Attachment 103947 Details for Bug 144040 – file.diff

[patch] file.diff

file.diff (text/plain), 36.92 KB, created by dikshie on 2010-02-17 15:20:01 UTC

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Creator: dikshie

Created: 2010-02-17 15:20:01 UTC

Size: 36.92 KB

patch

obsolete

>--- Makefile.orig	2010-02-17 22:48:03.000000000 +0900
>+++ Makefile	2010-02-17 22:48:03.000000000 +0900
>@@ -7,12 +7,12 @@
> #
> 
> PORTNAME=	quantlib
>-PORTVERSION=	0.9.0
>+PORTVERSION=	0.9.9
> CATEGORIES=	finance
>-MASTER_SITES=	SF/${PORTNAME}/QuantLib/older%20releases/${PORTVERSION}
>+MASTER_SITES=	SF/${PORTNAME}/QuantLib/${PORTVERSION}
> DISTNAME=	QuantLib-${PORTVERSION}
> 
>-MAINTAINER=	ports@FreeBSD.org
>+MAINTAINER=	dikshie@sfc.wide.ad.jp
> COMMENT=	A comprehensive software framework for quantitative finance
> 
> LIB_DEPENDS=	boost_thread.4:${PORTSDIR}/devel/boost-libs
>--- distinfo.orig	2010-02-17 22:48:03.000000000 +0900
>+++ distinfo	2010-02-17 22:48:03.000000000 +0900
>@@ -1,3 +1,3 @@
>-MD5 (QuantLib-0.9.0.tar.gz) = d59b7e4f9580256fe295a3a32c3eed8e
>-SHA256 (QuantLib-0.9.0.tar.gz) = 809cc1ea215df8fa18bb591feec4631c90a8d2d2712942aea46da9809a70f022
>-SIZE (QuantLib-0.9.0.tar.gz) = 3040335
>+MD5 (QuantLib-0.9.9.tar.gz) = eb3d65b37d593560364c5805a5aee2e9
>+SHA256 (QuantLib-0.9.9.tar.gz) = c2d2e0e9e8670b4ff8500bc2b7dc32f8609ea326bbe354572c3976e7752e807d
>+SIZE (QuantLib-0.9.9.tar.gz) = 3628216
>--- files/patch-configure.orig	2010-02-17 22:48:03.000000000 +0900
>+++ files/patch-configure	2010-02-17 22:48:16.000000000 +0900
>@@ -1,9 +1,9 @@
>---- configure.orig	Mon Jul  9 08:30:38 2007
>-+++ configure	Mon Jul  9 08:29:58 2007
>-@@ -20357,6 +20357,8 @@
>-      LIBS="$ql_original_LIBS -l$boost_lib"
>+--- configure.orig	2010-02-17 19:21:37.000000000 +0900
>++++ configure	2010-02-17 19:22:34.000000000 +0900
>+@@ -14620,6 +14620,8 @@
>       boost_unit_found=no
>-      cat >conftest.$ac_ext <<_ACEOF
>+      cat confdefs.h - <<_ACEOF >conftest.$ac_ext
>+ /* end confdefs.h.  */
> +#define BOOST_TEST_DYN_LINK
> +#define BOOST_TEST_MAIN
>  #include <boost/test/unit_test.hpp>
>--- files/patch-test-suite_quantlibbenchmark.cpp.orig	2010-02-17 23:56:41.000000000 +0900
>+++ files/patch-test-suite_quantlibbenchmark.cpp	2010-02-17 22:48:17.000000000 +0900
>@@ -0,0 +1,12 @@
>+--- 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>
>--- files/patch-test-suite_quantlibtestsuite.cpp.orig	2010-02-17 22:48:03.000000000 +0900
>+++ files/patch-test-suite_quantlibtestsuite.cpp	2010-02-17 22:48:17.000000000 +0900
>@@ -1,5 +1,5 @@
>---- test-suite/quantlibtestsuite.cpp.orig	Mon Jul  9 08:35:31 2007
>-+++ test-suite/quantlibtestsuite.cpp	Mon Jul  9 08:36:10 2007
>+--- test-suite/quantlibtestsuite.cpp.orig	2010-02-17 19:23:25.000000000 +0900
>++++ test-suite/quantlibtestsuite.cpp	2010-02-17 19:24:06.000000000 +0900
> @@ -18,6 +18,9 @@
>   FOR A PARTICULAR PURPOSE.  See the license for more details.
