radonlab-cpp/CMakeLists.txt at main · QuantSingularity/radonlab-cpp · GitHub

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cmake_minimum_required(VERSION 3.20)
project(radonlab
    VERSION 0.1.1
    DESCRIPTION "Monte Carlo Greeks for discontinuous payoffs (C++20, header-only)"
    LANGUAGES CXX)

# ----------------------------------------------------------------------------
# Header-only library target
# ----------------------------------------------------------------------------
add_library(radonlab INTERFACE)
add_library(radonlab::radonlab ALIAS radonlab)

target_include_directories(radonlab INTERFACE
    $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/include>
    $<INSTALL_INTERFACE:include>)
target_compile_features(radonlab INTERFACE cxx_std_20)

find_package(Threads REQUIRED)
target_link_libraries(radonlab INTERFACE Threads::Threads)

# ----------------------------------------------------------------------------
# Options
# ----------------------------------------------------------------------------
option(RADONLAB_BUILD_TESTS "Build the test suite" ON)
option(RADONLAB_BUILD_EXAMPLES "Build the example programs" ON)

if(CMAKE_CXX_COMPILER_ID MATCHES "GNU|Clang")
    set(RADONLAB_WARNINGS -Wall -Wextra -Wpedantic)
endif()

# ----------------------------------------------------------------------------
# Tests
# ----------------------------------------------------------------------------
if(RADONLAB_BUILD_TESTS)
    enable_testing()
    foreach(t test_analytics test_estimators test_conditional_mc test_aad)
        add_executable(${t} tests/${t}.cpp)
        target_link_libraries(${t} PRIVATE radonlab)
        target_compile_options(${t} PRIVATE ${RADONLAB_WARNINGS})
        target_include_directories(${t} PRIVATE ${CMAKE_CURRENT_SOURCE_DIR}/tests)
        add_test(NAME ${t} COMMAND ${t})
    endforeach()
endif()

# ----------------------------------------------------------------------------
# Examples
# ----------------------------------------------------------------------------
if(RADONLAB_BUILD_EXAMPLES)
    foreach(e quickstart benchmark_digital_delta barrier_greeks perf_aad)
        add_executable(${e} examples/${e}.cpp)
        target_link_libraries(${e} PRIVATE radonlab)
        target_compile_options(${e} PRIVATE ${RADONLAB_WARNINGS})
    endforeach()
endif()

# ----------------------------------------------------------------------------
# Install / export (so downstream can `find_package(radonlab)`)
# ----------------------------------------------------------------------------
include(GNUInstallDirs)
include(CMakePackageConfigHelpers)

install(TARGETS radonlab EXPORT radonlabTargets)
install(DIRECTORY include/ DESTINATION ${CMAKE_INSTALL_INCLUDEDIR})
install(EXPORT radonlabTargets
    FILE radonlabTargets.cmake
    NAMESPACE radonlab::
    DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/radonlab)

write_basic_package_version_file(
    "${CMAKE_CURRENT_BINARY_DIR}/radonlabConfigVersion.cmake"
    VERSION ${PROJECT_VERSION}
    COMPATIBILITY SameMajorVersion)

configure_package_config_file(
    "${CMAKE_CURRENT_SOURCE_DIR}/cmake/radonlabConfig.cmake.in"
    "${CMAKE_CURRENT_BINARY_DIR}/radonlabConfig.cmake"
    INSTALL_DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/radonlab)

install(FILES
    "${CMAKE_CURRENT_BINARY_DIR}/radonlabConfig.cmake"
    "${CMAKE_CURRENT_BINARY_DIR}/radonlabConfigVersion.cmake"
    DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/radonlab)