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Merge pull request #38 from auto-differentiation/feature/renaming
Renaming to QuantLibAAD and QLAAD_*
2 parents 5645132 + 3bd6e3d commit 74a892e

39 files changed

Lines changed: 382 additions & 272 deletions

‎.github/workflows/ci.yaml‎

Lines changed: 58 additions & 58 deletions
Original file line numberDiff line numberDiff line change
@@ -1,8 +1,8 @@
11
##############################################################################
22
#
3-
# QuantLib-Risks-Cpp CI Workflow
3+
# QuantLibAAD CI Workflow
44
#
5-
# Tests QuantLib-Risks-Cpp with XAD automatic differentiation, and optionally
5+
# Tests QuantLibAAD with XAD automatic differentiation, and optionally
66
# with Forge JIT acceleration on Linux and Windows.
77
#
88
# Jobs:
@@ -13,7 +13,7 @@
1313
# - forge-linux: XAD + Forge JIT tests (C++17, Release/Debug)
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# - forge-windows: XAD + Forge JIT tests (C++17, Release/Debug)
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#
16-
# Copyright (C) 2025 Xcelerit Computing Limited
16+
# Copyright (C) 2010-2026 Xcelerit Computing Limited
1717
#
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# SPDX-License-Identifier: AGPL-3.0-or-later
1919
#
@@ -73,8 +73,8 @@ jobs:
7373
##############################################################################
7474
# Linux - XAD
7575
#
76-
# Note on disable_aad naming: This uses the original QuantLib-Risks-Cpp
77-
# convention where QLRISKS_DISABLE_AAD=OFF means AAD is ENABLED (not disabled).
76+
# Note on disable_aad naming: This uses the original QuantLibAAD
77+
# convention where QLAAD_DISABLE_AAD=OFF means AAD is ENABLED (not disabled).
7878
# The confusing double-negative is preserved for compatibility.
7979
##############################################################################
8080
xad-linux:
@@ -101,7 +101,7 @@ jobs:
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102102
- uses: actions/checkout@v4
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with:
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path: QuantLib-Risks-Cpp
104+
path: QuantLibAAD
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106106
- name: ccache
107107
uses: hendrikmuhs/ccache-action@v1.2.12
@@ -121,11 +121,11 @@ jobs:
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cd build
122122
cmake -G Ninja -DBOOST_ROOT=/usr \
123123
-DCMAKE_CXX_STANDARD=${{ matrix.cxx }} \
124-
-DQLRISKS_DISABLE_AAD=${{ matrix.disable_aad }} \
124+
-DQLAAD_DISABLE_AAD=${{ matrix.disable_aad }} \
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-DCMAKE_BUILD_TYPE=Release \
126126
-DCMAKE_CXX_COMPILER_LAUNCHER=ccache \
127-
-DQL_EXTERNAL_SUBDIRECTORIES="$(pwd)/../../xad;$(pwd)/../../QuantLib-Risks-Cpp" \
128-
-DQL_EXTRA_LINK_LIBRARIES=QuantLib-Risks \
127+
-DQL_EXTERNAL_SUBDIRECTORIES="$(pwd)/../../xad;$(pwd)/../../QuantLibAAD" \
128+
-DQL_EXTRA_LINK_LIBRARIES=QuantLibAAD \
129129
-DQL_NULL_AS_FUNCTIONS=ON \
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-DCMAKE_INSTALL_PREFIX=$(pwd)/../../install \
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..
@@ -140,11 +140,11 @@ jobs:
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cd QuantLib/build
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./test-suite/quantlib-test-suite --log_level=message
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143-
- name: Test QuantLib-Risks
143+
- name: Test QuantLibAAD
144144
if: ${{ matrix.disable_aad == 'OFF' }}
145145
run: |
146146
cd QuantLib/build
147-
./QuantLib-Risks-Cpp/test-suite/quantlib-risks-test-suite --log_level=message
147+
./QuantLibAAD/test-suite/quantlib-aad-test-suite --log_level=message
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149149
- name: Install
150150
if: ${{ matrix.disable_aad == 'OFF' }}
