mirror of
https://git.FreeBSD.org/ports.git
synced 2024-12-24 04:33:24 +00:00
Update to 0.2.1
PR: 35497 Submitted by: KATO Tsuguru <tkato@prontomail.com>
This commit is contained in:
Patrick Li
parent
a83108adfc
commit
de8fec46e5
Notes:
svn2git
2021-03-31 03:12:20 +00:00
svn path=/head/; revision=55456
@ -7,7 +7,7 @@
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#
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PORTNAME= quantlib
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PORTVERSION= 0.1.9
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PORTVERSION= 0.2.1
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CATEGORIES= misc
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MASTER_SITES= ${MASTER_SITE_SOURCEFORGE}
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MASTER_SITE_SUBDIR= ${PORTNAME}
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@ -16,6 +16,17 @@ DISTNAME= QuantLib-${PORTVERSION}-src
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MAINTAINER= ports@FreeBSD.org
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WRKSRC= ${WRKDIR}/QuantLib-${PORTVERSION}
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USE_BZIP2= yes
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GNU_CONFIGURE= yes
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CONFIGURE_TARGET= --build=${ARCH}-portbld-freebsd${OSREL}
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MAN1= DiscreteHedging.1 EuropeanOption.1 SwapValuation.1 \
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quantlib-config.1
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post-patch:
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@${PERL} -pi -e 's|-g -Wall -O2|\$$CXXFLAGS|g' ${WRKSRC}/configure
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@find ${WRKSRC}/Examples -name "Makefile.in" | xargs ${PERL} -pi -e \
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's|-g -O2 -Wall|\@CXXFLAGS\@ -O0|g'
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.include <bsd.port.mk>
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@ -1 +1 @@
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MD5 (QuantLib-0.1.9-src.tar.gz) = 8cb909e27780dc48cb94821973098764
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MD5 (QuantLib-0.2.1-src.tar.bz2) = d8b9a949c5742703395ae285bcab9214
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41
finance/quantlib/files/patch-config::ltmain.sh
Normal file
41
finance/quantlib/files/patch-config::ltmain.sh
Normal file
@ -0,0 +1,41 @@
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--- config/ltmain.sh.orig Thu Sep 13 22:10:25 2001
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+++ config/ltmain.sh Sat Mar 2 16:21:45 2002
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@@ -1043,14 +1043,14 @@
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# These systems don't actually have a C library (as such)
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test "X$arg" = "X-lc" && continue
|
||||
;;
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- *-*-openbsd*)
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+ *-*-openbsd* | *-*-freebsd*)
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# Do not include libc due to us having libc/libc_r.
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test "X$arg" = "X-lc" && continue
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;;
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esac
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elif test "X$arg" = "X-lc_r"; then
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case $host in
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- *-*-openbsd*)
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+ *-*-openbsd* | *-*-freebsd*)
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# Do not include libc_r directly, use -pthread flag.
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continue
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;;
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@@ -2441,7 +2441,7 @@
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*-*-netbsd*)
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# Don't link with libc until the a.out ld.so is fixed.
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;;
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- *-*-openbsd*)
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+ *-*-openbsd* | *-*-freebsd*)
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# Do not include libc due to us having libc/libc_r.
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;;
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*)
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@@ -4210,10 +4210,12 @@
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fi
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# Install the pseudo-library for information purposes.
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+ if /usr/bin/false; then
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name=`$echo "X$file" | $Xsed -e 's%^.*/%%'`
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instname="$dir/$name"i
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$show "$install_prog $instname $destdir/$name"
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$run eval "$install_prog $instname $destdir/$name" || exit $?
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+ fi
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# Maybe install the static library, too.
