Attachment #103947 for bug #144040

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#

PORTNAME=	quantlib
PORTVERSION=	0.9.9
CATEGORIES=	finance
MASTER_SITES=	SF/${PORTNAME}/QuantLib/${PORTVERSION}
DISTNAME=	QuantLib-${PORTVERSION}

MAINTAINER=	dikshie@sfc.wide.ad.jp
COMMENT=	A comprehensive software framework for quantitative finance

LIB_DEPENDS=	boost_thread.4:${PORTSDIR}/devel/boost-libs

Lines 1-3 Link Here

(-)distinfo (-3 / +3 lines)
1	MD5 (QuantLib-0.9.0.tar.gz) = d59b7e4f9580256fe295a3a32c3eed8e	1	MD5 (QuantLib-0.9.9.tar.gz) = eb3d65b37d593560364c5805a5aee2e9
2	SHA256 (QuantLib-0.9.0.tar.gz) = 809cc1ea215df8fa18bb591feec4631c90a8d2d2712942aea46da9809a70f022	2	SHA256 (QuantLib-0.9.9.tar.gz) = c2d2e0e9e8670b4ff8500bc2b7dc32f8609ea326bbe354572c3976e7752e807d
3	SIZE (QuantLib-0.9.0.tar.gz) = 3040335	3	SIZE (QuantLib-0.9.9.tar.gz) = 3628216

Lines 1-9 Link Here

(-)files/patch-configure (-5 / +5 lines)
1	--- configure.orig Mon Jul 9 08:30:38 2007	1	--- configure.orig 2010-02-17 19:21:37.000000000 +0900
2	+++ configure Mon Jul 9 08:29:58 2007	2	+++ configure 2010-02-17 19:22:34.000000000 +0900
3	@@ -20357,6 +20357,8 @@	3	@@ -14620,6 +14620,8 @@
4	LIBS="$ql_original_LIBS -l$boost_lib"
5	boost_unit_found=no	4	boost_unit_found=no
6	cat >conftest.$ac_ext <<_ACEOF	5	cat confdefs.h - <<_ACEOF >conftest.$ac_ext
		6	/* end confdefs.h. */
7	+#define BOOST_TEST_DYN_LINK	7	+#define BOOST_TEST_DYN_LINK
8	+#define BOOST_TEST_MAIN	8	+#define BOOST_TEST_MAIN
9	#include <boost/test/unit_test.hpp>	9	#include <boost/test/unit_test.hpp>




--- test-suite/quantlibbenchmark.cpp.orig	2010-02-17 20:58:39.000000000 +0900
+++ test-suite/quantlibbenchmark.cpp	2010-02-17 20:59:32.000000000 +0900
@@ -64,6 +64,9 @@
   copyrights therein.
 */
 
+#define BOOST_TEST_DYN_LINK
+#define BOOST_TEST_MAIN
+
 #include <ql/types.hpp>
 #include <ql/version.hpp>
 #include <boost/test/unit_test.hpp>

Lines 1-5 Link Here

(-)files/patch-test-suite_quantlibtestsuite.cpp (-4 / +4 lines)
1	--- test-suite/quantlibtestsuite.cpp.orig Mon Jul 9 08:35:31 2007	1	--- test-suite/quantlibtestsuite.cpp.orig 2010-02-17 19:23:25.000000000 +0900
2	+++ test-suite/quantlibtestsuite.cpp Mon Jul 9 08:36:10 2007	2	+++ test-suite/quantlibtestsuite.cpp 2010-02-17 19:24:06.000000000 +0900
3	@@ -18,6 +18,9 @@	3	@@ -18,6 +18,9 @@
4	FOR A PARTICULAR PURPOSE. See the license for more details.	4	FOR A PARTICULAR PURPOSE. See the license for more details.
5	*/	5	*/
Lines 8-12 Link Here
8	+#define BOOST_TEST_MAIN	8	+#define BOOST_TEST_MAIN
9	+	9	+
10	#include <ql/types.hpp>	10	#include <ql/types.hpp>
11	#include <boost/test/unit_test.hpp>	11	#include <ql/settings.hpp>
12	#include <boost/timer.hpp>	12	#include <ql/version.hpp>

