View | Details | Raw Unified | Return to bug 48041
Collapse All | Expand All

(-)misc/quantlib/Makefile (-10 / +12 lines)
Lines 7-13 Link Here
7
#
7
#
8
8
9
PORTNAME=	quantlib
9
PORTNAME=	quantlib
10
PORTVERSION=	0.3.0
10
PORTVERSION=	0.3.1
11
CATEGORIES=	misc
11
CATEGORIES=	misc
12
MASTER_SITES=	${MASTER_SITE_SOURCEFORGE}
12
MASTER_SITES=	${MASTER_SITE_SOURCEFORGE}
13
MASTER_SITE_SUBDIR=	${PORTNAME}
13
MASTER_SITE_SUBDIR=	${PORTNAME}
Lines 18-36 Link Here
18
WRKSRC=		${WRKDIR}/QuantLib-${PORTVERSION}
18
WRKSRC=		${WRKDIR}/QuantLib-${PORTVERSION}
19
19
20
USE_REINPLACE=	yes
20
USE_REINPLACE=	yes
21
USE_BZIP2=	yes
22
USE_LIBTOOL=	yes
21
USE_LIBTOOL=	yes
23
CONFIGURE_TARGET=	--build=${ARCH}-portbld-freebsd${OSREL}
22
CONFIGURE_TARGET=	--build=${MACHINE_ARCH}-portbld-freebsd${OSREL}
24
INSTALLS_SHLIB=	yes
23
INSTALLS_SHLIB=	yes
25
24
26
MAN1=		DiscreteHedging.1 EuropeanOption.1 SwapValuation.1 \
25
MAN1=		DiscreteHedging.1 EuropeanOption.1 SwapValuation.1 \
27
		quantlib-config.1
26
		quantlib-config.1
28
27
29
pre-patch:
28
.include <bsd.port.pre.mk>
30
	@${REINPLACE_CMD} -e 's|-g -O3|\$$CXXFLAGS|g' ${WRKSRC}/configure
31
	@${FIND} ${WRKSRC} -name "Makefile.in" | \
32
		${XARGS} ${REINPLACE_CMD} -e 's|-g -O.|\@CXXFLAGS\@|g'
33
	@${FIND} ${WRKSRC}/Examples -name "Makefile.in" | \
34
		${XARGS} ${REINPLACE_CMD} -e 's|-pedantic -Wall|-O0|g'
35
29
36
.include <bsd.port.mk>
30
.if ${OSVERSION} < 500035
31
CFLAGS+=	-O0
32
.endif
33
34
post-patch:
35
	@${FIND} ${WRKSRC} -name "Makefile.in" | ${XARGS} ${REINPLACE_CMD} -e \
36
		's|(prefix)/aclocal|(datadir)/aclocal|g'
37
38
.include <bsd.port.post.mk>
(-)misc/quantlib/distinfo (-1 / +1 lines)
Line 1 Link Here
1
MD5 (QuantLib-0.3.0-src.tar.bz2) = 171d615792d1c22e7d21a364537d6ef0
1
MD5 (QuantLib-0.3.1-src.tar.gz) = 2bc28bedccb8291f4610a9e1e1715611
(-)misc/quantlib/pkg-plist (-3 / +35 lines)
Lines 3-18 Link Here
3
bin/EuropeanOption
3
bin/EuropeanOption
4
bin/SwapValuation
4
bin/SwapValuation
5
bin/quantlib-config
5
bin/quantlib-config
6
include/ql/Calendars/budapest.hpp
6
include/ql/Calendars/frankfurt.hpp
7
include/ql/Calendars/frankfurt.hpp
7
include/ql/Calendars/helsinki.hpp
8
include/ql/Calendars/helsinki.hpp
8
include/ql/Calendars/johannesburg.hpp
9
include/ql/Calendars/johannesburg.hpp
9
include/ql/Calendars/london.hpp
10
include/ql/Calendars/london.hpp
10
include/ql/Calendars/milan.hpp
11
include/ql/Calendars/milan.hpp
11
include/ql/Calendars/newyork.hpp
12
include/ql/Calendars/newyork.hpp
13
include/ql/Calendars/oslo.hpp
14
include/ql/Calendars/stockholm.hpp
12
include/ql/Calendars/sydney.hpp
15
include/ql/Calendars/sydney.hpp
13
include/ql/Calendars/target.hpp
16
include/ql/Calendars/target.hpp
14
include/ql/Calendars/tokyo.hpp
17
include/ql/Calendars/tokyo.hpp
15
include/ql/Calendars/toronto.hpp
18
include/ql/Calendars/toronto.hpp
19
include/ql/Calendars/warsaw.hpp
16
include/ql/Calendars/wellington.hpp
20
include/ql/Calendars/wellington.hpp
17
include/ql/Calendars/zurich.hpp
21
include/ql/Calendars/zurich.hpp
18
include/ql/CashFlows/cashflowvectors.hpp
22
include/ql/CashFlows/cashflowvectors.hpp
Lines 54-64 Link Here
54
include/ql/Indexes/xibormanager.hpp
58
include/ql/Indexes/xibormanager.hpp
55
include/ql/Indexes/zarlibor.hpp
59
include/ql/Indexes/zarlibor.hpp
56
include/ql/Instruments/capfloor.hpp
60
include/ql/Instruments/capfloor.hpp
57
include/ql/Instruments/plainoption.hpp
61