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test -n "$old_library" && staticlibs="$staticlibs $dir/$old_library"
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@ -1,3 +1,7 @@
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bin/DiscreteHedging
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bin/EuropeanOption
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bin/SwapValuation
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bin/quantlib-config
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include/ql/Calendars/frankfurt.hpp
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include/ql/Calendars/helsinki.hpp
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include/ql/Calendars/london.hpp
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@ -5,21 +9,16 @@ include/ql/Calendars/milan.hpp
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include/ql/Calendars/newyork.hpp
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include/ql/Calendars/target.hpp
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include/ql/Calendars/wellington.hpp
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include/ql/Calendars/westerncalendar.hpp
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include/ql/Calendars/zurich.hpp
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include/ql/Currencies/chf.hpp
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include/ql/Currencies/dem.hpp
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include/ql/Currencies/eur.hpp
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include/ql/Currencies/gbp.hpp
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include/ql/Currencies/itl.hpp
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include/ql/Currencies/usd.hpp
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include/ql/CashFlows/cashflowvectors.hpp
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include/ql/CashFlows/coupon.hpp
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include/ql/CashFlows/fixedratecoupon.hpp
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include/ql/CashFlows/floatingratecoupon.hpp
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include/ql/CashFlows/simplecashflow.hpp
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include/ql/DayCounters/actual360.hpp
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include/ql/DayCounters/actual365.hpp
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include/ql/DayCounters/actualactual.hpp
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include/ql/DayCounters/thirty360.hpp
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include/ql/DayCounters/thirty360european.hpp
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include/ql/DayCounters/thirty360italian.hpp
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include/ql/FiniteDifferences/backwardeuler.hpp
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include/ql/FiniteDifferences/boundarycondition.hpp
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include/ql/FiniteDifferences/bsmoperator.hpp
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include/ql/FiniteDifferences/cranknicolson.hpp
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@ -27,22 +26,22 @@ include/ql/FiniteDifferences/dminus.hpp
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include/ql/FiniteDifferences/dplus.hpp
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include/ql/FiniteDifferences/dplusdminus.hpp
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include/ql/FiniteDifferences/dzero.hpp
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include/ql/FiniteDifferences/expliciteuler.hpp
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include/ql/FiniteDifferences/fdtypedefs.hpp
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include/ql/FiniteDifferences/finitedifferencemodel.hpp
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include/ql/FiniteDifferences/forwardeuler.hpp
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include/ql/FiniteDifferences/identity.hpp
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include/ql/FiniteDifferences/operator.hpp
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include/ql/FiniteDifferences/operatortraits.hpp