@@ -156,11 +156,11 @@ jobs:
156156
if: ${{ matrix.disable_aad == 'OFF' }}
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run: |
158158
mkdir installtest
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cp QuantLib-Risks-Cpp/Examples/AdjointSwap/AdjointSwapXAD.cpp installtest
159+
cp QuantLibAAD/Examples/AdjointSwap/AdjointSwapXAD.cpp installtest
160160
cd installtest
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echo "cmake_minimum_required(VERSION 3.15.2)" > CMakeLists.txt
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echo "project(QlTest LANGUAGES CXX)" >> CMakeLists.txt
163-
echo "find_package(QuantLib-Risks REQUIRED)" >> CMakeLists.txt
163+
echo "find_package(QuantLibAAD REQUIRED)" >> CMakeLists.txt
164164
echo "add_executable(AdjointSwapXAD AdjointSwapXAD.cpp)" >> CMakeLists.txt
165165
echo "target_link_libraries(AdjointSwapXAD PRIVATE QuantLib::QuantLib)" >> CMakeLists.txt
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echo "target_compile_features(AdjointSwapXAD PUBLIC cxx_std_17)" >> CMakeLists.txt
@@ -202,7 +202,7 @@ jobs:
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- uses: actions/checkout@v4
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with:
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path: QuantLib-Risks-Cpp
205+
path: QuantLibAAD
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- name: sccache
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uses: hendrikmuhs/ccache-action@v1.2.12
@@ -227,12 +227,12 @@ jobs:
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mkdir build
228228
cd build
229229
call "${{ env.vsvarsall }}" amd64
230-
cmake .. -G Ninja -DQLRISKS_DISABLE_AAD=${{ matrix.disable_aad }} ^
230+
cmake .. -G Ninja -DQLAAD_DISABLE_AAD=${{ matrix.disable_aad }} ^
231231
-DCMAKE_CXX_STANDARD=${{ matrix.cxx }} ^
232232
-DCMAKE_CXX_COMPILER_LAUNCHER=sccache ^
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-DCMAKE_BUILD_TYPE=Release ^
234-
-DQL_EXTERNAL_SUBDIRECTORIES="${{ github.workspace }}/xad;${{ github.workspace }}/QuantLib-Risks-Cpp" ^
235-
-DQL_EXTRA_LINK_LIBRARIES=QuantLib-Risks ^
234+
-DQL_EXTERNAL_SUBDIRECTORIES="${{ github.workspace }}/xad;${{ github.workspace }}/QuantLibAAD" ^
235+
-DQL_EXTRA_LINK_LIBRARIES=QuantLibAAD ^
236236
-DQL_NULL_AS_FUNCTIONS=ON ^
237237
-DXAD_STATIC_MSVC_RUNTIME=ON ^
238238
-DCMAKE_INSTALL_PREFIX=${{ github.workspace }}/install
@@ -251,13 +251,13 @@ jobs:
251251
call "${{ env.vsvarsall }}" amd64
252252
.\test-suite\quantlib-test-suite --log_level=message
253253
254-
- name: Test QuantLib-Risks
254+
- name: Test QuantLibAAD
255255
if: ${{ matrix.disable_aad == 'OFF' }}
256256
shell: cmd
257257
run: |
258258
cd QuantLib\build
259259
call "${{ env.vsvarsall }}" amd64
260-
.\QuantLib-Risks-Cpp\test-suite\quantlib-risks-test-suite --log_level=message
260+
.\QuantLibAAD\test-suite\quantlib-aad-test-suite --log_level=message
261261
262262
- name: Install
263263
if: ${{ matrix.disable_aad == 'OFF' }}
@@ -272,11 +272,11 @@ jobs:
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shell: cmd
273273
run: |
274274
mkdir installtest
275-
copy QuantLib-Risks-Cpp\Examples\AdjointSwap\AdjointSwapXAD.cpp installtest
275+
copy QuantLibAAD\Examples\AdjointSwap\AdjointSwapXAD.cpp installtest
276276
cd installtest
277277
echo cmake_minimum_required(VERSION 3.15.2) > CMakeLists.txt
278278
echo project(QlTest LANGUAGES CXX) >> CMakeLists.txt
279-
echo find_package(QuantLib-Risks REQUIRED) >> CMakeLists.txt
279+
echo find_package(QuantLibAAD REQUIRED) >> CMakeLists.txt
280280
echo add_executable(AdjointSwapXAD AdjointSwapXAD.cpp) >> CMakeLists.txt
281281
echo target_link_libraries(AdjointSwapXAD PRIVATE QuantLib::QuantLib) >> CMakeLists.txt
282282
echo set_target_properties(AdjointSwapXAD PROPERTIES MSVC_RUNTIME_LIBRARY MultiThreaded) >> CMakeLists.txt
@@ -315,7 +315,7 @@ jobs:
315315

