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upgrade to 0.3.0

Browse source 
PR:		38047
Submitted by:	Ports Fury
This commit is contained in:
Ying-Chieh Liao 2002-05-14 02:34:20 +00:00
parent 5709431d94
commit 20ab38a4a8
Notes: svn2git 2021-03-31 03:12:20 +00:00 
svn path=/head/; revision=59049
10 changed files with 224 additions and 130 deletions
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15
finance/quantlib/Makefile
View file

@ -7,7 +7,7 @@
#
PORTNAME= quantlib
PORTVERSION= 0.2.1
PORTVERSION= 0.3.0
CATEGORIES= misc
MASTER_SITES= ${MASTER_SITE_SOURCEFORGE}
MASTER_SITE_SUBDIR= ${PORTNAME}
@ -18,15 +18,18 @@ MAINTAINER= ports@FreeBSD.org
WRKSRC= ${WRKDIR}/QuantLib-${PORTVERSION}
USE_BZIP2= yes
GNU_CONFIGURE= yes
USE_LIBTOOL= yes
CONFIGURE_TARGET= --build=${ARCH}-portbld-freebsd${OSREL}
INSTALLS_SHLIB= yes
MAN1= DiscreteHedging.1 EuropeanOption.1 SwapValuation.1 \
quantlib-config.1
post-patch:
@${PERL} -pi -e 's|-g -Wall -O2|\$$CXXFLAGS|g' ${WRKSRC}/configure
@find ${WRKSRC}/Examples -name "Makefile.in" | xargs ${PERL} -pi -e \
's|-g -O2 -Wall|\@CXXFLAGS\@ -O0|g'
pre-patch:
@${PERL} -pi -e 's|-g -O3|\$$CXXFLAGS|g' ${WRKSRC}/configure
@${FIND} ${WRKSRC} -name "Makefile.in" | \
${XARGS} ${PERL} -pi -e 's|-g -O.|\@CXXFLAGS\@|g'
@${FIND} ${WRKSRC}/Examples -name "Makefile.in" | \
${XARGS} ${PERL} -pi -e 's|-pedantic -Wall|-O0|g'
.include <bsd.port.mk>

2
finance/quantlib/distinfo
View file

@ -1 +1 @@
MD5 (QuantLib-0.2.1-src.tar.bz2) = d8b9a949c5742703395ae285bcab9214
MD5 (QuantLib-0.3.0-src.tar.bz2) = 171d615792d1c22e7d21a364537d6ef0

41
finance/quantlib/files/patch-config::ltmain.sh
View file

@ -1,41 +0,0 @@
--- config/ltmain.sh.orig Thu Sep 13 22:10:25 2001
+++ config/ltmain.sh Sat Mar 2 16:21:45 2002
@@ -1043,14 +1043,14 @@
# These systems don't actually have a C library (as such)
test "X$arg" = "X-lc" && continue
;;
- *-*-openbsd*)
+ *-*-openbsd* | *-*-freebsd*)
# Do not include libc due to us having libc/libc_r.
test "X$arg" = "X-lc" && continue
;;
esac
elif test "X$arg" = "X-lc_r"; then
case $host in
- *-*-openbsd*)
+ *-*-openbsd* | *-*-freebsd*)
# Do not include libc_r directly, use -pthread flag.
continue
;;
@@ -2441,7 +2441,7 @@
*-*-netbsd*)
# Don't link with libc until the a.out ld.so is fixed.
;;
- *-*-openbsd*)
+ *-*-openbsd* | *-*-freebsd*)
# Do not include libc due to us having libc/libc_r.
;;
*)
@@ -4210,10 +4210,12 @@
fi
# Install the pseudo-library for information purposes.
+ if /usr/bin/false; then
name=`$echo "X$file" | $Xsed -e 's%^.*/%%'`
instname="$dir/$name"i
$show "$install_prog $instname $destdir/$name"
$run eval "$install_prog $instname $destdir/$name" || exit $?
+ fi
# Maybe install the static library, too.
test -n "$old_library" && staticlibs="$staticlibs $dir/$old_library"