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include/ql/FiniteDifferences/standardfdmodel.hpp
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include/ql/FiniteDifferences/standardstepcondition.hpp
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include/ql/FiniteDifferences/impliciteuler.hpp
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include/ql/FiniteDifferences/stepcondition.hpp
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include/ql/FiniteDifferences/tridiagonaloperator.hpp
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include/ql/FiniteDifferences/valueatcenter.hpp
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include/ql/Indexes/euribor.hpp
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include/ql/Indexes/libor.hpp
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include/ql/Indexes/libormanager.hpp
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include/ql/Indexes/gbplibor.hpp
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include/ql/Indexes/usdlibor.hpp
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include/ql/Indexes/xibor.hpp
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include/ql/Indexes/xibormanager.hpp
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include/ql/Instruments/plainoption.hpp
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include/ql/Instruments/simpleswap.hpp
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include/ql/Instruments/stock.hpp
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include/ql/Instruments/swap.hpp
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include/ql/Math/cubicspline.hpp
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include/ql/Math/interpolation.hpp
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include/ql/Math/lexicographicalview.hpp
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@ -51,67 +50,69 @@ include/ql/Math/matrix.hpp
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include/ql/Math/multivariateaccumulator.hpp
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include/ql/Math/normaldistribution.hpp
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include/ql/Math/riskmeasures.hpp
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include/ql/Math/segmentintegral.hpp
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include/ql/Math/statistics.hpp
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include/ql/Math/symmetriceigenvalues.hpp
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include/ql/Math/symmetricschurdecomposition.hpp
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include/ql/MonteCarlo/avgpriceasianpathpricer.hpp
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include/ql/MonteCarlo/avgstrikeasianpathpricer.hpp
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include/ql/MonteCarlo/arithmeticapopathpricer.hpp
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include/ql/MonteCarlo/arithmeticasopathpricer.hpp
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include/ql/MonteCarlo/basketpathpricer.hpp
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include/ql/MonteCarlo/boxmuller.hpp
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include/ql/MonteCarlo/centrallimitgaussian.hpp
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include/ql/MonteCarlo/controlvariatedpathpricer.hpp
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include/ql/MonteCarlo/europeanpathpricer.hpp
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include/ql/MonteCarlo/everestpathpricer.hpp
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include/ql/MonteCarlo/gaussianarraygenerator.hpp
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include/ql/MonteCarlo/gaussianrandomgenerator.hpp
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include/ql/MonteCarlo/generalmontecarlo.hpp
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include/ql/MonteCarlo/geometricasianpathpricer.hpp
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include/ql/MonteCarlo/geometricapopathpricer.hpp
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include/ql/MonteCarlo/geometricasopathpricer.hpp
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include/ql/MonteCarlo/getcovariance.hpp