316316
- uses: actions/checkout@v4
317317
with:
318-
path: QuantLib-Risks-Cpp
318+
path: QuantLibAAD
319319

320320
- name: Setup
321321
run: |
@@ -334,11 +334,11 @@ jobs:
334334
cd build
335335
cmake -G Ninja \
336336
-DCMAKE_CXX_STANDARD=${{ matrix.cxx }} \
337-
-DQLRISKS_DISABLE_AAD=${{ matrix.disable_aad }} \
337+
-DQLAAD_DISABLE_AAD=${{ matrix.disable_aad }} \
338338
-DCMAKE_BUILD_TYPE=Release \
339339
-DCMAKE_CXX_COMPILER_LAUNCHER=ccache \
340-
-DQL_EXTERNAL_SUBDIRECTORIES="${{ github.workspace }}/xad;${{ github.workspace }}/QuantLib-Risks-Cpp" \
341-
-DQL_EXTRA_LINK_LIBRARIES=QuantLib-Risks \
340+
-DQL_EXTERNAL_SUBDIRECTORIES="${{ github.workspace }}/xad;${{ github.workspace }}/QuantLibAAD" \
341+
-DQL_EXTRA_LINK_LIBRARIES=QuantLibAAD \
342342
-DQL_NULL_AS_FUNCTIONS=ON \
343343
-DCMAKE_INSTALL_PREFIX=${{ github.workspace }}/install \
344344
..
@@ -353,11 +353,11 @@ jobs:
353353
cd QuantLib/build
354354
./test-suite/quantlib-test-suite --log_level=message
355355
356-
- name: Test QuantLib-Risks
356+
- name: Test QuantLibAAD
357357
if: ${{ matrix.disable_aad == 'OFF' }}
358358
run: |
359359
cd QuantLib/build
360-
./QuantLib-Risks-Cpp/test-suite/quantlib-risks-test-suite --log_level=message
360+
./QuantLibAAD/test-suite/quantlib-aad-test-suite --log_level=message
361361
362362
- name: Install
363363
if: ${{ matrix.disable_aad == 'OFF' }}
@@ -369,11 +369,11 @@ jobs:
369369
if: ${{ matrix.disable_aad == 'OFF' }}
370370
run: |
371371
mkdir installtest
372-
cp QuantLib-Risks-Cpp/Examples/AdjointSwap/AdjointSwapXAD.cpp installtest
372+
cp QuantLibAAD/Examples/AdjointSwap/AdjointSwapXAD.cpp installtest
373373
cd installtest
374374
echo "cmake_minimum_required(VERSION 3.15.2)" > CMakeLists.txt
375375
echo "project(QlTest LANGUAGES CXX)" >> CMakeLists.txt
376-
echo "find_package(QuantLib-Risks REQUIRED)" >> CMakeLists.txt
376+
echo "find_package(QuantLibAAD REQUIRED)" >> CMakeLists.txt
377377
echo "add_executable(AdjointSwapXAD AdjointSwapXAD.cpp)" >> CMakeLists.txt
378378
echo "target_link_libraries(AdjointSwapXAD PRIVATE QuantLib::QuantLib)" >> CMakeLists.txt
379379
echo "target_compile_features(AdjointSwapXAD PUBLIC cxx_std_17)" >> CMakeLists.txt
@@ -408,7 +408,7 @@ jobs:
408408

