diff --git a/finance/Makefile b/finance/Makefile index c54252976968..52b2b4097e71 100644 --- a/finance/Makefile +++ b/finance/Makefile @@ -101,7 +101,6 @@ SUBDIR += py-vatnumber SUBDIR += py-ystockquote SUBDIR += qhacc - SUBDIR += quantlib SUBDIR += quickfix SUBDIR += rubygem-money SUBDIR += sabernetdcs-client diff --git a/finance/quantlib/Makefile b/finance/quantlib/Makefile deleted file mode 100644 index 2d44f5bdf08a..000000000000 --- a/finance/quantlib/Makefile +++ /dev/null @@ -1,67 +0,0 @@ -# Created by: Mikhail Teterin -# $FreeBSD$ - -PORTNAME= quantlib -PORTVERSION= 1.13 -CATEGORIES= finance math devel -MASTER_SITES= https://dl.bintray.com/${PORTNAME}/releases/ -DISTNAME= QuantLib-${PORTVERSION} - -MAINTAINER= mi@aldan.algebra.com -COMMENT= C++ library for quantitative finance - -LICENSE= BSD3CLAUSE -LICENSE_FILE= ${WRKSRC}/LICENSE.TXT - -LIB_DEPENDS= libboost_system.so:devel/boost-libs - -USES= compiler -USE_LDCONFIG= yes -GNU_CONFIGURE= yes -CONFIGURE_ENV+= EMACS=no -MAKE_ENV+= AM_MAKEFLAGS=${_MAKE_JOBS} -TEST_TARGET= check-examples check -OPTIONS_SUB= please - -OPTIONS_DEFAULT=OPENMP EXAMPLES BENCHMARK UNITY_BUILD NEGATIVE_RATES - -OPTIONS_DEFINE= TRACING INDEXED_COUPONS -OPTIONS_DEFINE+=EXTRA_SAFETY_CHECKS SESSIONS INTRADAY -OPTIONS_DEFINE+=THREAD_SAFE_OBSERVER_PATTERN -OPTIONS_DEFINE+=THREAD_SAFE_SINGLETON_INIT -OPTIONS_DEFINE+=${OPTIONS_DEFAULT} - -.if ${CC} == "cc" -# The base cc/c++ on FreeBSD-10 is too old for OpenMP. -OPTIONS_EXCLUDE_FreeBSD_10=OPENMP -.endif - -BENCHMARK_DESC= Install benchmark (it is always built) -EXTRA_SAFETY_CHECKS_DESC=Trade performance for run-time checks -INDEXED_COUPONS_DESC= Use indexed rather than par coupons -INTRADAY_DESC= Time precision of msecs, instead of days -NEGATIVE_RATES_DESC= Allow rates to be negative -TRACING_DESC= Trade performance for more detailed errors -UNITY_BUILD_DESC= Combine sources into one before compiling -SESSIONS_DESC= See help - -EXAMPLES_CONFIGURE_WITH=lispdir=${EXAMPLESDIR} -CONFIGURE_ARGS+= --enable-parallel-unit-test-runner -CONFIGURE_ARGS+= --with-boost-include=${LOCALBASE}/include -CONFIGURE_ARGS+= --with-boost-lib=${LOCALBASE}/lib - -.for o in ${OPTIONS_DEFINE} -$o_CONFIGURE_ENABLE= ${o:S/_/-/g:tl} -.endfor - -# OPENMP_USES= compiler:openmp - XXX broken, insists on gcc, -# but boost is built with clang... -OPENMP_LIB_DEPENDS= libomp.so:devel/openmp -OPENMP_CFLAGS= -I${LOCALBASE}/include -OPENMP_LDFLAGS= -L${LOCALBASE}/lib -# devel/openmp installs its own -lomp, which is cleaner. -# unfortunately, devel/llvm${COMPILER_VERSION} may install -# one too: -OPENMP_LDFLAGS+= -L${LOCALBASE}/llvm${COMPILER_VERSION}/lib - -.include diff --git a/finance/quantlib/distinfo b/finance/quantlib/distinfo deleted file mode 100644 index be23fecf8f7f..000000000000 --- a/finance/quantlib/distinfo +++ /dev/null @@ -1,3 +0,0 @@ -TIMESTAMP = 1531235784 -SHA256 (QuantLib-1.13.tar.gz) = bb52df179781f9c19ef8e976780c4798b0cdc4d21fa72a7a386016e24d1a86e6 -SIZE (QuantLib-1.13.tar.gz) = 9132949 diff --git a/finance/quantlib/files/patch-gmakeism b/finance/quantlib/files/patch-gmakeism deleted file mode 100644 index 3a989a1cc090..000000000000 --- a/finance/quantlib/files/patch-gmakeism +++ /dev/null @@ -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) diff --git a/finance/quantlib/files/patch-tests b/finance/quantlib/files/patch-tests deleted file mode 100644 index 8eaa0a23e219..000000000000 --- a/finance/quantlib/files/patch-tests +++ /dev/null @@ -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; jsize(); 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( - new HestonModel(hestonProcess)), -- 500, 400, 3, 0, -+ 4000, 400, 3, 0, - FdmSchemeDesc::ExplicitEuler()))); - diff --git a/finance/quantlib/pkg-descr b/finance/quantlib/pkg-descr