Attachment 104141 Details for Bug 144276 – file.diff

[patch] file.diff

file.diff (text/plain), 9.17 KB, created by dikshie on 2010-02-25 04:50:01 UTC

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Creator: dikshie

Created: 2010-02-25 04:50:01 UTC

Size: 9.17 KB

patch

obsolete

>--- Makefile.orig	2010-02-25 02:44:38.000000000 +0900
>+++ Makefile	2010-02-25 02:52:04.000000000 +0900
>@@ -7,7 +7,7 @@
> #
> 
> PORTNAME=	quantlib
>-PORTVERSION=	0.9.9
>+PORTVERSION=	1.0
> CATEGORIES=	finance
> MASTER_SITES=	SF/${PORTNAME}/QuantLib/${PORTVERSION}
> DISTNAME=	QuantLib-${PORTVERSION}
>--- distinfo.orig	2010-02-25 02:44:02.000000000 +0900
>+++ distinfo	2010-02-25 02:53:04.000000000 +0900
>@@ -1,3 +1,3 @@
>-MD5 (QuantLib-0.9.9.tar.gz) = eb3d65b37d593560364c5805a5aee2e9
>-SHA256 (QuantLib-0.9.9.tar.gz) = c2d2e0e9e8670b4ff8500bc2b7dc32f8609ea326bbe354572c3976e7752e807d
>-SIZE (QuantLib-0.9.9.tar.gz) = 3628216
>+MD5 (QuantLib-1.0.tar.gz) = 59afadee1d2ba8f640f2f9d97714bda0
>+SHA256 (QuantLib-1.0.tar.gz) = 15609b014c72cebf50c6f49fdd2c4197e87750b2169e418fe472c8a34bf8acaf
>+SIZE (QuantLib-1.0.tar.gz) = 3645546
>--- pkg-plist	2010-02-25 02:44:02.000000000 +0900
>+++ pkg-plist.new	2010-02-25 04:27:42.000000000 +0900
>@@ -85,6 +85,11 @@
> include/ql/experimental/compoundoption/all.hpp
> include/ql/experimental/compoundoption/analyticcompoundoptionengine.hpp
> include/ql/experimental/compoundoption/compoundoption.hpp
>+include/ql/experimental/convertiblebonds/all.hpp
>+include/ql/experimental/convertiblebonds/binomialconvertibleengine.hpp
>+include/ql/experimental/convertiblebonds/convertiblebond.hpp
>+include/ql/experimental/convertiblebonds/discretizedconvertible.hpp
>+include/ql/experimental/convertiblebonds/tflattice.hpp
> include/ql/experimental/coupons/all.hpp
> include/ql/experimental/coupons/quantocouponpricer.hpp
> include/ql/experimental/coupons/subperiodcoupons.hpp
>@@ -116,6 +121,13 @@
> include/ql/experimental/credit/spreadedhazardratecurve.hpp
> include/ql/experimental/credit/syntheticcdo.hpp
> include/ql/experimental/credit/syntheticcdoengines.hpp
>+include/ql/experimental/exoticoptions/all.hpp
>+include/ql/experimental/exoticoptions/everestoption.hpp
>+include/ql/experimental/exoticoptions/himalayaoption.hpp
>+include/ql/experimental/exoticoptions/mceverestengine.hpp
>+include/ql/experimental/exoticoptions/mchimalayaengine.hpp
>+include/ql/experimental/exoticoptions/mcpagodaengine.hpp
>+include/ql/experimental/exoticoptions/pagodaoption.hpp
> include/ql/experimental/finitedifferences/all.hpp
> include/ql/experimental/finitedifferences/bicgstab.hpp
> include/ql/experimental/finitedifferences/concentrating1dmesher.hpp
>@@ -165,6 +177,7 @@
> include/ql/experimental/finitedifferences/ninepointlinearop.hpp
> include/ql/experimental/finitedifferences/secondderivativeop.hpp
> include/ql/experimental/finitedifferences/secondordermixedderivativeop.hpp
>+include/ql/experimental/finitedifferences/sparseilupreconditioner.hpp
> include/ql/experimental/finitedifferences/triplebandlinearop.hpp
> include/ql/experimental/finitedifferences/uniform1dmesher.hpp
> include/ql/experimental/finitedifferences/uniformgridmesher.hpp
>@@ -182,7 +195,11 @@
> include/ql/experimental/lattices/extendedbinomialtree.hpp
> include/ql/experimental/math/all.hpp
> include/ql/experimental/math/fastfouriertransform.hpp
>+include/ql/experimental/mcbasket/adaptedpathpayoff.hpp
> include/ql/experimental/mcbasket/all.hpp
>+include/ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp
>+include/ql/experimental/mcbasket/mcamericanpathengine.hpp
>+include/ql/experimental/mcbasket/mclongstaffschwartzpathengine.hpp
> include/ql/experimental/mcbasket/mcpathbasketengine.hpp
> include/ql/experimental/mcbasket/pathmultiassetoption.hpp
> include/ql/experimental/mcbasket/pathpayoff.hpp
>@@ -258,7 +275,6 @@
> include/ql/instruments/bond.hpp
> include/ql/instruments/bonds/all.hpp
> include/ql/instruments/bonds/cmsratebond.hpp
>-include/ql/instruments/bonds/convertiblebond.hpp
> include/ql/instruments/bonds/fixedratebond.hpp
> include/ql/instruments/bonds/floatingratebond.hpp
