error compile ORE C++ 17 Ubuntu

[pasparis]

Hello,

I am new with Open Risk Engine and would like to run it on a Mint machine(21), with CLion. I get the following compile error (C++ 17): OREData/ored/portfolio/builders/capfloor.cpp:48:1: error: control reaches end of non-void function [-Werror=return-type] 48 | } | ^

thanks in advance Pascal

[Othmane-Ch]

have you tried to build it with Cmake ?

[pasparis]

Hi Othmane, Clion is on a Mint machine(Ubuntu), Gcc compiler (c++ 17), the project uses the cmake setting; when I look at the code and stackoverflow compile error linked questions, I think that may be the code should be modified on which machine do you run ORE? Pascal

[Othmane-Ch]

I m on windows 10 .

[pcaspers]

@pasparis I can't see how / why the code should be modified, can you elaborate? I am confused about the error since there is a default statement in the switch block throwing an exception.

[Othmane-Ch]

@pasparis in the file OREData/portfolio/builders/capfloor.cpp To silence the warning, you can add a return statement after the QL_FAIL macro:

default:
    QL_FAIL("Caplet volatility type, " << ovs->volatilityType() << ", not covered in EngineFactory");
    return nullptr;  // Add this line
    break;

This return statement will never actually be reached because of the exception thrown by QL_FAIL, but it should satisfy the compiler.

then in the file OREData/portfolio/builders/swaption.cpp :

The problem arises when the volatility type of the swaption volatility structure is neither ShiftedLognormal nor Normal. In this scenario, your function does not return anything.

The QL_FAIL macro throws an exception and does not return a value, which causes the error you're seeing.

You can amend this by ensuring that a value is returned regardless of the switch result. Here's how you can modify your code:

boost::shared_ptr<PricingEngine> EuropeanSwaptionEngineBuilder::engineImpl(const string& key) {
    boost::shared_ptr<IborIndex> index;
    string ccyCode = tryParseIborIndex(key, index) ? index->currency().code() : key;
    Handle<YieldTermStructure> yts = market_->discountCurve(ccyCode, configuration(MarketContext::pricing));
    Handle<SwaptionVolatilityStructure> svts = market_->swaptionVol(key, configuration(MarketContext::pricing));
    switch (svts->volatilityType()) {
    case ShiftedLognormal:
        LOG("Build BlackSwaptionEngine for currency " << ccyCode);
        return boost::make_shared<BlackSwaptionEngine>(yts, svts);
    case Normal:
        LOG("Build BachelierSwaptionEngine for currency " << ccyCode);
        return boost::make_shared<BachelierSwaptionEngine>(yts, svts);
    default:
        QL_FAIL("Swaption volatility type " << svts->volatilityType() << "not covered in EngineFactory");
    }
    return nullptr; // Added this line to ensure a value is always returned
}

Same thing, in the file OREData/portfolio/builders/yoycapfloor.cpp :

boost::shared_ptr<PricingEngine> YoYCapFloorEngineBuilder::engineImpl(const string& indexName) {
    Handle<YoYInflationIndex> yoyTs = market_->yoyInflationIndex(indexName, configuration(MarketContext::pricing));
    Handle<YieldTermStructure> discount =
        market_->discountCurve(yoyTs->currency().code(), configuration(MarketContext::pricing));
    Handle<QuantExt::YoYOptionletVolatilitySurface> ovs =
        market_->yoyCapFloorVol(indexName, configuration(MarketContext::pricing));
    if (ovs.empty())
        return boost::make_shared<QuantExt::YoYInflationBlackCapFloorEngine>(
            *yoyTs, Handle<QuantLib::YoYOptionletVolatilitySurface>(), discount);
    switch (ovs->volatilityType()) {
    case ShiftedLognormal:
        if (ovs->displacement() == 0.0) {
            LOG("Build YoYInflationBlackCapFloorEngine for inflation index " << indexName);
            return boost::make_shared<QuantExt::YoYInflationBlackCapFloorEngine>(
                *yoyTs, Handle<QuantLib::YoYOptionletVolatilitySurface>(ovs), discount);
        } else {
            LOG("Build YoYInflationUnitDisplacedBlackCapFloorEngine for inflation index " << indexName);
            return boost::make_shared<QuantExt::YoYInflationUnitDisplacedBlackCapFloorEngine>(
                *yoyTs, Handle<QuantLib::YoYOptionletVolatilitySurface>(ovs), discount);
        }
    case Normal:
        LOG("Build YoYInflationBachelierCapFloorEngine for inflation index " << indexName);
        return boost::make_shared<QuantExt::YoYInflationBachelierCapFloorEngine>(
            *yoyTs, Handle<QuantLib::YoYOptionletVolatilitySurface>(ovs), discount);
    default:
        QL_FAIL("Caplet volatility type, " << ovs->volatilityType() << ", not covered in EngineFactory");
    }
    return nullptr; // Added this line to ensure a value is always returned
}

