Merge branch 'feature/no_std_format' into 'master'

Merge branch 'feature/ACADIAQPR-14061' into 'master'

Closes ACADIAQPR-14061

See merge request app/app-51172/qs/ore-github!2

Author: francis.duffy@lseg.com

OREData/ored/configuration/cdsvolcurveconfig.cpp

@@ -22,7 +22,6 @@
 #include <ored/utilities/parsers.hpp>
 #include <ored/utilities/to_string.hpp>
 #include <ql/errors.hpp>
-#include <format>
 
 using ore::data::XMLUtils;
 using namespace QuantLib;
@@ -337,7 +336,7 @@ void CDSVolatilityCurveConfig::populateRequiredIds() const {
 string CDSVolatilityCurveConfig::quoteStem(MarketDatum::QuoteType quoteType) const
 {
     string name = !quoteName_.empty() ? quoteName_ : curveID_;
-    return std::format("INDEX_CDS_OPTION/{}/{}/", to_string(quoteType), name);
+    return "INDEX_CDS_OPTION/" + to_string(quoteType) + "/" + name + "/";
 }
 
 void CDSVolatilityCurveConfig::validate(const string& checkSite) const

QuantExt/test/averageonindexedcoupon.cpp

@@ -23,9 +23,10 @@
 // clang-format on
 #include <qle/cashflows/averageonindexedcoupon.hpp>
 #include <qle/cashflows/averageonindexedcouponpricer.hpp>
-#include <format>
 #include <oret/util/datapaths.hpp>
 #include <string>
+#include <sstream>
+#include <iomanip>
 
 using namespace QuantLib;
 using namespace QuantExt;
@@ -71,10 +72,15 @@ BOOST_DATA_TEST_CASE(testCpnAccruals, idxCpnVariants, lb, os, ts, useApprox, rco
 #endif
 {
     // Create the coupon ID for output file.
-    string strOs = os ? "os" : "nos";
-    string strTs = ts ? "ts" : "nts";
-    string strApprox = useApprox ? "approx" : "napprox";
-    string cpnName = format("acc_{:02d}_lb-{}_{}_rco-{}_{}_{}", idx, lb, strOs, rco, strTs, strApprox);
+    ostringstream oss;
+    oss << "acc_"
+        << std::setw(2) << std::setfill('0') << idx
+        << "_lb-" << lb
+        << "_" << (os ? "os" : "nos")
+        << "_rco-" << rco
+        << "_" << (ts ? "ts" : "nts")
+        << "_" << (useApprox ? "approx" : "napprox");
+    string cpnName = oss.str();
 
     // Create the coupon.
     TestCouponData tcd;
@@ -110,12 +116,17 @@ BOOST_DATA_TEST_CASE(testCpnAccrualsGearingSpread, idxGsCpnVariants, gearing, sp
 #endif
 {
     // Create the coupon ID for output file, maintaining format of previous tests with additional fields.
-    string strTs = ts ? "ts" : "nts";
-    string strSibd = sibd ? "sibd" : "sih";
-    string strEibd = eibd ? "eibd" : "eih";
-    string strApprox = useApprox ? "approx" : "napprox";
-    string cpnName = format("gs_{:02d}_lb-0_nos_rco-0_{}_g-{:g}_s-{:g}_{}_{}_{}",
-        idx, strTs, gearing, spread, strSibd, strEibd, strApprox);
+    ostringstream oss;
+    oss << "gs_"
+        << std::setw(2) << std::setfill('0') << idx
+        << "_lb-0_nos_rco-0_"
+        << (ts ? "ts" : "nts")
+        << "_g-" << gearing
+        << "_s-" << spread
+        << "_" << (sibd ? "sibd" : "sih")
+        << "_" << (eibd ? "eibd" : "eih")
+        << "_" << (useApprox ? "approx" : "napprox");
+    string cpnName = oss.str();
 
     // Create the coupon.
     TestCouponData tcd;
@@ -143,8 +154,13 @@ BOOST_DATA_TEST_CASE(testCpnAccrualsAll, bdata::make({true, false}) ^ bdata::xra
 {
     // Create the coupon ID for output file, maintaining format of previous tests with additional fields.
     // fl-1 indicates fixing lag of 1 BD.
-    string strApprox = useApprox ? "approx" : "napprox";
-    string cpnName = format("all_{:02d}_lb-2_os_rco-3_nts_g-1p5_s-10_{}_sibd_eibd_fl-1", idx, strApprox);
+    ostringstream oss;
+    oss << "all_"
+        << std::setw(2) << std::setfill('0') << idx
+        << "_lb-2_os_rco-3_nts_g-1p5_s-10_"
+        << (useApprox ? "approx" : "napprox")
+        << "_sibd_eibd_fl-1";
+    string cpnName = oss.str();
 
