OpenSourceRisk · francisduffy · Nov 26, 2025 · Nov 26, 2025 · Nov 28, 2025 · Nov 28, 2025
diff --git a/.gitignore b/.gitignore
@@ -350,4 +350,4 @@ Examples/**/pricingstats.csv
 *.fls
 
 .gitmodules
-
+CMakeUserPresets.json
diff --git a/App/CMakeLists.txt b/App/CMakeLists.txt
@@ -8,9 +8,6 @@ get_library_name("OREData" ORED_LIB_NAME)
 get_library_name("QuantExt" QLE_LIB_NAME)
 set_ql_library_name()
 
-find_package (Boost REQUIRED COMPONENTS date_time serialization filesystem timer OPTIONAL_COMPONENTS chrono)
-
-include_directories(${Boost_INCLUDE_DIRS})
 include_directories(${QUANTLIB_SOURCE_DIR})
 include_directories(${QUANTEXT_SOURCE_DIR})
 include_directories(${OREDATA_SOURCE_DIR})
@@ -21,15 +18,13 @@ add_link_directory_if_exists("${QUANTLIB_SOURCE_DIR}/build/ql")
 add_link_directory_if_exists("${QUANTEXT_SOURCE_DIR}/build/qle")
 add_link_directory_if_exists("${OREDATA_SOURCE_DIR}/build/ored")
 add_link_directory_if_exists("${OREANALYTICS_SOURCE_DIR}/build/orea")
-
 add_link_directory_if_exists("${CMAKE_BINARY_DIR}/QuantLib/ql")
 
 add_executable(ore ore.cpp)
 target_link_libraries(ore ${OREA_LIB_NAME})
 target_link_libraries(ore ${ORED_LIB_NAME})
 target_link_libraries(ore ${QLE_LIB_NAME})
 target_link_libraries(ore ${QL_LIB_NAME})
-target_link_libraries(ore ${Boost_LIBRARIES})
 if (ORE_PYTHON_INTEGRATION)
     target_link_libraries(ore ${Python_LIBRARIES})
 endif()

diff --git a/App/ore.cpp b/App/ore.cpp
@@ -34,7 +34,7 @@
 
 #include <iostream>
 
-#ifdef BOOST_MSVC
+#if !defined(BOOST_ALL_NO_LIB) && defined(BOOST_MSVC)
 #include <orea/auto_link.hpp>
 #include <ored/auto_link.hpp>
 #include <ql/auto_link.hpp>

diff --git a/ORE-SWIG/CMakeLists.txt b/ORE-SWIG/CMakeLists.txt
@@ -7,7 +7,6 @@ cmake_policy(SET CMP0086 NEW)
 project(ORE-SWIG)
 
 set(CMAKE_SWIG_FLAGS "-fastdispatch")
-option(ORE_USE_ZLIB "Use compression for boost::iostreams" OFF)
 
 include(${PROJECT_SOURCE_DIR}/../cmake/commonSettings.cmake)
 
@@ -31,22 +30,8 @@ get_library_name("OREData" ORED_LIB_NAME)
 get_library_name("QuantExt" QLE_LIB_NAME)
 set_ql_library_name()
 
-# To build the module, we moreover need Boost, Swig, Python
-set(BOOST_COMPONENT_LIST serialization date_time filesystem timer thread log)
-
-
-if(ORE_USE_ZLIB)
-    list(APPEND BOOST_COMPONENT_LIST iostreams)
-    if(MSVC)
-        list(APPEND BOOST_COMPONENT_LIST zlib)
-    endif()
-endif()
-find_package(Boost REQUIRED COMPONENTS ${BOOST_COMPONENT_LIST} OPTIONAL_COMPONENTS system)
 find_package(SWIG REQUIRED)
 find_package(Python REQUIRED COMPONENTS Development)
-if(ORE_USE_ZLIB)
-    find_package(ZLIB REQUIRED)
-endif()
 
