Attachment 100517 Details for Bug 139805 – quantlib-0.9.0.patch

[patch] quantlib-0.9.0.patch

quantlib-0.9.0.patch (text/plain), 39.73 KB, created by Sylvio César Teixeira Amorim on 2009-10-21 02:30:01 UTC

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Creator: Sylvio César Teixeira Amorim

Created: 2009-10-21 02:30:01 UTC

Size: 39.73 KB

patch

obsolete

>Index: Makefile
>===================================================================
>RCS file: /home/ncvs/ports/finance/quantlib/Makefile,v
>retrieving revision 1.26
>diff -u -u -r1.26 Makefile
>--- Makefile	22 Aug 2009 00:20:28 -0000	1.26
>+++ Makefile	21 Oct 2009 01:21:40 -0000
>@@ -7,7 +7,7 @@
> #
> 
> PORTNAME=	quantlib
>-PORTVERSION=	0.8.1
>+PORTVERSION=	0.9.0
> CATEGORIES=	finance
> MASTER_SITES=	SF/${PORTNAME}/QuantLib/older%20releases/${PORTVERSION}
> DISTNAME=	QuantLib-${PORTVERSION}
>Index: distinfo
>===================================================================
>RCS file: /home/ncvs/ports/finance/quantlib/distinfo,v
>retrieving revision 1.9
>diff -u -u -r1.9 distinfo
>--- distinfo	2 Sep 2007 17:52:24 -0000	1.9
>+++ distinfo	21 Oct 2009 01:21:40 -0000
>@@ -1,3 +1,3 @@
>-MD5 (QuantLib-0.8.1.tar.gz) = 276e67eca30022ebdb66ccd6c5fbd7f7
>-SHA256 (QuantLib-0.8.1.tar.gz) = 276d0443f7bc47e95c0d28042c7ef49eb34da50ecd1b9dcfdabffbae56e20b2e
>-SIZE (QuantLib-0.8.1.tar.gz) = 2135207
>+MD5 (QuantLib-0.9.0.tar.gz) = d59b7e4f9580256fe295a3a32c3eed8e
>+SHA256 (QuantLib-0.9.0.tar.gz) = 809cc1ea215df8fa18bb591feec4631c90a8d2d2712942aea46da9809a70f022
>+SIZE (QuantLib-0.9.0.tar.gz) = 3040335
>Index: pkg-plist
>===================================================================
>RCS file: /home/ncvs/ports/finance/quantlib/pkg-plist,v
>retrieving revision 1.8
>diff -u -u -r1.8 pkg-plist
>--- pkg-plist	2 Sep 2007 17:52:24 -0000	1.8
>+++ pkg-plist	21 Oct 2009 01:21:42 -0000
>@@ -1,27 +1,56 @@
> bin/quantlib-config
> bin/quantlib-test-suite
>+include/ql/auto_link.hpp
>+include/ql/cashflow.hpp
> include/ql/cashflows/all.hpp
>-include/ql/cashflows/analysis.hpp
>+include/ql/cashflows/averagebmacoupon.hpp
> include/ql/cashflows/capflooredcoupon.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/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/fixedratecoupon.hpp
> include/ql/cashflows/floatingratecoupon.hpp
> include/ql/cashflows/iborcoupon.hpp
> include/ql/cashflows/rangeaccrual.hpp
>+include/ql/cashflows/replication.hpp
> include/ql/cashflows/simplecashflow.hpp
> include/ql/cashflows/timebasket.hpp
>-include/ql/currencies/all.hpp
>+include/ql/compounding.hpp
>+include/ql/config.hpp
> include/ql/currencies/africa.hpp
>+include/ql/currencies/all.hpp
> include/ql/currencies/america.hpp
> include/ql/currencies/asia.hpp
> include/ql/currencies/europe.hpp
> include/ql/currencies/exchangeratemanager.hpp
> include/ql/currencies/oceania.hpp
>+include/ql/currency.hpp
>+include/ql/discretizedasset.hpp
>+include/ql/errors.hpp
>+include/ql/event.hpp
>+include/ql/exchangerate.hpp
>+include/ql/exercise.hpp
>+include/ql/experimental/abcdatmvolcurve.hpp
>+include/ql/experimental/all.hpp
>+include/ql/experimental/blackatmvolcurve.hpp
>+include/ql/experimental/blackvolsurface.hpp
>+include/ql/experimental/equityfxvolsurface.hpp
>+include/ql/experimental/interestratevolsurface.hpp
>+include/ql/experimental/sabrvolsurface.hpp
>+include/ql/experimental/volcube.hpp
>+include/ql/grid.hpp
>+include/ql/handle.hpp
>+include/ql/index.hpp
>+include/ql/indexes/all.hpp
>+include/ql/indexes/bmaindex.hpp
> include/ql/indexes/ibor/all.hpp
> include/ql/indexes/ibor/audlibor.hpp
> include/ql/indexes/ibor/cadlibor.hpp
>@@ -39,6 +68,14 @@
> include/ql/indexes/ibor/trlibor.hpp
> include/ql/indexes/ibor/usdlibor.hpp
> include/ql/indexes/ibor/zibor.hpp
>+include/ql/indexes/iborindex.hpp
>+include/ql/indexes/indexmanager.hpp
>+include/ql/indexes/inflation/all.hpp
>+include/ql/indexes/inflation/euhicp.hpp
>+include/ql/indexes/inflation/ukrpi.hpp
>+include/ql/indexes/inflationindex.hpp
>+include/ql/indexes/interestrateindex.hpp
>+include/ql/indexes/region.hpp
> include/ql/indexes/swap/all.hpp
> include/ql/indexes/swap/euriborswapfixa.hpp
> include/ql/indexes/swap/euriborswapfixb.hpp
>@@ -46,39 +83,43 @@
> include/ql/indexes/swap/eurliborswapfixa.hpp
> include/ql/indexes/swap/eurliborswapfixb.hpp
> include/ql/indexes/swap/eurliborswapfixifr.hpp
>-include/ql/indexes/all.hpp
>-include/ql/indexes/iborindex.hpp
>-include/ql/indexes/indexmanager.hpp
>-include/ql/indexes/interestrateindex.hpp
> include/ql/indexes/swapindex.hpp
>+include/ql/instrument.hpp
> include/ql/instruments/all.hpp
> include/ql/instruments/asianoption.hpp
> include/ql/instruments/assetswap.hpp
>+include/ql/instruments/averagetype.hpp
> include/ql/instruments/barrieroption.hpp
>+include/ql/instruments/barriertype.hpp
> include/ql/instruments/basketoption.hpp
>+include/ql/instruments/bmaswap.hpp
> include/ql/instruments/bond.hpp
>+include/ql/instruments/bonds/all.hpp
>+include/ql/instruments/bonds/cmsratebond.hpp
