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Upgrade from 1.13 to 1.15.

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PR:		233864
Reported by:	jbeich
This commit is contained in:
Mikhail Teterin 2019-03-05 21:36:27 +00:00
parent 630fe1e7af
commit eb4180764f
Notes: svn2git 2021-03-31 03:12:20 +00:00 
svn path=/head/; revision=494745
5 changed files with 26 additions and 60 deletions
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7
finance/quantlib/Makefile
View file

@ -2,8 +2,7 @@
# $FreeBSD$
PORTNAME= quantlib
PORTVERSION= 1.13
PORTREVISION= 4
PORTVERSION= 1.15
CATEGORIES= finance math devel
MASTER_SITES= https://dl.bintray.com/${PORTNAME}/releases/
DISTNAME= QuantLib-${PORTVERSION}
@ -16,7 +15,7 @@ LICENSE_FILE= ${WRKSRC}/LICENSE.TXT
LIB_DEPENDS= libboost_system.so:devel/boost-libs
USES= compiler
USES= compiler libtool
USE_LDCONFIG= yes
GNU_CONFIGURE= yes
CONFIGURE_ENV+= EMACS=no
@ -60,4 +59,6 @@ OPENMP_LDFLAGS= -L${LOCALBASE}/lib
# one too:
OPENMP_LDFLAGS+= -L${LOCALBASE}/llvm${COMPILER_VERSION}/lib
CXXFLAGS_i386= -DBOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
.include <bsd.port.mk>

6
finance/quantlib/distinfo
View file

@ -1,3 +1,3 @@
TIMESTAMP = 1531235784
SHA256 (QuantLib-1.13.tar.gz) = bb52df179781f9c19ef8e976780c4798b0cdc4d21fa72a7a386016e24d1a86e6
SIZE (QuantLib-1.13.tar.gz) = 9132949
TIMESTAMP = 1551741337
SHA256 (QuantLib-1.15.tar.gz) = 1f651b210d3046bffa9635864906423d40f9fff87faeaf417c9b76fd88f0ee64
SIZE (QuantLib-1.15.tar.gz) = 9135648

14
finance/quantlib/files/patch-gmakeism
View file

@ -1,14 +0,0 @@
Allow check-exapmles to work with our make, upstream's syntax is
gmake-only...
--- Examples/Makefile.in 2018-05-23 14:35:06
+++ Examples/Makefile.in 2018-07-10 23:06:07
@@ -657,6 +657,6 @@
-%.check:
- $(MAKE) -C $* check-examples
+${SUBDIR_CHECKS}:
+ $(MAKE) -C ${@:.check=} check-examples
.PHONY: examples check-examples $(SUBDIRS)

36
finance/quantlib/files/patch-tests
View file

@ -1,36 +0,0 @@
See:
https://github.com/lballabio/QuantLib/pull/507/
--- ql/termstructures/volatility/equityfx/fixedlocalvolsurface.cpp
+++ ql/termstructures/volatility/equityfx/fixedlocalvolsurface.cpp
@@ -132,7 +132,8 @@ namespace QuantLib {
for (Size i=0; i < strikes_.size(); ++i)
for (Size j=1; j<strikes_[i]->size(); j++) {
- QL_REQUIRE(strikes_[i]->at(j)>=strikes_[i]->at(j-1),
+ QL_REQUIRE(strikes_[i]->at(j)>=strikes_[i]->at(j-1)
+ || close_enough(strikes_[i]->at(j),strikes_[i]->at(j-1)),
"strikes must be sorted");
}
}
--- test-suite/hestonslvmodel.cpp
+++ test-suite/hestonslvmodel.cpp
@@ -2446,7 +2446,7 @@ void HestonSLVModelTest::testMoustacheGraph() {
-0.0293,-0.0297,-0.0251,-0.0192,-0.0134,-0.0084,-0.0045,
-0.0015, 0.0005, 0.0017, 0.0020
};
- const Real tol = 8e-3;
+ const Real tol = 1e-2;
for (Size i=0; i < 18; ++i) {
const Real dist = 10.0+5.0*i;
--- test-suite/fdheston.cpp 2018-05-21 08:58:38.000000000 -0400
+++ test-suite/fdheston.cpp 2018-07-20 18:51:34.213199000 -0400
@@ -469,5 +469,5 @@
new FdHestonVanillaEngine(boost::shared_ptr<HestonModel>(
new HestonModel(hestonProcess)),
- 500, 400, 3, 0,
+ 4000, 400, 3, 0,
FdmSchemeDesc::ExplicitEuler())));

