Attachment 28609 Details for Bug 48041 – file.diff

[patch] file.diff

file.diff (text/plain), 8.03 KB, created by tkato on 2003-02-07 14:40:02 UTC

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Creator: tkato

Created: 2003-02-07 14:40:02 UTC

Size: 8.03 KB

patch

obsolete

>diff -urN /usr/ports/misc/quantlib/Makefile misc/quantlib/Makefile
>--- /usr/ports/misc/quantlib/Makefile	Mon Nov 11 19:00:32 2002
>+++ misc/quantlib/Makefile	Fri Feb  7 00:09:55 2003
>@@ -7,7 +7,7 @@
> #
> 
> PORTNAME=	quantlib
>-PORTVERSION=	0.3.0
>+PORTVERSION=	0.3.1
> CATEGORIES=	misc
> MASTER_SITES=	${MASTER_SITE_SOURCEFORGE}
> MASTER_SITE_SUBDIR=	${PORTNAME}
>@@ -18,19 +18,21 @@
> WRKSRC=		${WRKDIR}/QuantLib-${PORTVERSION}
> 
> USE_REINPLACE=	yes
>-USE_BZIP2=	yes
> USE_LIBTOOL=	yes
>-CONFIGURE_TARGET=	--build=${ARCH}-portbld-freebsd${OSREL}
>+CONFIGURE_TARGET=	--build=${MACHINE_ARCH}-portbld-freebsd${OSREL}
> INSTALLS_SHLIB=	yes
> 
> MAN1=		DiscreteHedging.1 EuropeanOption.1 SwapValuation.1 \
> 		quantlib-config.1
> 
>-pre-patch:
>-	@${REINPLACE_CMD} -e 's|-g -O3|\$$CXXFLAGS|g' ${WRKSRC}/configure
>-	@${FIND} ${WRKSRC} -name "Makefile.in" | \
>-		${XARGS} ${REINPLACE_CMD} -e 's|-g -O.|\@CXXFLAGS\@|g'
>-	@${FIND} ${WRKSRC}/Examples -name "Makefile.in" | \
>-		${XARGS} ${REINPLACE_CMD} -e 's|-pedantic -Wall|-O0|g'
>+.include <bsd.port.pre.mk>
> 
>-.include <bsd.port.mk>
>+.if ${OSVERSION} < 500035
>+CFLAGS+=	-O0
>+.endif
>+
>+post-patch:
>+	@${FIND} ${WRKSRC} -name "Makefile.in" | ${XARGS} ${REINPLACE_CMD} -e \
>+		's|(prefix)/aclocal|(datadir)/aclocal|g'
>+
>+.include <bsd.port.post.mk>
>diff -urN /usr/ports/misc/quantlib/distinfo misc/quantlib/distinfo
>--- /usr/ports/misc/quantlib/distinfo	Tue May 14 11:34:20 2002
>+++ misc/quantlib/distinfo	Wed Feb  5 19:22:58 2003
>@@ -1 +1 @@
>-MD5 (QuantLib-0.3.0-src.tar.bz2) = 171d615792d1c22e7d21a364537d6ef0
>+MD5 (QuantLib-0.3.1-src.tar.gz) = 2bc28bedccb8291f4610a9e1e1715611
>diff -urN /usr/ports/misc/quantlib/pkg-plist misc/quantlib/pkg-plist
>--- /usr/ports/misc/quantlib/pkg-plist	Tue May 14 11:34:20 2002
>+++ misc/quantlib/pkg-plist	Fri Feb  7 00:07:09 2003
>@@ -3,16 +3,20 @@
> bin/EuropeanOption
> bin/SwapValuation
> bin/quantlib-config
>+include/ql/Calendars/budapest.hpp
> include/ql/Calendars/frankfurt.hpp
> include/ql/Calendars/helsinki.hpp
> include/ql/Calendars/johannesburg.hpp
> include/ql/Calendars/london.hpp
> include/ql/Calendars/milan.hpp
> include/ql/Calendars/newyork.hpp
>+include/ql/Calendars/oslo.hpp
>+include/ql/Calendars/stockholm.hpp
> include/ql/Calendars/sydney.hpp
> include/ql/Calendars/target.hpp
> include/ql/Calendars/tokyo.hpp
> include/ql/Calendars/toronto.hpp
>+include/ql/Calendars/warsaw.hpp
> include/ql/Calendars/wellington.hpp
> include/ql/Calendars/zurich.hpp
> include/ql/CashFlows/cashflowvectors.hpp
>@@ -54,11 +58,13 @@
> include/ql/Indexes/xibormanager.hpp
> include/ql/Indexes/zarlibor.hpp
> include/ql/Instruments/capfloor.hpp