 # Load the UseSWIG module from the cmake installation
 include(${SWIG_USE_FILE})
@@ -56,15 +41,10 @@ include_directories(${PROJECT_SOURCE_DIR}/OREAnalytics-SWIG/SWIG)
 include_directories(${PROJECT_SOURCE_DIR}/QuantLib-SWIG/SWIG)
 include_directories(${PROJECT_SOURCE_DIR}/QuantExt-SWIG/SWIG)
 include_directories(${PROJECT_SOURCE_DIR}/OREData-SWIG/SWIG)
-
-#include_directories(${ORE_BUILD}/QuantLib)
-
 include_directories(${QUANTLIB_SOURCE_DIR})
 include_directories(${QUANTEXT_SOURCE_DIR})
 include_directories(${OREDATA_SOURCE_DIR})
 include_directories(${OREANALYTICS_SOURCE_DIR})
-
-include_directories(${Boost_INCLUDE_DIRS})
 include_directories(${Python_INCLUDE_DIRS})
 
 # Add to the list of link directories
@@ -75,6 +55,7 @@ add_link_directory_if_exists("${OREDATA_SOURCE_DIR}/build/ored")
 add_link_directory_if_exists("${OREANALYTICS_SOURCE_DIR}/build/orea")
 
 add_link_directory_if_exists("${CMAKE_BINARY_DIR}/QuantLib")
+add_link_directory_if_exists("${CMAKE_BINARY_DIR}/QuantLib/ql")
 add_link_directory_if_exists("${CMAKE_BINARY_DIR}/ore/QuantLib")
 
 if(EXISTS "${CMAKE_BINARY_DIR}/ore/QuantLib/")
@@ -107,13 +88,13 @@ swig_add_library(OREP TYPE MODULE LANGUAGE python SOURCES ${PROJECT_SOURCE_DIR}/
 set(CMAKE_DEBUG_POSTFIX ${TEMP_CMAKE_DEBUG_POSTFIX})
 
 # Add all libraries to link with
-target_link_libraries(OREP ${Boost_LIBRARIES})
+target_link_libraries(OREP Boost::boost Boost::filesystem Boost::log Boost::serialization Boost::timer)
 target_link_libraries(OREP ${QL_LIB_NAME})
 target_link_libraries(OREP ${QLE_LIB_NAME})
 target_link_libraries(OREP ${ORED_LIB_NAME})
 target_link_libraries(OREP ${OREA_LIB_NAME})
 if(ORE_USE_ZLIB)
-    target_link_libraries(OREP ${ZLIB_LIBRARIES})
+    target_link_libraries(OREP Boost::iostreams ZLIB::ZLIB)
 endif()
 # On windows, do not tell the build which python libs to use.  It automatically
 # looks for python release libs, even in debug, and invoking the line below

diff --git a/ORE-SWIG/OREAnalytics-SWIG/Java/CMakeLists.txt b/ORE-SWIG/OREAnalytics-SWIG/Java/CMakeLists.txt
@@ -51,9 +51,6 @@ include_directories(${PROJECT_SOURCE_DIR}/../../QuantExt-SWIG/SWIG)
 include_directories(${PROJECT_SOURCE_DIR}/../../OREData-SWIG/SWIG)
 include_directories(${PROJECT_SOURCE_DIR}/../../OREAnalytics-SWIG/SWIG)
 
-find_package (Boost REQUIRED COMPONENTS serialization date_time filesystem OPTIONAL_COMPONENTS system)
-include_directories(${Boost_INCLUDE_DIRS})
-
 # specify library search path (update this when we build ORE with cmake)
 add_link_directory_if_exists(${ORE}/build/QuantLib/ql)
 add_link_directory_if_exists(${ORE}/build/QuantExt/qle)
@@ -84,7 +81,7 @@ swig_link_libraries(${ORE_JAVA_LIB_NAME} ${QL_LIB_NAME})
 swig_link_libraries(${ORE_JAVA_LIB_NAME} ${QLE_LIB_NAME})
 swig_link_libraries(${ORE_JAVA_LIB_NAME} ${ORED_LIB_NAME})
 swig_link_libraries(${ORE_JAVA_LIB_NAME} ${OREA_LIB_NAME})
-swig_link_libraries(${ORE_JAVA_LIB_NAME} ${Boost_LIBRARIES})
+swig_link_libraries(${ORE_JAVA_LIB_NAME} Boost::boost Boost::filesystem Boost::log Boost::serialization Boost::timer)
 
