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Merge pull request #1297.
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allow to include QuantLib as cmake subproject
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@lballabio
lballabio committed Feb 14, 2022
2 parents 3bc68c6 + a572ed7 commit f6f4f6c
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Showing 2 changed files with 132 additions and 132 deletions.
258 changes: 129 additions & 129 deletions ql/CMakeLists.txt
View file
Original file line number Diff line number Diff line change
Expand Up @@ -2183,132 +2183,132 @@ set(QL_HEADERS
)

set(QL_CONFIGURED_HEADERS
${CMAKE_BINARY_DIR}/ql/config.hpp
${CMAKE_BINARY_DIR}/ql/qldefines.hpp
${CMAKE_BINARY_DIR}/ql/version.hpp)
${PROJECT_BINARY_DIR}/ql/config.hpp
${PROJECT_BINARY_DIR}/ql/qldefines.hpp
${PROJECT_BINARY_DIR}/ql/version.hpp)

set(QL_GENERATED_HEADERS
${CMAKE_BINARY_DIR}/ql/quantlib.hpp
${CMAKE_BINARY_DIR}/ql/cashflows/all.hpp
${CMAKE_BINARY_DIR}/ql/currencies/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/amortizingbonds/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/asian/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/averageois/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/barrieroption/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/basismodels/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/callablebonds/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/catbonds/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/commodities/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/coupons/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/credit/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/exoticoptions/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/finitedifferences/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/forward/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/fx/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/inflation/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/lattices/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/math/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/mcbasket/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/models/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/processes/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/risk/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/shortrate/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/swaptions/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/termstructures/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/variancegamma/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/varianceoption/all.hpp
${CMAKE_BINARY_DIR}/ql/experimental/volatility/all.hpp
${CMAKE_BINARY_DIR}/ql/indexes/all.hpp
${CMAKE_BINARY_DIR}/ql/indexes/ibor/all.hpp
${CMAKE_BINARY_DIR}/ql/indexes/inflation/all.hpp
${CMAKE_BINARY_DIR}/ql/indexes/swap/all.hpp
${CMAKE_BINARY_DIR}/ql/instruments/all.hpp
${CMAKE_BINARY_DIR}/ql/instruments/bonds/all.hpp
${CMAKE_BINARY_DIR}/ql/legacy/all.hpp
${CMAKE_BINARY_DIR}/ql/legacy/libormarketmodels/all.hpp
${CMAKE_BINARY_DIR}/ql/math/all.hpp
${CMAKE_BINARY_DIR}/ql/math/copulas/all.hpp
${CMAKE_BINARY_DIR}/ql/math/distributions/all.hpp
${CMAKE_BINARY_DIR}/ql/math/integrals/all.hpp
${CMAKE_BINARY_DIR}/ql/math/interpolations/all.hpp
${CMAKE_BINARY_DIR}/ql/math/matrixutilities/all.hpp
${CMAKE_BINARY_DIR}/ql/math/ode/all.hpp
${CMAKE_BINARY_DIR}/ql/math/optimization/all.hpp
