QuantLib 2.1.0

pts/quantlib-2.1.0 - 12 February 2025 - Update against QuantLib 1.37 upstream.

downloads.xml

<?xml version="1.0"?>
<!--Phoronix Test Suite v10.8.5-->
<PhoronixTestSuite>
  <Downloads>
    <Package>
      <URL>https://github.com/lballabio/QuantLib/releases/download/v1.37/QuantLib-1.37.tar.gz</URL>
      <MD5>ff07c1e74b09dde581f4d16718890394</MD5>
      <SHA256>b284e54ef2133c9eccccc23e210ae5b41b2f37c797b3d7257492a391e436ad24</SHA256>
      <FileName>QuantLib-1.37.tar.gz</FileName>
      <FileSize>9425068</FileSize>
    </Package>
  </Downloads>
</PhoronixTestSuite>

install.sh

#!/bin/bash
tar -xf QuantLib-1.37.tar.gz
cd QuantLib-1.37
mkdir build
cd build
CFLAGS_EXTRA=""
arch=$(uname -i)
if [ "$arch" == 'x86_64' ];
then
	# Since -march=native doesn't work for most other archs...
	CFLAGS_EXTRA=" -march=native"
fi
cmake .. -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_FLAGS="-O3 $CFLAGS_EXTRA" -DCMAKE_C_FLAGS="-O3 $CFLAGS_EXTRA" -DQL_ENABLE_PARALLEL_UNIT_TEST_RUNNER=ON 
if [ $OS_TYPE = "BSD" ]
then
	gmake -j $NUM_CPU_CORES
	echo $? > ~/install-exit-status
else
	make -j $NUM_CPU_CORES
	echo $? > ~/install-exit-status
fi
cd ~
echo "#!/bin/bash
cd QuantLib-1.37/build
./test-suite/quantlib-benchmark --nProc=\$NUM_CPU_CORES --verbose=1 \$@ > \$LOG_FILE 2>&1
echo \$? > ~/test-exit-status" > quantlib
chmod +x quantlib

results-definition.xml

<?xml version="1.0"?>
<!--Phoronix Test Suite v10.8.5-->
<PhoronixTestSuite>
  <ResultsParser>
    <OutputTemplate>System Throughput     = #_RESULT_# tasks/s</OutputTemplate>
    <LineHint>System Throughput</LineHint>
  </ResultsParser>
</PhoronixTestSuite>

test-definition.xml

<?xml version="1.0"?>
<!--Phoronix Test Suite v10.8.5-->
<PhoronixTestSuite>
  <TestInformation>
    <Title>QuantLib</Title>
    <AppVersion>1.37</AppVersion>
    <Description>QuantLib is an open-source library/framework around quantitative finance for modeling, trading and risk management scenarios. QuantLib is written in C++ with Boost and its built-in benchmark used reports the QuantLib Benchmark Index benchmark score. The QuantLib benchmark uses Boost::IPC for parallelism.</Description>
    <ResultScale>tasks/s</ResultScale>
    <Proportion>HIB</Proportion>
    <TimesToRun>3</TimesToRun>
  </TestInformation>
  <TestProfile>
    <Version>2.1.0</Version>
    <SupportedPlatforms>Linux, BSD, MacOSX</SupportedPlatforms>
    <SoftwareType>Benchmark</SoftwareType>
    <TestType>Processor</TestType>
    <License>Free</License>
    <Status>Verified</Status>
    <ExternalDependencies>build-utilities, boost-development, cmake</ExternalDependencies>
    <EnvironmentSize>531</EnvironmentSize>
    <ProjectURL>https://www.quantlib.org/</ProjectURL>
    <RepositoryURL>https://github.com/lballabio/QuantLib</RepositoryURL>
    <Maintainer>Michael Larabel</Maintainer>
  </TestProfile>
  <TestSettings>
    <Option>
      <DisplayName>Size</DisplayName>
      <Identifier>size</Identifier>
      <ArgumentPrefix>--size=</ArgumentPrefix>
      <Menu>
        <Entry>
          <Name>XXS</Name>
          <Value>XXS</Value>
          <Message>Intended for small laptops / desktop type systems</Message>
        </Entry>
        <Entry>
          <Name>S</Name>
          <Value>S</Value>
          <Message>Intended for medium to larger systems</Message>
        </Entry>
      </Menu>
    </Option>
  </TestSettings>
</PhoronixTestSuite>