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include/ql/MonteCarlo/himalayapathpricer.hpp
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include/ql/MonteCarlo/lecuyerrandomgenerator.hpp
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include/ql/MonteCarlo/mcoptionsample.hpp
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include/ql/MonteCarlo/mcpricer.hpp
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include/ql/MonteCarlo/multifactormontecarlooption.hpp
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include/ql/MonteCarlo/multifactorpricer.hpp
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include/ql/MonteCarlo/maxbasketpathpricer.hpp
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include/ql/MonteCarlo/mctypedefs.hpp
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include/ql/MonteCarlo/montecarlomodel.hpp
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include/ql/MonteCarlo/multipath.hpp
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include/ql/MonteCarlo/multipathgenerator.hpp
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include/ql/MonteCarlo/multipathpricer.hpp
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include/ql/MonteCarlo/onefactormontecarlooption.hpp
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include/ql/MonteCarlo/pagodapathpricer.hpp
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include/ql/MonteCarlo/path.hpp
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include/ql/MonteCarlo/pathmontecarlo.hpp
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include/ql/MonteCarlo/pathgenerator.hpp
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include/ql/MonteCarlo/pathpricer.hpp
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include/ql/MonteCarlo/randomarraygenerator.hpp
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include/ql/MonteCarlo/standardmultipathgenerator.hpp
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include/ql/MonteCarlo/standardpathgenerator.hpp
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include/ql/MonteCarlo/uniformrandomgenerator.hpp
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include/ql/MonteCarlo/sample.hpp
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include/ql/Patterns/factory.hpp
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include/ql/Patterns/observable.hpp
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include/ql/Pricers/americancondition.hpp
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include/ql/Pricers/americanoption.hpp
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include/ql/Pricers/averagepriceasian.hpp
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include/ql/Pricers/averagestrikeasian.hpp
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include/ql/Pricers/barrieroption.hpp
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include/ql/Pricers/bermudanoption.hpp
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include/ql/Pricers/binaryoption.hpp
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include/ql/Pricers/bsmeuropeanoption.hpp
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include/ql/Pricers/bsmnumericaloption.hpp
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include/ql/Pricers/bsmoption.hpp
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include/ql/Pricers/cliquetoption.hpp
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include/ql/Pricers/continuousgeometricapo.hpp
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include/ql/Pricers/discretegeometricapo.hpp
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include/ql/Pricers/discretegeometricaso.hpp
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include/ql/Pricers/dividendamericanoption.hpp
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include/ql/Pricers/dividendeuropeanoption.hpp
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include/ql/Pricers/dividendoption.hpp
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include/ql/Pricers/dividendshoutoption.hpp
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include/ql/Pricers/everestoption.hpp
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include/ql/Pricers/europeanengine.hpp
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include/ql/Pricers/europeanoption.hpp