 #add_dependencies(${ORE_JAVA_LIB_NAME} ${QLE_LIB_NAME})
 #add_dependencies(${ORE_JAVA_LIB_NAME} ${ORED_LIB_NAME})

diff --git a/ORE-SWIG/OREAnalytics-SWIG/SWIG/orea.i b/ORE-SWIG/OREAnalytics-SWIG/SWIG/orea.i
@@ -33,7 +33,7 @@
 
 #include <orea/orea.hpp>
 
-#ifdef BOOST_MSVC
+#if !defined(BOOST_ALL_NO_LIB) && defined(BOOST_MSVC)
 #include <orea/auto_link.hpp>
 #define BOOST_LIB_NAME boost_regex
 #include <boost/config/auto_link.hpp>

diff --git a/ORE-SWIG/OREData-SWIG/Java/CmakeLists.txt b/ORE-SWIG/OREData-SWIG/Java/CmakeLists.txt
@@ -48,10 +48,6 @@ include_directories(${PROJECT_SOURCE_DIR}/../../QuantLib-SWIG/SWIG)
 include_directories(${PROJECT_SOURCE_DIR}/../../QuantExt-SWIG/SWIG)
 include_directories(${PROJECT_SOURCE_DIR}/../../OREData-SWIG/SWIG)
 
-find_package (Boost REQUIRED COMPONENTS serialization date_time regex filesystem OPTIONAL_COMPONENTS system)
-
-include_directories(${Boost_INCLUDE_DIRS})
-
 # specify library search path (update this when we build ORE with cmake)
 link_directories(${ORE}/build/QuantLib/ql)
 link_directories(${ORE}/build/QuantExt/qle)
@@ -80,7 +76,7 @@ swig_add_library(${ORE_JAVA_LIB_NAME} TYPE SHARED LANGUAGE java SOURCES ${PROJEC
 swig_link_libraries(${ORE_JAVA_LIB_NAME} ${QL_LIB_NAME})
 swig_link_libraries(${ORE_JAVA_LIB_NAME} ${QLE_LIB_NAME})
 swig_link_libraries(${ORE_JAVA_LIB_NAME} ${ORED_LIB_NAME})
-swig_link_libraries(${ORE_JAVA_LIB_NAME} ${Boost_LIBRARIES})
+swig_link_libraries(${ORE_JAVA_LIB_NAME} Boost::boost Boost::filesystem Boost::log Boost::serialization Boost::timer)
 
 #add_dependencies(${ORE_JAVA_LIB_NAME} ${QLE_LIB_NAME})
 #add_dependencies(${ORE_JAVA_LIB_NAME} ${ORED_LIB_NAME})

diff --git a/ORE-SWIG/QuantExt-SWIG/SWIG/ql_patched.i b/ORE-SWIG/QuantExt-SWIG/SWIG/ql_patched.i
@@ -84,7 +84,7 @@
     #error using an old version of QuantLib, please update
 #endif
 
-#ifdef BOOST_MSVC
+#if !defined(BOOST_ALL_NO_LIB) && defined(BOOST_MSVC)
 #ifdef QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN
 #define BOOST_LIB_NAME boost_thread
 #include <boost/config/auto_link.hpp>

diff --git a/OREAnalytics/CMakeLists.txt b/OREAnalytics/CMakeLists.txt
@@ -9,28 +9,6 @@ get_library_name("OREData" ORED_LIB_NAME)
 get_library_name("QuantExt" QLE_LIB_NAME)
 set_ql_library_name()
 
-if(MSVC)
-	add_compile_definitions(BOOST_IOSTREAMS_NO_LIB)
-endif()
-
-if(ORE_USE_ZLIB)
-    find_package(ZLIB REQUIRED)
-endif()
-
-SET(COMPONENT_LIST date_time filesystem iostreams serialization timer thread)
-
-if (ORE_BUILD_TESTS)
-    LIST(APPEND COMPONENT_LIST unit_test_framework)
-endif()
-if(MSVC AND ORE_USE_ZLIB)
-    LIST(APPEND COMPONENT_LIST zlib)
-endif()
-find_package (Boost REQUIRED COMPONENTS ${COMPONENT_LIST} OPTIONAL_COMPONENTS system chrono)
-if (ORE_ENABLE_PARALLEL_UNIT_TEST_RUNNER AND UNIX AND NOT APPLE)
-    find_library(RT_LIBRARY rt REQUIRED)
-endif()
-
-include_directories(${Boost_INCLUDE_DIRS})
 include_directories(${QUANTLIB_SOURCE_DIR})
 include_directories(${QUANTEXT_SOURCE_DIR})
 include_directories(${OREDATA_SOURCE_DIR})
@@ -46,7 +24,7 @@ add_link_directory_if_exists("${CMAKE_BINARY_DIR}/QuantExt/qle")
 add_link_directory_if_exists("${CMAKE_BINARY_DIR}/OREData/ored")
 