>-include/ql/Instruments/plainoption.hpp
>+include/ql/Instruments/forwardvanillaoption.hpp
>+include/ql/Instruments/quantovanillaoption.hpp
> include/ql/Instruments/simpleswap.hpp
> include/ql/Instruments/stock.hpp
> include/ql/Instruments/swap.hpp
> include/ql/Instruments/swaption.hpp
>+include/ql/Instruments/vanillaoption.hpp
> include/ql/Lattices/binomialtree.hpp
> include/ql/Lattices/bsmlattice.hpp
> include/ql/Lattices/lattice.hpp
>@@ -73,6 +79,7 @@
> include/ql/Math/interpolation2D.hpp
> include/ql/Math/lexicographicalview.hpp
> include/ql/Math/linearinterpolation.hpp
>+include/ql/Math/loglinearinterpolation.hpp
> include/ql/Math/matrix.hpp
> include/ql/Math/multivariateaccumulator.hpp
> include/ql/Math/normaldistribution.hpp
>@@ -84,6 +91,7 @@
> include/ql/MonteCarlo/arithmeticapopathpricer.hpp
> include/ql/MonteCarlo/arithmeticasopathpricer.hpp
> include/ql/MonteCarlo/basketpathpricer.hpp
>+include/ql/MonteCarlo/cliquetoptionpathpricer.hpp
> include/ql/MonteCarlo/europeanpathpricer.hpp
> include/ql/MonteCarlo/everestpathpricer.hpp
> include/ql/MonteCarlo/geometricapopathpricer.hpp
>@@ -99,6 +107,7 @@
> include/ql/MonteCarlo/path.hpp
> include/ql/MonteCarlo/pathgenerator.hpp
> include/ql/MonteCarlo/pathpricer.hpp
>+include/ql/MonteCarlo/performanceoptionpathpricer.hpp
> include/ql/MonteCarlo/sample.hpp
> include/ql/Optimization/armijo.hpp
> include/ql/Optimization/conjugategradient.hpp
>@@ -111,11 +120,11 @@
> include/ql/Optimization/problem.hpp
> include/ql/Optimization/simplex.hpp
> include/ql/Optimization/steepestdescent.hpp
>+include/ql/Patterns/bridge.hpp
> include/ql/Patterns/observable.hpp
> include/ql/Pricers/analyticalcapfloor.hpp
> include/ql/Pricers/barrieroption.hpp
> include/ql/Pricers/binaryoption.hpp
>-include/ql/Pricers/binomialplainoption.hpp
> include/ql/Pricers/blackcapfloor.hpp
> include/ql/Pricers/blackswaption.hpp
> include/ql/Pricers/capfloorpricer.hpp
>@@ -123,7 +132,6 @@
> include/ql/Pricers/continuousgeometricapo.hpp
> include/ql/Pricers/discretegeometricapo.hpp
> include/ql/Pricers/discretegeometricaso.hpp
>-include/ql/Pricers/europeanengine.hpp
> include/ql/Pricers/europeanoption.hpp
> include/ql/Pricers/fdamericanoption.hpp
> include/ql/Pricers/fdbermudanoption.hpp
>@@ -138,6 +146,7 @@
> include/ql/Pricers/fdstepconditionoption.hpp
> include/ql/Pricers/jamshidianswaption.hpp
> include/ql/Pricers/mcbasket.hpp
>+include/ql/Pricers/mccliquetoption.hpp
> include/ql/Pricers/mcdiscretearithmeticapo.hpp
> include/ql/Pricers/mcdiscretearithmeticaso.hpp
> include/ql/Pricers/mceuropean.hpp
>@@ -145,11 +154,19 @@
> include/ql/Pricers/mchimalaya.hpp
> include/ql/Pricers/mcmaxbasket.hpp
> include/ql/Pricers/mcpagoda.hpp
>+include/ql/Pricers/mcperformanceoption.hpp
> include/ql/Pricers/mcpricer.hpp
>+include/ql/Pricers/performanceoption.hpp
> include/ql/Pricers/singleassetoption.hpp
> include/ql/Pricers/swaptionpricer.hpp
> include/ql/Pricers/treecapfloor.hpp