10
finance/quantlib/files/patch-configure Normal file
View file

@ -0,0 +1,10 @@
--- configure.orig Fri May 3 00:14:20 2002
+++ configure Wed May 8 01:07:45 2002
@@ -7014,6 +7014,7 @@
# This can be used to rebuild libtool when needed
LIBTOOL_DEPS="$ac_aux_dir/ltmain.sh"
+$ac_aux_dir/ltconfig $LIBTOOL_DEPS
# Always use our own libtool.
LIBTOOL='$(SHELL) $(top_builddir)/libtool'

109
finance/quantlib/pkg-plist
View file

@ -1,24 +1,31 @@
bin/BermudanSwaption
bin/DiscreteHedging
bin/EuropeanOption
bin/SwapValuation
bin/quantlib-config
include/ql/Calendars/frankfurt.hpp
include/ql/Calendars/helsinki.hpp
include/ql/Calendars/johannesburg.hpp
include/ql/Calendars/london.hpp
include/ql/Calendars/milan.hpp
include/ql/Calendars/newyork.hpp
include/ql/Calendars/sydney.hpp
include/ql/Calendars/target.hpp
include/ql/Calendars/tokyo.hpp
include/ql/Calendars/toronto.hpp
include/ql/Calendars/wellington.hpp
include/ql/Calendars/zurich.hpp
include/ql/CashFlows/cashflowvectors.hpp
include/ql/CashFlows/coupon.hpp
include/ql/CashFlows/fixedratecoupon.hpp
include/ql/CashFlows/floatingratecoupon.hpp
include/ql/CashFlows/shortfloatingcoupon.hpp
include/ql/CashFlows/simplecashflow.hpp
include/ql/DayCounters/actual360.hpp
include/ql/DayCounters/actual365.hpp
include/ql/DayCounters/actualactual.hpp
include/ql/DayCounters/thirty360.hpp
include/ql/FiniteDifferences/americancondition.hpp
include/ql/FiniteDifferences/boundarycondition.hpp
include/ql/FiniteDifferences/bsmoperator.hpp
include/ql/FiniteDifferences/cranknicolson.hpp
@ -30,20 +37,40 @@ include/ql/FiniteDifferences/expliciteuler.hpp
include/ql/FiniteDifferences/fdtypedefs.hpp
include/ql/FiniteDifferences/finitedifferencemodel.hpp
include/ql/FiniteDifferences/impliciteuler.hpp
include/ql/FiniteDifferences/mixedscheme.hpp
include/ql/FiniteDifferences/onefactoroperator.hpp
include/ql/FiniteDifferences/shoutcondition.hpp
include/ql/FiniteDifferences/stepcondition.hpp
include/ql/FiniteDifferences/tridiagonaloperator.hpp
include/ql/FiniteDifferences/valueatcenter.hpp
include/ql/Indexes/audlibor.hpp
include/ql/Indexes/cadlibor.hpp
include/ql/Indexes/chflibor.hpp
include/ql/Indexes/euribor.hpp
include/ql/Indexes/gbplibor.hpp
include/ql/Indexes/jpylibor.hpp
include/ql/Indexes/usdlibor.hpp
include/ql/Indexes/xibor.hpp
include/ql/Indexes/xibormanager.hpp
include/ql/Indexes/zarlibor.hpp
include/ql/Instruments/capfloor.hpp
include/ql/Instruments/plainoption.hpp
include/ql/Instruments/simpleswap.hpp
include/ql/Instruments/stock.hpp
include/ql/Instruments/swap.hpp
include/ql/Instruments/swaption.hpp
include/ql/Lattices/binomialtree.hpp
include/ql/Lattices/bsmlattice.hpp
include/ql/Lattices/lattice.hpp
include/ql/Lattices/lattice2d.hpp
include/ql/Lattices/tree.hpp
include/ql/Lattices/trinomialtree.hpp
include/ql/Math/bilinearinterpolation.hpp
include/ql/Math/chisquaredistribution.hpp
include/ql/Math/cubicspline.hpp
include/ql/Math/gammadistribution.hpp
include/ql/Math/interpolation.hpp
include/ql/Math/interpolation2D.hpp
include/ql/Math/lexicographicalview.hpp
include/ql/Math/linearinterpolation.hpp
include/ql/Math/matrix.hpp