> include/ql/instruments/bonds/zerocouponbond.hpp
>@@ -271,12 +287,10 @@
> 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/inflationcapfloor.hpp
> include/ql/instruments/lookbackoption.hpp
>@@ -289,7 +303,6 @@
> 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
>@@ -488,7 +501,6 @@
> include/ql/methods/lattices/lattice.hpp
> include/ql/methods/lattices/lattice1d.hpp
> include/ql/methods/lattices/lattice2d.hpp
>-include/ql/methods/lattices/tflattice.hpp
> include/ql/methods/lattices/tree.hpp
> include/ql/methods/lattices/trinomialtree.hpp
> include/ql/methods/montecarlo/all.hpp
>@@ -532,6 +544,7 @@
> include/ql/models/marketmodels/callability/nothingexercisevalue.hpp
> include/ql/models/marketmodels/callability/parametricexerciseadapter.hpp
> include/ql/models/marketmodels/callability/swapbasissystem.hpp
>+include/ql/models/marketmodels/callability/swapforwardbasissystem.hpp
> include/ql/models/marketmodels/callability/swapratetrigger.hpp
> include/ql/models/marketmodels/callability/triggeredswapexercise.hpp
> include/ql/models/marketmodels/callability/upperboundengine.hpp
>@@ -560,6 +573,7 @@
> 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/lognormalfwdrateiballand.hpp
> include/ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp
> include/ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp
> include/ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp
>@@ -614,8 +628,10 @@
> include/ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp
> include/ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp
> include/ql/models/marketmodels/products/multistep/multistepforwards.hpp
>+include/ql/models/marketmodels/products/multistep/multistepinversefloater.hpp
> include/ql/models/marketmodels/products/multistep/multistepnothing.hpp
> include/ql/models/marketmodels/products/multistep/multistepoptionlets.hpp
>+include/ql/models/marketmodels/products/multistep/multisteppathwisewrapper.hpp
> include/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp
> include/ql/models/marketmodels/products/multistep/multistepratchet.hpp
> include/ql/models/marketmodels/products/multistep/multistepswap.hpp
>@@ -626,7 +642,11 @@
> 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/pathwiseproductcallspecified.hpp
> include/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp
>+include/ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp
>+include/ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.hpp
>+include/ql/models/marketmodels/products/pathwise/pathwiseproductswap.hpp
> include/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp
> include/ql/models/marketmodels/products/singleproductcomposite.hpp
> include/ql/models/marketmodels/proxygreekengine.hpp
>@@ -684,9 +704,6 @@
> include/ql/pricingengines/basket/all.hpp
> include/ql/pricingengines/basket/mcamericanbasketengine.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
>@@ -714,9 +731,6 @@
> include/ql/pricingengines/forward/replicatingvarianceswapengine.hpp
> include/ql/pricingengines/genericmodelengine.hpp
> include/ql/pricingengines/greeks.hpp
>-include/ql/pricingengines/hybrid/all.hpp
>-include/ql/pricingengines/hybrid/binomialconvertibleengine.hpp
>-include/ql/pricingengines/hybrid/discretizedconvertible.hpp
> include/ql/pricingengines/inflation/all.hpp
> include/ql/pricingengines/inflation/inflationcapfloorengines.hpp
> include/ql/pricingengines/latticeshortratemodelengine.hpp
>@@ -1004,7 +1018,6 @@
> @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
>@@ -1067,8 +1080,10 @@
> @dirrm include/ql/experimental/lattices
> @dirrm include/ql/experimental/inflation
> @dirrm include/ql/experimental/finitedifferences
>+@dirrm include/ql/experimental/exoticoptions
> @dirrm include/ql/experimental/credit
> @dirrm include/ql/experimental/coupons
>+@dirrm include/ql/experimental/convertiblebonds
> @dirrm include/ql/experimental/compoundoption
> @dirrm include/ql/experimental/commodities
> @dirrm include/ql/experimental/callablebonds

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Attachments on bug 144276: 104141