Lines 5-10 Link Here

(-)pkg-plist.new (-33 / +297 lines)
5	include/ql/cashflows/all.hpp	5	include/ql/cashflows/all.hpp
6	include/ql/cashflows/averagebmacoupon.hpp	6	include/ql/cashflows/averagebmacoupon.hpp
7	include/ql/cashflows/capflooredcoupon.hpp	7	include/ql/cashflows/capflooredcoupon.hpp
		8	include/ql/cashflows/capflooredinflationcoupon.hpp
8	include/ql/cashflows/cashflows.hpp	9	include/ql/cashflows/cashflows.hpp
9	include/ql/cashflows/cashflowvectors.hpp	10	include/ql/cashflows/cashflowvectors.hpp
10	include/ql/cashflows/cmscoupon.hpp	11	include/ql/cashflows/cmscoupon.hpp
Lines 19-28 Link Here
19	include/ql/cashflows/fixedratecoupon.hpp	20	include/ql/cashflows/fixedratecoupon.hpp
20	include/ql/cashflows/floatingratecoupon.hpp	21	include/ql/cashflows/floatingratecoupon.hpp
21	include/ql/cashflows/iborcoupon.hpp	22	include/ql/cashflows/iborcoupon.hpp
		23	include/ql/cashflows/indexedcashflow.hpp
		24	include/ql/cashflows/inflationcoupon.hpp
		25	include/ql/cashflows/inflationcouponpricer.hpp
		26	include/ql/cashflows/overnightindexedcoupon.hpp
22	include/ql/cashflows/rangeaccrual.hpp	27	include/ql/cashflows/rangeaccrual.hpp
23	include/ql/cashflows/replication.hpp	28	include/ql/cashflows/replication.hpp
24	include/ql/cashflows/simplecashflow.hpp	29	include/ql/cashflows/simplecashflow.hpp
25	include/ql/cashflows/timebasket.hpp	30	include/ql/cashflows/timebasket.hpp
		31	include/ql/cashflows/yoyinflationcoupon.hpp
26	include/ql/compounding.hpp	32	include/ql/compounding.hpp
27	include/ql/config.hpp	33	include/ql/config.hpp
28	include/ql/currencies/africa.hpp	34	include/ql/currencies/africa.hpp
Lines 33-51 Link Here
33	include/ql/currencies/exchangeratemanager.hpp	39	include/ql/currencies/exchangeratemanager.hpp
34	include/ql/currencies/oceania.hpp	40	include/ql/currencies/oceania.hpp
35	include/ql/currency.hpp	41	include/ql/currency.hpp
		42	include/ql/default.hpp
36	include/ql/discretizedasset.hpp	43	include/ql/discretizedasset.hpp
37	include/ql/errors.hpp	44	include/ql/errors.hpp
38	include/ql/event.hpp	45	include/ql/event.hpp
39	include/ql/exchangerate.hpp	46	include/ql/exchangerate.hpp
40	include/ql/exercise.hpp	47	include/ql/exercise.hpp
41	include/ql/experimental/abcdatmvolcurve.hpp
42	include/ql/experimental/all.hpp	48	include/ql/experimental/all.hpp
43	include/ql/experimental/blackatmvolcurve.hpp	49	include/ql/experimental/amortizingbonds/all.hpp
44	include/ql/experimental/blackvolsurface.hpp	50	include/ql/experimental/amortizingbonds/amortizingcmsratebond.hpp
45	include/ql/experimental/equityfxvolsurface.hpp	51	include/ql/experimental/amortizingbonds/amortizingfixedratebond.hpp
46	include/ql/experimental/interestratevolsurface.hpp	52	include/ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp
47	include/ql/experimental/sabrvolsurface.hpp	53	include/ql/experimental/barrieroption/all.hpp
48	include/ql/experimental/volcube.hpp	54	include/ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp
		55	include/ql/experimental/callablebonds/all.hpp
		56	include/ql/experimental/callablebonds/blackcallablebondengine.hpp
		57	include/ql/experimental/callablebonds/callablebond.hpp
		58	include/ql/experimental/callablebonds/callablebondconstantvol.hpp
		59	include/ql/experimental/callablebonds/callablebondvolstructure.hpp
		60	include/ql/experimental/callablebonds/discretizedcallablefixedratebond.hpp
		61	include/ql/experimental/callablebonds/treecallablebondengine.hpp
		62	include/ql/experimental/commodities/all.hpp
		63	include/ql/experimental/commodities/commodity.hpp
		64	include/ql/experimental/commodities/commoditycashflow.hpp
		65	include/ql/experimental/commodities/commoditycurve.hpp
		66	include/ql/experimental/commodities/commodityindex.hpp
		67	include/ql/experimental/commodities/commoditypricinghelpers.hpp
		68	include/ql/experimental/commodities/commoditysettings.hpp
		69	include/ql/experimental/commodities/commoditytype.hpp
		70	include/ql/experimental/commodities/commodityunitcost.hpp
		71	include/ql/experimental/commodities/dateinterval.hpp
		72	include/ql/experimental/commodities/energybasisswap.hpp
		73	include/ql/experimental/commodities/energycommodity.hpp
		74	include/ql/experimental/commodities/energyfuture.hpp
		75	include/ql/experimental/commodities/energyswap.hpp
		76	include/ql/experimental/commodities/energyvanillaswap.hpp
		77	include/ql/experimental/commodities/exchangecontract.hpp
		78	include/ql/experimental/commodities/paymentterm.hpp
		79	include/ql/experimental/commodities/petroleumunitsofmeasure.hpp
		80	include/ql/experimental/commodities/pricingperiod.hpp
		81	include/ql/experimental/commodities/quantity.hpp
		82	include/ql/experimental/commodities/unitofmeasure.hpp
		83	include/ql/experimental/commodities/unitofmeasureconversion.hpp
		84	include/ql/experimental/commodities/unitofmeasureconversionmanager.hpp
		85	include/ql/experimental/compoundoption/all.hpp
		86	include/ql/experimental/compoundoption/analyticcompoundoptionengine.hpp
		87	include/ql/experimental/compoundoption/compoundoption.hpp
		88	include/ql/experimental/coupons/all.hpp
		89	include/ql/experimental/coupons/quantocouponpricer.hpp
		90	include/ql/experimental/coupons/subperiodcoupons.hpp
		91	include/ql/experimental/credit/all.hpp
		92	include/ql/experimental/credit/basket.hpp
		93	include/ql/experimental/credit/blackcdsoptionengine.hpp
		94	include/ql/experimental/credit/cdo.hpp
		95	include/ql/experimental/credit/cdsoption.hpp
		96	include/ql/experimental/credit/defaultevent.hpp
		97	include/ql/experimental/credit/defaultprobabilitykey.hpp
		98	include/ql/experimental/credit/defaulttype.hpp
		99	include/ql/experimental/credit/distribution.hpp
		100	include/ql/experimental/credit/factorspreadedhazardratecurve.hpp
		101	include/ql/experimental/credit/issuer.hpp
		102	include/ql/experimental/credit/loss.hpp
		103	include/ql/experimental/credit/lossdistribution.hpp
		104	include/ql/experimental/credit/nthtodefault.hpp
		105	include/ql/experimental/credit/onefactorcopula.hpp
		106	include/ql/experimental/credit/onefactorgaussiancopula.hpp
		107	include/ql/experimental/credit/onefactorstudentcopula.hpp
		108	include/ql/experimental/credit/pool.hpp
		109	include/ql/experimental/credit/randomdefaultmodel.hpp
		110	include/ql/experimental/credit/recoveryratemodel.hpp
		111	include/ql/experimental/credit/recoveryratequote.hpp
		112	include/ql/experimental/credit/recursivecdoengine.hpp
		113	include/ql/experimental/credit/riskyassetswap.hpp
		114	include/ql/experimental/credit/riskyassetswapoption.hpp
		115	include/ql/experimental/credit/riskybond.hpp
		116	include/ql/experimental/credit/spreadedhazardratecurve.hpp
		117	include/ql/experimental/credit/syntheticcdo.hpp
		118	include/ql/experimental/credit/syntheticcdoengines.hpp
119	include/ql/experimental/finitedifferences/all.hpp
120	include/ql/experimental/finitedifferences/bicgstab.hpp
121	include/ql/experimental/finitedifferences/concentrating1dmesher.hpp
122	include/ql/experimental/finitedifferences/craigsneydscheme.hpp
123	include/ql/experimental/finitedifferences/dividendbarrieroption.hpp
124	include/ql/experimental/finitedifferences/douglasscheme.hpp
125	include/ql/experimental/finitedifferences/expliciteulerscheme.hpp
126	include/ql/experimental/finitedifferences/fdblackscholesasianengine.hpp
127	include/ql/experimental/finitedifferences/fdblackscholesbarrierengine.hpp
128	include/ql/experimental/finitedifferences/fdblackscholesrebateengine.hpp
129	include/ql/experimental/finitedifferences/fdblackscholesvanillaengine.hpp
130	include/ql/experimental/finitedifferences/fdhestonbarrierengine.hpp
131	include/ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.hpp
132	include/ql/experimental/finitedifferences/fdhestonrebateengine.hpp
133	include/ql/experimental/finitedifferences/fdhestonvanillaengine.hpp
134	include/ql/experimental/finitedifferences/fdm1dmesher.hpp
135	include/ql/experimental/finitedifferences/fdmamericanstepcondition.hpp
136	include/ql/experimental/finitedifferences/fdmarithmeticaveragecondition.hpp
137	include/ql/experimental/finitedifferences/fdmbackwardsolver.hpp
138	include/ql/experimental/finitedifferences/fdmblackscholesmesher.hpp
139	include/ql/experimental/finitedifferences/fdmblackscholesmultistrikemesher.hpp
140	include/ql/experimental/finitedifferences/fdmblackscholesop.hpp
141	include/ql/experimental/finitedifferences/fdmblackscholessolver.hpp
142	include/ql/experimental/finitedifferences/fdmdirichletboundary.hpp
143	include/ql/experimental/finitedifferences/fdmdividendhandler.hpp
144	include/ql/experimental/finitedifferences/fdmhestonhullwhiteop.hpp
145	include/ql/experimental/finitedifferences/fdmhestonhullwhitesolver.hpp
146	include/ql/experimental/finitedifferences/fdmhestonop.hpp
147	include/ql/experimental/finitedifferences/fdmhestonsolver.hpp
148	include/ql/experimental/finitedifferences/fdmhestonvariancemesher.hpp