@ -73,25 +100,43 @@ include/ql/MonteCarlo/path.hpp
include/ql/MonteCarlo/pathgenerator.hpp
include/ql/MonteCarlo/pathpricer.hpp
include/ql/MonteCarlo/sample.hpp
include/ql/Patterns/factory.hpp
include/ql/Optimization/armijo.hpp
include/ql/Optimization/conjugategradient.hpp
include/ql/Optimization/constraint.hpp
include/ql/Optimization/costfunction.hpp
include/ql/Optimization/criteria.hpp
include/ql/Optimization/leastsquare.hpp
include/ql/Optimization/linesearch.hpp
include/ql/Optimization/method.hpp
include/ql/Optimization/problem.hpp
include/ql/Optimization/simplex.hpp
include/ql/Optimization/steepestdescent.hpp
include/ql/Patterns/observable.hpp
include/ql/Pricers/americancondition.hpp
include/ql/Pricers/americanoption.hpp
include/ql/Pricers/analyticalcapfloor.hpp
include/ql/Pricers/barrieroption.hpp
include/ql/Pricers/bermudanoption.hpp
include/ql/Pricers/binaryoption.hpp
include/ql/Pricers/bsmnumericaloption.hpp
include/ql/Pricers/binomialplainoption.hpp
include/ql/Pricers/blackcapfloor.hpp
include/ql/Pricers/blackswaption.hpp
include/ql/Pricers/capfloorpricer.hpp
include/ql/Pricers/cliquetoption.hpp
include/ql/Pricers/continuousgeometricapo.hpp
include/ql/Pricers/discretegeometricapo.hpp
include/ql/Pricers/discretegeometricaso.hpp
include/ql/Pricers/dividendamericanoption.hpp
include/ql/Pricers/dividendeuropeanoption.hpp
include/ql/Pricers/dividendoption.hpp
include/ql/Pricers/dividendshoutoption.hpp
include/ql/Pricers/europeanengine.hpp
include/ql/Pricers/europeanoption.hpp
include/ql/Pricers/finitedifferenceeuropean.hpp
include/ql/Pricers/fdamericanoption.hpp
include/ql/Pricers/fdbermudanoption.hpp
include/ql/Pricers/fdbsmoption.hpp
include/ql/Pricers/fddividendamericanoption.hpp
include/ql/Pricers/fddividendeuropeanoption.hpp
include/ql/Pricers/fddividendoption.hpp
include/ql/Pricers/fddividendshoutoption.hpp
include/ql/Pricers/fdeuropean.hpp
include/ql/Pricers/fdmultiperiodoption.hpp
include/ql/Pricers/fdshoutoption.hpp
include/ql/Pricers/fdstepconditionoption.hpp
include/ql/Pricers/jamshidianswaption.hpp
include/ql/Pricers/mcbasket.hpp
include/ql/Pricers/mcdiscretearithmeticapo.hpp
include/ql/Pricers/mcdiscretearithmeticaso.hpp
@ -101,18 +146,30 @@ include/ql/Pricers/mchimalaya.hpp
include/ql/Pricers/mcmaxbasket.hpp
include/ql/Pricers/mcpagoda.hpp
include/ql/Pricers/mcpricer.hpp
include/ql/Pricers/multiperiodoption.hpp
include/ql/Pricers/shoutcondition.hpp
include/ql/Pricers/shoutoption.hpp
include/ql/Pricers/singleassetoption.hpp
include/ql/Pricers/stepconditionoption.hpp
include/ql/Pricers/swaptionpricer.hpp
include/ql/Pricers/treecapfloor.hpp
include/ql/Pricers/treeswaption.hpp
include/ql/RandomNumbers/boxmullergaussianrng.hpp
include/ql/RandomNumbers/centrallimitgaussianrng.hpp
include/ql/RandomNumbers/inversecumulativegaussianrng.hpp
include/ql/RandomNumbers/inversecumgaussianrng.hpp
include/ql/RandomNumbers/knuthuniformrng.hpp
include/ql/RandomNumbers/lecuyeruniformrng.hpp
include/ql/RandomNumbers/randomarraygenerator.hpp
include/ql/RandomNumbers/rngtypedefs.hpp
include/ql/ShortRateModels/CalibrationHelpers/caphelper.hpp