23
finance/quantlib/pkg-plist
View file

@ -15,10 +15,10 @@ bin/quantlib-config
%%EXAMPLES%%bin/GlobalOptimizer
%%EXAMPLES%%bin/LatentModel
%%EXAMPLES%%bin/MarketModels
%%EXAMPLES%%bin/MulticurveBootstrapping
%%EXAMPLES%%bin/MultidimIntegral
%%EXAMPLES%%bin/Replication
%%EXAMPLES%%bin/Repo
%%EXAMPLES%%bin/SwapValuation
%%BENCHMARK%%bin/quantlib-benchmark
%%EXAMPLES%%man/man1/BasketLosses.1.gz
%%EXAMPLES%%man/man1/BermudanSwaption.1.gz
@ -36,9 +36,9 @@ bin/quantlib-config
%%EXAMPLES%%man/man1/LatentModel.1.gz
%%EXAMPLES%%man/man1/MarketModels.1.gz
%%EXAMPLES%%man/man1/MultidimIntegral.1.gz
%%EXAMPLES%%man/man1/MulticurveBootstrapping.1.gz
%%EXAMPLES%%man/man1/Replication.1.gz
%%EXAMPLES%%man/man1/Repo.1.gz
%%EXAMPLES%%man/man1/SwapValuation.1.gz
%%BENCHMARK%%man/man1/quantlib-benchmark.1.gz
include/ql/cashflows/all.hpp
include/ql/cashflows/averagebmacoupon.hpp
@ -100,6 +100,10 @@ include/ql/experimental/barrieroption/vannavolgabarrierengine.hpp
include/ql/experimental/barrieroption/vannavolgadoublebarrierengine.hpp
include/ql/experimental/barrieroption/vannavolgainterpolation.hpp
include/ql/experimental/barrieroption/wulinyongdoublebarrierengine.hpp
include/ql/experimental/basismodels/all.hpp
include/ql/experimental/basismodels/swaptioncfs.hpp
include/ql/experimental/basismodels/tenoroptionletvts.hpp
include/ql/experimental/basismodels/tenorswaptionvts.hpp
include/ql/experimental/callablebonds/all.hpp
include/ql/experimental/callablebonds/blackcallablebondengine.hpp
include/ql/experimental/callablebonds/callablebondconstantvol.hpp
@ -264,6 +268,9 @@ include/ql/experimental/finitedifferences/modtriplebandlinearop.hpp
include/ql/experimental/finitedifferences/riskneutraldensitycalculator.hpp
include/ql/experimental/finitedifferences/squarerootprocessrndcalculator.hpp
include/ql/experimental/finitedifferences/vanillavppoption.hpp
include/ql/experimental/futures/all.hpp
include/ql/experimental/futures/overnightindexfuture.hpp
include/ql/experimental/futures/overnightindexfutureratehelper.hpp
include/ql/experimental/fx/all.hpp
include/ql/experimental/fx/blackdeltacalculator.hpp
include/ql/experimental/fx/deltavolquote.hpp
@ -299,7 +306,6 @@ include/ql/experimental/math/levyflightdistribution.hpp
include/ql/experimental/math/moorepenroseinverse.hpp
include/ql/experimental/math/multidimintegrator.hpp
include/ql/experimental/math/multidimquadrature.hpp
include/ql/experimental/math/numericaldifferentiation.hpp
include/ql/experimental/math/particleswarmoptimization.hpp
include/ql/experimental/math/piecewisefunction.hpp
include/ql/experimental/math/piecewiseintegral.hpp
@ -387,6 +393,7 @@ include/ql/indexes/ibor/euribor.hpp
include/ql/indexes/ibor/eurlibor.hpp
include/ql/indexes/ibor/fedfunds.hpp
include/ql/indexes/ibor/gbplibor.hpp
include/ql/indexes/ibor/bibor.hpp
include/ql/indexes/ibor/jibar.hpp