It worked for me on WSL ubuntu

[pcaspers]

Do you know whether this is a gcc bug? I'd rather suppress the warning for this piece of code and affected compiler versions than adding dummy code that is unreachable.

[Othmane-Ch]

@pcaspers Would you provide a new version that suppress the warnings and could you please test it on a WSL ?

[pcaspers]

@Othmane-Ch sure we can add a suppression. Could you provide the gcc version you are using. I am asking because the build generally works on Linux with gcc, therefore I suspect we need the suppression only for certain versions of gcc.

[Othmane-Ch]

@pcaspers gcc (Ubuntu 9.4.0-1ubuntu1~20.04.1) 9.4.0

I have actually built the project successfully . However , in the first attempt , I was using Boost 1.71.0 , in the second attempt where the built was successful , I used Boost 1.82.0.

I have faced an issue regarding linking ored to a C++ application that I m working on.

As I have built successfully ORE from master on my ubuntu WSL , I have generated the following shared libraries in the following paths :

ORE/build/QuantLib/ql/libQuantLib.so ORE/build/OREAnalytics/orea/libOREAnalytics.so ORE/build/OREData/ored/libOREData.so ORE/build/QuantExt/qle/libQuantExt.so

I am working on an application that uses all the libraries above , here is my CMakeLists :

cmake_minimum_required(VERSION 3.15) # Bump up the minimum required version for FetchContent

# Set your project name
project(RedisClient)

# Set the C++ standard
set(CMAKE_CXX_STANDARD 17)
set(CMAKE_CXX_STANDARD_REQUIRED ON)

# Fetch nlohmann/json
include(FetchContent)

FetchContent_Declare(
  json
  GIT_REPOSITORY https://github.com/nlohmann/json.git
  GIT_TAG v3.10.2
)

FetchContent_GetProperties(json)
if(NOT json_POPULATED)
  FetchContent_Populate(json)
  add_subdirectory(${json_SOURCE_DIR} ${json_BINARY_DIR} EXCLUDE_FROM_ALL)
endif()

# Define the executable target
file(GLOB SOURCES "src/*.cpp")
add_executable(RedisClient ${SOURCES})

# Add hiredis dependency
find_path(HIREDIS_HEADER hiredis)
target_include_directories(RedisClient PUBLIC ${HIREDIS_HEADER})

find_library(HIREDIS_LIB hiredis)

# Add redis-plus-plus dependency
# NOTE: this should be *sw* NOT *redis++*
find_path(REDIS_PLUS_PLUS_HEADER sw)
target_include_directories(RedisClient PUBLIC ${REDIS_PLUS_PLUS_HEADER})

find_library(REDIS_PLUS_PLUS_LIB redis++)

# Include ORE libraries
include_directories(
    /home/ochaouchaou/ORE/OREAnalytics/orea
    /home/ochaouchaou/ORE/OREData/ored
    /home/ochaouchaou/ORE/QuantLib/ql
    /home/ochaouchaou/ORE/QuantExt/qle
)

# Find the ORE libraries
find_library(OREAnalytics_LIB OREAnalytics PATHS /home/ochaouchaou/ORE/build/OREAnalytics/orea)
find_library(OREData_LIB OREData PATHS /home/ochaouchaou/ORE/build/OREData/ored)
find_library(QuantLib_LIB QuantLib PATHS /home/ochaouchaou/ORE/build/QuantLib/ql)
find_library(QuantExt_LIB QuantExt PATHS /home/ochaouchaou/ORE/build/QuantExt/qle)