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include/ql/Pricers/finitedifferenceeuropean.hpp
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include/ql/Pricers/geometricasianoption.hpp
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include/ql/Pricers/himalaya.hpp
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include/ql/Pricers/mceuropeanpricer.hpp
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include/ql/Pricers/mcbasket.hpp
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include/ql/Pricers/mcdiscretearithmeticapo.hpp
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||||
include/ql/Pricers/mcdiscretearithmeticaso.hpp
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include/ql/Pricers/mceuropean.hpp
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include/ql/Pricers/mceverest.hpp
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include/ql/Pricers/mchimalaya.hpp
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include/ql/Pricers/mcmaxbasket.hpp
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include/ql/Pricers/mcpagoda.hpp
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include/ql/Pricers/mcpricer.hpp
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include/ql/Pricers/multiperiodoption.hpp
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include/ql/Pricers/pagodaoption.hpp
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include/ql/Pricers/plainbasketoption.hpp
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include/ql/Pricers/shoutcondition.hpp
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include/ql/Pricers/shoutoption.hpp
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include/ql/Pricers/singleassetoption.hpp
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include/ql/Pricers/stepconditionoption.hpp
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||||
include/ql/RandomNumbers/boxmullergaussianrng.hpp
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||||
include/ql/RandomNumbers/centrallimitgaussianrng.hpp
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||||
include/ql/RandomNumbers/inversecumulativegaussianrng.hpp
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include/ql/RandomNumbers/knuthuniformrng.hpp
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||||
include/ql/RandomNumbers/lecuyeruniformrng.hpp
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include/ql/RandomNumbers/randomarraygenerator.hpp
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include/ql/RandomNumbers/rngtypedefs.hpp
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include/ql/Solvers1D/bisection.hpp
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include/ql/Solvers1D/brent.hpp
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include/ql/Solvers1D/falseposition.hpp
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@ -120,7 +121,6 @@ include/ql/Solvers1D/newtonsafe.hpp
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include/ql/Solvers1D/ridder.hpp
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include/ql/Solvers1D/secant.hpp
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include/ql/TermStructures/flatforward.hpp
|
||||
include/ql/TermStructures/piecewiseconstantforwards.hpp
|
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include/ql/TermStructures/piecewiseflatforward.hpp
|
||||
include/ql/TermStructures/ratehelpers.hpp
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include/ql/Utilities/combiningiterator.hpp
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@ -129,47 +129,50 @@ include/ql/Utilities/filteringiterator.hpp
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include/ql/Utilities/iteratorcategories.hpp
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include/ql/Utilities/processingiterator.hpp
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include/ql/Utilities/steppingiterator.hpp
|
||||
include/ql/argsandresults.hpp
|
||||
include/ql/array.hpp
|
||||
include/ql/calendar.hpp
|
||||
include/ql/cashflow.hpp
|
||||
include/ql/config.hpp
|
||||
include/ql/currency.hpp
|
||||
include/ql/dataformatters.hpp
|
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include/ql/date.hpp
|