${CMAKE_BINARY_DIR}/ql/math/randomnumbers/all.hpp
${CMAKE_BINARY_DIR}/ql/math/solvers1d/all.hpp
${CMAKE_BINARY_DIR}/ql/math/statistics/all.hpp
${CMAKE_BINARY_DIR}/ql/methods/all.hpp
${CMAKE_BINARY_DIR}/ql/methods/finitedifferences/all.hpp
${CMAKE_BINARY_DIR}/ql/methods/finitedifferences/meshers/all.hpp
${CMAKE_BINARY_DIR}/ql/methods/finitedifferences/operators/all.hpp
${CMAKE_BINARY_DIR}/ql/methods/finitedifferences/schemes/all.hpp
${CMAKE_BINARY_DIR}/ql/methods/finitedifferences/solvers/all.hpp
${CMAKE_BINARY_DIR}/ql/methods/finitedifferences/stepconditions/all.hpp
${CMAKE_BINARY_DIR}/ql/methods/finitedifferences/utilities/all.hpp
${CMAKE_BINARY_DIR}/ql/methods/lattices/all.hpp
${CMAKE_BINARY_DIR}/ql/methods/montecarlo/all.hpp
${CMAKE_BINARY_DIR}/ql/models/all.hpp
${CMAKE_BINARY_DIR}/ql/models/equity/all.hpp
${CMAKE_BINARY_DIR}/ql/models/marketmodels/all.hpp
${CMAKE_BINARY_DIR}/ql/models/marketmodels/browniangenerators/all.hpp
${CMAKE_BINARY_DIR}/ql/models/marketmodels/callability/all.hpp
${CMAKE_BINARY_DIR}/ql/models/marketmodels/correlations/all.hpp
${CMAKE_BINARY_DIR}/ql/models/marketmodels/curvestates/all.hpp
${CMAKE_BINARY_DIR}/ql/models/marketmodels/driftcomputation/all.hpp
${CMAKE_BINARY_DIR}/ql/models/marketmodels/evolvers/all.hpp
${CMAKE_BINARY_DIR}/ql/models/marketmodels/evolvers/volprocesses/all.hpp
${CMAKE_BINARY_DIR}/ql/models/marketmodels/models/all.hpp
${CMAKE_BINARY_DIR}/ql/models/marketmodels/pathwisegreeks/all.hpp
${CMAKE_BINARY_DIR}/ql/models/marketmodels/products/all.hpp
${CMAKE_BINARY_DIR}/ql/models/marketmodels/products/multistep/all.hpp
${CMAKE_BINARY_DIR}/ql/models/marketmodels/products/onestep/all.hpp
${CMAKE_BINARY_DIR}/ql/models/marketmodels/products/pathwise/all.hpp
${CMAKE_BINARY_DIR}/ql/models/shortrate/all.hpp
${CMAKE_BINARY_DIR}/ql/models/shortrate/calibrationhelpers/all.hpp
${CMAKE_BINARY_DIR}/ql/models/shortrate/onefactormodels/all.hpp
${CMAKE_BINARY_DIR}/ql/models/shortrate/twofactormodels/all.hpp
${CMAKE_BINARY_DIR}/ql/models/volatility/all.hpp
${CMAKE_BINARY_DIR}/ql/patterns/all.hpp
${CMAKE_BINARY_DIR}/ql/pricingengines/all.hpp
${CMAKE_BINARY_DIR}/ql/pricingengines/asian/all.hpp
${CMAKE_BINARY_DIR}/ql/pricingengines/barrier/all.hpp
${CMAKE_BINARY_DIR}/ql/pricingengines/basket/all.hpp
${CMAKE_BINARY_DIR}/ql/pricingengines/bond/all.hpp
${CMAKE_BINARY_DIR}/ql/pricingengines/capfloor/all.hpp
${CMAKE_BINARY_DIR}/ql/pricingengines/cliquet/all.hpp
${CMAKE_BINARY_DIR}/ql/pricingengines/credit/all.hpp
${CMAKE_BINARY_DIR}/ql/pricingengines/forward/all.hpp
${CMAKE_BINARY_DIR}/ql/pricingengines/inflation/all.hpp
${CMAKE_BINARY_DIR}/ql/pricingengines/lookback/all.hpp
${CMAKE_BINARY_DIR}/ql/pricingengines/quanto/all.hpp
${CMAKE_BINARY_DIR}/ql/pricingengines/swap/all.hpp
${CMAKE_BINARY_DIR}/ql/pricingengines/swaption/all.hpp
${CMAKE_BINARY_DIR}/ql/pricingengines/vanilla/all.hpp
${CMAKE_BINARY_DIR}/ql/processes/all.hpp
${CMAKE_BINARY_DIR}/ql/quotes/all.hpp
${CMAKE_BINARY_DIR}/ql/termstructures/all.hpp
${CMAKE_BINARY_DIR}/ql/termstructures/credit/all.hpp
${CMAKE_BINARY_DIR}/ql/termstructures/inflation/all.hpp
${CMAKE_BINARY_DIR}/ql/termstructures/volatility/all.hpp
${CMAKE_BINARY_DIR}/ql/termstructures/volatility/capfloor/all.hpp
${CMAKE_BINARY_DIR}/ql/termstructures/volatility/equityfx/all.hpp
${CMAKE_BINARY_DIR}/ql/termstructures/volatility/inflation/all.hpp
${CMAKE_BINARY_DIR}/ql/termstructures/volatility/optionlet/all.hpp
${CMAKE_BINARY_DIR}/ql/termstructures/volatility/swaption/all.hpp
${CMAKE_BINARY_DIR}/ql/termstructures/yield/all.hpp
