quantlib: add 1.26 + bump boost + modernize

[SpaceIm]

• relocatable shared libs on macOS: see [conan-center] Add a hook to check whether installed shared libs are relocatable on Linux & macOS hooks#376
• cache CMake configuration with functools.lru_cache
• bump boost to 1.79.0
• add quantlib/1.26. Upstream CMakeLists has been refactored for 1.24:
  • CMake options are different, and few features can be enabled (I've added 2 recipe options, but more could be added).
  • QuantLib::QuantLib imported target is now provided in a config file QuantLibConfig.cmake, so I've updated cmake names in the recipe.

---

• I've read the guidelines for contributing.
• I've followed the PEP8 style guides for Python code in the recipes.
• I've used the latest Conan client version.
• I've tried at least one configuration locally with the conan-center hook activated.

[SpaceIm]

LINK : fatal error LNK1104: cannot open file 'QuantLib-x64-mt-gd.lib' [C:\J\w\prod\BuildSingleReference@3\conan-center-index\recipes\quantlib\all\test_package\build\4eac806c0950d9bab7c364a6bb4dbd856fc93516\test_package.vcxproj]

So weird, the only lib packaged for this package id is QuantLib-x64-mt-sgd.lib:

 -- Installing: C:/J/w/prod/BuildSingleReference@3/.conan/data/quantlib/1.26/_/_/package/41d2b4518a7ef64d687103a4c56e63e89d48342e/lib/QuantLib-x64-mt-sgd.lib
(...)
quantlib/1.26 package(): Packaged 1378 '.hpp' files
quantlib/1.26 package(): Packaged 1 '.lib' file: QuantLib-x64-mt-sgd.lib
quantlib/1.26 package(): Packaged 1 '.TXT' file: LICENSE.TXT
quantlib/1.26: Package '41d2b4518a7ef64d687103a4c56e63e89d48342e' created

And quantlib recipe relies on tools.collect_libs(self). So why does it detect QuantLib-x64-mt-gd.lib instead of QuantLib-x64-mt-sgd.lib?

build: https://c3i.jfrog.io/c3i/misc/logs/pr/10670/1-configs/windows-visual_studio/quantlib/1.26//41d2b4518a7ef64d687103a4c56e63e89d48342e-build.txt
test: https://c3i.jfrog.io/c3i/misc/logs/pr/10670/1-configs/windows-visual_studio/quantlib/1.26//41d2b4518a7ef64d687103a4c56e63e89d48342e-test.txt

[SpaceIm]

LINK : fatal error LNK1104: cannot open file 'QuantLib-x64-mt-gd.lib' [C:\J\w\prod\BuildSingleReference@3\conan-center-index\recipes\quantlib\all\test_package\build\4eac806c0950d9bab7c364a6bb4dbd856fc93516\test_package.vcxproj]

So weird, the only lib packaged for this package id is QuantLib-x64-mt-sgd.lib:

 -- Installing: C:/J/w/prod/BuildSingleReference@3/.conan/data/quantlib/1.26/_/_/package/41d2b4518a7ef64d687103a4c56e63e89d48342e/lib/QuantLib-x64-mt-sgd.lib
(...)
quantlib/1.26 package(): Packaged 1378 '.hpp' files
quantlib/1.26 package(): Packaged 1 '.lib' file: QuantLib-x64-mt-sgd.lib
quantlib/1.26 package(): Packaged 1 '.TXT' file: LICENSE.TXT
quantlib/1.26: Package '41d2b4518a7ef64d687103a4c56e63e89d48342e' created

And quantlib recipe relies on tools.collect_libs(self). So why does it detect QuantLib-x64-mt-gd.lib instead of QuantLib-x64-mt-sgd.lib?

build: https://c3i.jfrog.io/c3i/misc/logs/pr/10670/1-configs/windows-visual_studio/quantlib/1.26//41d2b4518a7ef64d687103a4c56e63e89d48342e-build.txt test: https://c3i.jfrog.io/c3i/misc/logs/pr/10670/1-configs/windows-visual_studio/quantlib/1.26//41d2b4518a7ef64d687103a4c56e63e89d48342e-test.txt

@jgsogo Any thoughts on this issue? I don't understand how it can happen.