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include/ql/daycounter.hpp
|
||||
include/ql/depositrate.hpp
|
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include/ql/discountfactor.hpp
|
||||
include/ql/errors.hpp
|
||||
include/ql/expressiontemplates.hpp
|
||||
include/ql/forwardvolsurface.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/options.hpp
|
||||
include/ql/option.hpp
|
||||
include/ql/qldefines.hpp
|
||||
include/ql/qlerrors.hpp
|
||||
include/ql/quantlib.hpp
|
||||
include/ql/rate.hpp
|
||||
include/ql/relinkablehandle.hpp
|
||||
include/ql/riskstatistics.hpp
|
||||
include/ql/scheduler.hpp
|
||||
include/ql/solver1d.hpp
|
||||
include/ql/spread.hpp
|
||||
include/ql/swaptionvolsurface.hpp
|
||||
include/ql/termstructure.hpp
|
||||
include/ql/types.hpp
|
||||
lib/libQuantLib.a
|
||||
lib/libQuantLib.la
|
||||
lib/libQuantLib.so
|
||||
lib/libQuantLib.so.0
|
||||
@dirrm include/ql/Calendars
|
||||
@dirrm include/ql/Currencies
|
||||
@dirrm include/ql/DayCounters
|
||||
@dirrm include/ql/FiniteDifferences
|
||||
@dirrm include/ql/Indexes
|
||||
@dirrm include/ql/Instruments
|
||||
@dirrm include/ql/Math
|
||||
@dirrm include/ql/MonteCarlo
|
||||
@dirrm include/ql/Patterns
|
||||
@dirrm include/ql/Pricers
|
||||
@dirrm include/ql/Solvers1D
|
||||
@dirrm include/ql/TermStructures
|
||||
share/aclocal/quantlib.m4
|
||||
@dirrm include/ql/Utilities
|
||||
@dirrm include/ql/TermStructures
|
||||
@dirrm include/ql/Solvers1D
|
||||
@dirrm include/ql/RandomNumbers
|
||||
@dirrm include/ql/Pricers
|
||||
@dirrm include/ql/Patterns
|
||||
@dirrm include/ql/MonteCarlo
|
||||
@dirrm include/ql/Math
|
||||
@dirrm include/ql/Instruments
|
||||
@dirrm include/ql/Indexes
|
||||
@dirrm include/ql/FiniteDifferences
|
||||
@dirrm include/ql/DayCounters
|
||||
@dirrm include/ql/CashFlows
|
||||
@dirrm include/ql/Calendars
|
||||
@dirrm include/ql
|
||||
|
||||
@ -7,7 +7,7 @@
|
||||
#
|
||||
|
||||
PORTNAME= quantlib
|
||||
PORTVERSION= 0.1.9
|
||||
PORTVERSION= 0.2.1
|
||||
CATEGORIES= misc
|
||||
MASTER_SITES= ${MASTER_SITE_SOURCEFORGE}
|
||||
MASTER_SITE_SUBDIR= ${PORTNAME}
|
||||
@ -16,6 +16,17 @@ DISTNAME= QuantLib-${PORTVERSION}-src
|
||||
MAINTAINER= ports@FreeBSD.org
|
||||
|
||||
WRKSRC= ${WRKDIR}/QuantLib-${PORTVERSION}
|
||||
|
||||
USE_BZIP2= yes
|
||||
GNU_CONFIGURE= yes
|
||||
CONFIGURE_TARGET= --build=${ARCH}-portbld-freebsd${OSREL}
|
||||
|
||||
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 ${PERL} -pi -e \
|
||||
's|-g -O2 -Wall|\@CXXFLAGS\@ -O0|g'
|
||||
|
||||
.include <bsd.port.mk>
|
||||
|
||||
@ -1 +1 @@
|
||||
MD5 (QuantLib-0.1.9-src.tar.gz) = 8cb909e27780dc48cb94821973098764
|
||||
MD5 (QuantLib-0.2.1-src.tar.bz2) = d8b9a949c5742703395ae285bcab9214
|
||||
|
||||
41
misc/quantlib/files/patch-config::ltmain.sh
Normal file
41
misc/quantlib/files/patch-config::ltmain.sh
Normal file
@ -0,0 +1,41 @@
|
||||
--- config/ltmain.sh.orig Thu Sep 13 22:10:25 2001
|
||||
+++ config/ltmain.sh Sat Mar 2 16:21:45 2002
|
||||
@@ -1043,14 +1043,14 @@
|
||||
# These systems don't actually have a C library (as such)
|
||||
test "X$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"
|
||||
@ -1,3 +1,7 @@
|
||||
bin/DiscreteHedging
|
||||
bin/EuropeanOption
|
||||
bin/SwapValuation
|
||||
bin/quantlib-config
|
||||
include/ql/Calendars/frankfurt.hpp
|
||||
include/ql/Calendars/helsinki.hpp
|
||||
include/ql/Calendars/london.hpp
|
||||
@ -5,21 +9,16 @@ include/ql/Calendars/milan.hpp
|
||||
include/ql/Calendars/newyork.hpp
|
||||
include/ql/Calendars/target.hpp
|
||||
include/ql/Calendars/wellington.hpp
|
||||
include/ql/Calendars/westerncalendar.hpp
|
||||
include/ql/Calendars/zurich.hpp
|
||||
include/ql/Currencies/chf.hpp
|
||||
include/ql/Currencies/dem.hpp
|
||||
include/ql/Currencies/eur.hpp
|
||||
include/ql/Currencies/gbp.hpp
|
||||
include/ql/Currencies/itl.hpp
|
||||
include/ql/Currencies/usd.hpp
|
||||
include/ql/CashFlows/cashflowvectors.hpp
|
||||
include/ql/CashFlows/coupon.hpp
|
||||
include/ql/CashFlows/fixedratecoupon.hpp
|
||||
include/ql/CashFlows/floatingratecoupon.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/DayCounters/thirty360european.hpp
|
||||
include/ql/DayCounters/thirty360italian.hpp
|
||||
include/ql/FiniteDifferences/backwardeuler.hpp
|
||||
include/ql/FiniteDifferences/boundarycondition.hpp