${CMAKE_BINARY_DIR}/ql/time/all.hpp
${CMAKE_BINARY_DIR}/ql/time/calendars/all.hpp
${CMAKE_BINARY_DIR}/ql/time/daycounters/all.hpp
${CMAKE_BINARY_DIR}/ql/utilities/all.hpp)
${PROJECT_BINARY_DIR}/ql/quantlib.hpp
${PROJECT_BINARY_DIR}/ql/cashflows/all.hpp
${PROJECT_BINARY_DIR}/ql/currencies/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/amortizingbonds/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/asian/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/averageois/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/barrieroption/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/basismodels/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/callablebonds/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/catbonds/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/commodities/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/coupons/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/credit/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/exoticoptions/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/finitedifferences/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/forward/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/fx/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/inflation/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/lattices/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/math/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/mcbasket/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/models/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/processes/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/risk/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/shortrate/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/swaptions/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/termstructures/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/variancegamma/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/varianceoption/all.hpp
${PROJECT_BINARY_DIR}/ql/experimental/volatility/all.hpp
${PROJECT_BINARY_DIR}/ql/indexes/all.hpp
${PROJECT_BINARY_DIR}/ql/indexes/ibor/all.hpp
${PROJECT_BINARY_DIR}/ql/indexes/inflation/all.hpp
${PROJECT_BINARY_DIR}/ql/indexes/swap/all.hpp
${PROJECT_BINARY_DIR}/ql/instruments/all.hpp
${PROJECT_BINARY_DIR}/ql/instruments/bonds/all.hpp
${PROJECT_BINARY_DIR}/ql/legacy/all.hpp
${PROJECT_BINARY_DIR}/ql/legacy/libormarketmodels/all.hpp
${PROJECT_BINARY_DIR}/ql/math/all.hpp
${PROJECT_BINARY_DIR}/ql/math/copulas/all.hpp
${PROJECT_BINARY_DIR}/ql/math/distributions/all.hpp
${PROJECT_BINARY_DIR}/ql/math/integrals/all.hpp
${PROJECT_BINARY_DIR}/ql/math/interpolations/all.hpp
${PROJECT_BINARY_DIR}/ql/math/matrixutilities/all.hpp
${PROJECT_BINARY_DIR}/ql/math/ode/all.hpp
${PROJECT_BINARY_DIR}/ql/math/optimization/all.hpp
${PROJECT_BINARY_DIR}/ql/math/randomnumbers/all.hpp
${PROJECT_BINARY_DIR}/ql/math/solvers1d/all.hpp
${PROJECT_BINARY_DIR}/ql/math/statistics/all.hpp
${PROJECT_BINARY_DIR}/ql/methods/all.hpp
${PROJECT_BINARY_DIR}/ql/methods/finitedifferences/all.hpp
${PROJECT_BINARY_DIR}/ql/methods/finitedifferences/meshers/all.hpp
${PROJECT_BINARY_DIR}/ql/methods/finitedifferences/operators/all.hpp
${PROJECT_BINARY_DIR}/ql/methods/finitedifferences/schemes/all.hpp
${PROJECT_BINARY_DIR}/ql/methods/finitedifferences/solvers/all.hpp
${PROJECT_BINARY_DIR}/ql/methods/finitedifferences/stepconditions/all.hpp
${PROJECT_BINARY_DIR}/ql/methods/finitedifferences/utilities/all.hpp
${PROJECT_BINARY_DIR}/ql/methods/lattices/all.hpp