>+include/ql/instruments/bonds/convertiblebond.hpp
>+include/ql/instruments/bonds/fixedratebond.hpp
>+include/ql/instruments/bonds/floatingratebond.hpp
>+include/ql/instruments/bonds/zerocouponbond.hpp
> include/ql/instruments/callabilityschedule.hpp
> include/ql/instruments/capfloor.hpp
> include/ql/instruments/cliquetoption.hpp
>-include/ql/instruments/cmsratebond.hpp
> include/ql/instruments/compositeinstrument.hpp
>-include/ql/instruments/convertiblebond.hpp
> include/ql/instruments/dividendschedule.hpp
> include/ql/instruments/dividendvanillaoption.hpp
> include/ql/instruments/europeanoption.hpp
>-include/ql/instruments/fixedratebond.hpp
> include/ql/instruments/fixedratebondforward.hpp
> include/ql/instruments/forward.hpp
>-include/ql/instruments/floatingratebond.hpp
> include/ql/instruments/forwardrateagreement.hpp
> include/ql/instruments/forwardvanillaoption.hpp
>+include/ql/instruments/impliedvolatility.hpp
>+include/ql/instruments/inflationswap.hpp
> include/ql/instruments/lookbackoption.hpp
> include/ql/instruments/makecapfloor.hpp
> include/ql/instruments/makecms.hpp
>+include/ql/instruments/makeswaptions.hpp
> include/ql/instruments/makevanillaswap.hpp
> include/ql/instruments/multiassetoption.hpp
> include/ql/instruments/oneassetoption.hpp
>-include/ql/instruments/oneassetstrikedoption.hpp
> include/ql/instruments/payoffs.hpp
> include/ql/instruments/quantoforwardvanillaoption.hpp
> include/ql/instruments/quantovanillaoption.hpp
>@@ -86,12 +127,19 @@
> include/ql/instruments/stock.hpp
> include/ql/instruments/swap.hpp
> include/ql/instruments/swaption.hpp
>-include/ql/instruments/vanillaswap.hpp
> include/ql/instruments/vanillaoption.hpp
>+include/ql/instruments/vanillaswap.hpp
> include/ql/instruments/varianceswap.hpp
>-include/ql/instruments/zerocouponbond.hpp
>+include/ql/instruments/yearonyearinflationswap.hpp
>+include/ql/instruments/zerocouponinflationswap.hpp
>+include/ql/interestrate.hpp
>+include/ql/legacy/all.hpp
> include/ql/legacy/libormarketmodels/all.hpp
>+include/ql/legacy/libormarketmodels/lfmcovarparam.hpp
> include/ql/legacy/libormarketmodels/lfmcovarproxy.hpp
>+include/ql/legacy/libormarketmodels/lfmhullwhiteparam.hpp
>+include/ql/legacy/libormarketmodels/lfmprocess.hpp
>+include/ql/legacy/libormarketmodels/lfmswaptionengine.hpp
> include/ql/legacy/libormarketmodels/liborforwardmodel.hpp
> include/ql/legacy/libormarketmodels/lmconstwrappercorrmodel.hpp
> include/ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp
>@@ -108,12 +156,20 @@
> include/ql/legacy/pricers/mcdiscretearithmeticaso.hpp
> include/ql/legacy/pricers/mceverest.hpp
> include/ql/legacy/pricers/mchimalaya.hpp
>-include/ql/legacy/pricers/mcmaxbasket.hpp
> include/ql/legacy/pricers/mcpagoda.hpp
> include/ql/legacy/pricers/mcperformanceoption.hpp
> include/ql/legacy/pricers/mcpricer.hpp
> include/ql/legacy/pricers/singleassetoption.hpp
>-include/ql/legacy/all.hpp
>+include/ql/legacy/termstructures/all.hpp
>+include/ql/legacy/termstructures/compoundforward.hpp
>+include/ql/legacy/termstructures/extendeddiscountcurve.hpp
>+include/ql/math/all.hpp
>+include/ql/math/array.hpp
>+include/ql/math/bernsteinpolynomial.hpp
>+include/ql/math/beta.hpp
>+include/ql/math/bspline.hpp
>+include/ql/math/comparison.hpp
>+include/ql/math/curve.hpp
> include/ql/math/distributions/all.hpp
> include/ql/math/distributions/binomialdistribution.hpp
> include/ql/math/distributions/bivariatenormaldistribution.hpp
>@@ -121,6 +177,11 @@
> include/ql/math/distributions/gammadistribution.hpp
> include/ql/math/distributions/normaldistribution.hpp
> include/ql/math/distributions/poissondistribution.hpp
>+include/ql/math/domain.hpp
>+include/ql/math/errorfunction.hpp
>+include/ql/math/factorial.hpp
>+include/ql/math/functional.hpp
>+include/ql/math/incompletegamma.hpp
> include/ql/math/integrals/all.hpp
> include/ql/math/integrals/gaussianorthogonalpolynomial.hpp
> include/ql/math/integrals/gaussianquadratures.hpp
>@@ -129,6 +190,8 @@
> include/ql/math/integrals/segmentintegral.hpp
> include/ql/math/integrals/simpsonintegral.hpp
> include/ql/math/integrals/trapezoidintegral.hpp
>+include/ql/math/interpolation.hpp
>+include/ql/math/interpolations/abcdinterpolation.hpp
> include/ql/math/interpolations/all.hpp
> include/ql/math/interpolations/backwardflatinterpolation.hpp
> include/ql/math/interpolations/bicubicsplineinterpolation.hpp
>@@ -139,15 +202,20 @@
> include/ql/math/interpolations/forwardflatinterpolation.hpp
> include/ql/math/interpolations/interpolation2d.hpp
> include/ql/math/interpolations/linearinterpolation.hpp
>-include/ql/math/interpolations/loglinearinterpolation.hpp
>+include/ql/math/interpolations/loginterpolation.hpp
> include/ql/math/interpolations/multicubicspline.hpp
> include/ql/math/interpolations/sabrinterpolation.hpp
>+include/ql/math/lexicographicalview.hpp
>+include/ql/math/linearleastsquaresregression.hpp
>+include/ql/math/matrix.hpp
> include/ql/math/matrixutilities/all.hpp
>+include/ql/math/matrixutilities/basisincompleteordered.hpp