 add_subdirectory("orea")
-if (ORE_BUILD_DOC)
+if (ORE_BUILD_DOC AND Doxygen_FOUND)
     add_subdirectory("doc")
 endif()
 if (ORE_BUILD_TESTS)

diff --git a/OREAnalytics/doc/CMakeLists.txt b/OREAnalytics/doc/CMakeLists.txt
@@ -1,23 +1 @@
-# first we can indicate the documentation build as an option and set it to ON by default
-#option(ORE_BUILD_DOC "Build documentation" ON)
-
-# check if Doxygen is installed
-find_package(Doxygen)
-if (DOXYGEN_FOUND AND ORE_BUILD_DOC)
-    # set input and output files
-    set(DOXYGEN_IN ${CMAKE_CURRENT_SOURCE_DIR}/orea.doxy)
-    set(DOXYGEN_OUT ${CMAKE_CURRENT_SOURCE_DIR}/Doxyfile)
-
-    # request to configure the file
-    configure_file(${DOXYGEN_IN} ${DOXYGEN_OUT} @ONLY)
-    message("Doxygen build started")
-
-    # note the option ALL which allows to build the docs together with the application
-    add_custom_target( doc_orea ALL
-        COMMAND ${DOXYGEN_EXECUTABLE} ${DOXYGEN_OUT}
-        WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
-        COMMENT "Generating API documentation with Doxygen"
-        VERBATIM )
-else (DOXYGEN_FOUND AND ORE_BUILD_DOC)
-  message("Doxygen need to be installed to generate the doxygen documentation")
-endif (DOXYGEN_FOUND AND ORE_BUILD_DOC)
+generate_doxy_docs("orea")
diff --git a/OREAnalytics/orea/CMakeLists.txt b/OREAnalytics/orea/CMakeLists.txt
@@ -447,13 +447,10 @@ version.hpp)
 
 writeAll("orea" "orea.hpp" "auto_link.hpp" "${OREAnalytics_HDR}")
 add_library(${OREA_LIB_NAME} ${OREAnalytics_SRC})
-target_link_libraries(${OREA_LIB_NAME} ${QL_LIB_NAME})
-target_link_libraries(${OREA_LIB_NAME} ${QLE_LIB_NAME})
-target_link_libraries(${OREA_LIB_NAME} ${ORED_LIB_NAME})
-target_link_libraries(${OREA_LIB_NAME} ${Boost_LIBRARIES})
+target_link_libraries(${OREA_LIB_NAME} ${QL_LIB_NAME} ${QLE_LIB_NAME} ${ORED_LIB_NAME})
 
 if(ORE_USE_ZLIB)
-    target_link_libraries(${OREA_LIB_NAME} ${ZLIB_LIBRARIES})
+    target_link_libraries(${OREA_LIB_NAME} Boost::iostreams ZLIB::ZLIB)
 endif()
 
 if (QL_USE_PCH)

diff --git a/OREAnalytics/orea/orea.hpp b/OREAnalytics/orea/orea.hpp
@@ -1,7 +1,7 @@
 // Autogenerated by cmake
 // Do not edit
 