${PROJECT_BINARY_DIR}/ql/methods/montecarlo/all.hpp
${PROJECT_BINARY_DIR}/ql/models/all.hpp
${PROJECT_BINARY_DIR}/ql/models/equity/all.hpp
${PROJECT_BINARY_DIR}/ql/models/marketmodels/all.hpp
${PROJECT_BINARY_DIR}/ql/models/marketmodels/browniangenerators/all.hpp
${PROJECT_BINARY_DIR}/ql/models/marketmodels/callability/all.hpp
${PROJECT_BINARY_DIR}/ql/models/marketmodels/correlations/all.hpp
${PROJECT_BINARY_DIR}/ql/models/marketmodels/curvestates/all.hpp
${PROJECT_BINARY_DIR}/ql/models/marketmodels/driftcomputation/all.hpp
${PROJECT_BINARY_DIR}/ql/models/marketmodels/evolvers/all.hpp
${PROJECT_BINARY_DIR}/ql/models/marketmodels/evolvers/volprocesses/all.hpp
${PROJECT_BINARY_DIR}/ql/models/marketmodels/models/all.hpp
${PROJECT_BINARY_DIR}/ql/models/marketmodels/pathwisegreeks/all.hpp
${PROJECT_BINARY_DIR}/ql/models/marketmodels/products/all.hpp
${PROJECT_BINARY_DIR}/ql/models/marketmodels/products/multistep/all.hpp
${PROJECT_BINARY_DIR}/ql/models/marketmodels/products/onestep/all.hpp
${PROJECT_BINARY_DIR}/ql/models/marketmodels/products/pathwise/all.hpp
${PROJECT_BINARY_DIR}/ql/models/shortrate/all.hpp
${PROJECT_BINARY_DIR}/ql/models/shortrate/calibrationhelpers/all.hpp
${PROJECT_BINARY_DIR}/ql/models/shortrate/onefactormodels/all.hpp
${PROJECT_BINARY_DIR}/ql/models/shortrate/twofactormodels/all.hpp
${PROJECT_BINARY_DIR}/ql/models/volatility/all.hpp
${PROJECT_BINARY_DIR}/ql/patterns/all.hpp
${PROJECT_BINARY_DIR}/ql/pricingengines/all.hpp
${PROJECT_BINARY_DIR}/ql/pricingengines/asian/all.hpp
${PROJECT_BINARY_DIR}/ql/pricingengines/barrier/all.hpp
${PROJECT_BINARY_DIR}/ql/pricingengines/basket/all.hpp
${PROJECT_BINARY_DIR}/ql/pricingengines/bond/all.hpp
${PROJECT_BINARY_DIR}/ql/pricingengines/capfloor/all.hpp
${PROJECT_BINARY_DIR}/ql/pricingengines/cliquet/all.hpp
${PROJECT_BINARY_DIR}/ql/pricingengines/credit/all.hpp
${PROJECT_BINARY_DIR}/ql/pricingengines/forward/all.hpp
${PROJECT_BINARY_DIR}/ql/pricingengines/inflation/all.hpp
${PROJECT_BINARY_DIR}/ql/pricingengines/lookback/all.hpp
${PROJECT_BINARY_DIR}/ql/pricingengines/quanto/all.hpp
${PROJECT_BINARY_DIR}/ql/pricingengines/swap/all.hpp
${PROJECT_BINARY_DIR}/ql/pricingengines/swaption/all.hpp
${PROJECT_BINARY_DIR}/ql/pricingengines/vanilla/all.hpp
${PROJECT_BINARY_DIR}/ql/processes/all.hpp
${PROJECT_BINARY_DIR}/ql/quotes/all.hpp
${PROJECT_BINARY_DIR}/ql/termstructures/all.hpp
${PROJECT_BINARY_DIR}/ql/termstructures/credit/all.hpp
${PROJECT_BINARY_DIR}/ql/termstructures/inflation/all.hpp
${PROJECT_BINARY_DIR}/ql/termstructures/volatility/all.hpp
${PROJECT_BINARY_DIR}/ql/termstructures/volatility/capfloor/all.hpp
${PROJECT_BINARY_DIR}/ql/termstructures/volatility/equityfx/all.hpp
${PROJECT_BINARY_DIR}/ql/termstructures/volatility/inflation/all.hpp
${PROJECT_BINARY_DIR}/ql/termstructures/volatility/optionlet/all.hpp
${PROJECT_BINARY_DIR}/ql/termstructures/volatility/swaption/all.hpp
${PROJECT_BINARY_DIR}/ql/termstructures/yield/all.hpp
${PROJECT_BINARY_DIR}/ql/time/all.hpp
${PROJECT_BINARY_DIR}/ql/time/calendars/all.hpp
${PROJECT_BINARY_DIR}/ql/time/daycounters/all.hpp
${PROJECT_BINARY_DIR}/ql/utilities/all.hpp)

add_custom_command(OUTPUT ${QL_GENERATED_HEADERS}
COMMAND ${CMAKE_COMMAND}
-DSOURCE_DIR=${CMAKE_SOURCE_DIR}
-DBINARY_DIR=${CMAKE_BINARY_DIR}
-P ${CMAKE_SOURCE_DIR}/cmake/GenerateHeaders.cmake
-DSOURCE_DIR=${PROJECT_SOURCE_DIR}
-DBINARY_DIR=${PROJECT_BINARY_DIR}
-P ${PROJECT_SOURCE_DIR}/cmake/GenerateHeaders.cmake
COMMENT "Generating headers..."