> include/ql/math/matrixutilities/choleskydecomposition.hpp
> include/ql/math/matrixutilities/getcovariance.hpp
> include/ql/math/matrixutilities/pseudosqrt.hpp
> include/ql/math/matrixutilities/svd.hpp
> include/ql/math/matrixutilities/symmetricschurdecomposition.hpp
>+include/ql/math/matrixutilities/tapcorrelations.hpp
> include/ql/math/matrixutilities/tqreigendecomposition.hpp
> include/ql/math/optimization/all.hpp
> include/ql/math/optimization/armijo.hpp
>@@ -164,7 +232,10 @@
> include/ql/math/optimization/problem.hpp
> include/ql/math/optimization/projectedcostfunction.hpp
> include/ql/math/optimization/simplex.hpp
>+include/ql/math/optimization/spherecylinder.hpp
> include/ql/math/optimization/steepestdescent.hpp
>+include/ql/math/primenumbers.hpp
>+include/ql/math/quadratic.hpp
> include/ql/math/randomnumbers/all.hpp
> include/ql/math/randomnumbers/boxmullergaussianrng.hpp
> include/ql/math/randomnumbers/centrallimitgaussianrng.hpp
>@@ -173,6 +244,8 @@
> include/ql/math/randomnumbers/inversecumulativerng.hpp
> include/ql/math/randomnumbers/inversecumulativersg.hpp
> include/ql/math/randomnumbers/knuthuniformrng.hpp
>+include/ql/math/randomnumbers/latticersg.hpp
>+include/ql/math/randomnumbers/latticerules.hpp
> include/ql/math/randomnumbers/lecuyeruniformrng.hpp
> include/ql/math/randomnumbers/mt19937uniformrng.hpp
> include/ql/math/randomnumbers/primitivepolynomials.h
>@@ -181,6 +254,9 @@
> include/ql/math/randomnumbers/rngtraits.hpp
> include/ql/math/randomnumbers/seedgenerator.hpp
> include/ql/math/randomnumbers/sobolrsg.hpp
>+include/ql/math/rounding.hpp
>+include/ql/math/sampledcurve.hpp
>+include/ql/math/solver1d.hpp
> include/ql/math/solvers1d/all.hpp
> include/ql/math/solvers1d/bisection.hpp
> include/ql/math/solvers1d/brent.hpp
>@@ -194,30 +270,14 @@
> include/ql/math/statistics/discrepancystatistics.hpp
> include/ql/math/statistics/gaussianstatistics.hpp
> include/ql/math/statistics/generalstatistics.hpp
>+include/ql/math/statistics/histogram.hpp
> include/ql/math/statistics/incrementalstatistics.hpp
> include/ql/math/statistics/riskstatistics.hpp
> include/ql/math/statistics/sequencestatistics.hpp
> include/ql/math/statistics/statistics.hpp
>-include/ql/math/all.hpp
>-include/ql/math/array.hpp
>-include/ql/math/beta.hpp
>-include/ql/math/comparison.hpp
>-include/ql/math/curve.hpp
>-include/ql/math/domain.hpp
>-include/ql/math/errorfunction.hpp
>-include/ql/math/factorial.hpp
>-include/ql/math/functional.hpp
>-include/ql/math/incompletegamma.hpp
>-include/ql/math/interpolation.hpp
>-include/ql/math/lexicographicalview.hpp
>-include/ql/math/matrix.hpp
>-include/ql/math/linearleastsquaresregression.hpp
>-include/ql/math/primenumbers.hpp
>-include/ql/math/rounding.hpp
>-include/ql/math/sampledcurve.hpp
>-include/ql/math/solver1d.hpp
> include/ql/math/surface.hpp
> include/ql/math/transformedgrid.hpp
>+include/ql/methods/all.hpp
> include/ql/methods/finitedifferences/all.hpp
> include/ql/methods/finitedifferences/americancondition.hpp
> include/ql/methods/finitedifferences/boundarycondition.hpp
>@@ -236,8 +296,8 @@
> include/ql/methods/finitedifferences/onefactoroperator.hpp
> include/ql/methods/finitedifferences/operatorfactory.hpp
> include/ql/methods/finitedifferences/operatortraits.hpp
>-include/ql/methods/finitedifferences/pde.hpp
> include/ql/methods/finitedifferences/parallelevolver.hpp
>+include/ql/methods/finitedifferences/pde.hpp
> include/ql/methods/finitedifferences/pdebsm.hpp
> include/ql/methods/finitedifferences/pdeshortrate.hpp
> include/ql/methods/finitedifferences/shoutcondition.hpp
>@@ -250,8 +310,8 @@
> include/ql/methods/lattices/lattice.hpp
> include/ql/methods/lattices/lattice1d.hpp
> include/ql/methods/lattices/lattice2d.hpp
>-include/ql/methods/lattices/tree.hpp
> include/ql/methods/lattices/tflattice.hpp
>+include/ql/methods/lattices/tree.hpp
> include/ql/methods/lattices/trinomialtree.hpp
> include/ql/methods/montecarlo/all.hpp
> include/ql/methods/montecarlo/brownianbridge.hpp
>@@ -270,11 +330,15 @@
> include/ql/methods/montecarlo/pathgenerator.hpp
> include/ql/methods/montecarlo/pathpricer.hpp
> include/ql/methods/montecarlo/sample.hpp
>-include/ql/methods/all.hpp
>+include/ql/models/all.hpp
>+include/ql/models/calibrationhelper.hpp
> include/ql/models/equity/all.hpp
> include/ql/models/equity/batesmodel.hpp
> include/ql/models/equity/hestonmodel.hpp
> include/ql/models/equity/hestonmodelhelper.hpp
>+include/ql/models/marketmodels/accountingengine.hpp
>+include/ql/models/marketmodels/all.hpp
>+include/ql/models/marketmodels/browniangenerator.hpp
> include/ql/models/marketmodels/browniangenerators/all.hpp
> include/ql/models/marketmodels/browniangenerators/mtbrowniangenerator.hpp
> include/ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp
>@@ -292,19 +356,25 @@
> include/ql/models/marketmodels/callability/swapratetrigger.hpp
> include/ql/models/marketmodels/callability/triggeredswapexercise.hpp
> include/ql/models/marketmodels/callability/upperboundengine.hpp