> include/ql/Pricers/treeswaption.hpp
>+include/ql/PricingEngines/discretizedvanillaoption.hpp
>+include/ql/PricingEngines/forwardengines.hpp
>+include/ql/PricingEngines/genericengine.hpp
>+include/ql/PricingEngines/latticeshortratemodelengine.hpp
>+include/ql/PricingEngines/quantoengines.hpp
>+include/ql/PricingEngines/vanillaengines.hpp
> include/ql/RandomNumbers/boxmullergaussianrng.hpp
> include/ql/RandomNumbers/centrallimitgaussianrng.hpp
> include/ql/RandomNumbers/inversecumgaussianrng.hpp
>@@ -178,16 +195,26 @@
> include/ql/Solvers1D/ridder.hpp
> include/ql/Solvers1D/secant.hpp
> include/ql/TermStructures/affinetermstructure.hpp
>+include/ql/TermStructures/compoundforward.hpp
>+include/ql/TermStructures/discountcurve.hpp
> include/ql/TermStructures/flatforward.hpp
>+include/ql/TermStructures/forwardspreadedtermstructure.hpp
>+include/ql/TermStructures/impliedtermstructure.hpp
> include/ql/TermStructures/piecewiseflatforward.hpp
> include/ql/TermStructures/ratehelpers.hpp
>+include/ql/TermStructures/zerospreadedtermstructure.hpp
> include/ql/Utilities/combiningiterator.hpp
> include/ql/Utilities/couplingiterator.hpp
> include/ql/Utilities/filteringiterator.hpp
> include/ql/Utilities/iteratorcategories.hpp
> include/ql/Utilities/processingiterator.hpp
> include/ql/Utilities/steppingiterator.hpp
>+include/ql/Volatilities/blackconstantvol.hpp
>+include/ql/Volatilities/blackvariancecurve.hpp
>+include/ql/Volatilities/blackvariancesurface.hpp
> include/ql/Volatilities/capflatvolvector.hpp
>+include/ql/Volatilities/localconstantvol.hpp
>+include/ql/Volatilities/localvolcurve.hpp
> include/ql/Volatilities/swaptionvolmatrix.hpp
> include/ql/argsandresults.hpp
> include/ql/array.hpp
>@@ -198,6 +225,7 @@
> include/ql/config.hpp
> include/ql/currency.hpp
> include/ql/dataformatters.hpp
>+include/ql/dataparsers.hpp
> include/ql/date.hpp
> include/ql/daycounter.hpp
> include/ql/diffusionprocess.hpp
>@@ -206,6 +234,7 @@
> include/ql/expressiontemplates.hpp
> include/ql/functions/daycounters.hpp
> include/ql/functions/mathf.hpp
>+include/ql/functions/vols.hpp
> include/ql/grid.hpp
> include/ql/handle.hpp
> include/ql/history.hpp
>@@ -215,6 +244,7 @@
> include/ql/null.hpp
> include/ql/numericalmethod.hpp
> include/ql/option.hpp
>+include/ql/pricingengine.hpp
> include/ql/qldefines.hpp
> include/ql/quantlib.hpp
> include/ql/relinkablehandle.hpp
>@@ -224,6 +254,7 @@
> include/ql/swaptionvolstructure.hpp
> include/ql/termstructure.hpp
> include/ql/types.hpp
>+include/ql/voltermstructure.hpp
> lib/libQuantLib.a
> lib/libQuantLib.so
> lib/libQuantLib.so.0
>@@ -238,6 +269,7 @@
> @dirrm include/ql/ShortRateModels/CalibrationHelpers
> @dirrm include/ql/ShortRateModels
> @dirrm include/ql/RandomNumbers
>+@dirrm include/ql/PricingEngines
> @dirrm include/ql/Pricers
> @dirrm include/ql/Patterns
> @dirrm include/ql/Optimization

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Attachments on bug 48041: 28609