149	include/ql/experimental/finitedifferences/fdmhullwhitemesher.hpp
150	include/ql/experimental/finitedifferences/fdminnervaluecalculator.hpp
151	include/ql/experimental/finitedifferences/fdmlinearop.hpp
152	include/ql/experimental/finitedifferences/fdmlinearopcomposite.hpp
153	include/ql/experimental/finitedifferences/fdmlinearopiterator.hpp
154	include/ql/experimental/finitedifferences/fdmlinearoplayout.hpp
155	include/ql/experimental/finitedifferences/fdmmesher.hpp
156	include/ql/experimental/finitedifferences/fdmmeshercomposite.hpp
157	include/ql/experimental/finitedifferences/fdmquantohelper.hpp
158	include/ql/experimental/finitedifferences/fdmsimple2dbssolver.hpp
159	include/ql/experimental/finitedifferences/fdmsnapshotcondition.hpp
160	include/ql/experimental/finitedifferences/fdmstepconditioncomposite.hpp
161	include/ql/experimental/finitedifferences/firstderivativeop.hpp
162	include/ql/experimental/finitedifferences/hundsdorferscheme.hpp
163	include/ql/experimental/finitedifferences/impliciteulerscheme.hpp
164	include/ql/experimental/finitedifferences/modifiedcraigsneydscheme.hpp
165	include/ql/experimental/finitedifferences/ninepointlinearop.hpp
166	include/ql/experimental/finitedifferences/secondderivativeop.hpp
167	include/ql/experimental/finitedifferences/secondordermixedderivativeop.hpp
168	include/ql/experimental/finitedifferences/triplebandlinearop.hpp
169	include/ql/experimental/finitedifferences/uniform1dmesher.hpp
170	include/ql/experimental/finitedifferences/uniformgridmesher.hpp
171	include/ql/experimental/inflation/all.hpp
172	include/ql/experimental/inflation/genericindexes.hpp
173	include/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp
174	include/ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp
175	include/ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp
176	include/ql/experimental/inflation/polynomial2Dspline.hpp
177	include/ql/experimental/inflation/yoycapfloortermpricesurface.hpp
178	include/ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp
179	include/ql/experimental/inflation/yoyoptionlethelpers.hpp
180	include/ql/experimental/inflation/yoyoptionletstripper.hpp
181	include/ql/experimental/lattices/all.hpp
182	include/ql/experimental/lattices/extendedbinomialtree.hpp
183	include/ql/experimental/math/all.hpp
184	include/ql/experimental/math/fastfouriertransform.hpp
185	include/ql/experimental/mcbasket/all.hpp
186	include/ql/experimental/mcbasket/mcpathbasketengine.hpp
187	include/ql/experimental/mcbasket/pathmultiassetoption.hpp
188	include/ql/experimental/mcbasket/pathpayoff.hpp
189	include/ql/experimental/processes/all.hpp
190	include/ql/experimental/processes/extendedblackscholesprocess.hpp
191	include/ql/experimental/risk/all.hpp
192	include/ql/experimental/risk/sensitivityanalysis.hpp
193	include/ql/experimental/varianceoption/all.hpp
194	include/ql/experimental/varianceoption/integralhestonvarianceoptionengine.hpp
195	include/ql/experimental/varianceoption/varianceoption.hpp
196	include/ql/experimental/volatility/abcdatmvolcurve.hpp
197	include/ql/experimental/volatility/all.hpp
198	include/ql/experimental/volatility/blackatmvolcurve.hpp
199	include/ql/experimental/volatility/blackvolsurface.hpp
200	include/ql/experimental/volatility/equityfxvolsurface.hpp
201	include/ql/experimental/volatility/extendedblackvariancecurve.hpp
202	include/ql/experimental/volatility/extendedblackvariancesurface.hpp
203	include/ql/experimental/volatility/interestratevolsurface.hpp
204	include/ql/experimental/volatility/sabrvolsurface.hpp
205	include/ql/experimental/volatility/volcube.hpp
49	include/ql/grid.hpp	206	include/ql/grid.hpp
50	include/ql/handle.hpp	207	include/ql/handle.hpp
51	include/ql/index.hpp	208	include/ql/index.hpp
Lines 57-62 Link Here
57	include/ql/indexes/ibor/cdor.hpp	214	include/ql/indexes/ibor/cdor.hpp
58	include/ql/indexes/ibor/chflibor.hpp	215	include/ql/indexes/ibor/chflibor.hpp
59	include/ql/indexes/ibor/dkklibor.hpp	216	include/ql/indexes/ibor/dkklibor.hpp
		217	include/ql/indexes/ibor/eonia.hpp
60	include/ql/indexes/ibor/euribor.hpp	218	include/ql/indexes/ibor/euribor.hpp
61	include/ql/indexes/ibor/eurlibor.hpp	219	include/ql/indexes/ibor/eurlibor.hpp
62	include/ql/indexes/ibor/gbplibor.hpp	220	include/ql/indexes/ibor/gbplibor.hpp
Lines 64-69 Link Here
64	include/ql/indexes/ibor/jpylibor.hpp	222	include/ql/indexes/ibor/jpylibor.hpp
65	include/ql/indexes/ibor/libor.hpp	223	include/ql/indexes/ibor/libor.hpp
66	include/ql/indexes/ibor/nzdlibor.hpp	224	include/ql/indexes/ibor/nzdlibor.hpp
		225	include/ql/indexes/ibor/seklibor.hpp
67	include/ql/indexes/ibor/tibor.hpp	226	include/ql/indexes/ibor/tibor.hpp
68	include/ql/indexes/ibor/trlibor.hpp	227	include/ql/indexes/ibor/trlibor.hpp
69	include/ql/indexes/ibor/usdlibor.hpp	228	include/ql/indexes/ibor/usdlibor.hpp
Lines 71-88 Link Here
71	include/ql/indexes/iborindex.hpp	230	include/ql/indexes/iborindex.hpp
72	include/ql/indexes/indexmanager.hpp	231	include/ql/indexes/indexmanager.hpp
73	include/ql/indexes/inflation/all.hpp	232	include/ql/indexes/inflation/all.hpp
		233	include/ql/indexes/inflation/aucpi.hpp
74	include/ql/indexes/inflation/euhicp.hpp	234	include/ql/indexes/inflation/euhicp.hpp
		235	include/ql/indexes/inflation/frhicp.hpp
75	include/ql/indexes/inflation/ukrpi.hpp	236	include/ql/indexes/inflation/ukrpi.hpp
		237	include/ql/indexes/inflation/uscpi.hpp
76	include/ql/indexes/inflationindex.hpp	238	include/ql/indexes/inflationindex.hpp
77	include/ql/indexes/interestrateindex.hpp	239	include/ql/indexes/interestrateindex.hpp
78	include/ql/indexes/region.hpp	240	include/ql/indexes/region.hpp
79	include/ql/indexes/swap/all.hpp	241	include/ql/indexes/swap/all.hpp
80	include/ql/indexes/swap/euriborswapfixa.hpp	242	include/ql/indexes/swap/chfliborswap.hpp
81	include/ql/indexes/swap/euriborswapfixb.hpp	243	include/ql/indexes/swap/euriborswap.hpp
82	include/ql/indexes/swap/euriborswapfixifr.hpp	244	include/ql/indexes/swap/eurliborswap.hpp
83	include/ql/indexes/swap/eurliborswapfixa.hpp	245	include/ql/indexes/swap/gbpliborswap.hpp
84	include/ql/indexes/swap/eurliborswapfixb.hpp	246	include/ql/indexes/swap/jpyliborswap.hpp
85	include/ql/indexes/swap/eurliborswapfixifr.hpp	247	include/ql/indexes/swap/usdliborswap.hpp
86	include/ql/indexes/swapindex.hpp	248	include/ql/indexes/swapindex.hpp
87	include/ql/instrument.hpp	249	include/ql/instrument.hpp
88	include/ql/instruments/all.hpp	250	include/ql/instruments/all.hpp
Lines 102-126 Link Here
102	include/ql/instruments/bonds/zerocouponbond.hpp	264	include/ql/instruments/bonds/zerocouponbond.hpp
103	include/ql/instruments/callabilityschedule.hpp	265	include/ql/instruments/callabilityschedule.hpp
104	include/ql/instruments/capfloor.hpp	266	include/ql/instruments/capfloor.hpp
		267	include/ql/instruments/claim.hpp
105	include/ql/instruments/cliquetoption.hpp	268	include/ql/instruments/cliquetoption.hpp
106	include/ql/instruments/compositeinstrument.hpp	269	include/ql/instruments/compositeinstrument.hpp
		270	include/ql/instruments/creditdefaultswap.hpp
107	include/ql/instruments/dividendschedule.hpp	271	include/ql/instruments/dividendschedule.hpp
108	include/ql/instruments/dividendvanillaoption.hpp	272	include/ql/instruments/dividendvanillaoption.hpp
109	include/ql/instruments/europeanoption.hpp	273	include/ql/instruments/europeanoption.hpp
		274	include/ql/instruments/everestoption.hpp
110	include/ql/instruments/fixedratebondforward.hpp	275	include/ql/instruments/fixedratebondforward.hpp
111	include/ql/instruments/forward.hpp	276	include/ql/instruments/forward.hpp
112	include/ql/instruments/forwardrateagreement.hpp	277	include/ql/instruments/forwardrateagreement.hpp
113	include/ql/instruments/forwardvanillaoption.hpp	278	include/ql/instruments/forwardvanillaoption.hpp
		279	include/ql/instruments/himalayaoption.hpp
114	include/ql/instruments/impliedvolatility.hpp	280	include/ql/instruments/impliedvolatility.hpp
115	include/ql/instruments/inflationswap.hpp	281	include/ql/instruments/inflationcapfloor.hpp
116	include/ql/instruments/lookbackoption.hpp	282	include/ql/instruments/lookbackoption.hpp
117	include/ql/instruments/makecapfloor.hpp	283	include/ql/instruments/makecapfloor.hpp
118	include/ql/instruments/makecms.hpp	284	include/ql/instruments/makecms.hpp
119	include/ql/instruments/makeswaptions.hpp	285	include/ql/instruments/makeois.hpp
		286	include/ql/instruments/makeswaption.hpp
120	include/ql/instruments/makevanillaswap.hpp	287	include/ql/instruments/makevanillaswap.hpp
		288	include/ql/instruments/makeyoyinflationcapfloor.hpp
121	include/ql/instruments/multiassetoption.hpp	289	include/ql/instruments/multiassetoption.hpp
122	include/ql/instruments/oneassetoption.hpp	290	include/ql/instruments/oneassetoption.hpp
		291	include/ql/instruments/overnightindexedswap.hpp
		292	include/ql/instruments/pagodaoption.hpp
123	include/ql/instruments/payoffs.hpp	293	include/ql/instruments/payoffs.hpp