409409
- uses: actions/checkout@v4
410410
with:
411-
path: QuantLib-Risks-Cpp
411+
path: QuantLibAAD
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413413
- name: Setup
414414
run: |
@@ -429,8 +429,8 @@ jobs:
429429
-DQL_USE_STD_CLASSES=ON \
430430
-DCMAKE_BUILD_TYPE=Release \
431431
-DCMAKE_CXX_COMPILER_LAUNCHER=ccache \
432-
-DQL_EXTERNAL_SUBDIRECTORIES="$(pwd)/../../xad;$(pwd)/../../QuantLib-Risks-Cpp" \
433-
-DQL_EXTRA_LINK_LIBRARIES=QuantLib-Risks \
432+
-DQL_EXTERNAL_SUBDIRECTORIES="$(pwd)/../../xad;$(pwd)/../../QuantLibAAD" \
433+
-DQL_EXTRA_LINK_LIBRARIES=QuantLibAAD \
434434
-DQL_NULL_AS_FUNCTIONS=ON \
435435
..
436436
@@ -444,16 +444,16 @@ jobs:
444444
cd QuantLib/build
445445
./test-suite/quantlib-test-suite --log_level=message
446446
447-
- name: Test QuantLib-Risks
447+
- name: Test QuantLibAAD
448448
run: |
449449
cd QuantLib/build
450-
./QuantLib-Risks-Cpp/test-suite/quantlib-risks-test-suite --log_level=message
450+
./QuantLibAAD/test-suite/quantlib-aad-test-suite --log_level=message
451451
452452
##############################################################################
453453
# Linux - XAD + Forge JIT
454454
#
455455
# Forge accelerates AAD tape computations via JIT compilation, so these jobs
456-
# only make sense with AAD enabled (QLRISKS_DISABLE_AAD=OFF).
456+
# only make sense with AAD enabled (QLAAD_DISABLE_AAD=OFF).
457457
# Tests C++17 and C++20 to match original XAD job coverage.
458458
##############################################################################
459459
forge-linux:
@@ -494,10 +494,10 @@ jobs:
494494
ref: ${{ env.xad_forge_branch }}
495495
path: xad-forge
496496

497-
- name: Checkout QuantLib-Risks-Cpp
497+
- name: Checkout QuantLibAAD
498498
uses: actions/checkout@v4
499499
with:
500-
path: QuantLib-Risks-Cpp
500+
path: QuantLibAAD
501501

502502
- name: ccache
503503
uses: hendrikmuhs/ccache-action@v1.2.12
@@ -531,35 +531,35 @@ jobs:
531531
-DXAD_WARNINGS_PARANOID=OFF \
532532
-DXAD_ENABLE_JIT=ON \
533533
-DCMAKE_PREFIX_PATH=$(pwd)/../../install \
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-DQL_EXTERNAL_SUBDIRECTORIES="$(pwd)/../../xad;$(pwd)/../../xad-forge;$(pwd)/../../QuantLib-Risks-Cpp" \
535-
-DQL_EXTRA_LINK_LIBRARIES=QuantLib-Risks \
534+
-DQL_EXTERNAL_SUBDIRECTORIES="$(pwd)/../../xad;$(pwd)/../../xad-forge;$(pwd)/../../QuantLibAAD" \
535+
-DQL_EXTRA_LINK_LIBRARIES=QuantLibAAD \
536536
-DQL_NULL_AS_FUNCTIONS=ON \
537537
-DQL_BUILD_TEST_SUITE=OFF \
538538
-DQL_BUILD_EXAMPLES=OFF \
539539
-DQL_BUILD_BENCHMARK=OFF \
540-
-DQLRISKS_DISABLE_AAD=OFF \
541-
-DQLRISKS_ENABLE_FORGE=ON \
542-
-DQLRISKS_USE_FORGE_CAPI=ON \
540+
-DQLAAD_DISABLE_AAD=OFF \
541+
-DQLAAD_ENABLE_FORGE=ON \
542+
-DQLAAD_USE_FORGE_CAPI=ON \
543543
-DXAD_FORGE_USE_CAPI=ON \
544-
-DQLRISKS_BUILD_TEST_SUITE=ON \
545-
-DQLRISKS_ENABLE_FORGE_TESTS=ON \
544+
-DQLAAD_BUILD_TEST_SUITE=ON \
545+
-DQLAAD_ENABLE_FORGE_TESTS=ON \
546546
..
547547
548548
- name: Build
549549
run: |
550550
cd QuantLib/build
551551
cmake --build .
552552
553-
- name: Test QuantLib-Risks
553+
- name: Test QuantLibAAD
554554
run: |
555555
cd QuantLib/build
556-
./QuantLib-Risks-Cpp/test-suite/quantlib-risks-test-suite --log_level=message
556+
./QuantLibAAD/test-suite/quantlib-aad-test-suite --log_level=message
557557
558558
##############################################################################
559559
# Windows - XAD + Forge JIT
560560
#
561561
# Forge accelerates AAD tape computations via JIT compilation, so these jobs
562-
# only make sense with AAD enabled (QLRISKS_DISABLE_AAD=OFF).
562+
# only make sense with AAD enabled (QLAAD_DISABLE_AAD=OFF).
563563
# Tests C++17 and C++20 to match original XAD job coverage.
564564
##############################################################################
565565
forge-windows:
@@ -602,10 +602,10 @@ jobs:
602602
ref: ${{ env.xad_forge_branch }}
603603
path: xad-forge
604604

