CMakeLists.txt

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 31)
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       "${QUANTLIB_VERSION}-dev")
set(PACKAGE_VERSION_HEX   "0x01310000")
set(PACKAGE_STRING        "${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_BENCHMARK "Build benchmark" ON)
option(QL_BUILD_EXAMPLES "Build examples" ON)
option(QL_BUILD_TEST_SUITE "Build test suite" ON)
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_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_FUNCTION "Use std::function and std::bind instead of Boost ones" 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)
option(QL_USE_STD_TUPLE "Use std::tuple instead of boost::tuple" OFF)
set(QL_EXTERNAL_SUBDIRECTORIES "" CACHE STRING "Optional list of external source directories to be added to the build (semicolon-separated)")
set(QL_EXTRA_LINK_LIBRARIES "" CACHE STRING "Optional extra link libraries to add to QuantLib")

# Require C++14 or higher
if (NOT DEFINED CMAKE_CXX_STANDARD)
    set(CMAKE_CXX_STANDARD 14)
elseif(CMAKE_CXX_STANDARD LESS 14)
    message(FATAL_ERROR "Please specify CMAKE_CXX_STANDARD of 14 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++14 not -std=gnu++14
if (NOT DEFINED CMAKE_CXX_EXTENSIONS)
    set(CMAKE_CXX_EXTENSIONS FALSE)
endif()

# Convenience option to activate all STD options
if (QL_USE_STD_CLASSES)
    if (CMAKE_CXX_STANDARD GREATER_EQUAL 17)
        set(QL_USE_STD_ANY ON)
        set(QL_USE_STD_OPTIONAL ON)
    endif()
    set(QL_USE_STD_FUNCTION ON)
    set(QL_USE_STD_SHARED_PTR ON)
    set(QL_USE_STD_TUPLE ON)
endif()

if (CMAKE_CXX_STANDARD LESS 17)
    if (QL_USE_STD_ANY)
        message(FATAL_ERROR "QL_USE_STD_ANY requires at least C++17")
    endif()
    if (QL_USE_STD_OPTIONAL)
        message(FATAL_ERROR "QL_USE_STD_OPTIONAL requires at least C++17")
    endif()
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)
    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)

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 OR QL_BUILD_BENCHMARK)
    add_subdirectory(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)