>  */
>@@ -8,5 +8,5 @@
> +#define BOOST_TEST_MAIN
> +
>  #include <ql/types.hpp>
>- #include <boost/test/unit_test.hpp>
>- #include <boost/timer.hpp>
>+ #include <ql/settings.hpp>
>+ #include <ql/version.hpp>
>--- pkg-plist	2010-02-17 22:48:03.000000000 +0900
>+++ pkg-plist.new	2010-02-17 23:48:06.000000000 +0900
>@@ -5,6 +5,7 @@
> include/ql/cashflows/all.hpp
> include/ql/cashflows/averagebmacoupon.hpp
> include/ql/cashflows/capflooredcoupon.hpp
>+include/ql/cashflows/capflooredinflationcoupon.hpp
> include/ql/cashflows/cashflows.hpp
> include/ql/cashflows/cashflowvectors.hpp
> include/ql/cashflows/cmscoupon.hpp
>@@ -19,10 +20,15 @@
> include/ql/cashflows/fixedratecoupon.hpp
> include/ql/cashflows/floatingratecoupon.hpp
> include/ql/cashflows/iborcoupon.hpp
>+include/ql/cashflows/indexedcashflow.hpp
>+include/ql/cashflows/inflationcoupon.hpp
>+include/ql/cashflows/inflationcouponpricer.hpp
>+include/ql/cashflows/overnightindexedcoupon.hpp
> include/ql/cashflows/rangeaccrual.hpp
> include/ql/cashflows/replication.hpp
> include/ql/cashflows/simplecashflow.hpp
> include/ql/cashflows/timebasket.hpp
>+include/ql/cashflows/yoyinflationcoupon.hpp
> include/ql/compounding.hpp
> include/ql/config.hpp
> include/ql/currencies/africa.hpp
>@@ -33,19 +39,170 @@
> include/ql/currencies/exchangeratemanager.hpp
> include/ql/currencies/oceania.hpp
> include/ql/currency.hpp
>+include/ql/default.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/experimental/amortizingbonds/all.hpp
>+include/ql/experimental/amortizingbonds/amortizingcmsratebond.hpp
>+include/ql/experimental/amortizingbonds/amortizingfixedratebond.hpp
>+include/ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp
>+include/ql/experimental/barrieroption/all.hpp
>+include/ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp
>+include/ql/experimental/callablebonds/all.hpp
>+include/ql/experimental/callablebonds/blackcallablebondengine.hpp
>+include/ql/experimental/callablebonds/callablebond.hpp
>+include/ql/experimental/callablebonds/callablebondconstantvol.hpp
>+include/ql/experimental/callablebonds/callablebondvolstructure.hpp
>+include/ql/experimental/callablebonds/discretizedcallablefixedratebond.hpp
>+include/ql/experimental/callablebonds/treecallablebondengine.hpp
>+include/ql/experimental/commodities/all.hpp
>+include/ql/experimental/commodities/commodity.hpp
>+include/ql/experimental/commodities/commoditycashflow.hpp
>+include/ql/experimental/commodities/commoditycurve.hpp
>+include/ql/experimental/commodities/commodityindex.hpp
>+include/ql/experimental/commodities/commoditypricinghelpers.hpp
>+include/ql/experimental/commodities/commoditysettings.hpp
>+include/ql/experimental/commodities/commoditytype.hpp
>+include/ql/experimental/commodities/commodityunitcost.hpp
>+include/ql/experimental/commodities/dateinterval.hpp
>+include/ql/experimental/commodities/energybasisswap.hpp
>+include/ql/experimental/commodities/energycommodity.hpp
>+include/ql/experimental/commodities/energyfuture.hpp
>+include/ql/experimental/commodities/energyswap.hpp
>+include/ql/experimental/commodities/energyvanillaswap.hpp
>+include/ql/experimental/commodities/exchangecontract.hpp
>+include/ql/experimental/commodities/paymentterm.hpp
>+include/ql/experimental/commodities/petroleumunitsofmeasure.hpp
>+include/ql/experimental/commodities/pricingperiod.hpp
>+include/ql/experimental/commodities/quantity.hpp
>+include/ql/experimental/commodities/unitofmeasure.hpp
>+include/ql/experimental/commodities/unitofmeasureconversion.hpp
>+include/ql/experimental/commodities/unitofmeasureconversionmanager.hpp
>+include/ql/experimental/compoundoption/all.hpp
>+include/ql/experimental/compoundoption/analyticcompoundoptionengine.hpp
>+include/ql/experimental/compoundoption/compoundoption.hpp
>+include/ql/experimental/coupons/all.hpp
>+include/ql/experimental/coupons/quantocouponpricer.hpp
>+include/ql/experimental/coupons/subperiodcoupons.hpp
>+include/ql/experimental/credit/all.hpp
>+include/ql/experimental/credit/basket.hpp
>+include/ql/experimental/credit/blackcdsoptionengine.hpp
>+include/ql/experimental/credit/cdo.hpp
>+include/ql/experimental/credit/cdsoption.hpp
>+include/ql/experimental/credit/defaultevent.hpp
>+include/ql/experimental/credit/defaultprobabilitykey.hpp
>+include/ql/experimental/credit/defaulttype.hpp
>+include/ql/experimental/credit/distribution.hpp
>+include/ql/experimental/credit/factorspreadedhazardratecurve.hpp
>+include/ql/experimental/credit/issuer.hpp
