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Remove the recently-added quantlib, so it can be properly resurrected.
Requested by: portmgr
This commit is contained in:
Mikhail Teterin
parent
ded7a5395b
commit
443e4ffdcc
Notes:
svn2git
2021-03-31 03:12:20 +00:00
svn path=/head/; revision=475187
@ -101,7 +101,6 @@
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SUBDIR += py-vatnumber
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SUBDIR += py-ystockquote
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SUBDIR += qhacc
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SUBDIR += quantlib
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SUBDIR += quickfix
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SUBDIR += rubygem-money
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SUBDIR += sabernetdcs-client
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@ -1,67 +0,0 @@
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# Created by: Mikhail Teterin
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# $FreeBSD$
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PORTNAME= quantlib
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PORTVERSION= 1.13
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CATEGORIES= finance math devel
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MASTER_SITES= https://dl.bintray.com/${PORTNAME}/releases/
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DISTNAME= QuantLib-${PORTVERSION}
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MAINTAINER= mi@aldan.algebra.com
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COMMENT= C++ library for quantitative finance
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LICENSE= BSD3CLAUSE
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LICENSE_FILE= ${WRKSRC}/LICENSE.TXT
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LIB_DEPENDS= libboost_system.so:devel/boost-libs
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USES= compiler
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USE_LDCONFIG= yes
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GNU_CONFIGURE= yes
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CONFIGURE_ENV+= EMACS=no
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MAKE_ENV+= AM_MAKEFLAGS=${_MAKE_JOBS}
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TEST_TARGET= check-examples check
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OPTIONS_SUB= please
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OPTIONS_DEFAULT=OPENMP EXAMPLES BENCHMARK UNITY_BUILD NEGATIVE_RATES
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OPTIONS_DEFINE= TRACING INDEXED_COUPONS
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OPTIONS_DEFINE+=EXTRA_SAFETY_CHECKS SESSIONS INTRADAY
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OPTIONS_DEFINE+=THREAD_SAFE_OBSERVER_PATTERN
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OPTIONS_DEFINE+=THREAD_SAFE_SINGLETON_INIT
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OPTIONS_DEFINE+=${OPTIONS_DEFAULT}
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.if ${CC} == "cc"
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# The base cc/c++ on FreeBSD-10 is too old for OpenMP.
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OPTIONS_EXCLUDE_FreeBSD_10=OPENMP
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.endif
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BENCHMARK_DESC= Install benchmark (it is always built)
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EXTRA_SAFETY_CHECKS_DESC=Trade performance for run-time checks
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INDEXED_COUPONS_DESC= Use indexed rather than par coupons
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INTRADAY_DESC= Time precision of msecs, instead of days
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NEGATIVE_RATES_DESC= Allow rates to be negative
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TRACING_DESC= Trade performance for more detailed errors
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UNITY_BUILD_DESC= Combine sources into one before compiling
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SESSIONS_DESC= See help
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EXAMPLES_CONFIGURE_WITH=lispdir=${EXAMPLESDIR}
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CONFIGURE_ARGS+= --enable-parallel-unit-test-runner
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CONFIGURE_ARGS+= --with-boost-include=${LOCALBASE}/include
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CONFIGURE_ARGS+= --with-boost-lib=${LOCALBASE}/lib
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.for o in ${OPTIONS_DEFINE}
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$o_CONFIGURE_ENABLE= ${o:S/_/-/g:tl}
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.endfor
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# OPENMP_USES= compiler:openmp - XXX broken, insists on gcc,
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# but boost is built with clang...
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OPENMP_LIB_DEPENDS= libomp.so:devel/openmp
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OPENMP_CFLAGS= -I${LOCALBASE}/include
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OPENMP_LDFLAGS= -L${LOCALBASE}/lib
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# devel/openmp installs its own -lomp, which is cleaner.
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# unfortunately, devel/llvm${COMPILER_VERSION} may install
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# one too:
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OPENMP_LDFLAGS+= -L${LOCALBASE}/llvm${COMPILER_VERSION}/lib
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.include <bsd.port.mk>
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@ -1,3 +0,0 @@
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TIMESTAMP = 1531235784
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SHA256 (QuantLib-1.13.tar.gz) = bb52df179781f9c19ef8e976780c4798b0cdc4d21fa72a7a386016e24d1a86e6
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SIZE (QuantLib-1.13.tar.gz) = 9132949
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@ -1,14 +0,0 @@
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Allow check-exapmles to work with our make, upstream's syntax is
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gmake-only...