include/ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp
include/ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp
include/ql/ShortRateModels/OneFactorModels/coxingersollross.hpp
include/ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
include/ql/ShortRateModels/OneFactorModels/hullwhite.hpp
include/ql/ShortRateModels/OneFactorModels/vasicek.hpp
include/ql/ShortRateModels/TwoFactorModels/g2.hpp
include/ql/ShortRateModels/calibrationhelper.hpp
include/ql/ShortRateModels/model.hpp
include/ql/ShortRateModels/onefactormodel.hpp
include/ql/ShortRateModels/parameter.hpp
include/ql/ShortRateModels/twofactormodel.hpp
include/ql/Solvers1D/bisection.hpp
include/ql/Solvers1D/brent.hpp
include/ql/Solvers1D/falseposition.hpp
@ -120,6 +177,7 @@ include/ql/Solvers1D/newton.hpp
include/ql/Solvers1D/newtonsafe.hpp
include/ql/Solvers1D/ridder.hpp
include/ql/Solvers1D/secant.hpp
include/ql/TermStructures/affinetermstructure.hpp
include/ql/TermStructures/flatforward.hpp
include/ql/TermStructures/piecewiseflatforward.hpp
include/ql/TermStructures/ratehelpers.hpp
@ -129,24 +187,33 @@ include/ql/Utilities/filteringiterator.hpp
include/ql/Utilities/iteratorcategories.hpp
include/ql/Utilities/processingiterator.hpp
include/ql/Utilities/steppingiterator.hpp
include/ql/Volatilities/capflatvolvector.hpp
include/ql/Volatilities/swaptionvolmatrix.hpp
include/ql/argsandresults.hpp
include/ql/array.hpp
include/ql/blackmodel.hpp
include/ql/calendar.hpp
include/ql/capvolstructures.hpp
include/ql/cashflow.hpp
include/ql/config.hpp
include/ql/currency.hpp
include/ql/dataformatters.hpp
include/ql/date.hpp
include/ql/daycounter.hpp
include/ql/diffusionprocess.hpp
include/ql/errors.hpp
include/ql/exercise.hpp
include/ql/expressiontemplates.hpp
include/ql/forwardvolsurface.hpp
include/ql/functions/daycounters.hpp
include/ql/functions/mathf.hpp
include/ql/grid.hpp
include/ql/handle.hpp
include/ql/history.hpp
include/ql/index.hpp
include/ql/instrument.hpp
include/ql/marketelement.hpp
include/ql/null.hpp
include/ql/numericalmethod.hpp
include/ql/option.hpp
include/ql/qldefines.hpp
include/ql/quantlib.hpp
@ -154,21 +221,29 @@ include/ql/relinkablehandle.hpp
include/ql/riskstatistics.hpp
include/ql/scheduler.hpp
include/ql/solver1d.hpp
include/ql/swaptionvolsurface.hpp
include/ql/swaptionvolstructure.hpp
include/ql/termstructure.hpp
include/ql/types.hpp
lib/libQuantLib.a
lib/libQuantLib.so
lib/libQuantLib.so.0
share/aclocal/quantlib.m4
@dirrm include/ql/functions
@dirrm include/ql/Volatilities
@dirrm include/ql/Utilities
@dirrm include/ql/TermStructures
@dirrm include/ql/Solvers1D
@dirrm include/ql/ShortRateModels/TwoFactorModels
@dirrm include/ql/ShortRateModels/OneFactorModels
@dirrm include/ql/ShortRateModels/CalibrationHelpers
@dirrm include/ql/ShortRateModels
@dirrm include/ql/RandomNumbers
@dirrm include/ql/Pricers
@dirrm include/ql/Patterns
@dirrm include/ql/Optimization
@dirrm include/ql/MonteCarlo
@dirrm include/ql/Math
@dirrm include/ql/Lattices
@dirrm include/ql/Instruments
@dirrm include/ql/Indexes
@dirrm include/ql/FiniteDifferences