deleted file mode 100644 index 600e62200a9d..000000000000 --- a/finance/quantlib/pkg-descr +++ /dev/null @@ -1,16 +0,0 @@ -The QuantLib project is aimed at providing a comprehensive software -framework for quantitative finance. QuantLib is a free/open-source -library for modeling, trading, and risk management in real-life. - -QuantLib is written in C++ with a clean object model, and is then -exported to different languages such as C#, Objective Caml, Java, -Perl, Python, GNU R, Ruby, and Scheme. An AAD-enabled version is -also available. The reposit project facilitates deployment of object -libraries to end user platforms and is used to generate QuantLibXL, -an Excel addin for QuantLib, and QuantLibAddin, QuantLib addins for -other platforms such as LibreOffice Calc. Bindings to other languages -and porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica, -COM/CORBA/SOAP architectures, FpML, are under consideration. See -the extensions page for details. - -WWW: https://www.quantlib.org/ diff --git a/finance/quantlib/pkg-help b/finance/quantlib/pkg-help deleted file mode 100644 index 7b2f052167bd..000000000000 --- a/finance/quantlib/pkg-help +++ /dev/null @@ -1,56 +0,0 @@ - --enable-openmp If enabled, configure will try to detect and enable - OpenMP support. - --enable-tracing If enabled, tracing messages might be emitted by the - library depending on run-time settings. Enabling - this option can degrade performance. - --enable-indexed-coupons - If enabled, indexed coupons (see the documentation) - are used in floating legs. If disabled (the - default), par coupons are used. - --enable-negative-rates If enabled (the default), negative yield rates are - allowed. If disabled, some features (notably, curve - bootstrapping) will throw when negative rates are - found. - --enable-extra-safety-checks - If enabled, extra run-time checks are added to a few - functions. This can prevent their inlining and - degrade performance. - --enable-sessions If enabled, singletons will return different - instances for different sessions. You will have to - provide and link with the library a sessionId() - function in namespace QuantLib, returning a - different session id for each session. - --enable-thread-safe-observer-pattern - If enabled, thread-safe version of the observer - pattern will be used. You should enable it if you - want to use QuantLib via the SWIG layer within the - JVM or .NET eco system or any environment with an - async garbage collector. - --enable-thread-safe-singleton-init - If enabled, singleton initialization will be - thread-safe. This requires Boost 1.58 or later and - is not supported when sessions are enabled. - --enable-parallel-unit-test-runner - If enabled, a parallel unit test runner is used to - execute the C++ test suite. This will reduce the - runtime on multi core CPUs. - --enable-examples If enabled, examples are built and installed when - "make" and "make install" are invoked. If disabled - (the default) they are built but not installed. - --enable-benchmark If enabled, the benchmark is built and installed - when "make" and "make install" are invoked. If - disabled (the default) it is built but not - installed. - --enable-unity-build If enabled, the source files in each directory are - collected into one single source file and compiled - together. This can speed up the compilation of the - library. If disabled (the default) each source file - is compiled separately.. - --enable-intraday If enabled, date objects will support an intraday - datetime resolution down to microseconds. Strickly - monotone daycounters (Actual360, Actual365Fixed and - ActualActual) will take the additional information - into account and allow for accurate intraday - pricing. If