Merge branch 'release/1.8.16.0' into 'master'

QPR-14084: misc. fixes for coverity scans

See merge request app/app-51172/qs/ore-github!3

Author: farahkhashman

.github/workflows/build_windows_pypy.yml

@@ -41,10 +41,10 @@ jobs:
         pip install setuptools
     - name: zlib
       run: |
-        $Url = "https://www.zlib.net/zlib131.zip"
+        $Url = "https://www.zlib.net/zlib132.zip"
         (New-Object System.Net.WebClient).DownloadFile($Url, "$env:TEMP\zlib.zip")
         Expand-Archive -Path "$env:TEMP\zlib.zip" -DestinationPath C:\local
-        cd C:\local\zlib-1.3.1
+        cd C:\local\zlib-1.3.2
         mkdir build
         cd build
         cmake ..
@@ -71,12 +71,12 @@ jobs:
       run: |
         SET ORE_DIR=%cd%
         SET ORE=%cd%
-        SET ZLIB_ROOT=C:\local\zlib-1.3.1
-        SET ZLIB_INCLUDE_DIR=C:\local\zlib-1.3.1
+        SET ZLIB_ROOT=C:\local\zlib-1.3.2
+        SET ZLIB_INCLUDE_DIR=C:\local\zlib-1.3.2
         SET Eigen3_DIR=C:\local\eigen-3.4.0
         mkdir build
         cd build
-        cmake -DORE_BUILD_DOC=OFF -DORE_BUILD_EXAMPLES=OFF -DORE_BUILD_SWIG=false -DORE_BUILD_TESTS=OFF -DORE_BUILD_APP=OFF -DORE_PYTHON_INTEGRATION=OFF -DQL_BUILD_BENCHMARK=OFF -DQL_BUILD_EXAMPLES=OFF -DQL_BUILD_TEST_SUITE=OFF -DCMAKE_BUILD_TYPE=Release -DMSVC_LINK_DYNAMIC_RUNTIME=OFF -DORE_USE_ZLIB=ON -DQL_ENABLE_SESSIONS=ON -DZLIB_LIBRARY=C:\local\zlib-1.3.1\build\Release\zlibstatic.lib -DZLIB_INCLUDE_DIR=C:\local\zlib-1.3.1 -G "Visual Studio 17 2022" -A ${{ matrix.platform }} ..
+        cmake -DORE_BUILD_DOC=OFF -DORE_BUILD_EXAMPLES=OFF -DORE_BUILD_SWIG=false -DORE_BUILD_TESTS=OFF -DORE_BUILD_APP=OFF -DORE_PYTHON_INTEGRATION=OFF -DQL_BUILD_BENCHMARK=OFF -DQL_BUILD_EXAMPLES=OFF -DQL_BUILD_TEST_SUITE=OFF -DCMAKE_BUILD_TYPE=Release -DMSVC_LINK_DYNAMIC_RUNTIME=OFF -DORE_USE_ZLIB=ON -DQL_ENABLE_SESSIONS=ON -DZLIB_LIBRARY=C:\local\zlib-1.3.2\build\Release\zs.lib -DZLIB_INCLUDE_DIR=C:\local\zlib-1.3.2 -G "Visual Studio 17 2022" -A ${{ matrix.platform }} ..
         cmake --build . --config Release --verbose
     - name: Wrap ORE-SWIG for Python Wheels
       run: |

.github/workflows/linux_build.yaml

@@ -14,7 +14,7 @@ jobs:
     - uses: actions/checkout@v5
       with:
         submodules: recursive
-        token: ${{ secrets.ORG_ACTIONS_ACCESS_1 }}
+        #token: ${{ secrets.ORG_ACTIONS_ACCESS_1 }}
     - name: set up dependencies
       run: |
         sudo apt update

OREAnalytics/orea/aggregation/simmhelper.hpp

@@ -90,12 +90,12 @@ class SimmHelper {
     QuantExt::RandomVariable irDeltaIM_, irVegaIM_, irCurvatureIM_;
     QuantExt::RandomVariable fxDeltaIM_, fxVegaIM_, fxCurvatureIM_;
 
-    Real totalMargin_;
-    Real deltaMargin_;
-    Real vegaMargin_;
-    Real curvatureMargin_;
-    Real irDeltaMargin_;
-    Real fxDeltaMargin_;
+    Real totalMargin_ = Null<Real>();
+    Real deltaMargin_ = Null<Real>();
+    Real vegaMargin_ = Null<Real>();
+    Real curvatureMargin_ = Null<Real>();
+    Real irDeltaMargin_ = Null<Real>();
+    Real fxDeltaMargin_ = Null<Real>();
 };
 
 } // namespace analytics

OREAnalytics/orea/app/analytics/calibrationanalytic.cpp

@@ -526,6 +526,8 @@ void CalibrationAnalyticImpl::runAnalytic(const QuantLib::ext::shared_ptr<ore::d
                 for (auto const& ccyMatrix : hwHistoricalModelData_->v()) {
                     std::string ccy = ccyMatrix.first;
                     Matrix v = ccyMatrix.second;
+                    QL_REQUIRE(hwHistoricalModelData_->kappa().find(ccy) != hwHistoricalModelData_->kappa().end(),
+                               "Kappa matrix not found for currency " << ccy);
                     Matrix kappa = hwHistoricalModelData_->kappa().find(ccy)->second;
 
