
any constructor that expects a second argument of type Date.

Best regards,

Ioannis Rigopoulos


On 9/22/2022 5:29 PM, Roland Lichters via QuantLib-dev wrote:
>
> Dear all,
>
> we have just published the 7th release of ORE and ORE-SWIG, updating 
> the codebase at https://github.com/OpenSourceRisk. ORE 7 depends on 
> QuantLib 1.27.1 and QuantLib-SWIG 1.27.
>
> The release contains many fixes and improvements over the past year 
> that were triggered by our main sponsor’s (Acadia) use of ORE in their 
> Initial Margin Risk Generator services.  The full release notes can be 
> found in the user guide under the DOCUMENTATION menu on 
> https://opensourcerisk.org.
>
> With this release we have started publishing a wide range of 
> additional financial instruments. You will see various Equity/FX 
> Exotics in this release. Commodity, Credit, Hybrids, Exotics with 
> scripted payoffs will follow in the next releases in quarterly steps, 
> see also the Acadia press release and roadmap here 
> <https://www.acadia.inc/news/acadia-announces-seventh-release-of-open-source-risk-engine-with-quarterly-releases-to-follow>. 
>
>
> If you want to hear from Acadia about latest ORE developments, then 
> feel free to sign up here 
> <https://share.hsforms.com/1eqcUZ-9_QdSH__M7_YPSig43ul4> to receive 
> updates by email.
>
> Please explore ORE – download the release executable, or clone the 
> repositories and build.
>
> As usual, all feedback is welcome!
>
> Best regards,
>
> Roland
>
>
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