15
misc/quantlib/Makefile
View file

@ -7,7 +7,7 @@
#
PORTNAME= quantlib
PORTVERSION= 0.2.1
PORTVERSION= 0.3.0
CATEGORIES= misc
MASTER_SITES= ${MASTER_SITE_SOURCEFORGE}
MASTER_SITE_SUBDIR= ${PORTNAME}
@ -18,15 +18,18 @@ MAINTAINER= ports@FreeBSD.org
WRKSRC= ${WRKDIR}/QuantLib-${PORTVERSION}
USE_BZIP2= yes
GNU_CONFIGURE= yes
USE_LIBTOOL= yes
CONFIGURE_TARGET= --build=${ARCH}-portbld-freebsd${OSREL}
INSTALLS_SHLIB= yes
MAN1= DiscreteHedging.1 EuropeanOption.1 SwapValuation.1 \
quantlib-config.1
post-patch:
@${PERL} -pi -e 's|-g -Wall -O2|\$$CXXFLAGS|g' ${WRKSRC}/configure
@find ${WRKSRC}/Examples -name "Makefile.in" | xargs ${PERL} -pi -e \
's|-g -O2 -Wall|\@CXXFLAGS\@ -O0|g'
pre-patch:
@${PERL} -pi -e 's|-g -O3|\$$CXXFLAGS|g' ${WRKSRC}/configure
@${FIND} ${WRKSRC} -name "Makefile.in" | \
${XARGS} ${PERL} -pi -e 's|-g -O.|\@CXXFLAGS\@|g'
@${FIND} ${WRKSRC}/Examples -name "Makefile.in" | \
${XARGS} ${PERL} -pi -e 's|-pedantic -Wall|-O0|g'
.include <bsd.port.mk>

2
misc/quantlib/distinfo
View file

@ -1 +1 @@
MD5 (QuantLib-0.2.1-src.tar.bz2) = d8b9a949c5742703395ae285bcab9214
MD5 (QuantLib-0.3.0-src.tar.bz2) = 171d615792d1c22e7d21a364537d6ef0

41
misc/quantlib/files/patch-config::ltmain.sh
View file

@ -1,41 +0,0 @@
--- config/ltmain.sh.orig Thu Sep 13 22:10:25 2001
+++ config/ltmain.sh Sat Mar 2 16:21:45 2002
@@ -1043,14 +1043,14 @@
# These systems don't actually have a C library (as such)
test "X$arg" = "X-lc" && continue
;;
- *-*-openbsd*)
+ *-*-openbsd* | *-*-freebsd*)
# Do not include libc due to us having libc/libc_r.
test "X$arg" = "X-lc" && continue
;;
esac
elif test "X$arg" = "X-lc_r"; then
case $host in
- *-*-openbsd*)
+ *-*-openbsd* | *-*-freebsd*)
# Do not include libc_r directly, use -pthread flag.
continue
;;
@@ -2441,7 +2441,7 @@
*-*-netbsd*)
# Don't link with libc until the a.out ld.so is fixed.
;;
- *-*-openbsd*)
+ *-*-openbsd* | *-*-freebsd*)
# Do not include libc due to us having libc/libc_r.
;;
*)
@@ -4210,10 +4210,12 @@
fi
# Install the pseudo-library for information purposes.
+ if /usr/bin/false; then
name=`$echo "X$file" | $Xsed -e 's%^.*/%%'`
instname="$dir/$name"i
$show "$install_prog $instname $destdir/$name"
$run eval "$install_prog $instname $destdir/$name" || exit $?
+ fi
# Maybe install the static library, too.
test -n "$old_library" && staticlibs="$staticlibs $dir/$old_library"