                     CSVFileReport report((outputDir / (stem + "_" + ccy + extension)).string());

OREAnalytics/orea/app/oreapp.hpp

@@ -124,7 +124,7 @@ class OREApp {
 
     //! Logging
     string logFile_;
-    Size logMask_;
+    Size logMask_ = 15;
     bool console_;
     string outputPath_;
     bool clearLog_ = true;

OREAnalytics/orea/app/reportwriter.cpp

@@ -3048,6 +3048,8 @@ void ReportWriter::writeModelPathReport(ore::data::Report& report, const ext::sh
                     if (date == today)
                         continue;
                     auto it = paths.data.find(date);
+                    if (it == paths.data.end())
+                        continue;
                     for (Size i = 0; i < paths.indexNames.size(); ++i) {
                         for (Size j = 0; j < paths.samples; ++j) {
                             report.next().add(id).add(paths.indexNames[i]).add(date).add(j).add(it->second[i][j]);

OREAnalytics/orea/engine/parsensitivitycubestream.cpp

@@ -56,8 +56,12 @@ SensitivityRecord ParSensitivityCubeStream::next() {
         tradeIdx_++;
         if (tradeIdx_ != cube_->zeroCubes()[zeroCubeIdx_]->tradeIdx().end()) {
             // update trade currency
-            if (!tradeCurrency_.empty())
-                currentTradeCurrency_ = tradeCurrency_.find(tradeIdx_->first)->second;
+            if (!tradeCurrency_.empty()) {
+                auto it = tradeCurrency_.find(tradeIdx_->first);
+                QL_REQUIRE(it != tradeCurrency_.end(),
+                           "cannot find currency for trade " << tradeIdx_->first << "in tradeCurrency map");
+                currentTradeCurrency_ = it->second;
+            }
             // update par deltas
             DLOG("Retrieving par deltas for trade " << tradeIdx_->first);
             currentDeltas_ = cube_->parDeltas(zeroCubeIdx_, tradeIdx_->second);
@@ -107,8 +111,12 @@ void ParSensitivityCubeStream::init() {
     // If we have trade IDs in the underlying cube
     if (!cube_->zeroCubes()[zeroCubeIdx_]->tradeIdx().empty()) {
         tradeIdx_ = cube_->zeroCubes()[zeroCubeIdx_]->tradeIdx().begin();
-        if (!tradeCurrency_.empty())
-            currentTradeCurrency_ = tradeCurrency_.find(tradeIdx_->first)->second;
+        if (!tradeCurrency_.empty()) {
+            auto it = tradeCurrency_.find(tradeIdx_->first);
+            QL_REQUIRE(it != tradeCurrency_.end(),
+                       "cannot find currency for trade " << tradeIdx_->first << "in tradeCurrency map");
+            currentTradeCurrency_ = it->second;
+        }
         DLOG("Retrieving par deltas for trade " << tradeIdx_->first);
         currentDeltas_ = cube_->parDeltas(zeroCubeIdx_, tradeIdx_->second);
         itCurrent_ = currentDeltas_.begin();

OREAnalytics/orea/engine/saccrtradedata.hpp

@@ -205,7 +205,8 @@ class SaccrTradeData : public QuantLib::ext::enable_shared_from_this<SaccrTradeD
         UnderlyingData underlyingData; // SA-CCR/ORE assetClass, qualifier/underlyingName, isIndex
         HedgingData hedgingData;       // hedgingSet, hedgingSubset, isVol
         std::string currency;          // currency of the notional and other amounts
-        QuantLib::Real adjustedNotional, delta;
+        QuantLib::Real adjustedNotional = QuantLib::Null<QuantLib::Real>();
+        QuantLib::Real delta;
         QuantLib::Real maturity = QuantLib::Null<QuantLib::Real>();
         QuantLib::Real maturityFactor = QuantLib::Null<QuantLib::Real>();
         bool isOption, isVol;

OREAnalytics/orea/engine/sensitivityanalysis.hpp

@@ -185,7 +185,7 @@ class SensitivityAnalysis : public ore::data::ProgressReporter {
 
     bool useSingleThreadedEngine_;
     // additional members needed for multihreaded constructor
-    Size nThreads_;
+    Size nThreads_ = 1;
     QuantLib::ext::shared_ptr<ore::data::Loader> loader_;
     std::string context_;
     bool useAtParCouponsCurves_ = true;

OREAnalytics/orea/engine/sensitivitycubestream.cpp

@@ -141,9 +141,11 @@ void SensitivityCubeStream::updateForNewTrade() {
     if (tradeIdx_ != cubes_[currentCubeIdx_]->tradeIdx().end()) {
 
         // add trade currency
-        if (!tradeCurrency_.empty())
+        if (!tradeCurrency_.empty()) {
+            QL_REQUIRE(tradeCurrency_.find(tradeIdx_->first) != tradeCurrency_.end(),
+                       "cannot find currency for trade " << tradeIdx_->first << "in tradeCurrency map");
             currentTradeCurrency_ = tradeCurrency_.find(tradeIdx_->first)->second;
-
+        }
         // add delta keys
 
         for (auto const& [idx, _] : cubes_[currentCubeIdx_]->npvCube()->getTradeNPVs(tradeIdx_->second)) {