include/ql/Instruments/forwardvanillaoption.hpp
62
include/ql/Instruments/quantovanillaoption.hpp
58
include/ql/Instruments/simpleswap.hpp
63
include/ql/Instruments/simpleswap.hpp
59
include/ql/Instruments/stock.hpp
64
include/ql/Instruments/stock.hpp
60
include/ql/Instruments/swap.hpp
65
include/ql/Instruments/swap.hpp
61
include/ql/Instruments/swaption.hpp
66
include/ql/Instruments/swaption.hpp
67
include/ql/Instruments/vanillaoption.hpp
62
include/ql/Lattices/binomialtree.hpp
68
include/ql/Lattices/binomialtree.hpp
63
include/ql/Lattices/bsmlattice.hpp
69
include/ql/Lattices/bsmlattice.hpp
64
include/ql/Lattices/lattice.hpp
70
include/ql/Lattices/lattice.hpp
Lines 73-78 Link Here
73
include/ql/Math/interpolation2D.hpp
79
include/ql/Math/interpolation2D.hpp
74
include/ql/Math/lexicographicalview.hpp
80
include/ql/Math/lexicographicalview.hpp
75
include/ql/Math/linearinterpolation.hpp
81
include/ql/Math/linearinterpolation.hpp
82
include/ql/Math/loglinearinterpolation.hpp
76
include/ql/Math/matrix.hpp
83
include/ql/Math/matrix.hpp
77
include/ql/Math/multivariateaccumulator.hpp
84
include/ql/Math/multivariateaccumulator.hpp
78
include/ql/Math/normaldistribution.hpp
85
include/ql/Math/normaldistribution.hpp
Lines 84-89 Link Here
84
include/ql/MonteCarlo/arithmeticapopathpricer.hpp
91
include/ql/MonteCarlo/arithmeticapopathpricer.hpp
85
include/ql/MonteCarlo/arithmeticasopathpricer.hpp
92
include/ql/MonteCarlo/arithmeticasopathpricer.hpp
86
include/ql/MonteCarlo/basketpathpricer.hpp
93
include/ql/MonteCarlo/basketpathpricer.hpp
94
include/ql/MonteCarlo/cliquetoptionpathpricer.hpp
87
include/ql/MonteCarlo/europeanpathpricer.hpp
95
include/ql/MonteCarlo/europeanpathpricer.hpp
88
include/ql/MonteCarlo/everestpathpricer.hpp
96
include/ql/MonteCarlo/everestpathpricer.hpp
89
include/ql/MonteCarlo/geometricapopathpricer.hpp
97
include/ql/MonteCarlo/geometricapopathpricer.hpp
Lines 99-104 Link Here
99
include/ql/MonteCarlo/path.hpp
107
include/ql/MonteCarlo/path.hpp
100
include/ql/MonteCarlo/pathgenerator.hpp
108
include/ql/MonteCarlo/pathgenerator.hpp
101
include/ql/MonteCarlo/pathpricer.hpp
109
include/ql/MonteCarlo/pathpricer.hpp
110
include/ql/MonteCarlo/performanceoptionpathpricer.hpp
102
include/ql/MonteCarlo/sample.hpp
111
include/ql/MonteCarlo/sample.hpp
103
include/ql/Optimization/armijo.hpp
112
include/ql/Optimization/armijo.hpp
104
include/ql/Optimization/conjugategradient.hpp
113
include/ql/Optimization/conjugategradient.hpp
Lines 111-121 Link Here
111
include/ql/Optimization/problem.hpp
120
include/ql/Optimization/problem.hpp
112
include/ql/Optimization/simplex.hpp
121
include/ql/Optimization/simplex.hpp
113
include/ql/Optimization/steepestdescent.hpp
122
include/ql/Optimization/steepestdescent.hpp
123
include/ql/Patterns/bridge.hpp
114
include/ql/Patterns/observable.hpp
124
include/ql/Patterns/observable.hpp
115
include/ql/Pricers/analyticalcapfloor.hpp
125
include/ql/Pricers/analyticalcapfloor.hpp
116
include/ql/Pricers/barrieroption.hpp
126
include/ql/Pricers/barrieroption.hpp
117
include/ql/Pricers/binaryoption.hpp
127
include/ql/Pricers/binaryoption.hpp
118
include/ql/Pricers/binomialplainoption.hpp
119
include/ql/Pricers/blackcapfloor.hpp
128
include/ql/Pricers/blackcapfloor.hpp
120
include/ql/Pricers/blackswaption.hpp
129
include/ql/Pricers/blackswaption.hpp
121
include/ql/Pricers/capfloorpricer.hpp
130
include/ql/Pricers/capfloorpricer.hpp