10
misc/quantlib/files/patch-configure Normal file
View file

@ -0,0 +1,10 @@
--- configure.orig Fri May 3 00:14:20 2002
+++ configure Wed May 8 01:07:45 2002
@@ -7014,6 +7014,7 @@
# This can be used to rebuild libtool when needed
LIBTOOL_DEPS="$ac_aux_dir/ltmain.sh"
+$ac_aux_dir/ltconfig $LIBTOOL_DEPS
# Always use our own libtool.
LIBTOOL='$(SHELL) $(top_builddir)/libtool'

109
misc/quantlib/pkg-plist
View file

@ -1,24 +1,31 @@
bin/BermudanSwaption
bin/DiscreteHedging
bin/EuropeanOption
bin/SwapValuation
bin/quantlib-config
include/ql/Calendars/frankfurt.hpp
include/ql/Calendars/helsinki.hpp
include/ql/Calendars/johannesburg.hpp
include/ql/Calendars/london.hpp
include/ql/Calendars/milan.hpp
include/ql/Calendars/newyork.hpp
include/ql/Calendars/sydney.hpp
include/ql/Calendars/target.hpp
include/ql/Calendars/tokyo.hpp
include/ql/Calendars/toronto.hpp
include/ql/Calendars/wellington.hpp
include/ql/Calendars/zurich.hpp
include/ql/CashFlows/cashflowvectors.hpp
include/ql/CashFlows/coupon.hpp
include/ql/CashFlows/fixedratecoupon.hpp
include/ql/CashFlows/floatingratecoupon.hpp
include/ql/CashFlows/shortfloatingcoupon.hpp
include/ql/CashFlows/simplecashflow.hpp
include/ql/DayCounters/actual360.hpp
include/ql/DayCounters/actual365.hpp
include/ql/DayCounters/actualactual.hpp
include/ql/DayCounters/thirty360.hpp
include/ql/FiniteDifferences/americancondition.hpp
include/ql/FiniteDifferences/boundarycondition.hpp
include/ql/FiniteDifferences/bsmoperator.hpp
include/ql/FiniteDifferences/cranknicolson.hpp
@ -30,20 +37,40 @@ include/ql/FiniteDifferences/expliciteuler.hpp
include/ql/FiniteDifferences/fdtypedefs.hpp
include/ql/FiniteDifferences/finitedifferencemodel.hpp
include/ql/FiniteDifferences/impliciteuler.hpp
include/ql/FiniteDifferences/mixedscheme.hpp
include/ql/FiniteDifferences/onefactoroperator.hpp
include/ql/FiniteDifferences/shoutcondition.hpp
include/ql/FiniteDifferences/stepcondition.hpp
include/ql/FiniteDifferences/tridiagonaloperator.hpp
include/ql/FiniteDifferences/valueatcenter.hpp
include/ql/Indexes/audlibor.hpp
include/ql/Indexes/cadlibor.hpp
include/ql/Indexes/chflibor.hpp
include/ql/Indexes/euribor.hpp
include/ql/Indexes/gbplibor.hpp
include/ql/Indexes/jpylibor.hpp
include/ql/Indexes/usdlibor.hpp
include/ql/Indexes/xibor.hpp
include/ql/Indexes/xibormanager.hpp
include/ql/Indexes/zarlibor.hpp
include/ql/Instruments/capfloor.hpp
include/ql/Instruments/plainoption.hpp
include/ql/Instruments/simpleswap.hpp
include/ql/Instruments/stock.hpp
include/ql/Instruments/swap.hpp
include/ql/Instruments/swaption.hpp
include/ql/Lattices/binomialtree.hpp
include/ql/Lattices/bsmlattice.hpp
include/ql/Lattices/lattice.hpp
include/ql/Lattices/lattice2d.hpp
include/ql/Lattices/tree.hpp
include/ql/Lattices/trinomialtree.hpp
include/ql/Math/bilinearinterpolation.hpp
include/ql/Math/chisquaredistribution.hpp
include/ql/Math/cubicspline.hpp
include/ql/Math/gammadistribution.hpp
include/ql/Math/interpolation.hpp
include/ql/Math/interpolation2D.hpp
include/ql/Math/lexicographicalview.hpp
include/ql/Math/linearinterpolation.hpp
include/ql/Math/matrix.hpp