>+include/ql/experimental/credit/loss.hpp
>+include/ql/experimental/credit/lossdistribution.hpp
>+include/ql/experimental/credit/nthtodefault.hpp
>+include/ql/experimental/credit/onefactorcopula.hpp
>+include/ql/experimental/credit/onefactorgaussiancopula.hpp
>+include/ql/experimental/credit/onefactorstudentcopula.hpp
>+include/ql/experimental/credit/pool.hpp
>+include/ql/experimental/credit/randomdefaultmodel.hpp
>+include/ql/experimental/credit/recoveryratemodel.hpp
>+include/ql/experimental/credit/recoveryratequote.hpp
>+include/ql/experimental/credit/recursivecdoengine.hpp
>+include/ql/experimental/credit/riskyassetswap.hpp
>+include/ql/experimental/credit/riskyassetswapoption.hpp
>+include/ql/experimental/credit/riskybond.hpp
>+include/ql/experimental/credit/spreadedhazardratecurve.hpp
>+include/ql/experimental/credit/syntheticcdo.hpp
>+include/ql/experimental/credit/syntheticcdoengines.hpp
>+include/ql/experimental/finitedifferences/all.hpp
>+include/ql/experimental/finitedifferences/bicgstab.hpp
>+include/ql/experimental/finitedifferences/concentrating1dmesher.hpp
>+include/ql/experimental/finitedifferences/craigsneydscheme.hpp
>+include/ql/experimental/finitedifferences/dividendbarrieroption.hpp
>+include/ql/experimental/finitedifferences/douglasscheme.hpp
>+include/ql/experimental/finitedifferences/expliciteulerscheme.hpp
>+include/ql/experimental/finitedifferences/fdblackscholesasianengine.hpp
>+include/ql/experimental/finitedifferences/fdblackscholesbarrierengine.hpp
>+include/ql/experimental/finitedifferences/fdblackscholesrebateengine.hpp
>+include/ql/experimental/finitedifferences/fdblackscholesvanillaengine.hpp
>+include/ql/experimental/finitedifferences/fdhestonbarrierengine.hpp
>+include/ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.hpp
>+include/ql/experimental/finitedifferences/fdhestonrebateengine.hpp
>+include/ql/experimental/finitedifferences/fdhestonvanillaengine.hpp
>+include/ql/experimental/finitedifferences/fdm1dmesher.hpp
>+include/ql/experimental/finitedifferences/fdmamericanstepcondition.hpp
>+include/ql/experimental/finitedifferences/fdmarithmeticaveragecondition.hpp
>+include/ql/experimental/finitedifferences/fdmbackwardsolver.hpp
>+include/ql/experimental/finitedifferences/fdmblackscholesmesher.hpp
>+include/ql/experimental/finitedifferences/fdmblackscholesmultistrikemesher.hpp
>+include/ql/experimental/finitedifferences/fdmblackscholesop.hpp
>+include/ql/experimental/finitedifferences/fdmblackscholessolver.hpp
>+include/ql/experimental/finitedifferences/fdmdirichletboundary.hpp
>+include/ql/experimental/finitedifferences/fdmdividendhandler.hpp
>+include/ql/experimental/finitedifferences/fdmhestonhullwhiteop.hpp
>+include/ql/experimental/finitedifferences/fdmhestonhullwhitesolver.hpp
>+include/ql/experimental/finitedifferences/fdmhestonop.hpp
>+include/ql/experimental/finitedifferences/fdmhestonsolver.hpp
>+include/ql/experimental/finitedifferences/fdmhestonvariancemesher.hpp
>+include/ql/experimental/finitedifferences/fdmhullwhitemesher.hpp
>+include/ql/experimental/finitedifferences/fdminnervaluecalculator.hpp
>+include/ql/experimental/finitedifferences/fdmlinearop.hpp
>+include/ql/experimental/finitedifferences/fdmlinearopcomposite.hpp
>+include/ql/experimental/finitedifferences/fdmlinearopiterator.hpp
>+include/ql/experimental/finitedifferences/fdmlinearoplayout.hpp
>+include/ql/experimental/finitedifferences/fdmmesher.hpp
>+include/ql/experimental/finitedifferences/fdmmeshercomposite.hpp
>+include/ql/experimental/finitedifferences/fdmquantohelper.hpp
>+include/ql/experimental/finitedifferences/fdmsimple2dbssolver.hpp
>+include/ql/experimental/finitedifferences/fdmsnapshotcondition.hpp
>+include/ql/experimental/finitedifferences/fdmstepconditioncomposite.hpp
>+include/ql/experimental/finitedifferences/firstderivativeop.hpp
>+include/ql/experimental/finitedifferences/hundsdorferscheme.hpp
>+include/ql/experimental/finitedifferences/impliciteulerscheme.hpp
>+include/ql/experimental/finitedifferences/modifiedcraigsneydscheme.hpp
>+include/ql/experimental/finitedifferences/ninepointlinearop.hpp
>+include/ql/experimental/finitedifferences/secondderivativeop.hpp
>+include/ql/experimental/finitedifferences/secondordermixedderivativeop.hpp
>+include/ql/experimental/finitedifferences/triplebandlinearop.hpp
>+include/ql/experimental/finitedifferences/uniform1dmesher.hpp
>+include/ql/experimental/finitedifferences/uniformgridmesher.hpp
>+include/ql/experimental/inflation/all.hpp