include/ql/indexes/ibor/jpylibor.hpp
include/ql/indexes/ibor/libor.hpp
@ -397,7 +404,9 @@ include/ql/indexes/ibor/pribor.hpp
include/ql/indexes/ibor/robor.hpp
include/ql/indexes/ibor/seklibor.hpp
include/ql/indexes/ibor/shibor.hpp
include/ql/indexes/ibor/sofr.hpp
include/ql/indexes/ibor/sonia.hpp
include/ql/indexes/ibor/thbfix.hpp
include/ql/indexes/ibor/tibor.hpp
include/ql/indexes/ibor/trlibor.hpp
include/ql/indexes/ibor/usdlibor.hpp
@ -702,6 +711,8 @@ include/ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp
include/ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp
include/ql/methods/finitedifferences/operators/firstderivativeop.hpp
include/ql/methods/finitedifferences/operators/ninepointlinearop.hpp
include/ql/methods/finitedifferences/operators/nthorderderivativeop.hpp
include/ql/methods/finitedifferences/operators/numericaldifferentiation.hpp
include/ql/methods/finitedifferences/operators/secondderivativeop.hpp
include/ql/methods/finitedifferences/operators/secondordermixedderivativeop.hpp
include/ql/methods/finitedifferences/operators/triplebandlinearop.hpp
@ -714,6 +725,7 @@ include/ql/methods/finitedifferences/schemes/hundsdorferscheme.hpp
include/ql/methods/finitedifferences/schemes/impliciteulerscheme.hpp
include/ql/methods/finitedifferences/schemes/methodoflinesscheme.hpp
include/ql/methods/finitedifferences/schemes/modifiedcraigsneydscheme.hpp
include/ql/methods/finitedifferences/schemes/trbdf2scheme.hpp
include/ql/methods/finitedifferences/solvers/all.hpp
include/ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp
include/ql/methods/finitedifferences/solvers/fdm1dimsolver.hpp
@ -1279,6 +1291,7 @@ include/ql/time/calendars/sweden.hpp
include/ql/time/calendars/switzerland.hpp
include/ql/time/calendars/taiwan.hpp
include/ql/time/calendars/target.hpp
include/ql/time/calendars/thailand.hpp
include/ql/time/calendars/turkey.hpp
include/ql/time/calendars/ukraine.hpp
include/ql/time/calendars/unitedkingdom.hpp
@ -1319,6 +1332,7 @@ include/ql/utilities/steppingiterator.hpp
include/ql/utilities/tracing.hpp
include/ql/utilities/vectors.hpp
include/ql/auto_link.hpp
include/ql/auto_ptr.hpp
include/ql/cashflow.hpp
include/ql/compounding.hpp
include/ql/config.hpp
@ -1329,6 +1343,7 @@ include/ql/errors.hpp
include/ql/exchangerate.hpp
include/ql/exercise.hpp
include/ql/event.hpp
include/ql/functional.hpp
include/ql/grid.hpp
include/ql/handle.hpp
include/ql/index.hpp
@ -1347,6 +1362,7 @@ include/ql/quantlib.hpp
include/ql/quote.hpp
include/ql/rebatedexercise.hpp
include/ql/settings.hpp
include/ql/shared_ptr.hpp
include/ql/stochasticprocess.hpp
include/ql/termstructure.hpp
include/ql/timegrid.hpp
@ -1358,7 +1374,6 @@ include/ql/volatilitymodel.hpp
lib/libQuantLib.so
lib/libQuantLib.so.0
lib/libQuantLib.so.0.0.0
lib/libQuantLib.la
lib/libQuantLib.a
libdata/pkgconfig/quantlib.pc
man/man1/quantlib-config.1.gz