>+include/ql/models/marketmodels/constrainedevolver.hpp
> include/ql/models/marketmodels/correlations/all.hpp
>-include/ql/models/marketmodels/correlations/correlations.hpp
> include/ql/models/marketmodels/correlations/cotswapfromfwdcorrelation.hpp
>+include/ql/models/marketmodels/correlations/expcorrelations.hpp
> include/ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.hpp
>+include/ql/models/marketmodels/curvestate.hpp
> include/ql/models/marketmodels/curvestates/all.hpp
> include/ql/models/marketmodels/curvestates/cmswapcurvestate.hpp
> include/ql/models/marketmodels/curvestates/coterminalswapcurvestate.hpp
> include/ql/models/marketmodels/curvestates/lmmcurvestate.hpp
>+include/ql/models/marketmodels/discounter.hpp
> include/ql/models/marketmodels/driftcomputation/all.hpp
> include/ql/models/marketmodels/driftcomputation/cmsmmdriftcalculator.hpp
> include/ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp
> include/ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp
> include/ql/models/marketmodels/driftcomputation/smmdriftcalculator.hpp
>+include/ql/models/marketmodels/duffsdeviceinnerproduct.hpp
>+include/ql/models/marketmodels/evolutiondescription.hpp
>+include/ql/models/marketmodels/evolver.hpp
> include/ql/models/marketmodels/evolvers/all.hpp
> include/ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp
> include/ql/models/marketmodels/evolvers/lognormalcotswapratepc.hpp
>@@ -313,20 +383,37 @@
> include/ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp
> include/ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp
> include/ql/models/marketmodels/evolvers/normalfwdratepc.hpp
>-include/ql/models/marketmodels/models/all.hpp
>+include/ql/models/marketmodels/forwardforwardmappings.hpp
>+include/ql/models/marketmodels/historicalforwardratesanalysis.hpp
>+include/ql/models/marketmodels/historicalratesanalysis.hpp
>+include/ql/models/marketmodels/marketmodel.hpp
>+include/ql/models/marketmodels/marketmodeldifferences.hpp
> include/ql/models/marketmodels/models/abcdvol.hpp
>+include/ql/models/marketmodels/models/all.hpp
>+include/ql/models/marketmodels/models/alphafinder.hpp
>+include/ql/models/marketmodels/models/alphaform.hpp
>+include/ql/models/marketmodels/models/alphaformconcrete.hpp
>+include/ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp
>+include/ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp
>+include/ql/models/marketmodels/models/capletcoterminalperiodic.hpp
> include/ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp
> include/ql/models/marketmodels/models/cotswaptofwdadapter.hpp
>+include/ql/models/marketmodels/models/ctsmmcapletcalibration.hpp
> include/ql/models/marketmodels/models/flatvol.hpp
>+include/ql/models/marketmodels/models/fwdperiodadapter.hpp
> include/ql/models/marketmodels/models/fwdtocotswapadapter.hpp
> include/ql/models/marketmodels/models/piecewiseconstantabcdvariance.hpp
> include/ql/models/marketmodels/models/piecewiseconstantvariance.hpp
> include/ql/models/marketmodels/models/pseudorootfacade.hpp
>-include/ql/models/marketmodels/products/onestep/all.hpp
>-include/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp
>-include/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp
>-include/ql/models/marketmodels/products/onestep/onestepforwards.hpp
>-include/ql/models/marketmodels/products/onestep/onestepoptionlets.hpp
>+include/ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp
>+include/ql/models/marketmodels/models/volatilityinterpolationspecifierabcd.hpp
>+include/ql/models/marketmodels/multiproduct.hpp
>+include/ql/models/marketmodels/piecewiseconstantcorrelation.hpp
>+include/ql/models/marketmodels/products/all.hpp
>+include/ql/models/marketmodels/products/compositeproduct.hpp
>+include/ql/models/marketmodels/products/multiproductcomposite.hpp
>+include/ql/models/marketmodels/products/multiproductmultistep.hpp
>+include/ql/models/marketmodels/products/multiproductonestep.hpp
> include/ql/models/marketmodels/products/multistep/all.hpp
> include/ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp
> include/ql/models/marketmodels/products/multistep/cashrebate.hpp
>@@ -337,52 +424,42 @@
> include/ql/models/marketmodels/products/multistep/multistepforwards.hpp
> include/ql/models/marketmodels/products/multistep/multistepnothing.hpp
> include/ql/models/marketmodels/products/multistep/multistepoptionlets.hpp
>+include/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp
> include/ql/models/marketmodels/products/multistep/multistepratchet.hpp
> include/ql/models/marketmodels/products/multistep/multistepswap.hpp
>-include/ql/models/marketmodels/products/all.hpp
>-include/ql/models/marketmodels/products/compositeproduct.hpp
>-include/ql/models/marketmodels/products/multiproductcomposite.hpp
>-include/ql/models/marketmodels/products/multiproductmultistep.hpp
>-include/ql/models/marketmodels/products/multiproductonestep.hpp
>+include/ql/models/marketmodels/products/onestep/all.hpp
>+include/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp
>+include/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp
>+include/ql/models/marketmodels/products/onestep/onestepforwards.hpp
>+include/ql/models/marketmodels/products/onestep/onestepoptionlets.hpp
> include/ql/models/marketmodels/products/singleproductcomposite.hpp
>-include/ql/models/marketmodels/all.hpp
>-include/ql/models/marketmodels/accountingengine.hpp
>-include/ql/models/marketmodels/browniangenerator.hpp
>-include/ql/models/marketmodels/constrainedevolver.hpp
>-include/ql/models/marketmodels/curvestate.hpp
>-include/ql/models/marketmodels/discounter.hpp
>-include/ql/models/marketmodels/duffsdeviceinnerproduct.hpp
>-include/ql/models/marketmodels/evolutiondescription.hpp
>-include/ql/models/marketmodels/evolver.hpp
>-include/ql/models/marketmodels/marketmodel.hpp
>-include/ql/models/marketmodels/multiproduct.hpp
>-include/ql/models/marketmodels/piecewiseconstantcorrelation.hpp
> include/ql/models/marketmodels/proxygreekengine.hpp
> include/ql/models/marketmodels/swapforwardmappings.hpp
> include/ql/models/marketmodels/utilities.hpp
>+include/ql/models/model.hpp
>+include/ql/models/parameter.hpp
>+include/ql/models/shortrate/all.hpp
> include/ql/models/shortrate/calibrationhelpers/all.hpp
> include/ql/models/shortrate/calibrationhelpers/caphelper.hpp
> include/ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp
>+include/ql/models/shortrate/onefactormodel.hpp
> include/ql/models/shortrate/onefactormodels/all.hpp
> include/ql/models/shortrate/onefactormodels/blackkarasinski.hpp
> include/ql/models/shortrate/onefactormodels/coxingersollross.hpp
> include/ql/models/shortrate/onefactormodels/extendedcoxingersollross.hpp
> include/ql/models/shortrate/onefactormodels/hullwhite.hpp
> include/ql/models/shortrate/onefactormodels/vasicek.hpp
>+include/ql/models/shortrate/twofactormodel.hpp
> include/ql/models/shortrate/twofactormodels/all.hpp
> include/ql/models/shortrate/twofactormodels/g2.hpp
>-include/ql/models/shortrate/all.hpp
>-include/ql/models/shortrate/onefactormodel.hpp
>-include/ql/models/shortrate/twofactormodel.hpp
> include/ql/models/volatility/all.hpp
> include/ql/models/volatility/constantestimator.hpp
>-include/ql/models/volatility/simplelocalestimator.hpp
>-include/ql/models/volatility/garmanklass.hpp
> include/ql/models/volatility/garch.hpp
>-include/ql/models/all.hpp
>-include/ql/models/calibrationhelper.hpp
>-include/ql/models/model.hpp
>-include/ql/models/parameter.hpp
>+include/ql/models/volatility/garmanklass.hpp
>+include/ql/models/volatility/simplelocalestimator.hpp
>+include/ql/money.hpp
>+include/ql/numericalmethod.hpp
>+include/ql/option.hpp
> include/ql/patterns/all.hpp
> include/ql/patterns/composite.hpp
> include/ql/patterns/curiouslyrecurring.hpp
>@@ -390,6 +467,13 @@
> include/ql/patterns/observable.hpp
> include/ql/patterns/singleton.hpp
> include/ql/patterns/visitor.hpp
>+include/ql/payoff.hpp
>+include/ql/position.hpp
>+include/ql/prices.hpp
>+include/ql/pricingengine.hpp
>+include/ql/pricingengines/all.hpp
>+include/ql/pricingengines/americanpayoffatexpiry.hpp
>+include/ql/pricingengines/americanpayoffathit.hpp
> include/ql/pricingengines/asian/all.hpp
> include/ql/pricingengines/asian/analytic_cont_geom_av_price.hpp
> include/ql/pricingengines/asian/analytic_discr_geom_av_price.hpp
>@@ -403,11 +487,15 @@
> include/ql/pricingengines/basket/mcamericanbasketengine.hpp
> include/ql/pricingengines/basket/mcbasketengine.hpp
> include/ql/pricingengines/basket/stulzengine.hpp
>+include/ql/pricingengines/blackcalculator.hpp
>+include/ql/pricingengines/blackformula.hpp
>+include/ql/pricingengines/blackscholescalculator.hpp
>+include/ql/pricingengines/bond/all.hpp
>+include/ql/pricingengines/bond/discountingbondengine.hpp
> include/ql/pricingengines/capfloor/all.hpp
> include/ql/pricingengines/capfloor/analyticcapfloorengine.hpp
> include/ql/pricingengines/capfloor/blackcapfloorengine.hpp
> include/ql/pricingengines/capfloor/discretizedcapfloor.hpp
>-include/ql/pricingengines/capfloor/marketmodelcapfloorengine.hpp
> include/ql/pricingengines/capfloor/mchullwhiteengine.hpp
> include/ql/pricingengines/capfloor/treecapfloorengine.hpp
> include/ql/pricingengines/cliquet/all.hpp
>@@ -418,36 +506,44 @@
> include/ql/pricingengines/forward/forwardperformanceengine.hpp
> include/ql/pricingengines/forward/mcvarianceswapengine.hpp
> include/ql/pricingengines/forward/replicatingvarianceswapengine.hpp
>+include/ql/pricingengines/genericmodelengine.hpp
>+include/ql/pricingengines/greeks.hpp
> include/ql/pricingengines/hybrid/all.hpp
> include/ql/pricingengines/hybrid/binomialconvertibleengine.hpp
> include/ql/pricingengines/hybrid/discretizedconvertible.hpp
>+include/ql/pricingengines/latticeshortratemodelengine.hpp
> include/ql/pricingengines/lookback/all.hpp
> include/ql/pricingengines/lookback/analyticcontinuousfixedlookback.hpp
> include/ql/pricingengines/lookback/analyticcontinuousfloatinglookback.hpp
>+include/ql/pricingengines/mclongstaffschwartzengine.hpp