WORKING_DIRECTORY ${CMAKE_BINARY_DIR})
WORKING_DIRECTORY ${PROJECT_BINARY_DIR})

add_library(ql_library
${QL_SOURCES}
Expand All @@ -2329,8 +2329,8 @@ target_compile_options(ql_library PRIVATE
${OpenMP_CXX_FLAGS})

target_include_directories(ql_library PUBLIC
$<BUILD_INTERFACE:${CMAKE_BINARY_DIR}>
$<BUILD_INTERFACE:${CMAKE_SOURCE_DIR}>
$<BUILD_INTERFACE:${PROJECT_BINARY_DIR}>
$<BUILD_INTERFACE:${PROJECT_SOURCE_DIR}>
$<INSTALL_INTERFACE:${QL_INSTALL_INCLUDEDIR}>
${Boost_INCLUDE_DIRS}
${OpenMP_CXX_INCLUDE_DIRS})
Expand Down Expand Up @@ -2359,35 +2359,35 @@ endforeach()
# Install generated headers from the build directory
foreach(file ${QL_GENERATED_HEADERS})
get_filename_component(dir ${file} DIRECTORY)
file(RELATIVE_PATH path ${CMAKE_BINARY_DIR} ${dir})
file(RELATIVE_PATH path ${PROJECT_BINARY_DIR} ${dir})
install(FILES ${file} DESTINATION "${QL_INSTALL_INCLUDEDIR}/${path}")
endforeach()

# Install config scripts for people using `find_package(QuantLib::QuantLib CONFIG ...)`
include(CMakePackageConfigHelpers)
write_basic_package_version_file(
"${CMAKE_BINARY_DIR}/cmake/QuantLibConfigVersion.cmake"
"${PROJECT_BINARY_DIR}/cmake/QuantLibConfigVersion.cmake"
VERSION ${QL_VERSION}
COMPATIBILITY AnyNewerVersion
)
export(EXPORT QuantLibTargets
FILE "${CMAKE_BINARY_DIR}/cmake/QuantLibTargets.cmake"
FILE "${PROJECT_BINARY_DIR}/cmake/QuantLibTargets.cmake"
NAMESPACE QuantLib::
)
configure_file("${PROJECT_SOURCE_DIR}/cmake/QuantLibConfig.cmake.in"
"${CMAKE_BINARY_DIR}/cmake/QuantLibConfig.cmake"
"${PROJECT_BINARY_DIR}/cmake/QuantLibConfig.cmake"
COPYONLY
)
configure_package_config_file("${PROJECT_SOURCE_DIR}/cmake/QuantLibConfig.cmake.in"
"${CMAKE_BINARY_DIR}/cmake/QuantLibConfig.cmake"
"${PROJECT_BINARY_DIR}/cmake/QuantLibConfig.cmake"
INSTALL_DESTINATION "${QL_INSTALL_CMAKEDIR}"
)
install(EXPORT QuantLibTargets
FILE QuantLibTargets.cmake
NAMESPACE QuantLib::
DESTINATION "${QL_INSTALL_CMAKEDIR}"
)
install(FILES "${CMAKE_BINARY_DIR}/cmake/QuantLibConfig.cmake"
"${CMAKE_BINARY_DIR}/cmake/QuantLibConfigVersion.cmake"
install(FILES "${PROJECT_BINARY_DIR}/cmake/QuantLibConfig.cmake"
"${PROJECT_BINARY_DIR}/cmake/QuantLibConfigVersion.cmake"
DESTINATION "${QL_INSTALL_CMAKEDIR}"
)
6 changes: 3 additions & 3 deletions test-suite/CMakeLists.txt
View file
Original file line number Diff line number Diff line change
Expand Up @@ -365,8 +365,8 @@ set(QL_BENCHMARK_SOURCES
if (QL_BUILD_TEST_SUITE)
add_library(ql_unit_test_main STATIC main.cpp)
target_include_directories(ql_unit_test_main PRIVATE
${CMAKE_BINARY_DIR}
${CMAKE_SOURCE_DIR}
${PROJECT_BINARY_DIR}
${PROJECT_SOURCE_DIR}
${Boost_INCLUDE_DIRS})
add_executable(ql_test_suite ${QL_TEST_SOURCES} ${QL_TEST_HEADERS})
set_target_properties(ql_test_suite PROPERTIES OUTPUT_NAME "quantlib-test-suite")
Expand All @@ -386,7 +386,7 @@ if (QL_BUILD_TEST_SUITE)
if (QL_INSTALL_TEST_SUITE)
install(TARGETS ql_test_suite RUNTIME DESTINATION ${QL_INSTALL_BINDIR})
endif()
add_test(NAME test_suite COMMAND ql_test_suite --log_level=message)
add_test(NAME quantlib_test_suite COMMAND ql_test_suite --log_level=message)
endif()

IF (QL_BUILD_BENCHMARK)
Expand Down

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