		294	include/ql/instruments/quantobarrieroption.hpp
124	include/ql/instruments/quantoforwardvanillaoption.hpp	295	include/ql/instruments/quantoforwardvanillaoption.hpp
125	include/ql/instruments/quantovanillaoption.hpp	296	include/ql/instruments/quantovanillaoption.hpp
126	include/ql/instruments/stickyratchet.hpp	297	include/ql/instruments/stickyratchet.hpp
Lines 150-174 Link Here
150	include/ql/legacy/libormarketmodels/lmlinexpcorrmodel.hpp	321	include/ql/legacy/libormarketmodels/lmlinexpcorrmodel.hpp
151	include/ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp	322	include/ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp
152	include/ql/legacy/libormarketmodels/lmvolmodel.hpp	323	include/ql/legacy/libormarketmodels/lmvolmodel.hpp
153	include/ql/legacy/pricers/all.hpp
154	include/ql/legacy/pricers/discretegeometricaso.hpp
155	include/ql/legacy/pricers/mccliquetoption.hpp
156	include/ql/legacy/pricers/mcdiscretearithmeticaso.hpp
157	include/ql/legacy/pricers/mceverest.hpp
158	include/ql/legacy/pricers/mchimalaya.hpp
159	include/ql/legacy/pricers/mcpagoda.hpp
160	include/ql/legacy/pricers/mcperformanceoption.hpp
161	include/ql/legacy/pricers/mcpricer.hpp
162	include/ql/legacy/pricers/singleassetoption.hpp
163	include/ql/legacy/termstructures/all.hpp
164	include/ql/legacy/termstructures/compoundforward.hpp
165	include/ql/legacy/termstructures/extendeddiscountcurve.hpp
166	include/ql/math/all.hpp	324	include/ql/math/all.hpp
167	include/ql/math/array.hpp	325	include/ql/math/array.hpp
168	include/ql/math/bernsteinpolynomial.hpp	326	include/ql/math/bernsteinpolynomial.hpp
169	include/ql/math/beta.hpp	327	include/ql/math/beta.hpp
170	include/ql/math/bspline.hpp	328	include/ql/math/bspline.hpp
171	include/ql/math/comparison.hpp	329	include/ql/math/comparison.hpp
		330	include/ql/math/copulas/all.hpp
		331	include/ql/math/copulas/claytoncopula.hpp
		332	include/ql/math/copulas/farliegumbelmorgensterncopula.hpp
		333	include/ql/math/copulas/frankcopula.hpp
		334	include/ql/math/copulas/gaussiancopula.hpp
		335	include/ql/math/copulas/gumbelcopula.hpp
		336	include/ql/math/copulas/independentcopula.hpp
		337	include/ql/math/copulas/marshallolkincopula.hpp
		338	include/ql/math/copulas/maxcopula.hpp
		339	include/ql/math/copulas/mincopula.hpp
172	include/ql/math/curve.hpp	340	include/ql/math/curve.hpp
173	include/ql/math/distributions/all.hpp	341	include/ql/math/distributions/all.hpp
174	include/ql/math/distributions/binomialdistribution.hpp	342	include/ql/math/distributions/binomialdistribution.hpp
Lines 177-182 Link Here
177	include/ql/math/distributions/gammadistribution.hpp	345	include/ql/math/distributions/gammadistribution.hpp
178	include/ql/math/distributions/normaldistribution.hpp	346	include/ql/math/distributions/normaldistribution.hpp
179	include/ql/math/distributions/poissondistribution.hpp	347	include/ql/math/distributions/poissondistribution.hpp
		348	include/ql/math/distributions/studenttdistribution.hpp
180	include/ql/math/domain.hpp	349	include/ql/math/domain.hpp
181	include/ql/math/errorfunction.hpp	350	include/ql/math/errorfunction.hpp
182	include/ql/math/factorial.hpp	351	include/ql/math/factorial.hpp
Lines 185-190 Link Here
185	include/ql/math/integrals/all.hpp	354	include/ql/math/integrals/all.hpp
186	include/ql/math/integrals/gaussianorthogonalpolynomial.hpp	355	include/ql/math/integrals/gaussianorthogonalpolynomial.hpp
187	include/ql/math/integrals/gaussianquadratures.hpp	356	include/ql/math/integrals/gaussianquadratures.hpp
		357	include/ql/math/integrals/gausslobattointegral.hpp
188	include/ql/math/integrals/integral.hpp	358	include/ql/math/integrals/integral.hpp
189	include/ql/math/integrals/kronrodintegral.hpp	359	include/ql/math/integrals/kronrodintegral.hpp
190	include/ql/math/integrals/segmentintegral.hpp	360	include/ql/math/integrals/segmentintegral.hpp
Lines 196-224 Link Here
196	include/ql/math/interpolations/backwardflatinterpolation.hpp	366	include/ql/math/interpolations/backwardflatinterpolation.hpp
197	include/ql/math/interpolations/bicubicsplineinterpolation.hpp	367	include/ql/math/interpolations/bicubicsplineinterpolation.hpp
198	include/ql/math/interpolations/bilinearinterpolation.hpp	368	include/ql/math/interpolations/bilinearinterpolation.hpp
199	include/ql/math/interpolations/cubicspline.hpp	369	include/ql/math/interpolations/convexmonotoneinterpolation.hpp
		370	include/ql/math/interpolations/cubicinterpolation.hpp
200	include/ql/math/interpolations/extrapolation.hpp	371	include/ql/math/interpolations/extrapolation.hpp
201	include/ql/math/interpolations/flatextrapolation2d.hpp	372	include/ql/math/interpolations/flatextrapolation2d.hpp
202	include/ql/math/interpolations/forwardflatinterpolation.hpp	373	include/ql/math/interpolations/forwardflatinterpolation.hpp
203	include/ql/math/interpolations/interpolation2d.hpp	374	include/ql/math/interpolations/interpolation2d.hpp
		375	include/ql/math/interpolations/kernelinterpolation.hpp
		376	include/ql/math/interpolations/kernelinterpolation2d.hpp
204	include/ql/math/interpolations/linearinterpolation.hpp	377	include/ql/math/interpolations/linearinterpolation.hpp
205	include/ql/math/interpolations/loginterpolation.hpp	378	include/ql/math/interpolations/loginterpolation.hpp
206	include/ql/math/interpolations/multicubicspline.hpp	379	include/ql/math/interpolations/multicubicspline.hpp
207	include/ql/math/interpolations/sabrinterpolation.hpp	380	include/ql/math/interpolations/sabrinterpolation.hpp
		381	include/ql/math/kernelfunctions.hpp
208	include/ql/math/lexicographicalview.hpp	382	include/ql/math/lexicographicalview.hpp
209	include/ql/math/linearleastsquaresregression.hpp	383	include/ql/math/linearleastsquaresregression.hpp
210	include/ql/math/matrix.hpp	384	include/ql/math/matrix.hpp
211	include/ql/math/matrixutilities/all.hpp	385	include/ql/math/matrixutilities/all.hpp
212	include/ql/math/matrixutilities/basisincompleteordered.hpp	386	include/ql/math/matrixutilities/basisincompleteordered.hpp
213	include/ql/math/matrixutilities/choleskydecomposition.hpp	387	include/ql/math/matrixutilities/choleskydecomposition.hpp
		388	include/ql/math/matrixutilities/factorreduction.hpp
214	include/ql/math/matrixutilities/getcovariance.hpp	389	include/ql/math/matrixutilities/getcovariance.hpp
215	include/ql/math/matrixutilities/pseudosqrt.hpp	390	include/ql/math/matrixutilities/pseudosqrt.hpp
		391	include/ql/math/matrixutilities/qrdecomposition.hpp
216	include/ql/math/matrixutilities/svd.hpp	392	include/ql/math/matrixutilities/svd.hpp
217	include/ql/math/matrixutilities/symmetricschurdecomposition.hpp	393	include/ql/math/matrixutilities/symmetricschurdecomposition.hpp
218	include/ql/math/matrixutilities/tapcorrelations.hpp	394	include/ql/math/matrixutilities/tapcorrelations.hpp
219	include/ql/math/matrixutilities/tqreigendecomposition.hpp	395	include/ql/math/matrixutilities/tqreigendecomposition.hpp
220	include/ql/math/optimization/all.hpp	396	include/ql/math/optimization/all.hpp
221	include/ql/math/optimization/armijo.hpp	397	include/ql/math/optimization/armijo.hpp
		398	include/ql/math/optimization/bfgs.hpp
222	include/ql/math/optimization/conjugategradient.hpp	399	include/ql/math/optimization/conjugategradient.hpp
223	include/ql/math/optimization/constraint.hpp	400	include/ql/math/optimization/constraint.hpp
224	include/ql/math/optimization/costfunction.hpp	401	include/ql/math/optimization/costfunction.hpp
Lines 251-256 Link Here
251	include/ql/math/randomnumbers/primitivepolynomials.h	428	include/ql/math/randomnumbers/primitivepolynomials.h
252	include/ql/math/randomnumbers/randomizedlds.hpp	429	include/ql/math/randomnumbers/randomizedlds.hpp
253	include/ql/math/randomnumbers/randomsequencegenerator.hpp	430	include/ql/math/randomnumbers/randomsequencegenerator.hpp
		431	include/ql/math/randomnumbers/ranluxuniformrng.hpp
254	include/ql/math/randomnumbers/rngtraits.hpp	432	include/ql/math/randomnumbers/rngtraits.hpp
255	include/ql/math/randomnumbers/seedgenerator.hpp	433	include/ql/math/randomnumbers/seedgenerator.hpp
256	include/ql/math/randomnumbers/sobolrsg.hpp	434	include/ql/math/randomnumbers/sobolrsg.hpp
Lines 334-339 Link Here
334	include/ql/models/calibrationhelper.hpp	512	include/ql/models/calibrationhelper.hpp
335	include/ql/models/equity/all.hpp	513	include/ql/models/equity/all.hpp
336	include/ql/models/equity/batesmodel.hpp	514	include/ql/models/equity/batesmodel.hpp
		515	include/ql/models/equity/gjrgarchmodel.hpp
337	include/ql/models/equity/hestonmodel.hpp	516	include/ql/models/equity/hestonmodel.hpp
338	include/ql/models/equity/hestonmodelhelper.hpp	517	include/ql/models/equity/hestonmodelhelper.hpp
339	include/ql/models/marketmodels/accountingengine.hpp	518	include/ql/models/marketmodels/accountingengine.hpp
Lines 378-388 Link Here