>+include/ql/pricingengines/mcsimulation.hpp
> include/ql/pricingengines/quanto/all.hpp
> include/ql/pricingengines/quanto/quantoengine.hpp
>+include/ql/pricingengines/swap/all.hpp
>+include/ql/pricingengines/swap/discountingswapengine.hpp
>+include/ql/pricingengines/swap/discretizedswap.hpp
>+include/ql/pricingengines/swap/treeswapengine.hpp
> include/ql/pricingengines/swaption/all.hpp
> include/ql/pricingengines/swaption/blackswaptionengine.hpp
>+include/ql/pricingengines/swaption/discretizedswaption.hpp
> include/ql/pricingengines/swaption/g2swaptionengine.hpp
> include/ql/pricingengines/swaption/jamshidianswaptionengine.hpp
>-include/ql/pricingengines/swaption/discretizedswaption.hpp
>-include/ql/pricingengines/swaption/lfmswaptionengine.hpp
> include/ql/pricingengines/swaption/treeswaptionengine.hpp
> include/ql/pricingengines/vanilla/all.hpp
>+include/ql/pricingengines/vanilla/analyticbsmhullwhiteengine.hpp
> include/ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp
> include/ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp
> include/ql/pricingengines/vanilla/analyticeuropeanengine.hpp
> include/ql/pricingengines/vanilla/analytichestonengine.hpp
>+include/ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp
> include/ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp
> include/ql/pricingengines/vanilla/batesengine.hpp
> include/ql/pricingengines/vanilla/binomialengine.hpp
> include/ql/pricingengines/vanilla/bjerksundstenslandengine.hpp
> include/ql/pricingengines/vanilla/discretizedvanillaoption.hpp
>-include/ql/pricingengines/vanilla/integralengine.hpp
>-include/ql/pricingengines/vanilla/jumpdiffusionengine.hpp
>-include/ql/pricingengines/vanilla/juquadraticengine.hpp
> include/ql/pricingengines/vanilla/fdamericanengine.hpp
> include/ql/pricingengines/vanilla/fdbermudanengine.hpp
>+include/ql/pricingengines/vanilla/fdconditions.hpp
> include/ql/pricingengines/vanilla/fddividendamericanengine.hpp
> include/ql/pricingengines/vanilla/fddividendengine.hpp
> include/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp
>@@ -457,23 +553,15 @@
> include/ql/pricingengines/vanilla/fdshoutengine.hpp
> include/ql/pricingengines/vanilla/fdstepconditionengine.hpp
> include/ql/pricingengines/vanilla/fdvanillaengine.hpp
>-include/ql/pricingengines/vanilla/fdconditions.hpp
>+include/ql/pricingengines/vanilla/integralengine.hpp
>+include/ql/pricingengines/vanilla/jumpdiffusionengine.hpp
>+include/ql/pricingengines/vanilla/juquadraticengine.hpp
> include/ql/pricingengines/vanilla/mcamericanengine.hpp
> include/ql/pricingengines/vanilla/mcdigitalengine.hpp
> include/ql/pricingengines/vanilla/mceuropeanengine.hpp
> include/ql/pricingengines/vanilla/mceuropeanhestonengine.hpp
>+include/ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp
> include/ql/pricingengines/vanilla/mcvanillaengine.hpp
>-include/ql/pricingengines/all.hpp
>-include/ql/pricingengines/americanpayoffatexpiry.hpp
>-include/ql/pricingengines/americanpayoffathit.hpp
>-include/ql/pricingengines/blackcalculator.hpp
>-include/ql/pricingengines/blackformula.hpp
>-include/ql/pricingengines/blackscholescalculator.hpp
>-include/ql/pricingengines/genericmodelengine.hpp
>-include/ql/pricingengines/greeks.hpp
>-include/ql/pricingengines/latticeshortratemodelengine.hpp
>-include/ql/pricingengines/mcsimulation.hpp
>-include/ql/pricingengines/mclongstaffschwartzengine.hpp
> include/ql/processes/all.hpp
> include/ql/processes/blackscholesprocess.hpp
> include/ql/processes/eulerdiscretization.hpp
>@@ -482,66 +570,103 @@
> include/ql/processes/geometricbrownianprocess.hpp
> include/ql/processes/hestonprocess.hpp
> include/ql/processes/hullwhiteprocess.hpp
>-include/ql/processes/lfmcovarparam.hpp
>-include/ql/processes/lfmhullwhiteparam.hpp
>-include/ql/processes/lfmprocess.hpp
>+include/ql/processes/hybridhestonhullwhiteprocess.hpp
>+include/ql/processes/jointstochasticprocess.hpp
> include/ql/processes/merton76process.hpp
> include/ql/processes/ornsteinuhlenbeckprocess.hpp
> include/ql/processes/squarerootprocess.hpp
> include/ql/processes/stochasticprocessarray.hpp
>+include/ql/qldefines.hpp
>+include/ql/quantlib.hpp
>+include/ql/quote.hpp
> include/ql/quotes/all.hpp
> include/ql/quotes/compositequote.hpp
> include/ql/quotes/derivedquote.hpp
> include/ql/quotes/eurodollarfuturesquote.hpp
>+include/ql/quotes/forwardswapquote.hpp
> include/ql/quotes/forwardvaluequote.hpp
> include/ql/quotes/futuresconvadjustmentquote.hpp
> include/ql/quotes/impliedstddevquote.hpp
> include/ql/quotes/simplequote.hpp
>-include/ql/termstructures/volatilities/all.hpp
>-include/ql/termstructures/volatilities/abcd.hpp
>-include/ql/termstructures/volatilities/blackconstantvol.hpp
>-include/ql/termstructures/volatilities/blackvariancecurve.hpp
>-include/ql/termstructures/volatilities/blackvariancesurface.hpp
>-include/ql/termstructures/volatilities/capflatvolvector.hpp
>-include/ql/termstructures/volatilities/capletconstantvol.hpp
>-include/ql/termstructures/volatilities/capletvariancecurve.hpp