>+include/ql/experimental/inflation/genericindexes.hpp
>+include/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp
>+include/ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp
>+include/ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp
>+include/ql/experimental/inflation/polynomial2Dspline.hpp
>+include/ql/experimental/inflation/yoycapfloortermpricesurface.hpp
>+include/ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp
>+include/ql/experimental/inflation/yoyoptionlethelpers.hpp
>+include/ql/experimental/inflation/yoyoptionletstripper.hpp
>+include/ql/experimental/lattices/all.hpp
>+include/ql/experimental/lattices/extendedbinomialtree.hpp
>+include/ql/experimental/math/all.hpp
>+include/ql/experimental/math/fastfouriertransform.hpp
>+include/ql/experimental/mcbasket/all.hpp
>+include/ql/experimental/mcbasket/mcpathbasketengine.hpp
>+include/ql/experimental/mcbasket/pathmultiassetoption.hpp
>+include/ql/experimental/mcbasket/pathpayoff.hpp
>+include/ql/experimental/processes/all.hpp
>+include/ql/experimental/processes/extendedblackscholesprocess.hpp
>+include/ql/experimental/risk/all.hpp
>+include/ql/experimental/risk/sensitivityanalysis.hpp
>+include/ql/experimental/varianceoption/all.hpp
>+include/ql/experimental/varianceoption/integralhestonvarianceoptionengine.hpp
>+include/ql/experimental/varianceoption/varianceoption.hpp
>+include/ql/experimental/volatility/abcdatmvolcurve.hpp
>+include/ql/experimental/volatility/all.hpp
>+include/ql/experimental/volatility/blackatmvolcurve.hpp
>+include/ql/experimental/volatility/blackvolsurface.hpp
>+include/ql/experimental/volatility/equityfxvolsurface.hpp
>+include/ql/experimental/volatility/extendedblackvariancecurve.hpp
>+include/ql/experimental/volatility/extendedblackvariancesurface.hpp
>+include/ql/experimental/volatility/interestratevolsurface.hpp
>+include/ql/experimental/volatility/sabrvolsurface.hpp
>+include/ql/experimental/volatility/volcube.hpp
> include/ql/grid.hpp
> include/ql/handle.hpp
> include/ql/index.hpp
>@@ -57,6 +214,7 @@
> include/ql/indexes/ibor/cdor.hpp
> include/ql/indexes/ibor/chflibor.hpp
> include/ql/indexes/ibor/dkklibor.hpp
>+include/ql/indexes/ibor/eonia.hpp
> include/ql/indexes/ibor/euribor.hpp
> include/ql/indexes/ibor/eurlibor.hpp
> include/ql/indexes/ibor/gbplibor.hpp
>@@ -64,6 +222,7 @@
> include/ql/indexes/ibor/jpylibor.hpp
> include/ql/indexes/ibor/libor.hpp
> include/ql/indexes/ibor/nzdlibor.hpp
>+include/ql/indexes/ibor/seklibor.hpp
> include/ql/indexes/ibor/tibor.hpp
> include/ql/indexes/ibor/trlibor.hpp
> include/ql/indexes/ibor/usdlibor.hpp
>@@ -71,18 +230,21 @@
> include/ql/indexes/iborindex.hpp
> include/ql/indexes/indexmanager.hpp
> include/ql/indexes/inflation/all.hpp
>+include/ql/indexes/inflation/aucpi.hpp
> include/ql/indexes/inflation/euhicp.hpp
>+include/ql/indexes/inflation/frhicp.hpp
> include/ql/indexes/inflation/ukrpi.hpp
>+include/ql/indexes/inflation/uscpi.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
>-include/ql/indexes/swap/euriborswapfixifr.hpp
>-include/ql/indexes/swap/eurliborswapfixa.hpp
>-include/ql/indexes/swap/eurliborswapfixb.hpp
>-include/ql/indexes/swap/eurliborswapfixifr.hpp
>+include/ql/indexes/swap/chfliborswap.hpp
>+include/ql/indexes/swap/euriborswap.hpp
>+include/ql/indexes/swap/eurliborswap.hpp
>+include/ql/indexes/swap/gbpliborswap.hpp
>+include/ql/indexes/swap/jpyliborswap.hpp
>+include/ql/indexes/swap/usdliborswap.hpp
> include/ql/indexes/swapindex.hpp
> include/ql/instrument.hpp
> include/ql/instruments/all.hpp
>@@ -102,25 +264,34 @@
> include/ql/instruments/bonds/zerocouponbond.hpp
> include/ql/instruments/callabilityschedule.hpp
> include/ql/instruments/capfloor.hpp
>+include/ql/instruments/claim.hpp
> include/ql/instruments/cliquetoption.hpp
> include/ql/instruments/compositeinstrument.hpp
>+include/ql/instruments/creditdefaultswap.hpp
> include/ql/instruments/dividendschedule.hpp
> include/ql/instruments/dividendvanillaoption.hpp
> include/ql/instruments/europeanoption.hpp
>+include/ql/instruments/everestoption.hpp
> include/ql/instruments/fixedratebondforward.hpp
> include/ql/instruments/forward.hpp
> include/ql/instruments/forwardrateagreement.hpp
> include/ql/instruments/forwardvanillaoption.hpp
>+include/ql/instruments/himalayaoption.hpp
> include/ql/instruments/impliedvolatility.hpp
>-include/ql/instruments/inflationswap.hpp
>+include/ql/instruments/inflationcapfloor.hpp
> include/ql/instruments/lookbackoption.hpp
