Merge 8f1cbbd into 372b2f4

.appveyor.yml

@@ -1,5 +1,5 @@
 image:
-  - Visual Studio 2013
+  - Visual Studio 2015
   - Visual Studio 2022
 
 platform: x64
@@ -16,9 +16,9 @@ for:
 -
   matrix:
     only:
-      - image: Visual Studio 2013
+      - image: Visual Studio 2015
   before_build:
-    - COPY .appveyor\VS2013.props .\Build.props
+    - COPY .appveyor\VS2015.props .\Build.props
   test_script:
     - .\test-suite\bin\QuantLib-test-suite-x64-mt.exe --log_level=message --build_info=yes -- --faster
 -

.appveyor/VS2013.props → .appveyor/VS2015.props

@@ -4,10 +4,10 @@
   <PropertyGroup Label="UserMacros" />
   <ItemDefinitionGroup>
     <ClCompile>
-      <AdditionalIncludeDirectories>C:\Libraries\boost_1_58_0;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+      <AdditionalIncludeDirectories>C:\Libraries\boost_1_69_0;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
     </ClCompile>
     <Link>
-      <AdditionalLibraryDirectories>C:\Libraries\boost_1_58_0\lib64-msvc-12.0;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
+      <AdditionalLibraryDirectories>C:\Libraries\boost_1_69_0\lib64-msvc-14.0;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
     </Link>
   </ItemDefinitionGroup>
   <ItemGroup />

ql/config.msvc.hpp

@@ -25,8 +25,8 @@
 #include <ql/userconfig.hpp>
 
 // first things first
-#if (_MSC_VER < 1800)
-#  error "versions of Visual C++ prior to VC++12.0 (2013) are no longer supported"
+#if (_MSC_VER < 1900)
+#  error "versions of Visual C++ prior to VC++ 2015 are no longer supported"
 #endif
 
 /*******************************************
@@ -47,9 +47,6 @@
 
 // conditionally work around compiler glitches
 #define QL_PATCH_MSVC
-#if (_MSC_VER < 1900)
-#  define QL_PATCH_MSVC_2013
-#endif
 
 // Compilation on the x64 platform throws a lot of warnings assigning
 // QuantLib::Size == size_t (64 bit) to QuantLib::Integer == int (32

ql/errors.cpp

@@ -97,6 +97,6 @@ namespace QuantLib {
                                       format(file, line, function, message));
     }
 
-    const char* Error::what() const QL_NOEXCEPT { return message_->c_str(); }
+    const char* Error::what() const noexcept { return message_->c_str(); }
 }
 

ql/errors.hpp

@@ -45,14 +45,8 @@ namespace QuantLib {
               long line,
               const std::string& functionName,
               const std::string& message = "");
-        #ifdef QL_PATCH_MSVC_2013
-        /*! the automatically generated destructor would
-            not have the throw specifier.
-        */
-        ~Error() throw() override {}
-        #endif
         //! returns the error message.
-        const char* what() const QL_NOEXCEPT override;
+        const char* what() const noexcept override;
 
       private:
         ext::shared_ptr<std::string> message_;
@@ -76,27 +70,17 @@ namespace QuantLib {
 #endif
 
 
-/* on MSVC++13 the do { ... } while(false) construct fails inside a
-   for loop without brackets, so we use a dangling else instead */
-#if defined(QL_PATCH_MSVC_2013)
-#define QL_MULTILINE_ASSERTION_BEGIN
-#else
 #define QL_MULTILINE_ASSERTION_BEGIN do {
-#endif
 
 /* Disable warning C4127 (conditional expression is constant) when
    wrapping macros with the do { ... } while(false) construct on MSVC
 */
 #if defined(BOOST_MSVC)
-    #if defined(QL_PATCH_MSVC_2013)
-    #define QL_MULTILINE_ASSERTION_END else
-    #else
     #define QL_MULTILINE_ASSERTION_END \
         __pragma(warning(push)) \
         __pragma(warning(disable:4127)) \
         } while(false) \
         __pragma(warning(pop))
-    #endif
 #else
     #define QL_MULTILINE_ASSERTION_END } while(false)
 #endif

ql/experimental/exoticoptions/analyticholderextensibleoptionengine.cpp

@@ -65,7 +65,7 @@ namespace QuantLib {
         //calculate payoff discount factor assuming continuous compounding
         DiscountFactor discount = riskFreeDiscount(t1);
         Real result = 0;
-        QL_CONSTEXPR Real minusInf = -std::numeric_limits<Real>::infinity();
+        constexpr Real minusInf = -std::numeric_limits<Real>::infinity();
 