@ -73,25 +100,43 @@ include/ql/MonteCarlo/path.hpp
include/ql/MonteCarlo/pathgenerator.hpp
include/ql/MonteCarlo/pathpricer.hpp
include/ql/MonteCarlo/sample.hpp
include/ql/Patterns/factory.hpp
include/ql/Optimization/armijo.hpp
include/ql/Optimization/conjugategradient.hpp
include/ql/Optimization/constraint.hpp
include/ql/Optimization/costfunction.hpp
include/ql/Optimization/criteria.hpp
include/ql/Optimization/leastsquare.hpp
include/ql/Optimization/linesearch.hpp
include/ql/Optimization/method.hpp
include/ql/Optimization/problem.hpp
include/ql/Optimization/simplex.hpp
include/ql/Optimization/steepestdescent.hpp
include/ql/Patterns/observable.hpp
include/ql/Pricers/americancondition.hpp
include/ql/Pricers/americanoption.hpp
include/ql/Pricers/analyticalcapfloor.hpp
include/ql/Pricers/barrieroption.hpp
include/ql/Pricers/bermudanoption.hpp
include/ql/Pricers/binaryoption.hpp
include/ql/Pricers/bsmnumericaloption.hpp
include/ql/Pricers/binomialplainoption.hpp
include/ql/Pricers/blackcapfloor.hpp
include/ql/Pricers/blackswaption.hpp
include/ql/Pricers/capfloorpricer.hpp
include/ql/Pricers/cliquetoption.hpp
include/ql/Pricers/continuousgeometricapo.hpp
include/ql/Pricers/discretegeometricapo.hpp
include/ql/Pricers/discretegeometricaso.hpp
include/ql/Pricers/dividendamericanoption.hpp
include/ql/Pricers/dividendeuropeanoption.hpp
include/ql/Pricers/dividendoption.hpp
include/ql/Pricers/dividendshoutoption.hpp
include/ql/Pricers/europeanengine.hpp
include/ql/Pricers/europeanoption.hpp
include/ql/Pricers/finitedifferenceeuropean.hpp
include/ql/Pricers/fdamericanoption.hpp
include/ql/Pricers/fdbermudanoption.hpp
include/ql/Pricers/fdbsmoption.hpp
include/ql/Pricers/fddividendamericanoption.hpp
include/ql/Pricers/fddividendeuropeanoption.hpp
include/ql/Pricers/fddividendoption.hpp
include/ql/Pricers/fddividendshoutoption.hpp
include/ql/Pricers/fdeuropean.hpp
include/ql/Pricers/fdmultiperiodoption.hpp
include/ql/Pricers/fdshoutoption.hpp
include/ql/Pricers/fdstepconditionoption.hpp
include/ql/Pricers/jamshidianswaption.hpp
include/ql/Pricers/mcbasket.hpp
include/ql/Pricers/mcdiscretearithmeticapo.hpp
include/ql/Pricers/mcdiscretearithmeticaso.hpp
@ -101,18 +146,30 @@ include/ql/Pricers/mchimalaya.hpp
include/ql/Pricers/mcmaxbasket.hpp
include/ql/Pricers/mcpagoda.hpp
include/ql/Pricers/mcpricer.hpp
include/ql/Pricers/multiperiodoption.hpp
include/ql/Pricers/shoutcondition.hpp
include/ql/Pricers/shoutoption.hpp
include/ql/Pricers/singleassetoption.hpp
include/ql/Pricers/stepconditionoption.hpp
include/ql/Pricers/swaptionpricer.hpp
include/ql/Pricers/treecapfloor.hpp
include/ql/Pricers/treeswaption.hpp
include/ql/RandomNumbers/boxmullergaussianrng.hpp
include/ql/RandomNumbers/centrallimitgaussianrng.hpp
include/ql/RandomNumbers/inversecumulativegaussianrng.hpp
include/ql/RandomNumbers/inversecumgaussianrng.hpp
include/ql/RandomNumbers/knuthuniformrng.hpp
include/ql/RandomNumbers/lecuyeruniformrng.hpp
include/ql/RandomNumbers/randomarraygenerator.hpp
include/ql/RandomNumbers/rngtypedefs.hpp
include/ql/ShortRateModels/CalibrationHelpers/caphelper.hpp