[conan-center-bot]

Failure in build 3 (569548251a3bddff0dac6b40dd9a798425c6eb87):

• quantlib/1.22@:
  Didn't run or was cancelled before finishing

• quantlib/1.26@:
  CI failed to create some packages (All logs)

  Logs for packageID 41d2b4518a7ef64d687103a4c56e63e89d48342e:

  [settings]
  arch=x86_64
  build_type=Debug
  compiler=Visual Studio
  compiler.runtime=MDd
  compiler.version=16
  os=Windows
  [options]
  quantlib:shared=False
  

  [...]
  -- Library libboost_coroutine found C:/J/w/prod/BuildSingleReference@2/s/5b93eb/1/lib/libboost_coroutine.lib
  -- Found: C:/J/w/prod/BuildSingleReference@2/s/5b93eb/1/lib/libboost_coroutine.lib
  -- Library libboost_contract found C:/J/w/prod/BuildSingleReference@2/s/5b93eb/1/lib/libboost_contract.lib
  -- Found: C:/J/w/prod/BuildSingleReference@2/s/5b93eb/1/lib/libboost_contract.lib
  -- Library bz2 found C:/J/w/prod/BuildSingleReference@2/.conan/data/bzip2/1.0.8/_/_/package/589a23dff5fdb23a7fb851223eb766480ead0a9a/lib/bz2.lib
  -- Found: C:/J/w/prod/BuildSingleReference@2/.conan/data/bzip2/1.0.8/_/_/package/589a23dff5fdb23a7fb851223eb766480ead0a9a/lib/bz2.lib
  -- Library zlib found C:/J/w/prod/BuildSingleReference@2/.conan/data/zlib/1.2.12/_/_/package/d057732059ea44a47760900cb5e4855d2bea8714/lib/zlib.lib
  -- Found: C:/J/w/prod/BuildSingleReference@2/.conan/data/zlib/1.2.12/_/_/package/d057732059ea44a47760900cb5e4855d2bea8714/lib/zlib.lib
  -- Configuring done
  -- Generating done
  -- Build files have been written to: C:/J/w/prod/BuildSingleReference@2/conan-center-index/recipes/quantlib/all/test_package/build/4eac806c0950d9bab7c364a6bb4dbd856fc93516
  
  ----Running------
  > cmake --build C:\J\w\prod\BuildSingleReference@2\conan-center-index\recipes\quantlib\all\test_package\build\4eac806c0950d9bab7c364a6bb4dbd856fc93516 --config Debug -- /m:8 /verbosity:minimal
  -----------------
  Microsoft (R) Build Engine version 16.11.2+f32259642 for .NET Framework
  Copyright (C) Microsoft Corporation. All rights reserved.
  