Lines 123-129 Link Here
123
include/ql/Pricers/continuousgeometricapo.hpp
132
include/ql/Pricers/continuousgeometricapo.hpp
124
include/ql/Pricers/discretegeometricapo.hpp
133
include/ql/Pricers/discretegeometricapo.hpp
125
include/ql/Pricers/discretegeometricaso.hpp
134
include/ql/Pricers/discretegeometricaso.hpp
126
include/ql/Pricers/europeanengine.hpp
127
include/ql/Pricers/europeanoption.hpp
135
include/ql/Pricers/europeanoption.hpp
128
include/ql/Pricers/fdamericanoption.hpp
136
include/ql/Pricers/fdamericanoption.hpp
129
include/ql/Pricers/fdbermudanoption.hpp
137
include/ql/Pricers/fdbermudanoption.hpp
Lines 138-143 Link Here
138
include/ql/Pricers/fdstepconditionoption.hpp
146
include/ql/Pricers/fdstepconditionoption.hpp
139
include/ql/Pricers/jamshidianswaption.hpp
147
include/ql/Pricers/jamshidianswaption.hpp
140
include/ql/Pricers/mcbasket.hpp
148
include/ql/Pricers/mcbasket.hpp
149
include/ql/Pricers/mccliquetoption.hpp
141
include/ql/Pricers/mcdiscretearithmeticapo.hpp
150
include/ql/Pricers/mcdiscretearithmeticapo.hpp
142
include/ql/Pricers/mcdiscretearithmeticaso.hpp
151
include/ql/Pricers/mcdiscretearithmeticaso.hpp
143
include/ql/Pricers/mceuropean.hpp
152
include/ql/Pricers/mceuropean.hpp
Lines 145-155 Link Here
145
include/ql/Pricers/mchimalaya.hpp
154
include/ql/Pricers/mchimalaya.hpp
146
include/ql/Pricers/mcmaxbasket.hpp
155
include/ql/Pricers/mcmaxbasket.hpp
147
include/ql/Pricers/mcpagoda.hpp
156
include/ql/Pricers/mcpagoda.hpp
157
include/ql/Pricers/mcperformanceoption.hpp
148
include/ql/Pricers/mcpricer.hpp
158
include/ql/Pricers/mcpricer.hpp
159
include/ql/Pricers/performanceoption.hpp
149
include/ql/Pricers/singleassetoption.hpp
160
include/ql/Pricers/singleassetoption.hpp
150
include/ql/Pricers/swaptionpricer.hpp
161
include/ql/Pricers/swaptionpricer.hpp
151
include/ql/Pricers/treecapfloor.hpp
162
include/ql/Pricers/treecapfloor.hpp
152
include/ql/Pricers/treeswaption.hpp
163
include/ql/Pricers/treeswaption.hpp
164
include/ql/PricingEngines/discretizedvanillaoption.hpp
165
include/ql/PricingEngines/forwardengines.hpp
166
include/ql/PricingEngines/genericengine.hpp
167
include/ql/PricingEngines/latticeshortratemodelengine.hpp
168
include/ql/PricingEngines/quantoengines.hpp
169
include/ql/PricingEngines/vanillaengines.hpp
153
include/ql/RandomNumbers/boxmullergaussianrng.hpp
170
include/ql/RandomNumbers/boxmullergaussianrng.hpp
154
include/ql/RandomNumbers/centrallimitgaussianrng.hpp
171
include/ql/RandomNumbers/centrallimitgaussianrng.hpp
155
include/ql/RandomNumbers/inversecumgaussianrng.hpp
172
include/ql/RandomNumbers/inversecumgaussianrng.hpp
Lines 178-193 Link Here
178
include/ql/Solvers1D/ridder.hpp
195
include/ql/Solvers1D/ridder.hpp
179
include/ql/Solvers1D/secant.hpp
196
include/ql/Solvers1D/secant.hpp
180
include/ql/TermStructures/affinetermstructure.hpp
197
include/ql/TermStructures/affinetermstructure.hpp
198
include/ql/TermStructures/compoundforward.hpp
199
include/ql/TermStructures/discountcurve.hpp
181
include/ql/TermStructures/flatforward.hpp
200
include/ql/TermStructures/flatforward.hpp
201
include/ql/TermStructures/forwardspreadedtermstructure.hpp
202
include/ql/TermStructures/impliedtermstructure.hpp
182
include/ql/TermStructures/piecewiseflatforward.hpp
203
include/ql/TermStructures/piecewiseflatforward.hpp
183
include/ql/TermStructures/ratehelpers.hpp
204
include/ql/TermStructures/ratehelpers.hpp