# Find the threads package
find_package(Threads REQUIRED)

# Link libraries
target_link_libraries(RedisClient PRIVATE
  nlohmann_json::nlohmann_json
  ${HIREDIS_LIB}
  ${REDIS_PLUS_PLUS_LIB}
  ${CMAKE_THREAD_LIBS_INIT}
  ${OREAnalytics_LIB}
  ${OREData_LIB}
  ${QuantLib_LIB}
  ${QuantExt_LIB}
)

My project tree is :

├── ORE │ ├── App │ ├── CMakeCache.txt │ ├── CMakeFiles │ ├── CMakeLists.txt │ ├── CMakePresets.json │ ├── CPackConfig.cmake │ ├── CPackSourceConfig.cmake │ ├── CTestTestfile.cmake │ ├── DartConfiguration.tcl │ ├── Docker │ ├── Docs │ ├── Examples │ ├── FrontEnd │ ├── Makefile │ ├── News.txt │ ├── OREAnalytics │ ├── OREData │ ├── ORETest │ ├── QuantExt │ ├── QuantLib │ ├── README.md │ ├── Testing │ ├── ThirdPartyLibs │ ├── Tools │ ├── build │ ├── cmake │ ├── cmake_install.cmake │ ├── license.txt │ ├── licenseheader.txt │ ├── ore.props │ ├── runCmakeVS.cmd │ └── xsd ├── RedisClient │ ├── CMakeLists.txt │ ├── build │ └── src ├── Sender.cpp ├── Sender.hpp ├── TradeSerializer.cpp ├── TradeSerializer.hpp └── main.cpp

root@LOCHA01:/home/ochaouchaou/RedisClient/build# make VERBOSE=1
/usr/bin/cmake -S/home/ochaouchaou/RedisClient -B/home/ochaouchaou/RedisClient/build --check-build-system CMakeFiles/Makefile.cmake 0
/usr/bin/cmake -E cmake_progress_start /home/ochaouchaou/RedisClient/build/CMakeFiles /home/ochaouchaou/RedisClient/build//CMakeFiles/progress.marks
make  -f CMakeFiles/Makefile2 all
make[1]: Entering directory '/home/ochaouchaou/RedisClient/build'
make  -f CMakeFiles/RedisClient.dir/build.make CMakeFiles/RedisClient.dir/depend
make[2]: Entering directory '/home/ochaouchaou/RedisClient/build'
cd /home/ochaouchaou/RedisClient/build && /usr/bin/cmake -E cmake_depends "Unix Makefiles" /home/ochaouchaou/RedisClient /home/ochaouchaou/RedisClient /home/ochaouchaou/RedisClient/build /home/ochaouchaou/RedisClient/build /home/ochaouchaou/RedisClient/build/CMakeFiles/RedisClient.dir/DependInfo.cmake --color=
make[2]: Leaving directory '/home/ochaouchaou/RedisClient/build'
make  -f CMakeFiles/RedisClient.dir/build.make CMakeFiles/RedisClient.dir/build
make[2]: Entering directory '/home/ochaouchaou/RedisClient/build'
[ 25%] Building CXX object CMakeFiles/RedisClient.dir/src/Sender.cpp.o
/usr/bin/c++ -DJSON_DIAGNOSTICS=0 -DJSON_USE_IMPLICIT_CONVERSIONS=1 -I/home/ochaouchaou/ORE/OREAnalytics/orea -I/home/ochaouchaou/ORE/OREData/ored -I/home/ochaouchaou/ORE/QuantLib/ql -I/home/ochaouchaou/ORE/QuantExt/qle -I/home/ochaouchaou/RedisClient/build/_deps/json-src/single_include -std=gnu++17 -MD -MT CMakeFiles/RedisClient.dir/src/Sender.cpp.o -MF CMakeFiles/RedisClient.dir/src/Sender.cpp.o.d -o CMakeFiles/RedisClient.dir/src/Sender.cpp.o -c /home/ochaouchaou/RedisClient/src/Sender.cpp
[ 50%] Building CXX object CMakeFiles/RedisClient.dir/src/TradeSerializer.cpp.o
/usr/bin/c++ -DJSON_DIAGNOSTICS=0 -DJSON_USE_IMPLICIT_CONVERSIONS=1 -I/home/ochaouchaou/ORE/OREAnalytics/orea -I/home/ochaouchaou/ORE/OREData/ored -I/home/ochaouchaou/ORE/QuantLib/ql -I/home/ochaouchaou/ORE/QuantExt/qle -I/home/ochaouchaou/RedisClient/build/_deps/json-src/single_include -std=gnu++17 -MD -MT CMakeFiles/RedisClient.dir/src/TradeSerializer.cpp.o -MF CMakeFiles/RedisClient.dir/src/TradeSerializer.cpp.o.d -o CMakeFiles/RedisClient.dir/src/TradeSerializer.cpp.o -c /home/ochaouchaou/RedisClient/src/TradeSerializer.cpp
/home/ochaouchaou/RedisClient/src/TradeSerializer.cpp:4:10: fatal error: ored/portfolio/trade.hpp: No such file or directory
   4 | #include <ored/portfolio/trade.hpp>
     |          ^~~~~~~~~~~~~~~~~~~~~~~~~~
compilation terminated.
make[2]: *** [CMakeFiles/RedisClient.dir/build.make:90: CMakeFiles/RedisClient.dir/src/TradeSerializer.cpp.o] Error 1
make[2]: Leaving directory '/home/ochaouchaou/RedisClient/build'
make[1]: *** [CMakeFiles/Makefile2:99: CMakeFiles/RedisClient.dir/all] Error 2
make[1]: Leaving directory '/home/ochaouchaou/RedisClient/build'
make: *** [Makefile:91: all] Error 2