-#ifdef BOOST_MSVC
+#if !defined(BOOST_ALL_NO_LIB) && defined(BOOST_MSVC)
 #include <orea/auto_link.hpp>
 #endif
 

diff --git a/OREAnalytics/test/CMakeLists.txt b/OREAnalytics/test/CMakeLists.txt
@@ -29,11 +29,10 @@ testportfolio.cpp
 testsuite.cpp)
 
 add_executable(orea-test-suite ${OREAnalytics-Test_SRC})
-target_link_libraries(orea-test-suite ${QL_LIB_NAME})
-target_link_libraries(orea-test-suite ${QLE_LIB_NAME})
-target_link_libraries(orea-test-suite ${ORED_LIB_NAME})
-target_link_libraries(orea-test-suite ${OREA_LIB_NAME})
-target_link_libraries(orea-test-suite ${Boost_LIBRARIES} ${RT_LIBRARY})
+target_link_libraries(orea-test-suite ${QL_LIB_NAME} ${QLE_LIB_NAME} ${ORED_LIB_NAME} ${OREA_LIB_NAME})
+if(DEFINED RT_LIBRARY AND NOT "${RT_LIBRARY}" MATCHES ".*NOTFOUND$")
+    target_link_libraries(orea-test-suite ${RT_LIBRARY})
+endif()
 
 add_test(NAME orea-test-suite WORKING_DIRECTORY ${CMAKE_CURRENT_LIST_DIR} COMMAND orea-test-suite -- --base_data_path=.)
 

diff --git a/OREAnalytics/test/testsuite.cpp b/OREAnalytics/test/testsuite.cpp
@@ -43,7 +43,7 @@ using boost::unit_test::framework::master_test_suite;
 using ore::test::getBaseDataPath;
 using ore::test::setupTestLogging;
 
-#ifdef BOOST_MSVC
+#if !defined(BOOST_ALL_NO_LIB) && defined(BOOST_MSVC)
 #include <orea/auto_link.hpp>
 #include <ored/auto_link.hpp>
 #include <ql/auto_link.hpp>

diff --git a/OREData/CMakeLists.txt b/OREData/CMakeLists.txt
@@ -8,28 +8,6 @@ get_library_name("OREData" ORED_LIB_NAME)
 get_library_name("QuantExt" QLE_LIB_NAME)
 set_ql_library_name()
 
-if (ORE_BUILD_TESTS)
-    SET(COMPONENTS_CONDITIONAL "unit_test_framework")
-else()
-    SET(COMPONENTS_CONDITIONAL "")
-endif()
-
-if(MSVC)
-	add_compile_definitions(BOOST_IOSTREAMS_NO_LIB)
-endif()
-
-if(ORE_USE_ZLIB)
-    find_package(ZLIB REQUIRED)
-endif()
-
-if(MSVC AND ORE_USE_ZLIB)
-    LIST(APPEND COMPONENT_LIST zlib)
-endif()
-
-find_package (Boost REQUIRED COMPONENTS ${COMPONENTS_CONDITIONAL} date_time thread serialization timer log filesystem OPTIONAL_COMPONENTS system chrono iostreams)
-
-
-include_directories(${Boost_INCLUDE_DIRS})
 include_directories(${QUANTLIB_SOURCE_DIR})
 include_directories(${QUANTEXT_SOURCE_DIR})
 include_directories(${ORETEST_SOURCE_DIR})
@@ -42,7 +20,7 @@ add_link_directory_if_exists("${CMAKE_BINARY_DIR}/QuantLib/ql")
 add_link_directory_if_exists("${CMAKE_BINARY_DIR}/QuantExt/qle")
 
 add_subdirectory("ored")
-if (ORE_BUILD_DOC)
+if (ORE_BUILD_DOC AND Doxygen_FOUND)
     add_subdirectory("doc")
 endif()
 if (ORE_BUILD_TESTS)

diff --git a/OREData/doc/CMakeLists.txt b/OREData/doc/CMakeLists.txt
@@ -1,23 +1 @@
-# first we can indicate the documentation build as an option and set it to ON by default
-# option(ORE_BUILD_DOC "Build documentation" ON)
-
-# check if Doxygen is installed
-find_package(Doxygen)
-if (DOXYGEN_FOUND AND ORE_BUILD_DOC)
-    # set input and output files
-    set(DOXYGEN_IN ${CMAKE_CURRENT_SOURCE_DIR}/ored.doxy)
-    set(DOXYGEN_OUT ${CMAKE_CURRENT_SOURCE_DIR}/Doxyfile)
-
-    # request to configure the file
-    configure_file(${DOXYGEN_IN} ${DOXYGEN_OUT} @ONLY)
-    message("Doxygen build started")
-
-    # note the option ALL which allows to build the docs together with the application
-    add_custom_target( doc_ored ALL
-        COMMAND ${DOXYGEN_EXECUTABLE} ${DOXYGEN_OUT}
-        WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
-        COMMENT "Generating API documentation with Doxygen"
-        VERBATIM )
-else (DOXYGEN_FOUND AND ORE_BUILD_DOC)
-  message("Doxygen need to be installed to generate the doxygen documentation")
-endif (DOXYGEN_FOUND AND ORE_BUILD_DOC)
+generate_doxy_docs("ored")
diff --git a/OREData/ored/CMakeLists.txt b/OREData/ored/CMakeLists.txt
@@ -843,10 +843,7 @@ version.hpp)
 