205
include/ql/TermStructures/zerospreadedtermstructure.hpp
184
include/ql/Utilities/combiningiterator.hpp
206
include/ql/Utilities/combiningiterator.hpp
185
include/ql/Utilities/couplingiterator.hpp
207
include/ql/Utilities/couplingiterator.hpp
186
include/ql/Utilities/filteringiterator.hpp
208
include/ql/Utilities/filteringiterator.hpp
187
include/ql/Utilities/iteratorcategories.hpp
209
include/ql/Utilities/iteratorcategories.hpp
188
include/ql/Utilities/processingiterator.hpp
210
include/ql/Utilities/processingiterator.hpp
189
include/ql/Utilities/steppingiterator.hpp
211
include/ql/Utilities/steppingiterator.hpp
212
include/ql/Volatilities/blackconstantvol.hpp
213
include/ql/Volatilities/blackvariancecurve.hpp
214
include/ql/Volatilities/blackvariancesurface.hpp
190
include/ql/Volatilities/capflatvolvector.hpp
215
include/ql/Volatilities/capflatvolvector.hpp
216
include/ql/Volatilities/localconstantvol.hpp
217
include/ql/Volatilities/localvolcurve.hpp
191
include/ql/Volatilities/swaptionvolmatrix.hpp
218
include/ql/Volatilities/swaptionvolmatrix.hpp
192
include/ql/argsandresults.hpp
219
include/ql/argsandresults.hpp
193
include/ql/array.hpp
220
include/ql/array.hpp
Lines 198-203 Link Here
198
include/ql/config.hpp
225
include/ql/config.hpp
199
include/ql/currency.hpp
226
include/ql/currency.hpp
200
include/ql/dataformatters.hpp
227
include/ql/dataformatters.hpp
228
include/ql/dataparsers.hpp
201
include/ql/date.hpp
229
include/ql/date.hpp
202
include/ql/daycounter.hpp
230
include/ql/daycounter.hpp
203
include/ql/diffusionprocess.hpp
231
include/ql/diffusionprocess.hpp
Lines 206-211 Link Here
206
include/ql/expressiontemplates.hpp
234
include/ql/expressiontemplates.hpp
207
include/ql/functions/daycounters.hpp
235
include/ql/functions/daycounters.hpp
208
include/ql/functions/mathf.hpp
236
include/ql/functions/mathf.hpp
237
include/ql/functions/vols.hpp
209
include/ql/grid.hpp
238
include/ql/grid.hpp
210
include/ql/handle.hpp
239
include/ql/handle.hpp
211
include/ql/history.hpp
240
include/ql/history.hpp
Lines 215-220 Link Here
215
include/ql/null.hpp
244
include/ql/null.hpp
216
include/ql/numericalmethod.hpp
245
include/ql/numericalmethod.hpp
217
include/ql/option.hpp
246
include/ql/option.hpp
247
include/ql/pricingengine.hpp
218
include/ql/qldefines.hpp
248
include/ql/qldefines.hpp
219
include/ql/quantlib.hpp
249
include/ql/quantlib.hpp
220
include/ql/relinkablehandle.hpp
250
include/ql/relinkablehandle.hpp
Lines 224-229 Link Here
224
include/ql/swaptionvolstructure.hpp
254
include/ql/swaptionvolstructure.hpp
225
include/ql/termstructure.hpp
255
include/ql/termstructure.hpp
226
include/ql/types.hpp
256
include/ql/types.hpp
257
include/ql/voltermstructure.hpp
227
lib/libQuantLib.a
258
lib/libQuantLib.a
228
lib/libQuantLib.so
259
lib/libQuantLib.so
229
lib/libQuantLib.so.0
260
lib/libQuantLib.so.0
Lines 238-243 Link Here
238
@dirrm include/ql/ShortRateModels/CalibrationHelpers
269
@dirrm include/ql/ShortRateModels/CalibrationHelpers
239
@dirrm include/ql/ShortRateModels
270
@dirrm include/ql/ShortRateModels
240
@dirrm include/ql/RandomNumbers
271
@dirrm include/ql/RandomNumbers
272
@dirrm include/ql/PricingEngines
241
@dirrm include/ql/Pricers
273
@dirrm include/ql/Pricers
242
@dirrm include/ql/Patterns
274
@dirrm include/ql/Patterns
243
@dirrm include/ql/Optimization
275
@dirrm include/ql/Optimization

Return to bug 48041