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--- Examples/Makefile.in 2018-05-23 14:35:06
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+++ Examples/Makefile.in 2018-07-10 23:06:07
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@@ -657,6 +657,6 @@
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-%.check:
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- $(MAKE) -C $* check-examples
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+${SUBDIR_CHECKS}:
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+ $(MAKE) -C ${@:.check=} check-examples
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.PHONY: examples check-examples $(SUBDIRS)
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@ -1,36 +0,0 @@
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See:
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https://github.com/lballabio/QuantLib/pull/507/
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--- ql/termstructures/volatility/equityfx/fixedlocalvolsurface.cpp
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+++ ql/termstructures/volatility/equityfx/fixedlocalvolsurface.cpp
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@@ -132,7 +132,8 @@ namespace QuantLib {
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for (Size i=0; i < strikes_.size(); ++i)
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for (Size j=1; j<strikes_[i]->size(); j++) {
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- QL_REQUIRE(strikes_[i]->at(j)>=strikes_[i]->at(j-1),
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+ QL_REQUIRE(strikes_[i]->at(j)>=strikes_[i]->at(j-1)
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+ || close_enough(strikes_[i]->at(j),strikes_[i]->at(j-1)),
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"strikes must be sorted");
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}
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}
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--- test-suite/hestonslvmodel.cpp
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+++ test-suite/hestonslvmodel.cpp
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@@ -2446,7 +2446,7 @@ void HestonSLVModelTest::testMoustacheGraph() {
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-0.0293,-0.0297,-0.0251,-0.0192,-0.0134,-0.0084,-0.0045,
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-0.0015, 0.0005, 0.0017, 0.0020
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};
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- const Real tol = 8e-3;
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+ const Real tol = 1e-2;
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for (Size i=0; i < 18; ++i) {
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const Real dist = 10.0+5.0*i;
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--- test-suite/fdheston.cpp 2018-05-21 08:58:38.000000000 -0400
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+++ test-suite/fdheston.cpp 2018-07-20 18:51:34.213199000 -0400
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@@ -469,5 +469,5 @@
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new FdHestonVanillaEngine(boost::shared_ptr<HestonModel>(
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new HestonModel(hestonProcess)),
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- 500, 400, 3, 0,
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+ 4000, 400, 3, 0,
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FdmSchemeDesc::ExplicitEuler())));
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@ -1,16 +0,0 @@
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The QuantLib project is aimed at providing a comprehensive software
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framework for quantitative finance. QuantLib is a free/open-source
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library for modeling, trading, and risk management in real-life.
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QuantLib is written in C++ with a clean object model, and is then
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exported to different languages such as C#, Objective Caml, Java,
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Perl, Python, GNU R, Ruby, and Scheme. An AAD-enabled version is
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also available. The reposit project facilitates deployment of object
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libraries to end user platforms and is used to generate QuantLibXL,
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an Excel addin for QuantLib, and QuantLibAddin, QuantLib addins for
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other platforms such as LibreOffice Calc. Bindings to other languages
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and porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica,
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COM/CORBA/SOAP architectures, FpML, are under consideration. See
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the extensions page for details.
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WWW: https://www.quantlib.org/
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@ -1,56 +0,0 @@
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--enable-openmp If enabled, configure will try to detect and enable
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OpenMP support.
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--enable-tracing If enabled, tracing messages might be emitted by the
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library depending on run-time settings. Enabling
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this option can degrade performance.
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--enable-indexed-coupons
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If enabled, indexed coupons (see the documentation)
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are used in floating legs. If disabled (the
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default), par coupons are used.
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--enable-negative-rates If enabled (the default), negative yield rates are
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allowed. If disabled, some features (notably, curve
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bootstrapping) will throw when negative rates are
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found.
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--enable-extra-safety-checks
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If enabled, extra run-time checks are added to a few
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functions. This can prevent their inlining and
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degrade performance.
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--enable-sessions If enabled, singletons will return different
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instances for different sessions. You will have to
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provide and link with the library a sessionId()
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function in namespace QuantLib, returning a
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different session id for each session.
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--enable-thread-safe-observer-pattern
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If enabled, thread-safe version of the observer
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pattern will be used. You should enable it if you
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want to use QuantLib via the SWIG layer within the
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JVM or .NET eco system or any environment with an
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async garbage collector.
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--enable-thread-safe-singleton-init
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If enabled, singleton initialization will be
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thread-safe. This requires Boost 1.58 or later and
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is not supported when sessions are enabled.
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--enable-parallel-unit-test-runner
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If enabled, a parallel unit test runner is used to
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execute the C++ test suite. This will reduce the
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runtime on multi core CPUs.
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--enable-examples If enabled, examples are built and installed when
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"make" and "make install" are invoked. If disabled
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(the default) they are built but not installed.
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--enable-benchmark If enabled, the benchmark is built and installed
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when "make" and "make install" are invoked. If
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disabled (the default) it is built but not
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installed.
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--enable-unity-build If enabled, the source files in each directory are
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collected into one single source file and compiled
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together. This can speed up the compilation of the
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library. If disabled (the default) each source file
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is compiled separately..
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--enable-intraday If enabled, date objects will support an intraday
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datetime resolution down to microseconds. Strickly
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monotone daycounters (Actual360, Actual365Fixed and
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ActualActual) will take the additional information
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into account and allow for accurate intraday
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pricing. If disabled (the default) the smallest
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resolution of date objects will be a single day.
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Intraday datetime resolution is experimental.
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