    Checking Build System
    Building Custom Rule C:/J/w/prod/BuildSingleReference@2/conan-center-index/recipes/quantlib/all/test_package/CMakeLists.txt
    test_package.cpp
  C:\J\w\prod\BuildSingleReference@2\.conan\data\quantlib\1.26\_\_\package\41d2b4518a7ef64d687103a4c56e63e89d48342e\include\ql/math/integrals/gaussianquadratures.hpp(60,1): warning C4267: 'initializing': conversion from 'size_t' to 'QuantLib::Integer', possible loss of data [C:\J\w\prod\BuildSingleReference@2\conan-center-index\recipes\quantlib\all\test_package\build\4eac806c0950d9bab7c364a6bb4dbd856fc93516\test_package.vcxproj]
  C:\J\w\prod\BuildSingleReference@2\.conan\data\quantlib\1.26\_\_\package\41d2b4518a7ef64d687103a4c56e63e89d48342e\include\ql/experimental/math/multidimquadrature.hpp(200): message : see reference to function template instantiation 'QuantLib::Real QuantLib::GaussianQuadrature::operator ()<QuantLib::GaussianQuadMultidimIntegrator::()::<lambda_3f3eec5b0c032b9306ac6fd824009e19>>(const F &) const' being compiled [C:\J\w\prod\BuildSingleReference@2\conan-center-index\recipes\quantlib\all\test_package\build\4eac806c0950d9bab7c364a6bb4dbd856fc93516\test_package.vcxproj]
            with
            [
                F=QuantLib::GaussianQuadMultidimIntegrator::()::<lambda_3f3eec5b0c032b9306ac6fd824009e19>
            ]
  C:\J\w\prod\BuildSingleReference@2\.conan\data\quantlib\1.26\_\_\package\41d2b4518a7ef64d687103a4c56e63e89d48342e\include\ql/experimental/math/multidimquadrature.hpp(65,1): warning C4267: 'initializing': conversion from 'size_t' to 'QuantLib::Integer', possible loss of data [C:\J\w\prod\BuildSingleReference@2\conan-center-index\recipes\quantlib\all\test_package\build\4eac806c0950d9bab7c364a6bb4dbd856fc93516\test_package.vcxproj]
  C:\J\w\prod\BuildSingleReference@2\.conan\data\quantlib\1.26\_\_\package\41d2b4518a7ef64d687103a4c56e63e89d48342e\include\ql/experimental/math/multidimquadrature.hpp(220): message : see reference to function template instantiation 'QuantLib::detail::DispArray QuantLib::GaussianQuadMultidimIntegrator::VectorIntegrator::operator ()<QuantLib::GaussianQuadMultidimIntegrator::integrate::<lambda_f6ec1eabafb9c9162050414a7ed5fe12>>(const F &) const' being compiled [C:\J\w\prod\BuildSingleReference@2\conan-center-index\recipes\quantlib\all\test_package\build\4eac806c0950d9bab7c364a6bb4dbd856fc93516\test_package.vcxproj]
            with
            [
                F=QuantLib::GaussianQuadMultidimIntegrator::integrate::<lambda_f6ec1eabafb9c9162050414a7ed5fe12>
            ]
  LINK : fatal error LNK1104: cannot open file 'QuantLib-x64-mt-gd.lib' [C:\J\w\prod\BuildSingleReference@2\conan-center-index\recipes\quantlib\all\test_package\build\4eac806c0950d9bab7c364a6bb4dbd856fc93516\test_package.vcxproj]
  CMake Warning:
    Manually-specified variables were not used by the project:
  
      CMAKE_EXPORT_NO_PACKAGE_REGISTRY
      CMAKE_INSTALL_BINDIR
      CMAKE_INSTALL_DATAROOTDIR
      CMAKE_INSTALL_INCLUDEDIR
      CMAKE_INSTALL_LIBDIR
      CMAKE_INSTALL_LIBEXECDIR
      CMAKE_INSTALL_OLDINCLUDEDIR
      CMAKE_INSTALL_SBINDIR
  
  
  ERROR: quantlib/1.26 (test package): Error in build() method, line 12
  	cmake.build()
  	ConanException: Error 1 while executing cmake --build C:\J\w\prod\BuildSingleReference@2\conan-center-index\recipes\quantlib\all\test_package\build\4eac806c0950d9bab7c364a6bb4dbd856fc93516 --config Debug -- /m:8 /verbosity:minimal
  

---

^{Note: To save resources, CI tries to finish as soon as an error is found. For this reason you might find that not all the references have been launched or not all the configurations for a given reference. Also, take into account that we cannot guarantee the order of execution as it depends on CI workload and workers availability.}

[SSE4]

seems like it contains some auto-link: https://github.com/lballabio/QuantLib/blob/aef79f48d58ba1a5a11f3dc16eee046845a4d23b/ql/auto_link.hpp#L59
might it be an issue? I would try either disabling auto-link altogether, or properly configure it to use the right library name (if it's even possiible)...

[stale]

This pull request has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions.

[stale]

This pull request has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions.

[SpaceIm]

seems like it contains some auto-link: https://github.com/lballabio/QuantLib/blob/aef79f48d58ba1a5a11f3dc16eee046845a4d23b/ql/auto_link.hpp#L59 might it be an issue? I would try either disabling auto-link altogether, or properly configure it to use the right library name (if it's even possiible)...

yes maybe, I'll try to fix it. But this file also exists in 1.22

[stale]

This pull request has been automatically closed because it has not had recent activity. Thank you for your contributions.