> include/ql/instruments/makecapfloor.hpp
> include/ql/instruments/makecms.hpp
>-include/ql/instruments/makeswaptions.hpp
>+include/ql/instruments/makeois.hpp
>+include/ql/instruments/makeswaption.hpp
> include/ql/instruments/makevanillaswap.hpp
>+include/ql/instruments/makeyoyinflationcapfloor.hpp
> include/ql/instruments/multiassetoption.hpp
> include/ql/instruments/oneassetoption.hpp
>+include/ql/instruments/overnightindexedswap.hpp
>+include/ql/instruments/pagodaoption.hpp
> include/ql/instruments/payoffs.hpp
>+include/ql/instruments/quantobarrieroption.hpp
> include/ql/instruments/quantoforwardvanillaoption.hpp
> include/ql/instruments/quantovanillaoption.hpp
> include/ql/instruments/stickyratchet.hpp
>@@ -150,25 +321,22 @@
> include/ql/legacy/libormarketmodels/lmlinexpcorrmodel.hpp
> include/ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp
> include/ql/legacy/libormarketmodels/lmvolmodel.hpp
>-include/ql/legacy/pricers/all.hpp
>-include/ql/legacy/pricers/discretegeometricaso.hpp
>-include/ql/legacy/pricers/mccliquetoption.hpp
>-include/ql/legacy/pricers/mcdiscretearithmeticaso.hpp
>-include/ql/legacy/pricers/mceverest.hpp
>-include/ql/legacy/pricers/mchimalaya.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/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/copulas/all.hpp
>+include/ql/math/copulas/claytoncopula.hpp
>+include/ql/math/copulas/farliegumbelmorgensterncopula.hpp
>+include/ql/math/copulas/frankcopula.hpp
>+include/ql/math/copulas/gaussiancopula.hpp
>+include/ql/math/copulas/gumbelcopula.hpp
>+include/ql/math/copulas/independentcopula.hpp
>+include/ql/math/copulas/marshallolkincopula.hpp
>+include/ql/math/copulas/maxcopula.hpp
>+include/ql/math/copulas/mincopula.hpp
> include/ql/math/curve.hpp
> include/ql/math/distributions/all.hpp
> include/ql/math/distributions/binomialdistribution.hpp
>@@ -177,6 +345,7 @@
> include/ql/math/distributions/gammadistribution.hpp
> include/ql/math/distributions/normaldistribution.hpp
> include/ql/math/distributions/poissondistribution.hpp
>+include/ql/math/distributions/studenttdistribution.hpp
> include/ql/math/domain.hpp
> include/ql/math/errorfunction.hpp
> include/ql/math/factorial.hpp
>@@ -185,6 +354,7 @@
> include/ql/math/integrals/all.hpp
> include/ql/math/integrals/gaussianorthogonalpolynomial.hpp
> include/ql/math/integrals/gaussianquadratures.hpp
>+include/ql/math/integrals/gausslobattointegral.hpp
> include/ql/math/integrals/integral.hpp
> include/ql/math/integrals/kronrodintegral.hpp
> include/ql/math/integrals/segmentintegral.hpp
>@@ -196,29 +366,36 @@
> include/ql/math/interpolations/backwardflatinterpolation.hpp
> include/ql/math/interpolations/bicubicsplineinterpolation.hpp
> include/ql/math/interpolations/bilinearinterpolation.hpp
>-include/ql/math/interpolations/cubicspline.hpp
>+include/ql/math/interpolations/convexmonotoneinterpolation.hpp
>+include/ql/math/interpolations/cubicinterpolation.hpp
> include/ql/math/interpolations/extrapolation.hpp
> include/ql/math/interpolations/flatextrapolation2d.hpp
> include/ql/math/interpolations/forwardflatinterpolation.hpp
> include/ql/math/interpolations/interpolation2d.hpp
>+include/ql/math/interpolations/kernelinterpolation.hpp
>+include/ql/math/interpolations/kernelinterpolation2d.hpp
> include/ql/math/interpolations/linearinterpolation.hpp
> include/ql/math/interpolations/loginterpolation.hpp
> include/ql/math/interpolations/multicubicspline.hpp
> include/ql/math/interpolations/sabrinterpolation.hpp
>+include/ql/math/kernelfunctions.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/factorreduction.hpp
> include/ql/math/matrixutilities/getcovariance.hpp
> include/ql/math/matrixutilities/pseudosqrt.hpp
>+include/ql/math/matrixutilities/qrdecomposition.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
>+include/ql/math/optimization/bfgs.hpp
> include/ql/math/optimization/conjugategradient.hpp
> include/ql/math/optimization/constraint.hpp
> include/ql/math/optimization/costfunction.hpp
>@@ -251,6 +428,7 @@
> include/ql/math/randomnumbers/primitivepolynomials.h
> include/ql/math/randomnumbers/randomizedlds.hpp
> include/ql/math/randomnumbers/randomsequencegenerator.hpp
>+include/ql/math/randomnumbers/ranluxuniformrng.hpp
> include/ql/math/randomnumbers/rngtraits.hpp
> include/ql/math/randomnumbers/seedgenerator.hpp
> include/ql/math/randomnumbers/sobolrsg.hpp
>@@ -334,6 +512,7 @@
> include/ql/models/calibrationhelper.hpp
> include/ql/models/equity/all.hpp
> include/ql/models/equity/batesmodel.hpp