     // Create the coupon.
     TestCouponData tcd;

QuantExt/test/onindexcouponutils.cpp

@@ -20,7 +20,7 @@
 #include <oret/util/fileutilities.hpp>
 #include <ql/quotes/simplequote.hpp>
 #include <qle/termstructures/interpolateddiscountcurve2.hpp>
-#include <format>
+#include <iomanip>
 #include <fstream>
 
 namespace QuantExt {
@@ -114,6 +114,7 @@ void runCpnAccrualTest(const OvernightIndexedCouponBase& cpn, const path& outFil
     outFile << endl;
 
     // Calculate and write the test results.
+    outFile << std::fixed << std::setprecision(4);
     for (Date evalDate = startEvalDate; evalDate <= stopDate; ++evalDate) {
         Settings::instance().evaluationDate() = evalDate;
         outFile << io::iso_date(evalDate);
@@ -126,11 +127,11 @@ void runCpnAccrualTest(const OvernightIndexedCouponBase& cpn, const path& outFil
         loadFixingsUpToDate(evalDate, cpn.overnightIndex());
 
         for (Date accDate = startAccDate; accDate <= stopDate; ++accDate) {
-            outFile << "," << format("{:.4f}", cpn.accruedAmount(accDate));
+            outFile << "," << cpn.accruedAmount(accDate);
         }
 
         // Tag on the coupon amount as well.
-        outFile << "," << format("{:.4f}", cpn.amount());
+        outFile << "," << cpn.amount();
 
         outFile << endl;
     }

QuantExt/test/overnightindexedcoupon.cpp

@@ -24,9 +24,10 @@
 #include <ql/time/calendars/unitedstates.hpp>
 #include <qle/cashflows/overnightindexedcoupon.hpp>
 #include <map>
-#include <format>
 #include <oret/util/datapaths.hpp>
 #include <string>
+#include <sstream>
+#include <iomanip>
 
 using namespace QuantLib;
 using namespace QuantExt;
@@ -1957,9 +1958,13 @@ BOOST_DATA_TEST_CASE(testCpnAccruals, idxCpnVariants, lb, os, ts, rco, idx)
 #endif
 {
     // Create the coupon ID for output file.
-    string strOs = os ? "os" : "nos";
-    string strTs = ts ? "ts" : "nts";
-    string cpnName = format("{:02d}_lb-{}_{}_rco-{}_{}", idx, lb, strOs, rco, strTs);
+    ostringstream oss;
+    oss << std::setw(2) << std::setfill('0') << idx
+        << "_lb-" << lb
+        << "_" << (os ? "os" : "nos")
+        << "_rco-" << rco
+        << "_" << (ts ? "ts" : "nts");
+    string cpnName = oss.str();
 
     // Create the coupon.
     TestCouponData tcd;
@@ -1988,12 +1993,16 @@ BOOST_DATA_TEST_CASE(testCpnAccrualsGearingSpread, idxGsCpnVariants, gearing, sp
 #endif
 {
     // Create the coupon ID for output file, maintaining format of previous tests with additional fields.
-    string strTs = ts ? "ts" : "nts";
-    string strIncSpr = incSpr ? "inc-spr" : "exc-spr";
-    string strSibd = sibd ? "sibd" : "sih";
-    string strEibd = eibd ? "eibd" : "eih";
-    string cpnName = format("{:02d}_lb-0_nos_rco-0_{}_g-{:g}_s-{:g}_{}_{}_{}",
-        idx, strTs, gearing, spread, strIncSpr, strSibd, strEibd);
+    ostringstream oss;
+    oss << std::setw(2) << std::setfill('0') << idx
+        << "_lb-0_nos_rco-0_"
+        << (ts ? "ts" : "nts")
+        << "_g-" << gearing
+        << "_s-" << spread
+        << "_" << (incSpr ? "inc-spr" : "exc-spr")
+        << "_" << (sibd ? "sibd" : "sih")
+        << "_" << (eibd ? "eibd" : "eih");
+    string cpnName = oss.str();
 
     // Create the coupon.
     TestCouponData tcd;