 writeAll("ored" "ored.hpp" "auto_link.hpp" "${OREData_HDR}")
 add_library(${ORED_LIB_NAME} ${OREData_SRC})
-target_link_libraries(${ORED_LIB_NAME} ${QLE_LIB_NAME})
-target_link_libraries(${ORED_LIB_NAME} ${QL_LIB_NAME})
-target_link_libraries(${ORED_LIB_NAME} ${Boost_LIBRARIES})
-
+target_link_libraries(${ORED_LIB_NAME} ${QL_LIB_NAME} ${QLE_LIB_NAME} Boost::filesystem Boost::log)
 
 if (QL_USE_PCH)
 target_precompile_headers(${ORED_LIB_NAME}

diff --git a/OREData/ored/ored.hpp b/OREData/ored/ored.hpp
@@ -1,7 +1,7 @@
 // Autogenerated by cmake
 // Do not edit
 
-#ifdef BOOST_MSVC
+#if !defined(BOOST_ALL_NO_LIB) && defined(BOOST_MSVC)
 #include <ored/auto_link.hpp>
 #endif
 

diff --git a/OREData/ored/portfolio/builders/deltagammaengines.cpp b/OREData/ored/portfolio/builders/deltagammaengines.cpp
@@ -55,7 +55,6 @@ EuropeanSwaptionEngineBuilderDeltaGamma::engineImpl(const string& id, const stri
                                                                                computeDeltaVega, computeGamma);
     default:
         QL_FAIL("Swaption volatility type " << svts->volatilityType() << "not covered in EngineFactory");
-        break;
     }
 }
 

diff --git a/OREData/test/CMakeLists.txt b/OREData/test/CMakeLists.txt
@@ -76,10 +76,9 @@ yieldcurve.cpp
 zerocouponswap.cpp)
 
 add_executable(ored-test-suite ${OREData-Test_SRC})
-target_link_libraries(ored-test-suite ${ORED_LIB_NAME})
-target_link_libraries(ored-test-suite ${QLE_LIB_NAME})
-target_link_libraries(ored-test-suite ${QL_LIB_NAME})
-target_link_libraries(ored-test-suite ${Boost_LIBRARIES})
+target_link_libraries(ored-test-suite ${QL_LIB_NAME} ${QLE_LIB_NAME} ${ORED_LIB_NAME}
+    Boost::unit_test_framework
+)
 
 # under windows our unit test code switches to .. since it assumes the test executable is run from /bin
 # we work around that by explicitly specifying the base_data_path to be the current directory

diff --git a/OREData/test/testsuite.cpp b/OREData/test/testsuite.cpp
@@ -37,7 +37,7 @@ using boost::unit_test::framework::master_test_suite;
 using ore::test::getBaseDataPath;
 using ore::test::setupTestLogging;
 
-#ifdef BOOST_MSVC
+#if !defined(BOOST_ALL_NO_LIB) && defined(BOOST_MSVC)
 #include <ored/auto_link.hpp>
 #include <ql/auto_link.hpp>
 #include <qle/auto_link.hpp>
Original file line number	Diff line number	Diff line change
Expand Up		@@ -350,4 +350,4 @@ Examples/**/pricingstats.csv
		*.fls

		.gitmodules

		CMakeUserPresets.json
-Original file line number
+Diff line change
@@ Expand Up @@
                                                                                    computeDeltaVega, computeGamma);
         default:
             QL_FAIL("Swaption volatility type " << svts->volatilityType() << "not covered in EngineFactory");
-            break;
         }
     }
@@ Expand Down @@