From 1b95eebd8a5b77246bc4a71b4396ccb5f749c13e Mon Sep 17 00:00:00 2001 From: Philippe Audeoud Date: Mon, 30 May 2011 11:36:24 +0000 Subject: [PATCH] - Update to 1.1 PR: ports/157329 Submitted by: dikshie --- finance/quantlib/Makefile | 6 +++-- finance/quantlib/distinfo | 4 +-- finance/quantlib/pkg-plist | 50 +++++++++++++++++++++++++++++++++++++- 3 files changed, 55 insertions(+), 5 deletions(-) diff --git a/finance/quantlib/Makefile b/finance/quantlib/Makefile index ead85b0e4203..5d121194debb 100644 --- a/finance/quantlib/Makefile +++ b/finance/quantlib/Makefile @@ -7,7 +7,7 @@ # PORTNAME= quantlib -PORTVERSION= 1.0.1 +PORTVERSION= 1.1 CATEGORIES= finance MASTER_SITES= SF/${PORTNAME}/QuantLib/${PORTVERSION} DISTNAME= QuantLib-${PORTVERSION} @@ -21,7 +21,9 @@ WRKSRC= ${WRKDIR}/QuantLib-${PORTVERSION} USE_AUTOTOOLS= libtool GNU_CONFIGURE= yes -CONFIGURE_ENV= CPPFLAGS="${PTHREAD_CFLAGS} -I${LOCALBASE}/include" LDFLAGS="${PTHREAD_LIBS} -L${LOCALBASE}/lib" +CPPFLAGS= ${PTHREAD_CFLAGS} -I${LOCALBASE}/include +LDFLAGS= ${PTHREAD_LIBS} -L${LOCALBASE}/lib +MAKE_ENV= CPPFLAGS="${CPPFLAGS}" LDFLAGS="${LDFLAGS}" USE_LDCONFIG= yes MAN1= quantlib-config.1 quantlib-test-suite.1 diff --git a/finance/quantlib/distinfo b/finance/quantlib/distinfo index 6aa4e07e7b2c..c11c35dab33a 100644 --- a/finance/quantlib/distinfo +++ b/finance/quantlib/distinfo @@ -1,2 +1,2 @@ -SHA256 (QuantLib-1.0.1.tar.gz) = 84d6720664933df861fe74c3947f6ce6b7f563fb307390297cf7654c6fae4d43 -SIZE (QuantLib-1.0.1.tar.gz) = 3648299 +SHA256 (QuantLib-1.1.tar.gz) = 7162ab593fb4fd640b77895c7d687952ed242a8f9783d89c55ab47bc51f49ddb +SIZE (QuantLib-1.1.tar.gz) = 3899589 diff --git a/finance/quantlib/pkg-plist b/finance/quantlib/pkg-plist index 21dcbab087b0..b3b55ea37540 100644 --- a/finance/quantlib/pkg-plist +++ b/finance/quantlib/pkg-plist @@ -1,5 +1,4 @@ bin/quantlib-config -bin/quantlib-test-suite include/ql/auto_link.hpp include/ql/cashflow.hpp include/ql/cashflows/all.hpp @@ -91,6 +90,7 @@ include/ql/experimental/convertiblebonds/convertiblebond.hpp include/ql/experimental/convertiblebonds/discretizedconvertible.hpp include/ql/experimental/convertiblebonds/tflattice.hpp include/ql/experimental/coupons/all.hpp +include/ql/experimental/coupons/proxyibor.hpp include/ql/experimental/coupons/quantocouponpricer.hpp include/ql/experimental/coupons/subperiodcoupons.hpp include/ql/experimental/credit/all.hpp @@ -122,12 +122,17 @@ include/ql/experimental/credit/spreadedhazardratecurve.hpp include/ql/experimental/credit/syntheticcdo.hpp include/ql/experimental/credit/syntheticcdoengines.hpp include/ql/experimental/exoticoptions/all.hpp +include/ql/experimental/exoticoptions/analyticamericanmargrabeengine.hpp +include/ql/experimental/exoticoptions/analyticeuropeanmargrabeengine.hpp +include/ql/experimental/exoticoptions/analyticsimplechooserengine.hpp include/ql/experimental/exoticoptions/everestoption.hpp include/ql/experimental/exoticoptions/himalayaoption.hpp +include/ql/experimental/exoticoptions/margrabeoption.hpp include/ql/experimental/exoticoptions/mceverestengine.hpp include/ql/experimental/exoticoptions/mchimalayaengine.hpp include/ql/experimental/exoticoptions/mcpagodaengine.hpp include/ql/experimental/exoticoptions/pagodaoption.hpp +include/ql/experimental/exoticoptions/simplechooseroption.hpp include/ql/experimental/finitedifferences/all.hpp include/ql/experimental/finitedifferences/bicgstab.hpp include/ql/experimental/finitedifferences/concentrating1dmesher.hpp @@ -135,6 +140,8 @@ include/ql/experimental/finitedifferences/craigsneydscheme.hpp include/ql/experimental/finitedifferences/dividendbarrieroption.hpp include/ql/experimental/finitedifferences/douglasscheme.hpp include/ql/experimental/finitedifferences/expliciteulerscheme.hpp +include/ql/experimental/finitedifferences/fd2dblackscholesvanillaengine.hpp +include/ql/experimental/finitedifferences/fdbatesvanillaengine.hpp include/ql/experimental/finitedifferences/fdblackscholesasianengine.hpp include/ql/experimental/finitedifferences/fdblackscholesbarrierengine.hpp include/ql/experimental/finitedifferences/fdblackscholesrebateengine.hpp @@ -144,9 +151,14 @@ include/ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.hpp include/ql/experimental/finitedifferences/fdhestonrebateengine.hpp include/ql/experimental/finitedifferences/fdhestonvanillaengine.hpp include/ql/experimental/finitedifferences/fdm1dmesher.hpp +include/ql/experimental/finitedifferences/fdm2dblackscholesop.hpp +include/ql/experimental/finitedifferences/fdm2dblackscholessolver.hpp include/ql/experimental/finitedifferences/fdmamericanstepcondition.hpp include/ql/experimental/finitedifferences/fdmarithmeticaveragecondition.hpp include/ql/experimental/finitedifferences/fdmbackwardsolver.hpp +include/ql/experimental/finitedifferences/fdmbatesop.hpp +include/ql/experimental/finitedifferences/fdmbatessolver.hpp +include/ql/experimental/finitedifferences/fdmbermudanstepcondition.hpp include/ql/experimental/finitedifferences/fdmblackscholesmesher.hpp include/ql/experimental/finitedifferences/fdmblackscholesmultistrikemesher.hpp include/ql/experimental/finitedifferences/fdmblackscholesop.hpp @@ -155,6 +167,7 @@ include/ql/experimental/finitedifferences/fdmdirichletboundary.hpp include/ql/experimental/finitedifferences/fdmdividendhandler.hpp include/ql/experimental/finitedifferences/fdmhestonhullwhiteop.hpp include/ql/experimental/finitedifferences/fdmhestonhullwhitesolver.hpp +include/ql/experimental/finitedifferences/fdmhestonlikesolverfactory.hpp include/ql/experimental/finitedifferences/fdmhestonop.hpp include/ql/experimental/finitedifferences/fdmhestonsolver.hpp include/ql/experimental/finitedifferences/fdmhestonvariancemesher.hpp @@ -181,6 +194,9 @@ include/ql/experimental/finitedifferences/sparseilupreconditioner.hpp include/ql/experimental/finitedifferences/triplebandlinearop.hpp include/ql/experimental/finitedifferences/uniform1dmesher.hpp include/ql/experimental/finitedifferences/uniformgridmesher.hpp +include/ql/experimental/fx/all.hpp +include/ql/experimental/fx/blackdeltacalculator.hpp +include/ql/experimental/fx/deltavolquote.hpp include/ql/experimental/inflation/all.hpp include/ql/experimental/inflation/genericindexes.hpp include/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp @@ -194,7 +210,12 @@ include/ql/experimental/inflation/yoyoptionletstripper.hpp include/ql/experimental/lattices/all.hpp include/ql/experimental/lattices/extendedbinomialtree.hpp include/ql/experimental/math/all.hpp +include/ql/experimental/math/autocovariance.hpp +include/ql/experimental/math/claytoncopularng.hpp +include/ql/experimental/math/farliegumbelmorgensterncopularng.hpp include/ql/experimental/math/fastfouriertransform.hpp +include/ql/experimental/math/frankcopularng.hpp +include/ql/experimental/math/zigguratrng.hpp include/ql/experimental/mcbasket/adaptedpathpayoff.hpp include/ql/experimental/mcbasket/all.hpp include/ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp @@ -205,8 +226,20 @@ include/ql/experimental/mcbasket/pathmultiassetoption.hpp include/ql/experimental/mcbasket/pathpayoff.hpp include/ql/experimental/processes/all.hpp include/ql/experimental/processes/extendedblackscholesprocess.hpp +include/ql/experimental/processes/extendedornsteinuhlenbeckprocess.hpp +include/ql/experimental/processes/vegastressedblackscholesprocess.hpp include/ql/experimental/risk/all.hpp include/ql/experimental/risk/sensitivityanalysis.hpp +include/ql/experimental/shortrate/all.hpp +include/ql/experimental/shortrate/generalizedhullwhite.hpp +include/ql/experimental/shortrate/generalizedornsteinuhlenbeckprocess.hpp +include/ql/experimental/variancegamma/all.hpp +include/ql/experimental/variancegamma/analyticvariancegammaengine.hpp +include/ql/experimental/variancegamma/fftengine.hpp +include/ql/experimental/variancegamma/fftvanillaengine.hpp +include/ql/experimental/variancegamma/fftvariancegammaengine.hpp +include/ql/experimental/variancegamma/variancegammamodel.hpp +include/ql/experimental/variancegamma/variancegammaprocess.hpp include/ql/experimental/varianceoption/all.hpp include/ql/experimental/varianceoption/integralhestonvarianceoptionengine.hpp include/ql/experimental/varianceoption/varianceoption.hpp @@ -240,6 +273,7 @@ include/ql/indexes/ibor/jpylibor.hpp include/ql/indexes/ibor/libor.hpp include/ql/indexes/ibor/nzdlibor.hpp include/ql/indexes/ibor/seklibor.hpp +include/ql/indexes/ibor/sonia.hpp include/ql/indexes/ibor/tibor.hpp include/ql/indexes/ibor/trlibor.hpp include/ql/indexes/ibor/usdlibor.hpp @@ -274,6 +308,7 @@ include/ql/instruments/basketoption.hpp include/ql/instruments/bmaswap.hpp include/ql/instruments/bond.hpp include/ql/instruments/bonds/all.hpp +include/ql/instruments/bonds/btp.hpp include/ql/instruments/bonds/cmsratebond.hpp include/ql/instruments/bonds/fixedratebond.hpp include/ql/instruments/bonds/floatingratebond.hpp @@ -340,16 +375,20 @@ include/ql/math/bernsteinpolynomial.hpp include/ql/math/beta.hpp include/ql/math/bspline.hpp include/ql/math/comparison.hpp +include/ql/math/copulas/alimikhailhaqcopula.hpp include/ql/math/copulas/all.hpp include/ql/math/copulas/claytoncopula.hpp include/ql/math/copulas/farliegumbelmorgensterncopula.hpp include/ql/math/copulas/frankcopula.hpp +include/ql/math/copulas/galamboscopula.hpp include/ql/math/copulas/gaussiancopula.hpp include/ql/math/copulas/gumbelcopula.hpp +include/ql/math/copulas/huslerreisscopula.hpp include/ql/math/copulas/independentcopula.hpp include/ql/math/copulas/marshallolkincopula.hpp include/ql/math/copulas/maxcopula.hpp include/ql/math/copulas/mincopula.hpp +include/ql/math/copulas/plackettcopula.hpp include/ql/math/curve.hpp include/ql/math/distributions/all.hpp include/ql/math/distributions/binomialdistribution.hpp @@ -389,6 +428,7 @@ include/ql/math/interpolations/kernelinterpolation.hpp include/ql/math/interpolations/kernelinterpolation2d.hpp include/ql/math/interpolations/linearinterpolation.hpp include/ql/math/interpolations/loginterpolation.hpp +include/ql/math/interpolations/mixedinterpolation.hpp include/ql/math/interpolations/multicubicspline.hpp include/ql/math/interpolations/sabrinterpolation.hpp include/ql/math/kernelfunctions.hpp @@ -528,6 +568,7 @@ include/ql/models/equity/batesmodel.hpp include/ql/models/equity/gjrgarchmodel.hpp include/ql/models/equity/hestonmodel.hpp include/ql/models/equity/hestonmodelhelper.hpp +include/ql/models/equity/piecewisetimedependenthestonmodel.hpp include/ql/models/marketmodels/accountingengine.hpp include/ql/models/marketmodels/all.hpp include/ql/models/marketmodels/browniangenerator.hpp @@ -637,6 +678,7 @@ include/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions include/ql/models/marketmodels/products/multistep/multistepratchet.hpp include/ql/models/marketmodels/products/multistep/multistepswap.hpp include/ql/models/marketmodels/products/multistep/multistepswaption.hpp +include/ql/models/marketmodels/products/multistep/multisteptarn.hpp include/ql/models/marketmodels/products/onestep/all.hpp include/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp include/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp @@ -703,6 +745,7 @@ include/ql/pricingengines/barrier/all.hpp include/ql/pricingengines/barrier/analyticbarrierengine.hpp include/ql/pricingengines/barrier/mcbarrierengine.hpp include/ql/pricingengines/basket/all.hpp +include/ql/pricingengines/basket/kirkengine.hpp include/ql/pricingengines/basket/mcamericanbasketengine.hpp include/ql/pricingengines/basket/mceuropeanbasketengine.hpp include/ql/pricingengines/basket/stulzengine.hpp @@ -760,6 +803,7 @@ include/ql/pricingengines/vanilla/analyticeuropeanengine.hpp include/ql/pricingengines/vanilla/analyticgjrgarchengine.hpp include/ql/pricingengines/vanilla/analytichestonengine.hpp include/ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp +include/ql/pricingengines/vanilla/analyticptdhestonengine.hpp include/ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp include/ql/pricingengines/vanilla/batesengine.hpp include/ql/pricingengines/vanilla/binomialengine.hpp @@ -944,6 +988,7 @@ include/ql/time/calendars/newzealand.hpp include/ql/time/calendars/norway.hpp include/ql/time/calendars/nullcalendar.hpp include/ql/time/calendars/poland.hpp +include/ql/time/calendars/russia.hpp include/ql/time/calendars/saudiarabia.hpp include/ql/time/calendars/singapore.hpp include/ql/time/calendars/slovakia.hpp @@ -1074,12 +1119,15 @@ share/emacs/site-lisp/quantlib.el @dirrm include/ql/indexes @dirrm include/ql/experimental/volatility @dirrm include/ql/experimental/varianceoption +@dirrm include/ql/experimental/variancegamma +@dirrm include/ql/experimental/shortrate @dirrm include/ql/experimental/risk @dirrm include/ql/experimental/processes @dirrm include/ql/experimental/mcbasket @dirrm include/ql/experimental/math @dirrm include/ql/experimental/lattices @dirrm include/ql/experimental/inflation +@dirrm include/ql/experimental/fx @dirrm include/ql/experimental/finitedifferences @dirrm include/ql/experimental/exoticoptions @dirrm include/ql/experimental/credit