378	include/ql/models/marketmodels/evolvers/all.hpp	557	include/ql/models/marketmodels/evolvers/all.hpp
379	include/ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp	558	include/ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp
380	include/ql/models/marketmodels/evolvers/lognormalcotswapratepc.hpp	559	include/ql/models/marketmodels/evolvers/lognormalcotswapratepc.hpp
		560	include/ql/models/marketmodels/evolvers/lognormalfwdrateballand.hpp
381	include/ql/models/marketmodels/evolvers/lognormalfwdrateeuler.hpp	561	include/ql/models/marketmodels/evolvers/lognormalfwdrateeuler.hpp
382	include/ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.hpp	562	include/ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.hpp
383	include/ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp	563	include/ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp
384	include/ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp	564	include/ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp
		565	include/ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp
385	include/ql/models/marketmodels/evolvers/normalfwdratepc.hpp	566	include/ql/models/marketmodels/evolvers/normalfwdratepc.hpp
		567	include/ql/models/marketmodels/evolvers/svddfwdratepc.hpp
		568	include/ql/models/marketmodels/evolvers/volprocesses/all.hpp
		569	include/ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.hpp
386	include/ql/models/marketmodels/forwardforwardmappings.hpp	570	include/ql/models/marketmodels/forwardforwardmappings.hpp
387	include/ql/models/marketmodels/historicalforwardratesanalysis.hpp	571	include/ql/models/marketmodels/historicalforwardratesanalysis.hpp
388	include/ql/models/marketmodels/historicalratesanalysis.hpp	572	include/ql/models/marketmodels/historicalratesanalysis.hpp
Lines 408-413 Link Here
408	include/ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp	592	include/ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp
409	include/ql/models/marketmodels/models/volatilityinterpolationspecifierabcd.hpp	593	include/ql/models/marketmodels/models/volatilityinterpolationspecifierabcd.hpp
410	include/ql/models/marketmodels/multiproduct.hpp	594	include/ql/models/marketmodels/multiproduct.hpp
		595	include/ql/models/marketmodels/pathwiseaccountingengine.hpp
		596	include/ql/models/marketmodels/pathwisediscounter.hpp
		597	include/ql/models/marketmodels/pathwisegreeks/all.hpp
		598	include/ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.hpp
		599	include/ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.hpp
		600	include/ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp
		601	include/ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp
		602	include/ql/models/marketmodels/pathwisemultiproduct.hpp
411	include/ql/models/marketmodels/piecewiseconstantcorrelation.hpp	603	include/ql/models/marketmodels/piecewiseconstantcorrelation.hpp
412	include/ql/models/marketmodels/products/all.hpp	604	include/ql/models/marketmodels/products/all.hpp
413	include/ql/models/marketmodels/products/compositeproduct.hpp	605	include/ql/models/marketmodels/products/compositeproduct.hpp
Lines 427-437 Link Here
427	include/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp	619	include/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp
428	include/ql/models/marketmodels/products/multistep/multistepratchet.hpp	620	include/ql/models/marketmodels/products/multistep/multistepratchet.hpp
429	include/ql/models/marketmodels/products/multistep/multistepswap.hpp	621	include/ql/models/marketmodels/products/multistep/multistepswap.hpp
		622	include/ql/models/marketmodels/products/multistep/multistepswaption.hpp
430	include/ql/models/marketmodels/products/onestep/all.hpp	623	include/ql/models/marketmodels/products/onestep/all.hpp
431	include/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp	624	include/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp
432	include/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp	625	include/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp
433	include/ql/models/marketmodels/products/onestep/onestepforwards.hpp	626	include/ql/models/marketmodels/products/onestep/onestepforwards.hpp
434	include/ql/models/marketmodels/products/onestep/onestepoptionlets.hpp	627	include/ql/models/marketmodels/products/onestep/onestepoptionlets.hpp
		628	include/ql/models/marketmodels/products/pathwise/all.hpp
		629	include/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp
		630	include/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp
435	include/ql/models/marketmodels/products/singleproductcomposite.hpp	631	include/ql/models/marketmodels/products/singleproductcomposite.hpp
436	include/ql/models/marketmodels/proxygreekengine.hpp	632	include/ql/models/marketmodels/proxygreekengine.hpp
437	include/ql/models/marketmodels/swapforwardmappings.hpp	633	include/ql/models/marketmodels/swapforwardmappings.hpp
Lines 477-483 Link Here
477	include/ql/pricingengines/asian/all.hpp	673	include/ql/pricingengines/asian/all.hpp
478	include/ql/pricingengines/asian/analytic_cont_geom_av_price.hpp	674	include/ql/pricingengines/asian/analytic_cont_geom_av_price.hpp
479	include/ql/pricingengines/asian/analytic_discr_geom_av_price.hpp	675	include/ql/pricingengines/asian/analytic_discr_geom_av_price.hpp
		676	include/ql/pricingengines/asian/analytic_discr_geom_av_strike.hpp
480	include/ql/pricingengines/asian/mc_discr_arith_av_price.hpp	677	include/ql/pricingengines/asian/mc_discr_arith_av_price.hpp
		678	include/ql/pricingengines/asian/mc_discr_arith_av_strike.hpp
481	include/ql/pricingengines/asian/mc_discr_geom_av_price.hpp	679	include/ql/pricingengines/asian/mc_discr_geom_av_price.hpp
482	include/ql/pricingengines/asian/mcdiscreteasianengine.hpp	680	include/ql/pricingengines/asian/mcdiscreteasianengine.hpp
483	include/ql/pricingengines/barrier/all.hpp	681	include/ql/pricingengines/barrier/all.hpp
Lines 485-496 Link Here
485	include/ql/pricingengines/barrier/mcbarrierengine.hpp	683	include/ql/pricingengines/barrier/mcbarrierengine.hpp
486	include/ql/pricingengines/basket/all.hpp	684	include/ql/pricingengines/basket/all.hpp
487	include/ql/pricingengines/basket/mcamericanbasketengine.hpp	685	include/ql/pricingengines/basket/mcamericanbasketengine.hpp
488	include/ql/pricingengines/basket/mcbasketengine.hpp	686	include/ql/pricingengines/basket/mceuropeanbasketengine.hpp
		687	include/ql/pricingengines/basket/mceverestengine.hpp
		688	include/ql/pricingengines/basket/mchimalayaengine.hpp
		689	include/ql/pricingengines/basket/mcpagodaengine.hpp
489	include/ql/pricingengines/basket/stulzengine.hpp	690	include/ql/pricingengines/basket/stulzengine.hpp
490	include/ql/pricingengines/blackcalculator.hpp	691	include/ql/pricingengines/blackcalculator.hpp
491	include/ql/pricingengines/blackformula.hpp	692	include/ql/pricingengines/blackformula.hpp
492	include/ql/pricingengines/blackscholescalculator.hpp	693	include/ql/pricingengines/blackscholescalculator.hpp
493	include/ql/pricingengines/bond/all.hpp	694	include/ql/pricingengines/bond/all.hpp
		695	include/ql/pricingengines/bond/bondfunctions.hpp
494	include/ql/pricingengines/bond/discountingbondengine.hpp	696	include/ql/pricingengines/bond/discountingbondengine.hpp
495	include/ql/pricingengines/capfloor/all.hpp	697	include/ql/pricingengines/capfloor/all.hpp
496	include/ql/pricingengines/capfloor/analyticcapfloorengine.hpp	698	include/ql/pricingengines/capfloor/analyticcapfloorengine.hpp
Lines 501-506 Link Here
501	include/ql/pricingengines/cliquet/all.hpp	703	include/ql/pricingengines/cliquet/all.hpp
502	include/ql/pricingengines/cliquet/analyticcliquetengine.hpp	704	include/ql/pricingengines/cliquet/analyticcliquetengine.hpp
503	include/ql/pricingengines/cliquet/analyticperformanceengine.hpp	705	include/ql/pricingengines/cliquet/analyticperformanceengine.hpp
		706	include/ql/pricingengines/cliquet/mcperformanceengine.hpp
		707	include/ql/pricingengines/credit/all.hpp
		708	include/ql/pricingengines/credit/integralcdsengine.hpp
		709	include/ql/pricingengines/credit/midpointcdsengine.hpp
504	include/ql/pricingengines/forward/all.hpp	710	include/ql/pricingengines/forward/all.hpp
505	include/ql/pricingengines/forward/forwardengine.hpp	711	include/ql/pricingengines/forward/forwardengine.hpp
506	include/ql/pricingengines/forward/forwardperformanceengine.hpp	712	include/ql/pricingengines/forward/forwardperformanceengine.hpp
Lines 511-516 Link Here
511	include/ql/pricingengines/hybrid/all.hpp	717	include/ql/pricingengines/hybrid/all.hpp
512	include/ql/pricingengines/hybrid/binomialconvertibleengine.hpp	718	include/ql/pricingengines/hybrid/binomialconvertibleengine.hpp
513	include/ql/pricingengines/hybrid/discretizedconvertible.hpp	719	include/ql/pricingengines/hybrid/discretizedconvertible.hpp
		720	include/ql/pricingengines/inflation/all.hpp
		721	include/ql/pricingengines/inflation/inflationcapfloorengines.hpp