>+include/ql/models/equity/gjrgarchmodel.hpp
> include/ql/models/equity/hestonmodel.hpp
> include/ql/models/equity/hestonmodelhelper.hpp
> include/ql/models/marketmodels/accountingengine.hpp
>@@ -378,11 +557,16 @@
> include/ql/models/marketmodels/evolvers/all.hpp
> include/ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp
> include/ql/models/marketmodels/evolvers/lognormalcotswapratepc.hpp
>+include/ql/models/marketmodels/evolvers/lognormalfwdrateballand.hpp
> include/ql/models/marketmodels/evolvers/lognormalfwdrateeuler.hpp
> include/ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.hpp
> include/ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp
> include/ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp
>+include/ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp
> include/ql/models/marketmodels/evolvers/normalfwdratepc.hpp
>+include/ql/models/marketmodels/evolvers/svddfwdratepc.hpp
>+include/ql/models/marketmodels/evolvers/volprocesses/all.hpp
>+include/ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.hpp
> include/ql/models/marketmodels/forwardforwardmappings.hpp
> include/ql/models/marketmodels/historicalforwardratesanalysis.hpp
> include/ql/models/marketmodels/historicalratesanalysis.hpp
>@@ -408,6 +592,14 @@
> include/ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp
> include/ql/models/marketmodels/models/volatilityinterpolationspecifierabcd.hpp
> include/ql/models/marketmodels/multiproduct.hpp
>+include/ql/models/marketmodels/pathwiseaccountingengine.hpp
>+include/ql/models/marketmodels/pathwisediscounter.hpp
>+include/ql/models/marketmodels/pathwisegreeks/all.hpp
>+include/ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.hpp
>+include/ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.hpp
>+include/ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp
>+include/ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp
>+include/ql/models/marketmodels/pathwisemultiproduct.hpp
> include/ql/models/marketmodels/piecewiseconstantcorrelation.hpp
> include/ql/models/marketmodels/products/all.hpp
> include/ql/models/marketmodels/products/compositeproduct.hpp
>@@ -427,11 +619,15 @@
> 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/multistep/multistepswaption.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/pathwise/all.hpp
>+include/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp
>+include/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp
> include/ql/models/marketmodels/products/singleproductcomposite.hpp
> include/ql/models/marketmodels/proxygreekengine.hpp
> include/ql/models/marketmodels/swapforwardmappings.hpp
>@@ -477,7 +673,9 @@
> 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
>+include/ql/pricingengines/asian/analytic_discr_geom_av_strike.hpp
> include/ql/pricingengines/asian/mc_discr_arith_av_price.hpp
>+include/ql/pricingengines/asian/mc_discr_arith_av_strike.hpp
> include/ql/pricingengines/asian/mc_discr_geom_av_price.hpp
> include/ql/pricingengines/asian/mcdiscreteasianengine.hpp
> include/ql/pricingengines/barrier/all.hpp
>@@ -485,12 +683,16 @@
> include/ql/pricingengines/barrier/mcbarrierengine.hpp
> include/ql/pricingengines/basket/all.hpp
> include/ql/pricingengines/basket/mcamericanbasketengine.hpp
>-include/ql/pricingengines/basket/mcbasketengine.hpp
>+include/ql/pricingengines/basket/mceuropeanbasketengine.hpp
>+include/ql/pricingengines/basket/mceverestengine.hpp
>+include/ql/pricingengines/basket/mchimalayaengine.hpp
>+include/ql/pricingengines/basket/mcpagodaengine.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/bondfunctions.hpp
> include/ql/pricingengines/bond/discountingbondengine.hpp
> include/ql/pricingengines/capfloor/all.hpp
> include/ql/pricingengines/capfloor/analyticcapfloorengine.hpp
>@@ -501,6 +703,10 @@
> include/ql/pricingengines/cliquet/all.hpp
> include/ql/pricingengines/cliquet/analyticcliquetengine.hpp
> include/ql/pricingengines/cliquet/analyticperformanceengine.hpp
>+include/ql/pricingengines/cliquet/mcperformanceengine.hpp
>+include/ql/pricingengines/credit/all.hpp
>+include/ql/pricingengines/credit/integralcdsengine.hpp
>+include/ql/pricingengines/credit/midpointcdsengine.hpp
> include/ql/pricingengines/forward/all.hpp
> include/ql/pricingengines/forward/forwardengine.hpp
> include/ql/pricingengines/forward/forwardperformanceengine.hpp
>@@ -511,6 +717,8 @@
> include/ql/pricingengines/hybrid/all.hpp
> include/ql/pricingengines/hybrid/binomialconvertibleengine.hpp