>-include/ql/termstructures/volatilities/capletvolatilitiesstructures.hpp
>-include/ql/termstructures/volatilities/capstripper.hpp
>-include/ql/termstructures/volatilities/cmsmarket.hpp
>-include/ql/termstructures/volatilities/impliedvoltermstructure.hpp
>-include/ql/termstructures/volatilities/interpolatedsmilesection.hpp
>-include/ql/termstructures/volatilities/localconstantvol.hpp
>-include/ql/termstructures/volatilities/localvolcurve.hpp
>-include/ql/termstructures/volatilities/localvolsurface.hpp
>-include/ql/termstructures/volatilities/sabr.hpp
>-include/ql/termstructures/volatilities/sabrinterpolatedsmilesection.hpp
>-include/ql/termstructures/volatilities/smilesection.hpp
>-include/ql/termstructures/volatilities/swaptionconstantvol.hpp
>-include/ql/termstructures/volatilities/swaptionvolcube.hpp
>-include/ql/termstructures/volatilities/swaptionvolcube1.hpp
>-include/ql/termstructures/volatilities/swaptionvolcube2.hpp
>-include/ql/termstructures/volatilities/swaptionvoldiscrete.hpp
>-include/ql/termstructures/volatilities/swaptionvolmatrix.hpp
>-include/ql/termstructures/yieldcurves/all.hpp
>-include/ql/termstructures/yieldcurves/bondhelpers.hpp
>-include/ql/termstructures/yieldcurves/bootstraptraits.hpp
>-include/ql/termstructures/yieldcurves/compoundforward.hpp
>-include/ql/termstructures/yieldcurves/discountcurve.hpp
>-include/ql/termstructures/yieldcurves/drifttermstructure.hpp
>-include/ql/termstructures/yieldcurves/extendeddiscountcurve.hpp
>-include/ql/termstructures/yieldcurves/flatforward.hpp
>-include/ql/termstructures/yieldcurves/forwardcurve.hpp
>-include/ql/termstructures/yieldcurves/forwardspreadedtermstructure.hpp
>-include/ql/termstructures/yieldcurves/forwardstructure.hpp
>-include/ql/termstructures/yieldcurves/impliedtermstructure.hpp
>-include/ql/termstructures/yieldcurves/piecewiseyieldcurve.hpp
>-include/ql/termstructures/yieldcurves/piecewisezerospreadedtermstructure.hpp
>-include/ql/termstructures/yieldcurves/quantotermstructure.hpp
>-include/ql/termstructures/yieldcurves/ratehelpers.hpp
>-include/ql/termstructures/yieldcurves/zerocurve.hpp
>-include/ql/termstructures/yieldcurves/zerospreadedtermstructure.hpp
>-include/ql/termstructures/yieldcurves/zeroyieldstructure.hpp
>+include/ql/settings.hpp
>+include/ql/stochasticprocess.hpp
>+include/ql/termstructure.hpp
> include/ql/termstructures/all.hpp
>+include/ql/termstructures/bootstraphelper.hpp
>+include/ql/termstructures/bootstrapper.hpp
>+include/ql/termstructures/inflation/all.hpp
>+include/ql/termstructures/inflation/inflationhelpers.hpp
>+include/ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp
>+include/ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp
>+include/ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp
>+include/ql/termstructures/inflation/piecewisezeroinflationcurve.hpp
>+include/ql/termstructures/inflationtermstructure.hpp
>+include/ql/termstructures/volatility/abcd.hpp
>+include/ql/termstructures/volatility/abcdcalibration.hpp
>+include/ql/termstructures/volatility/all.hpp
>+include/ql/termstructures/volatility/capfloor/all.hpp
>+include/ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp
>+include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp
>+include/ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp
>+include/ql/termstructures/volatility/equityfx/all.hpp
>+include/ql/termstructures/volatility/equityfx/blackconstantvol.hpp
>+include/ql/termstructures/volatility/equityfx/blackvariancecurve.hpp
>+include/ql/termstructures/volatility/equityfx/blackvariancesurface.hpp
>+include/ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp
>+include/ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp
>+include/ql/termstructures/volatility/equityfx/localconstantvol.hpp
>+include/ql/termstructures/volatility/equityfx/localvolcurve.hpp
>+include/ql/termstructures/volatility/equityfx/localvolsurface.hpp
>+include/ql/termstructures/volatility/equityfx/localvoltermstructure.hpp
>+include/ql/termstructures/volatility/interpolatedsmilesection.hpp
>+include/ql/termstructures/volatility/optionlet/all.hpp
>+include/ql/termstructures/volatility/optionlet/capletvariancecurve.hpp
>+include/ql/termstructures/volatility/optionlet/constantoptionletvol.hpp
>+include/ql/termstructures/volatility/optionlet/optionletstripper.hpp
>+include/ql/termstructures/volatility/optionlet/optionletstripper1.hpp
>+include/ql/termstructures/volatility/optionlet/optionletstripper2.hpp
>+include/ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp
>+include/ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp
>+include/ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp
>+include/ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp
>+include/ql/termstructures/volatility/sabr.hpp
>+include/ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp
>+include/ql/termstructures/volatility/smilesection.hpp
>+include/ql/termstructures/volatility/swaption/all.hpp
>+include/ql/termstructures/volatility/swaption/cmsmarket.hpp