514	include/ql/pricingengines/latticeshortratemodelengine.hpp	722	include/ql/pricingengines/latticeshortratemodelengine.hpp
515	include/ql/pricingengines/lookback/all.hpp	723	include/ql/pricingengines/lookback/all.hpp
516	include/ql/pricingengines/lookback/analyticcontinuousfixedlookback.hpp	724	include/ql/pricingengines/lookback/analyticcontinuousfixedlookback.hpp
Lines 534-539 Link Here
534	include/ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp	742	include/ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp
535	include/ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp	743	include/ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp
536	include/ql/pricingengines/vanilla/analyticeuropeanengine.hpp	744	include/ql/pricingengines/vanilla/analyticeuropeanengine.hpp
		745	include/ql/pricingengines/vanilla/analyticgjrgarchengine.hpp
537	include/ql/pricingengines/vanilla/analytichestonengine.hpp	746	include/ql/pricingengines/vanilla/analytichestonengine.hpp
538	include/ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp	747	include/ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp
539	include/ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp	748	include/ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp
Lines 559-573 Link Here
559	include/ql/pricingengines/vanilla/mcamericanengine.hpp	768	include/ql/pricingengines/vanilla/mcamericanengine.hpp
560	include/ql/pricingengines/vanilla/mcdigitalengine.hpp	769	include/ql/pricingengines/vanilla/mcdigitalengine.hpp
561	include/ql/pricingengines/vanilla/mceuropeanengine.hpp	770	include/ql/pricingengines/vanilla/mceuropeanengine.hpp
		771	include/ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp
562	include/ql/pricingengines/vanilla/mceuropeanhestonengine.hpp	772	include/ql/pricingengines/vanilla/mceuropeanhestonengine.hpp
563	include/ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp	773	include/ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp
564	include/ql/pricingengines/vanilla/mcvanillaengine.hpp	774	include/ql/pricingengines/vanilla/mcvanillaengine.hpp
565	include/ql/processes/all.hpp	775	include/ql/processes/all.hpp
		776	include/ql/processes/batesprocess.hpp
566	include/ql/processes/blackscholesprocess.hpp	777	include/ql/processes/blackscholesprocess.hpp
		778	include/ql/processes/endeulerdiscretization.hpp
567	include/ql/processes/eulerdiscretization.hpp	779	include/ql/processes/eulerdiscretization.hpp
568	include/ql/processes/forwardmeasureprocess.hpp	780	include/ql/processes/forwardmeasureprocess.hpp
569	include/ql/processes/g2process.hpp	781	include/ql/processes/g2process.hpp
570	include/ql/processes/geometricbrownianprocess.hpp	782	include/ql/processes/geometricbrownianprocess.hpp
		783	include/ql/processes/gjrgarchprocess.hpp
571	include/ql/processes/hestonprocess.hpp	784	include/ql/processes/hestonprocess.hpp
572	include/ql/processes/hullwhiteprocess.hpp	785	include/ql/processes/hullwhiteprocess.hpp
573	include/ql/processes/hybridhestonhullwhiteprocess.hpp	786	include/ql/processes/hybridhestonhullwhiteprocess.hpp
Lines 587-606 Link Here
587	include/ql/quotes/forwardvaluequote.hpp	800	include/ql/quotes/forwardvaluequote.hpp
588	include/ql/quotes/futuresconvadjustmentquote.hpp	801	include/ql/quotes/futuresconvadjustmentquote.hpp
589	include/ql/quotes/impliedstddevquote.hpp	802	include/ql/quotes/impliedstddevquote.hpp
		803	include/ql/quotes/lastfixingquote.hpp
590	include/ql/quotes/simplequote.hpp	804	include/ql/quotes/simplequote.hpp
591	include/ql/settings.hpp	805	include/ql/settings.hpp
592	include/ql/stochasticprocess.hpp	806	include/ql/stochasticprocess.hpp
593	include/ql/termstructure.hpp	807	include/ql/termstructure.hpp
594	include/ql/termstructures/all.hpp	808	include/ql/termstructures/all.hpp
		809	include/ql/termstructures/bootstraperror.hpp
595	include/ql/termstructures/bootstraphelper.hpp	810	include/ql/termstructures/bootstraphelper.hpp
596	include/ql/termstructures/bootstrapper.hpp	811	include/ql/termstructures/credit/all.hpp
		812	include/ql/termstructures/credit/defaultdensitystructure.hpp
		813	include/ql/termstructures/credit/defaultprobabilityhelpers.hpp
		814	include/ql/termstructures/credit/flathazardrate.hpp
		815	include/ql/termstructures/credit/hazardratestructure.hpp
		816	include/ql/termstructures/credit/interpolateddefaultdensitycurve.hpp
		817	include/ql/termstructures/credit/interpolatedhazardratecurve.hpp
		818	include/ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp
		819	include/ql/termstructures/credit/piecewisedefaultcurve.hpp
		820	include/ql/termstructures/credit/probabilitytraits.hpp
		821	include/ql/termstructures/credit/survivalprobabilitystructure.hpp
		822	include/ql/termstructures/defaulttermstructure.hpp
597	include/ql/termstructures/inflation/all.hpp	823	include/ql/termstructures/inflation/all.hpp
598	include/ql/termstructures/inflation/inflationhelpers.hpp	824	include/ql/termstructures/inflation/inflationhelpers.hpp
599	include/ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp	825	include/ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp
600	include/ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp	826	include/ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp
601	include/ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp	827	include/ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp
602	include/ql/termstructures/inflation/piecewisezeroinflationcurve.hpp	828	include/ql/termstructures/inflation/piecewisezeroinflationcurve.hpp
		829	include/ql/termstructures/inflation/seasonality.hpp
603	include/ql/termstructures/inflationtermstructure.hpp	830	include/ql/termstructures/inflationtermstructure.hpp
		831	include/ql/termstructures/interpolatedcurve.hpp
		832	include/ql/termstructures/iterativebootstrap.hpp
		833	include/ql/termstructures/localbootstrap.hpp
604	include/ql/termstructures/volatility/abcd.hpp	834	include/ql/termstructures/volatility/abcd.hpp
605	include/ql/termstructures/volatility/abcdcalibration.hpp	835	include/ql/termstructures/volatility/abcdcalibration.hpp
606	include/ql/termstructures/volatility/all.hpp	836	include/ql/termstructures/volatility/all.hpp
Lines 608-613 Link Here
608	include/ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp	838	include/ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp
609	include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp	839	include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp
610	include/ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp	840	include/ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp
		841	include/ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp
611	include/ql/termstructures/volatility/equityfx/all.hpp	842	include/ql/termstructures/volatility/equityfx/all.hpp
612	include/ql/termstructures/volatility/equityfx/blackconstantvol.hpp	843	include/ql/termstructures/volatility/equityfx/blackconstantvol.hpp
613	include/ql/termstructures/volatility/equityfx/blackvariancecurve.hpp	844	include/ql/termstructures/volatility/equityfx/blackvariancecurve.hpp
Lines 618-623 Link Here
618	include/ql/termstructures/volatility/equityfx/localvolcurve.hpp	849	include/ql/termstructures/volatility/equityfx/localvolcurve.hpp
619	include/ql/termstructures/volatility/equityfx/localvolsurface.hpp	850	include/ql/termstructures/volatility/equityfx/localvolsurface.hpp
620	include/ql/termstructures/volatility/equityfx/localvoltermstructure.hpp	851	include/ql/termstructures/volatility/equityfx/localvoltermstructure.hpp
		852	include/ql/termstructures/volatility/flatsmilesection.hpp
		853	include/ql/termstructures/volatility/inflation/all.hpp
		854	include/ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp
621	include/ql/termstructures/volatility/interpolatedsmilesection.hpp	855	include/ql/termstructures/volatility/interpolatedsmilesection.hpp
622	include/ql/termstructures/volatility/optionlet/all.hpp	856	include/ql/termstructures/volatility/optionlet/all.hpp
623	include/ql/termstructures/volatility/optionlet/capletvariancecurve.hpp	857	include/ql/termstructures/volatility/optionlet/capletvariancecurve.hpp
Lines 627-637 Link Here
627	include/ql/termstructures/volatility/optionlet/optionletstripper2.hpp	861	include/ql/termstructures/volatility/optionlet/optionletstripper2.hpp
628	include/ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp	862	include/ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp
629	include/ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp	863	include/ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp
		864	include/ql/termstructures/volatility/optionlet/strippedoptionlet.hpp
630	include/ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp	865	include/ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp
631	include/ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp	866	include/ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp
632	include/ql/termstructures/volatility/sabr.hpp	867	include/ql/termstructures/volatility/sabr.hpp
633	include/ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp	868	include/ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp
		869	include/ql/termstructures/volatility/sabrsmilesection.hpp
634	include/ql/termstructures/volatility/smilesection.hpp	870	include/ql/termstructures/volatility/smilesection.hpp
		871	include/ql/termstructures/volatility/spreadedsmilesection.hpp
635	include/ql/termstructures/volatility/swaption/all.hpp	872	include/ql/termstructures/volatility/swaption/all.hpp
636	include/ql/termstructures/volatility/swaption/cmsmarket.hpp	873	include/ql/termstructures/volatility/swaption/cmsmarket.hpp
637	include/ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp	874	include/ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp
Lines 656-661 Link Here
656	include/ql/termstructures/yield/forwardstructure.hpp	893	include/ql/termstructures/yield/forwardstructure.hpp
657	include/ql/termstructures/yield/impliedtermstructure.hpp	894	include/ql/termstructures/yield/impliedtermstructure.hpp
658	include/ql/termstructures/yield/nonlinearfittingmethods.hpp	895	include/ql/termstructures/yield/nonlinearfittingmethods.hpp
		896	include/ql/termstructures/yield/oisratehelper.hpp
659	include/ql/termstructures/yield/piecewiseyieldcurve.hpp	897	include/ql/termstructures/yield/piecewiseyieldcurve.hpp
660	include/ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp	898	include/ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp
661	include/ql/termstructures/yield/quantotermstructure.hpp	899	include/ql/termstructures/yield/quantotermstructure.hpp
Lines 670-675 Link Here
670	include/ql/time/calendars/all.hpp	908	include/ql/time/calendars/all.hpp
671	include/ql/time/calendars/argentina.hpp	909	include/ql/time/calendars/argentina.hpp
672	include/ql/time/calendars/australia.hpp	910	include/ql/time/calendars/australia.hpp
		911	include/ql/time/calendars/bespokecalendar.hpp
673	include/ql/time/calendars/brazil.hpp	912	include/ql/time/calendars/brazil.hpp
674	include/ql/time/calendars/canada.hpp	913	include/ql/time/calendars/canada.hpp
675	include/ql/time/calendars/china.hpp	914	include/ql/time/calendars/china.hpp
Lines 703-708 Link Here
703	include/ql/time/calendars/ukraine.hpp	942	include/ql/time/calendars/ukraine.hpp
704	include/ql/time/calendars/unitedkingdom.hpp	943	include/ql/time/calendars/unitedkingdom.hpp
705	include/ql/time/calendars/unitedstates.hpp	944	include/ql/time/calendars/unitedstates.hpp
		945	include/ql/time/calendars/weekendsonly.hpp
706	include/ql/time/date.hpp	946	include/ql/time/date.hpp
707	include/ql/time/dategenerationrule.hpp	947	include/ql/time/dategenerationrule.hpp
708	include/ql/time/daycounter.hpp	948	include/ql/time/daycounter.hpp
Lines 714-719 Link Here
714	include/ql/time/daycounters/one.hpp	954	include/ql/time/daycounters/one.hpp
715	include/ql/time/daycounters/simpledaycounter.hpp	955	include/ql/time/daycounters/simpledaycounter.hpp
716	include/ql/time/daycounters/thirty360.hpp	956	include/ql/time/daycounters/thirty360.hpp
		957	include/ql/time/ecb.hpp
717	include/ql/time/frequency.hpp	958	include/ql/time/frequency.hpp
718	include/ql/time/imm.hpp	959	include/ql/time/imm.hpp
719	include/ql/time/period.hpp	960	include/ql/time/period.hpp
Lines 733-738 Link Here
733	include/ql/utilities/steppingiterator.hpp	974	include/ql/utilities/steppingiterator.hpp
734	include/ql/utilities/tracing.hpp	975	include/ql/utilities/tracing.hpp
735	include/ql/utilities/vectors.hpp	976	include/ql/utilities/vectors.hpp
		977	include/ql/version.hpp
736	include/ql/volatilitymodel.hpp	978	include/ql/volatilitymodel.hpp
737	lib/libQuantLib.a	979	lib/libQuantLib.a
738	lib/libQuantLib.la	980	lib/libQuantLib.la
Lines 747-756 Link Here
747	@dirrm include/ql/termstructures/yield	989	@dirrm include/ql/termstructures/yield
748	@dirrm include/ql/termstructures/volatility/swaption	990	@dirrm include/ql/termstructures/volatility/swaption
749	@dirrm include/ql/termstructures/volatility/optionlet	991	@dirrm include/ql/termstructures/volatility/optionlet
		992	@dirrm include/ql/termstructures/volatility/inflation
750	@dirrm include/ql/termstructures/volatility/equityfx	993	@dirrm include/ql/termstructures/volatility/equityfx
751	@dirrm include/ql/termstructures/volatility/capfloor	994	@dirrm include/ql/termstructures/volatility/capfloor
752	@dirrm include/ql/termstructures/volatility	995	@dirrm include/ql/termstructures/volatility
753	@dirrm include/ql/termstructures/inflation	996	@dirrm include/ql/termstructures/inflation
		997	@dirrm include/ql/termstructures/credit
754	@dirrm include/ql/termstructures	998	@dirrm include/ql/termstructures
755	@dirrm include/ql/quotes	999	@dirrm include/ql/quotes
756	@dirrm include/ql/processes	1000	@dirrm include/ql/processes
Lines 759-766 Link Here
759	@dirrm include/ql/pricingengines/swap	1003	@dirrm include/ql/pricingengines/swap
760	@dirrm include/ql/pricingengines/quanto	1004	@dirrm include/ql/pricingengines/quanto
761	@dirrm include/ql/pricingengines/lookback	1005	@dirrm include/ql/pricingengines/lookback
		1006	@dirrm include/ql/pricingengines/inflation
762	@dirrm include/ql/pricingengines/hybrid	1007	@dirrm include/ql/pricingengines/hybrid
763	@dirrm include/ql/pricingengines/forward	1008	@dirrm include/ql/pricingengines/forward
		1009	@dirrm include/ql/pricingengines/credit
764	@dirrm include/ql/pricingengines/cliquet	1010	@dirrm include/ql/pricingengines/cliquet
765	@dirrm include/ql/pricingengines/capfloor	1011	@dirrm include/ql/pricingengines/capfloor
766	@dirrm include/ql/pricingengines/bond	1012	@dirrm include/ql/pricingengines/bond
Lines 774-783 Link Here
774	@dirrm include/ql/models/shortrate/onefactormodels	1020	@dirrm include/ql/models/shortrate/onefactormodels
775	@dirrm include/ql/models/shortrate/calibrationhelpers	1021	@dirrm include/ql/models/shortrate/calibrationhelpers
776	@dirrm include/ql/models/shortrate	1022	@dirrm include/ql/models/shortrate
		1023	@dirrm include/ql/models/marketmodels/products/pathwise
777	@dirrm include/ql/models/marketmodels/products/onestep	1024	@dirrm include/ql/models/marketmodels/products/onestep
778	@dirrm include/ql/models/marketmodels/products/multistep	1025	@dirrm include/ql/models/marketmodels/products/multistep
779	@dirrm include/ql/models/marketmodels/products	1026	@dirrm include/ql/models/marketmodels/products
		1027	@dirrm include/ql/models/marketmodels/pathwisegreeks
780	@dirrm include/ql/models/marketmodels/models	1028	@dirrm include/ql/models/marketmodels/models
		1029	@dirrm include/ql/models/marketmodels/evolvers/volprocesses
781	@dirrm include/ql/models/marketmodels/evolvers	1030	@dirrm include/ql/models/marketmodels/evolvers
782	@dirrm include/ql/models/marketmodels/driftcomputation	1031	@dirrm include/ql/models/marketmodels/driftcomputation
783	@dirrm include/ql/models/marketmodels/curvestates	1032	@dirrm include/ql/models/marketmodels/curvestates
Lines 799-807 Link Here
799	@dirrm include/ql/math/interpolations	1048	@dirrm include/ql/math/interpolations
800	@dirrm include/ql/math/integrals	1049	@dirrm include/ql/math/integrals
801	@dirrm include/ql/math/distributions	1050	@dirrm include/ql/math/distributions
		1051	@dirrm include/ql/math/copulas
802	@dirrm include/ql/math	1052	@dirrm include/ql/math
803	@dirrm include/ql/legacy/termstructures
804	@dirrm include/ql/legacy/pricers
805	@dirrm include/ql/legacy/libormarketmodels	1053	@dirrm include/ql/legacy/libormarketmodels
806	@dirrm include/ql/legacy	1054	@dirrm include/ql/legacy
807	@dirrm include/ql/instruments/bonds	1055	@dirrm include/ql/instruments/bonds
Lines 810-815 Link Here
810	@dirrm include/ql/indexes/inflation	1058	@dirrm include/ql/indexes/inflation
811	@dirrm include/ql/indexes/ibor	1059	@dirrm include/ql/indexes/ibor
812	@dirrm include/ql/indexes	1060	@dirrm include/ql/indexes
		1061	@dirrm include/ql/experimental/volatility
		1062	@dirrm include/ql/experimental/varianceoption
		1063	@dirrm include/ql/experimental/risk
		1064	@dirrm include/ql/experimental/processes
		1065	@dirrm include/ql/experimental/mcbasket
		1066	@dirrm include/ql/experimental/math
		1067	@dirrm include/ql/experimental/lattices
		1068	@dirrm include/ql/experimental/inflation
		1069	@dirrm include/ql/experimental/finitedifferences
		1070	@dirrm include/ql/experimental/credit
		1071	@dirrm include/ql/experimental/coupons
		1072	@dirrm include/ql/experimental/compoundoption
		1073	@dirrm include/ql/experimental/commodities
		1074	@dirrm include/ql/experimental/callablebonds
		1075	@dirrm include/ql/experimental/barrieroption
		1076	@dirrm include/ql/experimental/amortizingbonds
813	@dirrm include/ql/experimental	1077	@dirrm include/ql/experimental
814	@dirrm include/ql/currencies	1078	@dirrm include/ql/currencies
815	@dirrm include/ql/cashflows	1079	@dirrm include/ql/cashflows