         Real y1 = this->y1(payoff->optionType()),
              y2 = this->y2(payoff->optionType());

ql/math/array.hpp

@@ -64,7 +64,7 @@ namespace QuantLib {
         */
         Array(Size size, Real value, Real increment);
         Array(const Array&);
-        Array(Array&&) QL_NOEXCEPT;
+        Array(Array&&) noexcept;
         #ifdef QL_USE_DISPOSABLE
         Array(const Disposable<Array>&);
         #endif
@@ -74,7 +74,7 @@ namespace QuantLib {
         Array(ForwardIterator begin, ForwardIterator end);
 
         Array& operator=(const Array&);
-        Array& operator=(Array&&) QL_NOEXCEPT;
+        Array& operator=(Array&&) noexcept;
         #ifdef QL_USE_DISPOSABLE
         Array& operator=(const Disposable<Array>&);
         #endif
@@ -244,7 +244,7 @@ namespace QuantLib {
         std::copy(from.begin(),from.end(),begin());
     }
 
-    inline Array::Array(Array&& from) QL_NOEXCEPT
+    inline Array::Array(Array&& from) noexcept
     : data_((Real*)nullptr), n_(0) {
         swap(from);
     }
@@ -313,7 +313,7 @@ namespace QuantLib {
         return *this;
     }
 
-    inline Array& Array::operator=(Array&& from) QL_NOEXCEPT {
+    inline Array& Array::operator=(Array&& from) noexcept {
         swap(from);
         return *this;
     }

ql/math/matrix.hpp

@@ -55,14 +55,14 @@ namespace QuantLib {
         template <class Iterator>
         Matrix(Size rows, Size columns, Iterator begin, Iterator end);
         Matrix(const Matrix&);
-        Matrix(Matrix&&) QL_NOEXCEPT;
+        Matrix(Matrix&&) noexcept;
         #ifdef QL_USE_DISPOSABLE
         Matrix(const Disposable<Matrix>&);
         #endif
         Matrix(std::initializer_list<std::initializer_list<Real>>);
 
         Matrix& operator=(const Matrix&);
-        Matrix& operator=(Matrix&&) QL_NOEXCEPT;
+        Matrix& operator=(Matrix&&) noexcept;
         #ifdef QL_USE_DISPOSABLE
         Matrix& operator=(const Disposable<Matrix>&);
         #endif
@@ -228,7 +228,7 @@ namespace QuantLib {
         std::copy(from.begin(),from.end(),begin());
     }
 
-    inline Matrix::Matrix(Matrix&& from) QL_NOEXCEPT
+    inline Matrix::Matrix(Matrix&& from) noexcept
     : data_((Real*)nullptr) {
         swap(from);
     }
@@ -262,7 +262,7 @@ namespace QuantLib {
         return *this;
     }
 
-    inline Matrix& Matrix::operator=(Matrix&& from) QL_NOEXCEPT {
+    inline Matrix& Matrix::operator=(Matrix&& from) noexcept {
         swap(from);
         return *this;
     }

ql/math/matrixutilities/svd.cpp

@@ -514,7 +514,7 @@ namespace QuantLib {
     }
 
     Size SVD::rank() const {
-        QL_CONSTEXPR Real eps = QL_EPSILON;
+        constexpr Real eps = QL_EPSILON;
         Real tol = m_*s_[0]*eps;
         Size r = 0;
         for (double i : s_) {

ql/methods/finitedifferences/operators/ninepointlinearop.hpp

@@ -42,12 +42,12 @@ namespace QuantLib {
         NinePointLinearOp(Size d0, Size d1,
                 const ext::shared_ptr<FdmMesher>& mesher);
         NinePointLinearOp(const NinePointLinearOp& m);
-        NinePointLinearOp(NinePointLinearOp&& m) QL_NOEXCEPT;
+        NinePointLinearOp(NinePointLinearOp&& m) noexcept;
         #ifdef QL_USE_DISPOSABLE
         NinePointLinearOp(const Disposable<NinePointLinearOp>& m);
         #endif
         NinePointLinearOp& operator=(const NinePointLinearOp& m);
-        NinePointLinearOp& operator=(NinePointLinearOp&& m) QL_NOEXCEPT;
+        NinePointLinearOp& operator=(NinePointLinearOp&& m) noexcept;
         #ifdef QL_USE_DISPOSABLE
         NinePointLinearOp& operator=(const Disposable<NinePointLinearOp>& m);
         #endif
@@ -83,7 +83,7 @@ namespace QuantLib {
     };
 