|
||||
include/ql/FiniteDifferences/bsmoperator.hpp
|
||||
include/ql/FiniteDifferences/cranknicolson.hpp
|
||||
@ -27,22 +26,22 @@ include/ql/FiniteDifferences/dminus.hpp
|
||||
include/ql/FiniteDifferences/dplus.hpp
|
||||
include/ql/FiniteDifferences/dplusdminus.hpp
|
||||
include/ql/FiniteDifferences/dzero.hpp
|
||||
include/ql/FiniteDifferences/expliciteuler.hpp
|
||||
include/ql/FiniteDifferences/fdtypedefs.hpp
|
||||
include/ql/FiniteDifferences/finitedifferencemodel.hpp
|
||||
include/ql/FiniteDifferences/forwardeuler.hpp
|
||||
include/ql/FiniteDifferences/identity.hpp
|
||||
include/ql/FiniteDifferences/operator.hpp
|
||||
include/ql/FiniteDifferences/operatortraits.hpp
|
||||
include/ql/FiniteDifferences/standardfdmodel.hpp
|
||||
include/ql/FiniteDifferences/standardstepcondition.hpp
|
||||
include/ql/FiniteDifferences/impliciteuler.hpp
|
||||
include/ql/FiniteDifferences/stepcondition.hpp
|
||||
include/ql/FiniteDifferences/tridiagonaloperator.hpp
|
||||
include/ql/FiniteDifferences/valueatcenter.hpp
|
||||
include/ql/Indexes/euribor.hpp
|
||||
include/ql/Indexes/libor.hpp
|
||||
include/ql/Indexes/libormanager.hpp
|
||||
include/ql/Indexes/gbplibor.hpp
|
||||
include/ql/Indexes/usdlibor.hpp
|
||||
include/ql/Indexes/xibor.hpp
|
||||
include/ql/Indexes/xibormanager.hpp
|
||||
include/ql/Instruments/plainoption.hpp
|
||||
include/ql/Instruments/simpleswap.hpp
|
||||
include/ql/Instruments/stock.hpp
|
||||
include/ql/Instruments/swap.hpp
|
||||
include/ql/Math/cubicspline.hpp
|
||||
include/ql/Math/interpolation.hpp
|
||||
include/ql/Math/lexicographicalview.hpp
|
||||
@ -51,67 +50,69 @@ include/ql/Math/matrix.hpp
|
||||
include/ql/Math/multivariateaccumulator.hpp
|
||||
include/ql/Math/normaldistribution.hpp
|
||||
include/ql/Math/riskmeasures.hpp
|
||||
include/ql/Math/segmentintegral.hpp
|
||||
include/ql/Math/statistics.hpp
|
||||
include/ql/Math/symmetriceigenvalues.hpp
|
||||
include/ql/Math/symmetricschurdecomposition.hpp
|
||||
include/ql/MonteCarlo/avgpriceasianpathpricer.hpp
|
||||
include/ql/MonteCarlo/avgstrikeasianpathpricer.hpp
|
||||
include/ql/MonteCarlo/arithmeticapopathpricer.hpp
|
||||
include/ql/MonteCarlo/arithmeticasopathpricer.hpp
|
||||
include/ql/MonteCarlo/basketpathpricer.hpp
|
||||
include/ql/MonteCarlo/boxmuller.hpp
|
||||
include/ql/MonteCarlo/centrallimitgaussian.hpp
|
||||
include/ql/MonteCarlo/controlvariatedpathpricer.hpp
|
||||
include/ql/MonteCarlo/europeanpathpricer.hpp
|
||||
include/ql/MonteCarlo/everestpathpricer.hpp
|
||||
include/ql/MonteCarlo/gaussianarraygenerator.hpp
|
||||
include/ql/MonteCarlo/gaussianrandomgenerator.hpp
|
||||
include/ql/MonteCarlo/generalmontecarlo.hpp
|
||||
include/ql/MonteCarlo/geometricasianpathpricer.hpp
|
||||
include/ql/MonteCarlo/geometricapopathpricer.hpp
|
||||
include/ql/MonteCarlo/geometricasopathpricer.hpp
|
||||
include/ql/MonteCarlo/getcovariance.hpp
|
||||
include/ql/MonteCarlo/himalayapathpricer.hpp
|
||||
include/ql/MonteCarlo/lecuyerrandomgenerator.hpp
|
||||
include/ql/MonteCarlo/mcoptionsample.hpp
|
||||
include/ql/MonteCarlo/mcpricer.hpp
|
||||
include/ql/MonteCarlo/multifactormontecarlooption.hpp
|
||||
include/ql/MonteCarlo/multifactorpricer.hpp
|
||||
include/ql/MonteCarlo/maxbasketpathpricer.hpp
|
||||
include/ql/MonteCarlo/mctypedefs.hpp
|
||||
include/ql/MonteCarlo/montecarlomodel.hpp
|
||||
include/ql/MonteCarlo/multipath.hpp
|
||||
include/ql/MonteCarlo/multipathgenerator.hpp
|
||||
include/ql/MonteCarlo/multipathpricer.hpp
|
||||
include/ql/MonteCarlo/onefactormontecarlooption.hpp
|
||||
include/ql/MonteCarlo/pagodapathpricer.hpp
|
||||
include/ql/MonteCarlo/path.hpp
|
||||
include/ql/MonteCarlo/pathmontecarlo.hpp
|
||||
include/ql/MonteCarlo/pathgenerator.hpp
|
||||
include/ql/MonteCarlo/pathpricer.hpp
|
||||
include/ql/MonteCarlo/randomarraygenerator.hpp
|
||||
include/ql/MonteCarlo/standardmultipathgenerator.hpp
|
||||
include/ql/MonteCarlo/standardpathgenerator.hpp
|
||||
include/ql/MonteCarlo/uniformrandomgenerator.hpp
|
||||
include/ql/MonteCarlo/sample.hpp
|
||||
include/ql/Patterns/factory.hpp
|
||||
include/ql/Patterns/observable.hpp
|
||||
include/ql/Pricers/americancondition.hpp
|
||||
include/ql/Pricers/americanoption.hpp
|
||||
include/ql/Pricers/averagepriceasian.hpp
|
||||