605-
- name: Checkout QuantLib-Risks-Cpp
605+
- name: Checkout QuantLibAAD
606606
uses: actions/checkout@v4
607607
with:
608-
path: QuantLib-Risks-Cpp
608+
path: QuantLibAAD
609609

610610
- name: Setup
611611
run: choco install -y ninja
@@ -642,18 +642,18 @@ jobs:
642642
-DXAD_ENABLE_JIT=ON ^
643643
-DXAD_STATIC_MSVC_RUNTIME=ON ^
644644
-DCMAKE_PREFIX_PATH="%cd%\..\install" ^
645-
-DQL_EXTERNAL_SUBDIRECTORIES="%cd%\..\xad;%cd%\..\xad-forge;%cd%\..\QuantLib-Risks-Cpp" ^
646-
-DQL_EXTRA_LINK_LIBRARIES=QuantLib-Risks ^
645+
-DQL_EXTERNAL_SUBDIRECTORIES="%cd%\..\xad;%cd%\..\xad-forge;%cd%\..\QuantLibAAD" ^
646+
-DQL_EXTRA_LINK_LIBRARIES=QuantLibAAD ^
647647
-DQL_NULL_AS_FUNCTIONS=ON ^
648648
-DQL_BUILD_TEST_SUITE=OFF ^
649649
-DQL_BUILD_EXAMPLES=OFF ^
650650
-DQL_BUILD_BENCHMARK=OFF ^
651-
-DQLRISKS_DISABLE_AAD=OFF ^
652-
-DQLRISKS_ENABLE_FORGE=ON ^
653-
-DQLRISKS_USE_FORGE_CAPI=ON ^
651+
-DQLAAD_DISABLE_AAD=OFF ^
652+
-DQLAAD_ENABLE_FORGE=ON ^
653+
-DQLAAD_USE_FORGE_CAPI=ON ^
654654
-DXAD_FORGE_USE_CAPI=ON ^
655-
-DQLRISKS_BUILD_TEST_SUITE=ON ^
656-
-DQLRISKS_ENABLE_FORGE_TESTS=ON
655+
-DQLAAD_BUILD_TEST_SUITE=ON ^
656+
-DQLAAD_ENABLE_FORGE_TESTS=ON
657657
658658
- name: Build
659659
shell: cmd
@@ -662,9 +662,9 @@ jobs:
662662
call "%VSVARSALL%" amd64
663663
cmake --build . --config ${{ matrix.build_type }}
664664
665-
- name: Test QuantLib-Risks
665+
- name: Test QuantLibAAD
666666
shell: cmd
667667
run: |
668668
cd QuantLib\build
669669
set PATH=%cd%\..\..\install\bin;%PATH%
670-
QuantLib-Risks-Cpp\test-suite\quantlib-risks-test-suite.exe --log_level=message
670+
QuantLibAAD\test-suite\quantlib-aad-test-suite.exe --log_level=message

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