 
-    inline NinePointLinearOp::NinePointLinearOp(NinePointLinearOp&& m) QL_NOEXCEPT {
+    inline NinePointLinearOp::NinePointLinearOp(NinePointLinearOp&& m) noexcept {
         swap(m);
     }
 
@@ -93,7 +93,7 @@ namespace QuantLib {
         return *this;
     }
 
-    inline NinePointLinearOp& NinePointLinearOp::operator=(NinePointLinearOp&& m) QL_NOEXCEPT {
+    inline NinePointLinearOp& NinePointLinearOp::operator=(NinePointLinearOp&& m) noexcept {
         swap(m);
         return *this;
     }

ql/methods/finitedifferences/operators/triplebandlinearop.hpp

@@ -43,12 +43,12 @@ namespace QuantLib {
                            const ext::shared_ptr<FdmMesher>& mesher);
 
         TripleBandLinearOp(const TripleBandLinearOp& m);
-        TripleBandLinearOp(TripleBandLinearOp&& m) QL_NOEXCEPT;
+        TripleBandLinearOp(TripleBandLinearOp&& m) noexcept;
         #ifdef QL_USE_DISPOSABLE
         TripleBandLinearOp(const Disposable<TripleBandLinearOp>& m);
         #endif
         TripleBandLinearOp& operator=(const TripleBandLinearOp& m);
-        TripleBandLinearOp& operator=(TripleBandLinearOp&& m) QL_NOEXCEPT;
+        TripleBandLinearOp& operator=(TripleBandLinearOp&& m) noexcept;
         #ifdef QL_USE_DISPOSABLE
         TripleBandLinearOp& operator=(const Disposable<TripleBandLinearOp>& m);
         #endif
@@ -90,7 +90,7 @@ namespace QuantLib {
     };
 
 
-    inline TripleBandLinearOp::TripleBandLinearOp(TripleBandLinearOp&& m) QL_NOEXCEPT {
+    inline TripleBandLinearOp::TripleBandLinearOp(TripleBandLinearOp&& m) noexcept {
         swap(m);
     }
 
@@ -100,7 +100,7 @@ namespace QuantLib {
         return *this;
     }
 
-    inline TripleBandLinearOp& TripleBandLinearOp::operator=(TripleBandLinearOp&& m) QL_NOEXCEPT {
+    inline TripleBandLinearOp& TripleBandLinearOp::operator=(TripleBandLinearOp&& m) noexcept {
         swap(m);
         return *this;
     }

ql/methods/finitedifferences/tridiagonaloperator.hpp

@@ -69,12 +69,12 @@ namespace QuantLib {
                             const Array& mid,
                             const Array& high);
         TridiagonalOperator(const TridiagonalOperator&) = default;
-        TridiagonalOperator(TridiagonalOperator&&) QL_NOEXCEPT;
+        TridiagonalOperator(TridiagonalOperator&&) noexcept;
         #ifdef QL_USE_DISPOSABLE
         TridiagonalOperator(const Disposable<TridiagonalOperator>&);
         #endif
         TridiagonalOperator& operator=(const TridiagonalOperator&);
-        TridiagonalOperator& operator=(TridiagonalOperator&&) QL_NOEXCEPT;
+        TridiagonalOperator& operator=(TridiagonalOperator&&) noexcept;
         #ifdef QL_USE_DISPOSABLE
         TridiagonalOperator& operator=(const Disposable<TridiagonalOperator>&);
         #endif
@@ -136,7 +136,7 @@ namespace QuantLib {
 
     // inline definitions
 
-    inline TridiagonalOperator::TridiagonalOperator(TridiagonalOperator&& from) QL_NOEXCEPT {
+    inline TridiagonalOperator::TridiagonalOperator(TridiagonalOperator&& from) noexcept {
         swap(from);
     }
 