when I include the absolute path , it generates this :

 [ 25%] Building CXX object CMakeFiles/RedisClient.dir/src/TradeSerializer.cpp.o
/usr/bin/c++ -DJSON_DIAGNOSTICS=0 -DJSON_USE_IMPLICIT_CONVERSIONS=1 -I/home/ochaouchaou/ORE/OREAnalytics/orea -I/home/ochaouchaou/ORE/OREData/ored -I/home/ochaouchaou/ORE/QuantLib/ql -I/home/ochaouchaou/ORE/QuantExt/qle -I/home/ochaouchaou/RedisClient/build/_deps/json-src/single_include -std=gnu++17 -MD -MT CMakeFiles/RedisClient.dir/src/TradeSerializer.cpp.o -MF CMakeFiles/RedisClient.dir/src/TradeSerializer.cpp.o.d -o CMakeFiles/RedisClient.dir/src/TradeSerializer.cpp.o -c /home/ochaouchaou/RedisClient/src/TradeSerializer.cpp
In file included from /home/ochaouchaou/RedisClient/src/TradeSerializer.cpp:4:
/home/ochaouchaou/ORE/OREData/ored/portfolio/trade.hpp:26:10: fatal error: ored/portfolio/enginefactory.hpp: No such file or directory
   26 | #include <ored/portfolio/enginefactory.hpp>
      |          ^~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
compilation terminated.
make[2]: *** [CMakeFiles/RedisClient.dir/build.make:90: CMakeFiles/RedisClient.dir/src/TradeSerializer.cpp.o] Error 1
make[2]: Leaving directory '/home/ochaouchaou/RedisClient/build'
make[1]: *** [CMakeFiles/Makefile2:99: CMakeFiles/RedisClient.dir/all] Error 2
make[1]: Leaving directory '/home/ochaouchaou/RedisClient/build'
make: *** [Makefile:91: all] Error 2

Any Idea on how to solve this ?

[pcaspers]

thank you!

in your include directory declarations in CMakeLists.txt you should not have "ored", "orea", "qle" since these are part of the include statements in the source files

[Othmane-Ch]

@pcaspers Thank you

[pcaspers]

@Othmane-Ch is there anything open here or are your issues resolved?

[pasparis]

Hi All @Othmane-Ch @pcaspers

Sorry to go back only now, at that time,in May I found a solution closed to the one proposed (but return 0 instead of nullptr) (I moved abroad and not able to post it) for info gcc (Ubuntu 11.4.0-1ubuntu1~22.04) 11.4.0