From de8fec46e509dbac1bfc427b21e8feec5440587c Mon Sep 17 00:00:00 2001 From: Patrick Li Date: Sun, 3 Mar 2002 07:18:22 +0000 Subject: [PATCH] Update to 0.2.1 PR: 35497 Submitted by: KATO Tsuguru --- finance/quantlib/Makefile | 13 +- finance/quantlib/distinfo | 2 +- .../quantlib/files/patch-config::ltmain.sh | 41 +++++ finance/quantlib/pkg-plist | 141 +++++++++--------- misc/quantlib/Makefile | 13 +- misc/quantlib/distinfo | 2 +- misc/quantlib/files/patch-config::ltmain.sh | 41 +++++ misc/quantlib/pkg-plist | 141 +++++++++--------- 8 files changed, 252 insertions(+), 142 deletions(-) create mode 100644 finance/quantlib/files/patch-config::ltmain.sh create mode 100644 misc/quantlib/files/patch-config::ltmain.sh diff --git a/finance/quantlib/Makefile b/finance/quantlib/Makefile index 5ed56184e36e..26ef0ef06a5c 100644 --- a/finance/quantlib/Makefile +++ b/finance/quantlib/Makefile @@ -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 ${PERL} -pi -e \ + 's|-g -O2 -Wall|\@CXXFLAGS\@ -O0|g' .include diff --git a/finance/quantlib/distinfo b/finance/quantlib/distinfo index 3efef86e6664..89a2c9318f78 100644 --- a/finance/quantlib/distinfo +++ b/finance/quantlib/distinfo @@ -1 +1 @@ -MD5 (QuantLib-0.1.9-src.tar.gz) = 8cb909e27780dc48cb94821973098764 +MD5 (QuantLib-0.2.1-src.tar.bz2) = d8b9a949c5742703395ae285bcab9214 diff --git a/finance/quantlib/files/patch-config::ltmain.sh b/finance/quantlib/files/patch-config::ltmain.sh new file mode 100644 index 000000000000..82db91fd7e83 --- /dev/null +++ b/finance/quantlib/files/patch-config::ltmain.sh @@ -0,0 +1,41 @@ +--- config/ltmain.sh.orig Thu Sep 13 22:10:25 2001 ++++ config/ltmain.sh Sat Mar 2 16:21:45 2002 +@@ -1043,14 +1043,14 @@ + # These systems don't actually have a C library (as such) + test "X$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" diff --git a/finance/quantlib/pkg-plist b/finance/quantlib/pkg-plist index 60469b1028a0..48b4ec40a75d 100644 --- a/finance/quantlib/pkg-plist +++ b/finance/quantlib/pkg-plist @@ -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 diff --git a/misc/quantlib/Makefile b/misc/quantlib/Makefile index 5ed56184e36e..26ef0ef06a5c 100644 --- a/misc/quantlib/Makefile +++ b/misc/quantlib/Makefile @@ -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 ${PERL} -pi -e \ + 's|-g -O2 -Wall|\@CXXFLAGS\@ -O0|g' .include diff --git a/misc/quantlib/distinfo b/misc/quantlib/distinfo index 3efef86e6664..89a2c9318f78 100644 --- a/misc/quantlib/distinfo +++ b/misc/quantlib/distinfo @@ -1 +1 @@ -MD5 (QuantLib-0.1.9-src.tar.gz) = 8cb909e27780dc48cb94821973098764 +MD5 (QuantLib-0.2.1-src.tar.bz2) = d8b9a949c5742703395ae285bcab9214 diff --git a/misc/quantlib/files/patch-config::ltmain.sh b/misc/quantlib/files/patch-config::ltmain.sh new file mode 100644 index 000000000000..82db91fd7e83 --- /dev/null +++ b/misc/quantlib/files/patch-config::ltmain.sh @@ -0,0 +1,41 @@ +--- config/ltmain.sh.orig Thu Sep 13 22:10:25 2001 ++++ config/ltmain.sh Sat Mar 2 16:21:45 2002 +@@ -1043,14 +1043,14 @@ + # These systems don't actually have a C library (as such) + test "X$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" diff --git a/misc/quantlib/pkg-plist b/misc/quantlib/pkg-plist index 60469b1028a0..48b4ec40a75d 100644 --- a/misc/quantlib/pkg-plist +++ b/misc/quantlib/pkg-plist @@ -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