Return to bug 144040

Lines 7-18 Link Here

(-)Makefile (-3 / +3 lines)
7	#	7	#
8		8
9	PORTNAME= quantlib	9	PORTNAME= quantlib
10	PORTVERSION= 0.9.0	10	PORTVERSION= 0.9.9
11	CATEGORIES= finance	11	CATEGORIES= finance
12	MASTER_SITES= SF/${PORTNAME}/QuantLib/older%20releases/${PORTVERSION}	12	MASTER_SITES= SF/${PORTNAME}/QuantLib/${PORTVERSION}
13	DISTNAME= QuantLib-${PORTVERSION}	13	DISTNAME= QuantLib-${PORTVERSION}
14		14
15	MAINTAINER= ports@FreeBSD.org	15	MAINTAINER= dikshie@sfc.wide.ad.jp
16	COMMENT= A comprehensive software framework for quantitative finance	16	COMMENT= A comprehensive software framework for quantitative finance
17		17
18	LIB_DEPENDS= boost_thread.4:${PORTSDIR}/devel/boost-libs	18	LIB_DEPENDS= boost_thread.4:${PORTSDIR}/devel/boost-libs

Line 0 Link Here

(-)files/patch-test-suite_quantlibbenchmark.cpp (+12 lines)
	1	--- test-suite/quantlibbenchmark.cpp.orig 2010-02-17 20:58:39.000000000 +0900
	2	+++ test-suite/quantlibbenchmark.cpp 2010-02-17 20:59:32.000000000 +0900
	3	@@ -64,6 +64,9 @@
	4	copyrights therein.
	5	*/
	6
	7	+#define BOOST_TEST_DYN_LINK
	8	+#define BOOST_TEST_MAIN
	9	+
	10	#include <ql/types.hpp>
	11	#include <ql/version.hpp>
	12	#include <boost/test/unit_test.hpp>