OpenSourceRisk
Building against stock QuantLib
Since ORE created its own fork of QuantLib, the latter moved on to version 1.31.1.
Although building against that mostly works -- with only a little bit of patching -- some parts of code rely on things added to QuantLib after the fork: such as fairSpreadClean().
Perhaps, you can move such additions to the QuantExt/ -- and get rid of the fork? I suspect strongly, that maintaining it -- and merging new developments from the original -- will prove costlier long-term, than keeping your additions separate...
Hi @UnitedMarsupials we actually tried to use this approach in the beginning, but it turned out to be extremely messy and hard to maintain. The current approach is working much better, but is far from being ideal. So hopefully we can continue to minimize and eventually eliminate the differences between QuantLib / ORE.
Sorry, no better news at the moment!