disabled (the default) the smallest - resolution of date objects will be a single day. - Intraday datetime resolution is experimental. diff --git a/finance/quantlib/pkg-plist b/finance/quantlib/pkg-plist deleted file mode 100644 index 451cdab68c87..000000000000 --- a/finance/quantlib/pkg-plist +++ /dev/null @@ -1,1366 +0,0 @@ -bin/quantlib-test-suite -bin/quantlib-config -%%EXAMPLES%%bin/BasketLosses -%%EXAMPLES%%bin/BermudanSwaption -%%EXAMPLES%%bin/Bonds -%%EXAMPLES%%bin/CDS -%%EXAMPLES%%bin/CVAIRS -%%EXAMPLES%%bin/CallableBonds -%%EXAMPLES%%bin/ConvertibleBonds -%%EXAMPLES%%bin/DiscreteHedging -%%EXAMPLES%%bin/EquityOption -%%EXAMPLES%%bin/FRA -%%EXAMPLES%%bin/FittedBondCurve -%%EXAMPLES%%bin/Gaussian1dModels -%%EXAMPLES%%bin/GlobalOptimizer -%%EXAMPLES%%bin/LatentModel -%%EXAMPLES%%bin/MarketModels -%%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 -%%EXAMPLES%%man/man1/Bonds.1.gz -%%EXAMPLES%%man/man1/CDS.1.gz -%%EXAMPLES%%man/man1/CVAIRS.1.gz -%%EXAMPLES%%man/man1/CallableBonds.1.gz -%%EXAMPLES%%man/man1/ConvertibleBonds.1.gz -%%EXAMPLES%%man/man1/DiscreteHedging.1.gz -%%EXAMPLES%%man/man1/EquityOption.1.gz -%%EXAMPLES%%man/man1/FRA.1.gz -%%EXAMPLES%%man/man1/FittedBondCurve.1.gz -%%EXAMPLES%%man/man1/Gaussian1dModels.1.gz -%%EXAMPLES%%man/man1/GlobalOptimizer.1.gz -%%EXAMPLES%%man/man1/LatentModel.1.gz -%%EXAMPLES%%man/man1/MarketModels.1.gz -%%EXAMPLES%%man/man1/MultidimIntegral.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 -include/ql/cashflows/capflooredcoupon.hpp -include/ql/cashflows/capflooredinflationcoupon.hpp -include/ql/cashflows/cashflows.hpp -include/ql/cashflows/cashflowvectors.hpp -include/ql/cashflows/cmscoupon.hpp -include/ql/cashflows/conundrumpricer.hpp -include/ql/cashflows/coupon.hpp -include/ql/cashflows/couponpricer.hpp -include/ql/cashflows/cpicoupon.hpp -include/ql/cashflows/cpicouponpricer.hpp -include/ql/cashflows/digitalcmscoupon.hpp -include/ql/cashflows/digitalcoupon.hpp -include/ql/cashflows/digitaliborcoupon.hpp -include/ql/cashflows/dividend.hpp -include/ql/cashflows/duration.hpp -include/ql/cashflows/iborcoupon.hpp -include/ql/cashflows/fixedratecoupon.hpp -include/ql/cashflows/floatingratecoupon.hpp -include/ql/cashflows/indexedcashflow.hpp -include/ql/cashflows/inflationcoupon.hpp -include/ql/cashflows/inflationcouponpricer.hpp -include/ql/cashflows/lineartsrpricer.hpp -include/ql/cashflows/overnightindexedcoupon.hpp -include/ql/cashflows/rangeaccrual.hpp -include/ql/cashflows/replication.hpp -include/ql/cashflows/simplecashflow.hpp -include/ql/cashflows/timebasket.hpp -include/ql/cashflows/yoyinflationcoupon.hpp -include/ql/currencies/all.hpp -include/ql/currencies/africa.hpp -include/ql/currencies/america.hpp -include/ql/currencies/asia.hpp -include/ql/currencies/crypto.hpp -include/ql/currencies/europe.hpp -include/ql/currencies/exchangeratemanager.hpp -include/ql/currencies/oceania.hpp -include/ql/experimental/amortizingbonds/all.hpp -include/ql/experimental/amortizingbonds/amortizingcmsratebond.hpp -include/ql/experimental/amortizingbonds/amortizingfixedratebond.hpp -include/ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp -include/ql/experimental/averageois/all.hpp -include/ql/experimental/averageois/averageoiscouponpricer.hpp -include/ql/experimental/averageois/arithmeticaverageois.hpp -include/ql/experimental/averageois/arithmeticoisratehelper.hpp -include/ql/experimental/averageois/makearithmeticaverageois.hpp -include/ql/experimental/barrieroption/all.hpp -include/ql/experimental/barrieroption/analyticdoublebarrierbinaryengine.hpp -include/ql/experimental/barrieroption/analyticdoublebarrierengine.hpp -include/ql/experimental/barrieroption/binomialdoublebarrierengine.hpp -include/ql/experimental/barrieroption/discretizeddoublebarrieroption.hpp -include/ql/experimental/barrieroption/doublebarrieroption.hpp -include/ql/experimental/barrieroption/doublebarriertype.hpp -include/ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp -include/ql/experimental/barrieroption/quantodoublebarrieroption.hpp -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/callablebonds/all.hpp -include/ql/experimental/callablebonds/blackcallablebondengine.hpp -include/ql/experimental/callablebonds/callablebondconstantvol.hpp -include/ql/experimental/callablebonds/callablebond.hpp -include/ql/experimental/callablebonds/callablebondvolstructure.hpp -include/ql/experimental/callablebonds/discretizedcallablefixedratebond.hpp -include/ql/experimental/callablebonds/treecallablebondengine.hpp -include/ql/experimental/catbonds/all.hpp -include/ql/experimental/catbonds/catbond.hpp -include/ql/experimental/catbonds/catrisk.hpp -include/ql/experimental/catbonds/montecarlocatbondengine.hpp -include/ql/experimental/catbonds/riskynotional.hpp -include/ql/experimental/commodities/all.hpp -include/ql/experimental/commodities/commodity.hpp -include/ql/experimental/commodities/commoditycashflow.hpp -include/ql/experimental/commodities/commoditycurve.hpp -include/ql/experimental/commodities/commodityindex.hpp -include/ql/experimental/commodities/commoditypricinghelpers.hpp -include/ql/experimental/commodities/commoditysettings.hpp -include/ql/experimental/commodities/commoditytype.hpp -include/ql/experimental/commodities/commodityunitcost.hpp -include/ql/experimental/commodities/dateinterval.hpp -include/ql/experimental/commodities/energybasisswap.hpp -include/ql/experimental/commodities/energycommodity.hpp -include/ql/experimental/commodities/energyfuture.hpp -include/ql/experimental/commodities/energyswap.hpp -include/ql/experimental/commodities/energyvanillaswap.hpp -include/ql/experimental/commodities/exchangecontract.hpp -include/ql/experimental/commodities/paymentterm.hpp -include/ql/experimental/commodities/petroleumunitsofmeasure.hpp -include/ql/experimental/commodities/pricingperiod.hpp -include/ql/experimental/commodities/quantity.hpp -include/ql/experimental/commodities/unitofmeasure.hpp -include/ql/experimental/commodities/unitofmeasureconversion.hpp -include/ql/experimental/commodities/unitofmeasureconversionmanager.hpp -include/ql/experimental/convertiblebonds/all.hpp -include/ql/experimental/convertiblebonds/binomialconvertibleengine.hpp -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/cmsspreadcoupon.hpp -include/ql/experimental/coupons/digitalcmsspreadcoupon.hpp -include/ql/experimental/coupons/lognormalcmsspreadpricer.hpp -include/ql/experimental/coupons/proxyibor.hpp -include/ql/experimental/coupons/quantocouponpricer.hpp -include/ql/experimental/coupons/strippedcapflooredcoupon.hpp -include/ql/experimental/coupons/subperiodcoupons.hpp -include/ql/experimental/coupons/swapspreadindex.hpp -include/ql/experimental/credit/all.hpp -include/ql/experimental/credit/basecorrelationlossmodel.hpp -include/ql/experimental/credit/basecorrelationstructure.hpp -include/ql/experimental/credit/basket.hpp -include/ql/experimental/credit/binomiallossmodel.hpp -include/ql/experimental/credit/blackcdsoptionengine.hpp -include/ql/experimental/credit/cdo.hpp -include/ql/experimental/credit/cdsoption.hpp -include/ql/experimental/credit/constantlosslatentmodel.hpp -include/ql/experimental/credit/correlationstructure.hpp -include/ql/experimental/credit/defaultevent.hpp -include/ql/experimental/credit/defaultlossmodel.hpp -include/ql/experimental/credit/defaultprobabilitykey.hpp -include/ql/experimental/credit/defaultprobabilitylatentmodel.hpp -include/ql/experimental/credit/defaulttype.hpp -include/ql/experimental/credit/distribution.hpp -include/ql/experimental/credit/factorspreadedhazardratecurve.hpp -include/ql/experimental/credit/gaussianlhplossmodel.hpp -include/ql/experimental/credit/homogeneouspooldef.hpp -include/ql/experimental/credit/inhomogeneouspooldef.hpp -include/ql/experimental/credit/integralcdoengine.hpp -include/ql/experimental/credit/integralntdengine.hpp -include/ql/experimental/credit/interpolatedaffinehazardratecurve.hpp -include/ql/experimental/credit/issuer.hpp -include/ql/experimental/credit/loss.hpp -include/ql/experimental/credit/lossdistribution.hpp -include/ql/experimental/credit/midpointcdoengine.hpp -include/ql/experimental/credit/nthtodefault.hpp -include/ql/experimental/credit/onefactoraffinesurvival.hpp -include/ql/experimental/credit/onefactorcopula.hpp -include/ql/experimental/credit/onefactorgaussiancopula.hpp -include/ql/experimental/credit/pool.hpp -include/ql/experimental/credit/onefactorstudentcopula.hpp -include/ql/experimental/credit/randomdefaultlatentmodel.hpp -include/ql/experimental/credit/randomdefaultmodel.hpp -include/ql/experimental/credit/randomlosslatentmodel.hpp -include/ql/experimental/credit/recoveryratemodel.hpp -include/ql/experimental/credit/recoveryratequote.hpp -include/ql/experimental/credit/recursivelossmodel.hpp -include/ql/experimental/credit/riskyassetswap.hpp -include/ql/experimental/credit/riskyassetswapoption.hpp -include/ql/experimental/credit/riskybond.hpp -include/ql/experimental/credit/saddlepointlossmodel.hpp -include/ql/experimental/credit/spotlosslatentmodel.hpp -include/ql/experimental/credit/spreadedhazardratecurve.hpp -include/ql/experimental/credit/syntheticcdo.hpp -include/ql/experimental/exoticoptions/all.hpp -include/ql/experimental/exoticoptions/analyticamericanmargrabeengine.hpp -include/ql/experimental/exoticoptions/analyticcomplexchooserengine.hpp -include/ql/experimental/exoticoptions/analyticcompoundoptionengine.hpp -include/ql/experimental/exoticoptions/analyticeuropeanmargrabeengine.hpp -include/ql/experimental/exoticoptions/analyticholderextensibleoptionengine.hpp -include/ql/experimental/exoticoptions/analyticpartialtimebarrieroptionengine.hpp -include/ql/experimental/exoticoptions/analyticpdfhestonengine.hpp -include/ql/experimental/exoticoptions/analyticsimplechooserengine.hpp -include/ql/experimental/exoticoptions/analytictwoassetbarrierengine.hpp -include/ql/experimental/exoticoptions/analytictwoassetcorrelationengine.hpp -include/ql/experimental/exoticoptions/analyticwriterextensibleoptionengine.hpp -include/ql/experimental/exoticoptions/complexchooseroption.hpp -include/ql/experimental/exoticoptions/compoundoption.hpp -include/ql/experimental/exoticoptions/continuousarithmeticasianlevyengine.hpp -include/ql/experimental/exoticoptions/continuousarithmeticasianvecerengine.hpp -include/ql/experimental/exoticoptions/everestoption.hpp -include/ql/experimental/exoticoptions/himalayaoption.hpp -include/ql/experimental/exoticoptions/holderextensibleoption.hpp -include/ql/experimental/exoticoptions/kirkspreadoptionengine.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/partialtimebarrieroption.hpp -include/ql/experimental/exoticoptions/simplechooseroption.hpp -include/ql/experimental/exoticoptions/spreadoption.hpp -include/ql/experimental/exoticoptions/twoassetbarrieroption.hpp -include/ql/experimental/exoticoptions/twoassetcorrelationoption.hpp -include/ql/experimental/exoticoptions/writerextensibleoption.hpp -include/ql/experimental/finitedifferences/all.hpp -include/ql/experimental/finitedifferences/bsmrndcalculator.hpp -include/ql/experimental/finitedifferences/dynprogvppintrinsicvalueengine.hpp -include/ql/experimental/finitedifferences/fdextoujumpvanillaengine.hpp -include/ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp -include/ql/experimental/finitedifferences/fdmblackscholesfwdop.hpp -include/ql/experimental/finitedifferences/fdmdupire1dop.hpp -include/ql/experimental/finitedifferences/fdmexpextouinnervaluecalculator.hpp -include/ql/experimental/finitedifferences/fdmextendedornsteinuhlenbeckop.hpp -include/ql/experimental/finitedifferences/fdmextoujumpmodelinnervalue.hpp -include/ql/experimental/finitedifferences/fdmextoujumpop.hpp -include/ql/experimental/finitedifferences/fdmextoujumpsolver.hpp -include/ql/experimental/finitedifferences/fdhestondoublebarrierengine.hpp -include/ql/experimental/finitedifferences/fdmzabrop.hpp -include/ql/experimental/finitedifferences/fdmhestongreensfct.hpp -include/ql/experimental/finitedifferences/fdmhestonfwdop.hpp -include/ql/experimental/finitedifferences/fdmklugeextouop.hpp -include/ql/experimental/finitedifferences/fdmklugeextousolver.hpp -include/ql/experimental/finitedifferences/fdmlocalvolfwdop.hpp -include/ql/experimental/finitedifferences/fdmsimple2dextousolver.hpp -include/ql/experimental/finitedifferences/fdmsimple3dextoujumpsolver.hpp -include/ql/experimental/finitedifferences/fdmspreadpayoffinnervalue.hpp -include/ql/experimental/finitedifferences/fdmsquarerootfwdop.hpp -include/ql/experimental/finitedifferences/fdmvppstartlimitstepcondition.hpp -include/ql/experimental/finitedifferences/fdmvppstepcondition.hpp -include/ql/experimental/finitedifferences/fdmvppstepconditionfactory.hpp -include/ql/experimental/finitedifferences/fdornsteinuhlenbeckvanillaengine.hpp -include/ql/experimental/finitedifferences/fdsimpleextoujumpswingengine.hpp -include/ql/experimental/finitedifferences/fdsimpleextoustorageengine.hpp -include/ql/experimental/finitedifferences/fdsimpleklugeextouvppengine.hpp -include/ql/experimental/finitedifferences/gbsmrndcalculator.hpp -include/ql/experimental/finitedifferences/glued1dmesher.hpp -include/ql/experimental/finitedifferences/hestonrndcalculator.hpp -include/ql/experimental/finitedifferences/localvolrndcalculator.hpp -include/ql/experimental/finitedifferences/modtriplebandlinearop.hpp -include/ql/experimental/finitedifferences/riskneutraldensitycalculator.hpp 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-include/ql/termstructures/volatility/volatilitytype.hpp -include/ql/termstructures/yield/all.hpp -include/ql/termstructures/yield/bondhelpers.hpp -include/ql/termstructures/yield/bootstraptraits.hpp -include/ql/termstructures/yield/compositezeroyieldstructure.hpp -include/ql/termstructures/yield/discountcurve.hpp -include/ql/termstructures/yield/drifttermstructure.hpp -include/ql/termstructures/yield/fittedbonddiscountcurve.hpp -include/ql/termstructures/yield/flatforward.hpp -include/ql/termstructures/yield/forwardcurve.hpp -include/ql/termstructures/yield/forwardspreadedtermstructure.hpp -include/ql/termstructures/yield/forwardstructure.hpp -include/ql/termstructures/yield/impliedtermstructure.hpp -include/ql/termstructures/yield/nonlinearfittingmethods.hpp -include/ql/termstructures/yield/oisratehelper.hpp -include/ql/termstructures/yield/piecewiseyieldcurve.hpp -include/ql/termstructures/yield/ratehelpers.hpp -include/ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp -include/ql/termstructures/yield/quantotermstructure.hpp -include/ql/termstructures/yield/zerocurve.hpp -include/ql/termstructures/yield/zerospreadedtermstructure.hpp -include/ql/termstructures/yield/zeroyieldstructure.hpp -include/ql/termstructures/all.hpp -include/ql/termstructures/bootstraperror.hpp -include/ql/termstructures/bootstraphelper.hpp -include/ql/termstructures/defaulttermstructure.hpp -include/ql/termstructures/inflationtermstructure.hpp -include/ql/termstructures/interpolatedcurve.hpp -include/ql/termstructures/iterativebootstrap.hpp -include/ql/termstructures/localbootstrap.hpp -include/ql/termstructures/voltermstructure.hpp -include/ql/termstructures/yieldtermstructure.hpp -include/ql/time/calendars/all.hpp -include/ql/time/calendars/argentina.hpp -include/ql/time/calendars/australia.hpp -include/ql/time/calendars/bespokecalendar.hpp -include/ql/time/calendars/botswana.hpp -include/ql/time/calendars/brazil.hpp -include/ql/time/calendars/canada.hpp -include/ql/time/calendars/china.hpp -include/ql/time/calendars/czechrepublic.hpp -include/ql/time/calendars/denmark.hpp -include/ql/time/calendars/finland.hpp -include/ql/time/calendars/germany.hpp -include/ql/time/calendars/hongkong.hpp -include/ql/time/calendars/hungary.hpp -include/ql/time/calendars/iceland.hpp -include/ql/time/calendars/india.hpp -include/ql/time/calendars/indonesia.hpp -include/ql/time/calendars/israel.hpp -include/ql/time/calendars/italy.hpp -include/ql/time/calendars/japan.hpp -include/ql/time/calendars/jointcalendar.hpp -include/ql/time/calendars/mexico.hpp -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/romania.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 -include/ql/time/calendars/southafrica.hpp -include/ql/time/calendars/southkorea.hpp -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/turkey.hpp -include/ql/time/calendars/ukraine.hpp -include/ql/time/calendars/unitedkingdom.hpp -include/ql/time/calendars/unitedstates.hpp -include/ql/time/calendars/weekendsonly.hpp -include/ql/time/daycounters/all.hpp -include/ql/time/daycounters/actual360.hpp -include/ql/time/daycounters/actual365fixed.hpp -include/ql/time/daycounters/actual365nl.hpp -include/ql/time/daycounters/actualactual.hpp -include/ql/time/daycounters/business252.hpp -include/ql/time/daycounters/one.hpp -include/ql/time/daycounters/simpledaycounter.hpp -include/ql/time/daycounters/thirty360.hpp -include/ql/time/all.hpp -include/ql/time/asx.hpp -include/ql/time/businessdayconvention.hpp -include/ql/time/calendar.hpp -include/ql/time/date.hpp -include/ql/time/dategenerationrule.hpp -include/ql/time/daycounter.hpp -include/ql/time/ecb.hpp -include/ql/time/frequency.hpp -include/ql/time/imm.hpp -include/ql/time/period.hpp -include/ql/time/schedule.hpp -include/ql/time/timeunit.hpp -include/ql/time/weekday.hpp -include/ql/utilities/all.hpp -include/ql/utilities/clone.hpp -include/ql/utilities/dataformatters.hpp -include/ql/utilities/dataparsers.hpp -include/ql/utilities/disposable.hpp -include/ql/utilities/null.hpp -include/ql/utilities/null_deleter.hpp -include/ql/utilities/observablevalue.hpp -include/ql/utilities/steppingiterator.hpp -include/ql/utilities/tracing.hpp -include/ql/utilities/vectors.hpp -include/ql/auto_link.hpp -include/ql/cashflow.hpp -include/ql/compounding.hpp -include/ql/config.hpp -include/ql/currency.hpp -include/ql/default.hpp -include/ql/discretizedasset.hpp -include/ql/errors.hpp -include/ql/exchangerate.hpp -include/ql/exercise.hpp -include/ql/event.hpp -include/ql/grid.hpp -include/ql/handle.hpp -include/ql/index.hpp -include/ql/instrument.hpp -include/ql/interestrate.hpp -include/ql/mathconstants.hpp -include/ql/money.hpp -include/ql/numericalmethod.hpp -include/ql/option.hpp -include/ql/payoff.hpp -include/ql/position.hpp -include/ql/prices.hpp -include/ql/pricingengine.hpp -include/ql/qldefines.hpp -include/ql/quantlib.hpp -include/ql/quote.hpp -include/ql/rebatedexercise.hpp -include/ql/settings.hpp -include/ql/stochasticprocess.hpp -include/ql/termstructure.hpp -include/ql/timegrid.hpp -include/ql/timeseries.hpp -include/ql/types.hpp -include/ql/version.hpp -include/ql/volatilitymodel.hpp -@dir include/ql -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 -man/man1/quantlib-test-suite.1.gz -share/aclocal/quantlib.m4