include/ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp
include/ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp
include/ql/ShortRateModels/OneFactorModels/coxingersollross.hpp
include/ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
include/ql/ShortRateModels/OneFactorModels/hullwhite.hpp
include/ql/ShortRateModels/OneFactorModels/vasicek.hpp
include/ql/ShortRateModels/TwoFactorModels/g2.hpp
include/ql/ShortRateModels/calibrationhelper.hpp
include/ql/ShortRateModels/model.hpp
include/ql/ShortRateModels/onefactormodel.hpp
include/ql/ShortRateModels/parameter.hpp
include/ql/ShortRateModels/twofactormodel.hpp
include/ql/Solvers1D/bisection.hpp
include/ql/Solvers1D/brent.hpp
include/ql/Solvers1D/falseposition.hpp
@ -120,6 +177,7 @@ include/ql/Solvers1D/newton.hpp
include/ql/Solvers1D/newtonsafe.hpp
include/ql/Solvers1D/ridder.hpp
include/ql/Solvers1D/secant.hpp
include/ql/TermStructures/affinetermstructure.hpp
include/ql/TermStructures/flatforward.hpp
include/ql/TermStructures/piecewiseflatforward.hpp
include/ql/TermStructures/ratehelpers.hpp
@ -129,24 +187,33 @@ include/ql/Utilities/filteringiterator.hpp
include/ql/Utilities/iteratorcategories.hpp
include/ql/Utilities/processingiterator.hpp
include/ql/Utilities/steppingiterator.hpp
include/ql/Volatilities/capflatvolvector.hpp
include/ql/Volatilities/swaptionvolmatrix.hpp
include/ql/argsandresults.hpp
include/ql/array.hpp
include/ql/blackmodel.hpp
include/ql/calendar.hpp
include/ql/capvolstructures.hpp
include/ql/cashflow.hpp
include/ql/config.hpp
include/ql/currency.hpp
include/ql/dataformatters.hpp
include/ql/date.hpp
include/ql/daycounter.hpp
include/ql/diffusionprocess.hpp
include/ql/errors.hpp
include/ql/exercise.hpp
include/ql/expressiontemplates.hpp
include/ql/forwardvolsurface.hpp
include/ql/functions/daycounters.hpp
include/ql/functions/mathf.hpp
include/ql/grid.hpp
include/ql/handle.hpp
include/ql/history.hpp
include/ql/index.hpp
include/ql/instrument.hpp
include/ql/marketelement.hpp
include/ql/null.hpp
include/ql/numericalmethod.hpp
include/ql/option.hpp
include/ql/qldefines.hpp
include/ql/quantlib.hpp
@ -154,21 +221,29 @@ include/ql/relinkablehandle.hpp
include/ql/riskstatistics.hpp
include/ql/scheduler.hpp
include/ql/solver1d.hpp
include/ql/swaptionvolsurface.hpp
include/ql/swaptionvolstructure.hpp
include/ql/termstructure.hpp
include/ql/types.hpp
lib/libQuantLib.a
lib/libQuantLib.so
lib/libQuantLib.so.0
share/aclocal/quantlib.m4
@dirrm include/ql/functions
@dirrm include/ql/Volatilities
@dirrm include/ql/Utilities
@dirrm include/ql/TermStructures
@dirrm include/ql/Solvers1D
@dirrm include/ql/ShortRateModels/TwoFactorModels
@dirrm include/ql/ShortRateModels/OneFactorModels
@dirrm include/ql/ShortRateModels/CalibrationHelpers
@dirrm include/ql/ShortRateModels
@dirrm include/ql/RandomNumbers
@dirrm include/ql/Pricers
@dirrm include/ql/Patterns
@dirrm include/ql/Optimization
@dirrm include/ql/MonteCarlo
@dirrm include/ql/Math
@dirrm include/ql/Lattices
@dirrm include/ql/Instruments
@dirrm include/ql/Indexes
@dirrm include/ql/FiniteDifferences