> include/ql/pricingengines/hybrid/discretizedconvertible.hpp
>+include/ql/pricingengines/inflation/all.hpp
>+include/ql/pricingengines/inflation/inflationcapfloorengines.hpp
> include/ql/pricingengines/latticeshortratemodelengine.hpp
> include/ql/pricingengines/lookback/all.hpp
> include/ql/pricingengines/lookback/analyticcontinuousfixedlookback.hpp
>@@ -534,6 +742,7 @@
> include/ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp
> include/ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp
> include/ql/pricingengines/vanilla/analyticeuropeanengine.hpp
>+include/ql/pricingengines/vanilla/analyticgjrgarchengine.hpp
> include/ql/pricingengines/vanilla/analytichestonengine.hpp
> include/ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp
> include/ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp
>@@ -559,15 +768,19 @@
> include/ql/pricingengines/vanilla/mcamericanengine.hpp
> include/ql/pricingengines/vanilla/mcdigitalengine.hpp
> include/ql/pricingengines/vanilla/mceuropeanengine.hpp
>+include/ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp
> include/ql/pricingengines/vanilla/mceuropeanhestonengine.hpp
> include/ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp
> include/ql/pricingengines/vanilla/mcvanillaengine.hpp
> include/ql/processes/all.hpp
>+include/ql/processes/batesprocess.hpp
> include/ql/processes/blackscholesprocess.hpp
>+include/ql/processes/endeulerdiscretization.hpp
> include/ql/processes/eulerdiscretization.hpp
> include/ql/processes/forwardmeasureprocess.hpp
> include/ql/processes/g2process.hpp
> include/ql/processes/geometricbrownianprocess.hpp
>+include/ql/processes/gjrgarchprocess.hpp
> include/ql/processes/hestonprocess.hpp
> include/ql/processes/hullwhiteprocess.hpp
> include/ql/processes/hybridhestonhullwhiteprocess.hpp
>@@ -587,20 +800,37 @@
> include/ql/quotes/forwardvaluequote.hpp
> include/ql/quotes/futuresconvadjustmentquote.hpp
> include/ql/quotes/impliedstddevquote.hpp
>+include/ql/quotes/lastfixingquote.hpp
> include/ql/quotes/simplequote.hpp
> include/ql/settings.hpp
> include/ql/stochasticprocess.hpp
> include/ql/termstructure.hpp
> include/ql/termstructures/all.hpp
>+include/ql/termstructures/bootstraperror.hpp
> include/ql/termstructures/bootstraphelper.hpp
>-include/ql/termstructures/bootstrapper.hpp
>+include/ql/termstructures/credit/all.hpp
>+include/ql/termstructures/credit/defaultdensitystructure.hpp
>+include/ql/termstructures/credit/defaultprobabilityhelpers.hpp
>+include/ql/termstructures/credit/flathazardrate.hpp
>+include/ql/termstructures/credit/hazardratestructure.hpp
>+include/ql/termstructures/credit/interpolateddefaultdensitycurve.hpp
>+include/ql/termstructures/credit/interpolatedhazardratecurve.hpp
>+include/ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp
>+include/ql/termstructures/credit/piecewisedefaultcurve.hpp
>+include/ql/termstructures/credit/probabilitytraits.hpp
>+include/ql/termstructures/credit/survivalprobabilitystructure.hpp
>+include/ql/termstructures/defaulttermstructure.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/inflation/seasonality.hpp
> include/ql/termstructures/inflationtermstructure.hpp
>+include/ql/termstructures/interpolatedcurve.hpp
>+include/ql/termstructures/iterativebootstrap.hpp
>+include/ql/termstructures/localbootstrap.hpp
> include/ql/termstructures/volatility/abcd.hpp
> include/ql/termstructures/volatility/abcdcalibration.hpp
> include/ql/termstructures/volatility/all.hpp
>@@ -608,6 +838,7 @@
> 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/capfloor/constantcapfloortermvol.hpp
> include/ql/termstructures/volatility/equityfx/all.hpp
> include/ql/termstructures/volatility/equityfx/blackconstantvol.hpp
> include/ql/termstructures/volatility/equityfx/blackvariancecurve.hpp
>@@ -618,6 +849,9 @@
> 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/flatsmilesection.hpp
>+include/ql/termstructures/volatility/inflation/all.hpp
>+include/ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp
> include/ql/termstructures/volatility/interpolatedsmilesection.hpp
> include/ql/termstructures/volatility/optionlet/all.hpp
> include/ql/termstructures/volatility/optionlet/capletvariancecurve.hpp
>@@ -627,11 +861,14 @@
> 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/strippedoptionlet.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/sabrsmilesection.hpp
> include/ql/termstructures/volatility/smilesection.hpp
>+include/ql/termstructures/volatility/spreadedsmilesection.hpp