include/ql/Pricers/averagestrikeasian.hpp
|
||||
include/ql/Pricers/barrieroption.hpp
|
||||
include/ql/Pricers/bermudanoption.hpp
|
||||
include/ql/Pricers/binaryoption.hpp
|
||||
include/ql/Pricers/bsmeuropeanoption.hpp
|
||||
include/ql/Pricers/bsmnumericaloption.hpp
|
||||
include/ql/Pricers/bsmoption.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/everestoption.hpp
|
||||
include/ql/Pricers/europeanengine.hpp
|
||||
include/ql/Pricers/europeanoption.hpp
|
||||
include/ql/Pricers/finitedifferenceeuropean.hpp
|
||||
include/ql/Pricers/geometricasianoption.hpp
|
||||
include/ql/Pricers/himalaya.hpp
|
||||
include/ql/Pricers/mceuropeanpricer.hpp
|
||||
include/ql/Pricers/mcbasket.hpp
|
||||
include/ql/Pricers/mcdiscretearithmeticapo.hpp
|
||||
include/ql/Pricers/mcdiscretearithmeticaso.hpp
|
||||
include/ql/Pricers/mceuropean.hpp
|
||||
include/ql/Pricers/mceverest.hpp
|
||||
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/pagodaoption.hpp
|
||||
include/ql/Pricers/plainbasketoption.hpp
|
||||
include/ql/Pricers/shoutcondition.hpp
|
||||
include/ql/Pricers/shoutoption.hpp
|
||||
include/ql/Pricers/singleassetoption.hpp
|
||||
include/ql/Pricers/stepconditionoption.hpp
|
||||
include/ql/RandomNumbers/boxmullergaussianrng.hpp
|
||||
include/ql/RandomNumbers/centrallimitgaussianrng.hpp
|
||||
include/ql/RandomNumbers/inversecumulativegaussianrng.hpp
|
||||
include/ql/RandomNumbers/knuthuniformrng.hpp
|
||||
include/ql/RandomNumbers/lecuyeruniformrng.hpp
|
||||
include/ql/RandomNumbers/randomarraygenerator.hpp
|
||||
include/ql/RandomNumbers/rngtypedefs.hpp
|
||||
include/ql/Solvers1D/bisection.hpp
|
||||
include/ql/Solvers1D/brent.hpp
|
||||
include/ql/Solvers1D/falseposition.hpp
|
||||
@ -120,7 +121,6 @@ include/ql/Solvers1D/newtonsafe.hpp
|
||||
include/ql/Solvers1D/ridder.hpp
|
||||
include/ql/Solvers1D/secant.hpp
|
||||
include/ql/TermStructures/flatforward.hpp
|
||||
include/ql/TermStructures/piecewiseconstantforwards.hpp
|
||||
include/ql/TermStructures/piecewiseflatforward.hpp
|
||||
include/ql/TermStructures/ratehelpers.hpp
|
||||
include/ql/Utilities/combiningiterator.hpp
|
||||
@ -129,47 +129,50 @@ include/ql/Utilities/filteringiterator.hpp
|
||||
include/ql/Utilities/iteratorcategories.hpp
|
||||
include/ql/Utilities/processingiterator.hpp
|
||||
include/ql/Utilities/steppingiterator.hpp
|
||||
include/ql/argsandresults.hpp
|
||||
include/ql/array.hpp
|
||||
include/ql/calendar.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/depositrate.hpp
|
||||
include/ql/discountfactor.hpp
|
||||
include/ql/errors.hpp
|
||||
include/ql/expressiontemplates.hpp
|
||||
include/ql/forwardvolsurface.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/options.hpp
|
||||
include/ql/option.hpp
|
||||
include/ql/qldefines.hpp
|
||||
include/ql/qlerrors.hpp
|
||||
include/ql/quantlib.hpp
|
||||
include/ql/rate.hpp
|
||||
include/ql/relinkablehandle.hpp
|
||||
include/ql/riskstatistics.hpp
|
||||
include/ql/scheduler.hpp
|
||||
include/ql/solver1d.hpp
|
||||
include/ql/spread.hpp
|
||||
include/ql/swaptionvolsurface.hpp
|
||||
include/ql/termstructure.hpp
|
||||
include/ql/types.hpp
|
||||
lib/libQuantLib.a
|
||||
lib/libQuantLib.la
|
||||
lib/libQuantLib.so
|
||||
lib/libQuantLib.so.0
|
||||
@dirrm include/ql/Calendars
|
||||
@dirrm include/ql/Currencies
|
||||
@dirrm include/ql/DayCounters
|
||||
@dirrm include/ql/FiniteDifferences
|
||||
@dirrm include/ql/Indexes
|
||||
@dirrm include/ql/Instruments
|
||||
@dirrm include/ql/Math
|
||||
@dirrm include/ql/MonteCarlo
|
||||
@dirrm include/ql/Patterns
|
||||
@dirrm include/ql/Pricers
|
||||
@dirrm include/ql/Solvers1D
|
||||
@dirrm include/ql/TermStructures
|
||||
share/aclocal/quantlib.m4
|
||||
@dirrm include/ql/Utilities
|
||||
@dirrm include/ql/TermStructures
|
||||
@dirrm include/ql/Solvers1D
|
||||
@dirrm include/ql/RandomNumbers
|
||||
@dirrm include/ql/Pricers
|
||||
@dirrm include/ql/Patterns
|
||||
@dirrm include/ql/MonteCarlo
|
||||
@dirrm include/ql/Math
|
||||
@dirrm include/ql/Instruments
|
||||
@dirrm include/ql/Indexes
|
||||
@dirrm include/ql/FiniteDifferences
|
||||
@dirrm include/ql/DayCounters
|
||||
@dirrm include/ql/CashFlows
|
||||
@dirrm include/ql/Calendars
|
||||
@dirrm include/ql
|
||||
|
||||
Loading…
Reference in New Issue
Block a user