@@ -155,7 +155,7 @@ namespace QuantLib {
     }
 
     inline TridiagonalOperator&
-    TridiagonalOperator::operator=(TridiagonalOperator&& from) QL_NOEXCEPT {
+    TridiagonalOperator::operator=(TridiagonalOperator&& from) noexcept {
         swap(from);
         return *this;
     }

ql/pricingengines/asian/mc_discr_geom_av_price.cpp

@@ -43,7 +43,7 @@ namespace QuantLib {
             product *= path.front();
         }
         // care must be taken not to overflow product
-        QL_CONSTEXPR Real maxValue = QL_MAX_REAL;
+        constexpr Real maxValue = QL_MAX_REAL;
         averagePrice = 1.0;
         for (Size i=1; i<n+1; i++) {
             Real price = path[i];

ql/pricingengines/asian/mc_discr_geom_av_price_heston.cpp

@@ -44,7 +44,7 @@ namespace QuantLib {
         Size fixings = pastFixings_ + fixingIndices_.size();
 
         // care must be taken not to overflow product
-        QL_CONSTEXPR Real maxValue = QL_MAX_REAL;
+        constexpr Real maxValue = QL_MAX_REAL;
         for (unsigned long fixingIndice : fixingIndices_) {
             Real price = path[fixingIndice];
             if (product < maxValue/price) {

ql/qldefines.hpp

@@ -215,15 +215,15 @@
 #endif
 // clang-format on
 
+/*! \deprecated Use the noexcept keyword instead.
+                Deprecated in version 1.27.
+*/
+#define QL_NOEXCEPT noexcept
 
-// until we stop supporting Visual C++ 2013
-#if defined(QL_PATCH_MSVC_2013)
-#  define QL_NOEXCEPT
-#  define QL_CONSTEXPR
-#else
-#  define QL_NOEXCEPT noexcept
-#  define QL_CONSTEXPR constexpr
-#endif
+/*! \deprecated Use the constexpr keyword instead.
+                Deprecated in version 1.27.
+*/
+#define QL_CONSTEXPR constexpr
 
 
 #endif

ql/qldefines.hpp.cfg

@@ -216,15 +216,15 @@
 #endif
 // clang-format on
 
+/*! \deprecated Use the noexcept keyword instead.
+                Deprecated in version 1.27.
+*/
+#define QL_NOEXCEPT noexcept
 
-// until we stop supporting Visual C++ 2013
-#if defined(QL_PATCH_MSVC_2013)
-#  define QL_NOEXCEPT
-#  define QL_CONSTEXPR
-#else
-#  define QL_NOEXCEPT noexcept
-#  define QL_CONSTEXPR constexpr
-#endif
+/*! \deprecated Use the constexpr keyword instead.
+                Deprecated in version 1.27.
+*/
+#define QL_CONSTEXPR constexpr
 
 
 #endif

ql/termstructures/volatility/equityfx/hestonblackvolsurface.cpp

@@ -111,7 +111,7 @@ namespace QuantLib {
         Brent solver;
         solver.setMaxEvaluations(10000);
         const Volatility guess = std::sqrt(theta);
-        QL_CONSTEXPR Real accuracy = std::numeric_limits<Real>::epsilon();
+        constexpr Real accuracy = std::numeric_limits<Real>::epsilon();
 
         return solver.solve([&](Volatility _v) { return blackValue(payoff.optionType(), strike, fwd,
                                                                    t, _v, df, npv); },

ql/utilities/clone.hpp

@@ -50,10 +50,10 @@ namespace QuantLib {
         #endif
         Clone(const T&);
         Clone(const Clone<T>&);
-        Clone(Clone<T>&&) QL_NOEXCEPT;
+        Clone(Clone<T>&&) noexcept;
         Clone<T>& operator=(const T&);
         Clone<T>& operator=(const Clone<T>&);
-        Clone<T>& operator=(Clone<T>&&) QL_NOEXCEPT;
+        Clone<T>& operator=(Clone<T>&&) noexcept;
         T& operator*() const;
         T* operator->() const;
         bool empty() const;
@@ -88,7 +88,7 @@ namespace QuantLib {
     : ptr_(t.empty() ? (T*)nullptr : t->clone().release()) {}
 
     template <class T>
-    inline Clone<T>::Clone(Clone<T>&& t) QL_NOEXCEPT {
+    inline Clone<T>::Clone(Clone<T>&& t) noexcept {
         swap(t);
     }
 
@@ -109,7 +109,7 @@ namespace QuantLib {
     }
 
     template <class T>
-    inline Clone<T>& Clone<T>::operator=(Clone<T>&& t) QL_NOEXCEPT {
+    inline Clone<T>& Clone<T>::operator=(Clone<T>&& t) noexcept {
         swap(t);
         return *this;
     }