> include/ql/termstructures/volatility/swaption/all.hpp
> include/ql/termstructures/volatility/swaption/cmsmarket.hpp
> include/ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp
>@@ -656,6 +893,7 @@
> include/ql/termstructures/yield/forwardstructure.hpp
> include/ql/termstructures/yield/impliedtermstructure.hpp
> include/ql/termstructures/yield/nonlinearfittingmethods.hpp
>+include/ql/termstructures/yield/oisratehelper.hpp
> include/ql/termstructures/yield/piecewiseyieldcurve.hpp
> include/ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp
> include/ql/termstructures/yield/quantotermstructure.hpp
>@@ -670,6 +908,7 @@
> include/ql/time/calendars/all.hpp
> include/ql/time/calendars/argentina.hpp
> include/ql/time/calendars/australia.hpp
>+include/ql/time/calendars/bespokecalendar.hpp
> include/ql/time/calendars/brazil.hpp
> include/ql/time/calendars/canada.hpp
> include/ql/time/calendars/china.hpp
>@@ -703,6 +942,7 @@
> include/ql/time/calendars/ukraine.hpp
> include/ql/time/calendars/unitedkingdom.hpp
> include/ql/time/calendars/unitedstates.hpp
>+include/ql/time/calendars/weekendsonly.hpp
> include/ql/time/date.hpp
> include/ql/time/dategenerationrule.hpp
> include/ql/time/daycounter.hpp
>@@ -714,6 +954,7 @@
> include/ql/time/daycounters/one.hpp
> include/ql/time/daycounters/simpledaycounter.hpp
> include/ql/time/daycounters/thirty360.hpp
>+include/ql/time/ecb.hpp
> include/ql/time/frequency.hpp
> include/ql/time/imm.hpp
> include/ql/time/period.hpp
>@@ -733,6 +974,7 @@
> include/ql/utilities/steppingiterator.hpp
> include/ql/utilities/tracing.hpp
> include/ql/utilities/vectors.hpp
>+include/ql/version.hpp
> include/ql/volatilitymodel.hpp
> lib/libQuantLib.a
> lib/libQuantLib.la
>@@ -747,10 +989,12 @@
> @dirrm include/ql/termstructures/yield
> @dirrm include/ql/termstructures/volatility/swaption
> @dirrm include/ql/termstructures/volatility/optionlet
>+@dirrm include/ql/termstructures/volatility/inflation
> @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/credit
> @dirrm include/ql/termstructures
> @dirrm include/ql/quotes
> @dirrm include/ql/processes
>@@ -759,8 +1003,10 @@
> @dirrm include/ql/pricingengines/swap
> @dirrm include/ql/pricingengines/quanto
> @dirrm include/ql/pricingengines/lookback
>+@dirrm include/ql/pricingengines/inflation
> @dirrm include/ql/pricingengines/hybrid
> @dirrm include/ql/pricingengines/forward
>+@dirrm include/ql/pricingengines/credit
> @dirrm include/ql/pricingengines/cliquet
> @dirrm include/ql/pricingengines/capfloor
> @dirrm include/ql/pricingengines/bond
>@@ -774,10 +1020,13 @@
> @dirrm include/ql/models/shortrate/onefactormodels
> @dirrm include/ql/models/shortrate/calibrationhelpers
> @dirrm include/ql/models/shortrate
>+@dirrm include/ql/models/marketmodels/products/pathwise
> @dirrm include/ql/models/marketmodels/products/onestep
> @dirrm include/ql/models/marketmodels/products/multistep
> @dirrm include/ql/models/marketmodels/products
>+@dirrm include/ql/models/marketmodels/pathwisegreeks
> @dirrm include/ql/models/marketmodels/models
>+@dirrm include/ql/models/marketmodels/evolvers/volprocesses
> @dirrm include/ql/models/marketmodels/evolvers
> @dirrm include/ql/models/marketmodels/driftcomputation
> @dirrm include/ql/models/marketmodels/curvestates
>@@ -799,9 +1048,8 @@
> @dirrm include/ql/math/interpolations
> @dirrm include/ql/math/integrals
> @dirrm include/ql/math/distributions
>+@dirrm include/ql/math/copulas
> @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
>@@ -810,6 +1058,22 @@
> @dirrm include/ql/indexes/inflation
> @dirrm include/ql/indexes/ibor
> @dirrm include/ql/indexes
>+@dirrm include/ql/experimental/volatility
>+@dirrm include/ql/experimental/varianceoption
>+@dirrm include/ql/experimental/risk
>+@dirrm include/ql/experimental/processes
>+@dirrm include/ql/experimental/mcbasket
>+@dirrm include/ql/experimental/math
>+@dirrm include/ql/experimental/lattices
>+@dirrm include/ql/experimental/inflation
>+@dirrm include/ql/experimental/finitedifferences
>+@dirrm include/ql/experimental/credit
>+@dirrm include/ql/experimental/coupons
>+@dirrm include/ql/experimental/compoundoption
>+@dirrm include/ql/experimental/commodities
>+@dirrm include/ql/experimental/callablebonds
>+@dirrm include/ql/experimental/barrieroption
>+@dirrm include/ql/experimental/amortizingbonds
> @dirrm include/ql/experimental
> @dirrm include/ql/currencies
> @dirrm include/ql/cashflows

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Attachments on bug 144040: 103947