>+include/ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp
>+include/ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp
>+include/ql/termstructures/volatility/swaption/swaptionconstantvol.hpp
>+include/ql/termstructures/volatility/swaption/swaptionvolcube.hpp
>+include/ql/termstructures/volatility/swaption/swaptionvolcube1.hpp
>+include/ql/termstructures/volatility/swaption/swaptionvolcube2.hpp
>+include/ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp
>+include/ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp
>+include/ql/termstructures/volatility/swaption/swaptionvolstructure.hpp
>+include/ql/termstructures/voltermstructure.hpp
>+include/ql/termstructures/yield/all.hpp
>+include/ql/termstructures/yield/bondhelpers.hpp
>+include/ql/termstructures/yield/bootstraptraits.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/piecewiseyieldcurve.hpp
>+include/ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp
>+include/ql/termstructures/yield/quantotermstructure.hpp
>+include/ql/termstructures/yield/ratehelpers.hpp
>+include/ql/termstructures/yield/zerocurve.hpp
>+include/ql/termstructures/yield/zerospreadedtermstructure.hpp
>+include/ql/termstructures/yield/zeroyieldstructure.hpp
>+include/ql/termstructures/yieldtermstructure.hpp
>+include/ql/time/all.hpp
>+include/ql/time/businessdayconvention.hpp
>+include/ql/time/calendar.hpp
> include/ql/time/calendars/all.hpp
> include/ql/time/calendars/argentina.hpp
> include/ql/time/calendars/australia.hpp
>@@ -578,24 +703,26 @@
> include/ql/time/calendars/ukraine.hpp
> include/ql/time/calendars/unitedkingdom.hpp
> include/ql/time/calendars/unitedstates.hpp
>-include/ql/time/daycounters/all.hpp
>+include/ql/time/date.hpp
>+include/ql/time/dategenerationrule.hpp
>+include/ql/time/daycounter.hpp
> include/ql/time/daycounters/actual360.hpp
> include/ql/time/daycounters/actual365fixed.hpp
> include/ql/time/daycounters/actualactual.hpp
>+include/ql/time/daycounters/all.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/businessdayconvention.hpp
>-include/ql/time/calendar.hpp
>-include/ql/time/date.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/timegrid.hpp
>+include/ql/timeseries.hpp
>+include/ql/types.hpp
> include/ql/utilities/all.hpp
> include/ql/utilities/clone.hpp
> include/ql/utilities/dataformatters.hpp
>@@ -605,42 +732,8 @@
> include/ql/utilities/observablevalue.hpp
> include/ql/utilities/steppingiterator.hpp
> include/ql/utilities/tracing.hpp
>-include/ql/auto_link.hpp
>-include/ql/capvolstructures.hpp
>-include/ql/cashflow.hpp
>-include/ql/config.hpp
>-include/ql/currency.hpp
>-include/ql/daycounter.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/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/settings.hpp
>-include/ql/stochasticprocess.hpp
>-include/ql/swaptionvolstructure.hpp
>-include/ql/termstructure.hpp
>-include/ql/timegrid.hpp
>-include/ql/timeseries.hpp
>-include/ql/types.hpp
>+include/ql/utilities/vectors.hpp
> include/ql/volatilitymodel.hpp
>-include/ql/voltermstructure.hpp
>-include/ql/yieldtermstructure.hpp
> lib/libQuantLib.a
> lib/libQuantLib.la
> lib/libQuantLib.so
>@@ -651,19 +744,26 @@
> @dirrm include/ql/time/daycounters
> @dirrm include/ql/time/calendars
> @dirrm include/ql/time
>-@dirrm include/ql/termstructures/yieldcurves
>-@dirrm include/ql/termstructures/volatilities
>+@dirrm include/ql/termstructures/yield
>+@dirrm include/ql/termstructures/volatility/swaption
>+@dirrm include/ql/termstructures/volatility/optionlet
>+@dirrm include/ql/termstructures/volatility/equityfx
>+@dirrm include/ql/termstructures/volatility/capfloor
>+@dirrm include/ql/termstructures/volatility
>+@dirrm include/ql/termstructures/inflation
> @dirrm include/ql/termstructures
> @dirrm include/ql/quotes
> @dirrm include/ql/processes
> @dirrm include/ql/pricingengines/vanilla
> @dirrm include/ql/pricingengines/swaption
>+@dirrm include/ql/pricingengines/swap
> @dirrm include/ql/pricingengines/quanto
> @dirrm include/ql/pricingengines/lookback
> @dirrm include/ql/pricingengines/hybrid
> @dirrm include/ql/pricingengines/forward
> @dirrm include/ql/pricingengines/cliquet
> @dirrm include/ql/pricingengines/capfloor
>+@dirrm include/ql/pricingengines/bond
> @dirrm include/ql/pricingengines/basket
> @dirrm include/ql/pricingengines/barrier
> @dirrm include/ql/pricingengines/asian
>@@ -700,13 +800,17 @@
> @dirrm include/ql/math/integrals
> @dirrm include/ql/math/distributions
> @dirrm include/ql/math
>+@dirrm include/ql/legacy/termstructures
> @dirrm include/ql/legacy/pricers
> @dirrm include/ql/legacy/libormarketmodels
> @dirrm include/ql/legacy
>+@dirrm include/ql/instruments/bonds
> @dirrm include/ql/instruments
> @dirrm include/ql/indexes/swap
>+@dirrm include/ql/indexes/inflation
> @dirrm include/ql/indexes/ibor
> @dirrm include/ql/indexes
>+@dirrm include/ql/experimental
> @dirrm include/ql/currencies
> @dirrm include/ql/cashflows
> @dirrm include/ql

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Attachments on bug 139805: 100517