Re: [Quantlib-dev] ORE 7

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Thanks for the quick turnaround. I have already extracted the code using 
git, but it is nice to have this download option as well.

On 10/4/2022 12:46 PM, Roland Lichters wrote:
>
> Hi Ioannis,
>
> That’s a good point, we have added a release zip/tgz to the QuantLib 
> repo in ORE:
>
> https://github.com/OpenSourceRisk/QuantLib/releases/tag/ORE-QuantLib-v1.27.1
>
> I hope that works!
>
> Best regards,
>
> Roland
>
> *From: *Ioannis Rigopoulos <qua...@de...>
> *Date: *Tuesday, 4 October 2022 at 09:40
> *To: *Roland Lichters <rol...@ac...c>, QuantLib users 
> <qua...@li...>, QuantLib Mailing Lists 
> <qua...@li...>
> *Subject: *Re: [Quantlib-dev] ORE 7
>
> CAUTION:External email warning. This email originated from outside 
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> policy to confirm sender identity before responding, forwarding, and 
> especially clicking links or opening attachments.
>
> Thanks for the quick reply Roland.
>
> I will certainly try your suggestion, although I am using GitHub 
> Desktop and I am not very familiar with the git dos commands.
>
> But since several people rely on the compressed forms (zip, tar) of 
> the ORE and QuantLib releases, I am wondering if it would be possible 
> to also provide the required QuantLib source code in compressed form, 
> which is anyway done for all the official ORE and QuantLib releases.
>
> For example, you will see at the page 
> https://github.com/OpenSourceRisk/Engine/releases/tag/v1.8.7.0 
> <https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgithub.com%2FOpenSourceRisk%2FEngine%2Freleases%2Ftag%2Fv1.8.7.0&data=05%7C01%7Croland.lichters%40acadia.inc%7C293729e77b074113491608daa5dba252%7Cf432debe2aae495fb2dfe8458cace1da%7C0%7C0%7C638004660004960075%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=3gnaMN97LTtKtZrRDG4GkT8op1tAABa%2BHjSWjvUZnz8%3D&reserved=0> 
> the compressed ORE code. It would be certainly helpful if the 
> corresponding QuantLib code could be similarly found somewhere, either 
> as stand alone or embedded in the ORE compressed file.
>
> Ioannis
>
> On 10/4/2022 9:03 AM, Roland Lichters wrote:
>
>     Hi Ioannis,
>
>     Ah, maybe that wasn’t clear in the mail, we use a fork of QuantLib
>     1.27.1 with a few changes.
>
>     So when you build ORE from sources on gihub, then please do a
>
>     git submodule update --init
>
>     That checks out our QuantLib 1.27.1 fork, and it should remove
>     your build errors.
>
>     Best regards,
>
>     Roland
>
>     *From: *Ioannis Rigopoulos <qua...@de...>
>     <mailto:qua...@de...>
>     *Date: *Monday, 3 October 2022 at 17:47
>     *To: *Roland Lichters <rol...@ac...c>
>     <mailto:rol...@ac...c>, QuantLib users
>     <qua...@li...>
>     <mailto:qua...@li...>, QuantLib Mailing
>     Lists <qua...@li...>
>     <mailto:qua...@li...>
>     *Subject: *Re: [Quantlib-dev] ORE 7
>
>     CAUTION:External email warning. This email originated from outside
>     acadia.inc. Beware of phishing attempts. Comply with all
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>
>     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
>         <https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgithub.com%2FOpenSourceRisk&data=05%7C01%7Croland.lichters%40acadia.inc%7C293729e77b074113491608daa5dba252%7Cf432debe2aae495fb2dfe8458cace1da%7C0%7C0%7C638004660004960075%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=E5qyW6bz6HQr%2F7oX8jjB6CapFKyvOT%2BGsG5yjmE8jgo%3D&reserved=0>.
>         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
>         <https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fopensourcerisk.org%2F&data=05%7C01%7Croland.lichters%40acadia.inc%7C293729e77b074113491608daa5dba252%7Cf432debe2aae495fb2dfe8458cace1da%7C0%7C0%7C638004660005116456%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=0NJEv%2BU4J7%2BpBN8A0GiK47iTduCXRaGVnc5fQZcoHlU%3D&reserved=0>.
>
>         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://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.acadia.inc%2Fnews%2Facadia-announces-seventh-release-of-open-source-risk-engine-with-quarterly-releases-to-follow&data=05%7C01%7Croland.lichters%40acadia.inc%7C293729e77b074113491608daa5dba252%7Cf432debe2aae495fb2dfe8458cace1da%7C0%7C0%7C638004660005116456%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=F0Uj0LGndGDHUqM573QS2VPbSGKfv%2FSCAz1nMYxJztM%3D&reserved=0>.
>
>
>         If you want to hear from Acadia about latest ORE developments,
>         then feel free to sign up here
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>         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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