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(-)Makefile (-2 / +4 lines)
Lines 7-13 Link Here
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#
7
#
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8
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PORTNAME=	quantlib
9
PORTNAME=	quantlib
10
PORTVERSION=	1.0.1
10
PORTVERSION=	1.1
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CATEGORIES=	finance
11
CATEGORIES=	finance
12
MASTER_SITES=	SF/${PORTNAME}/QuantLib/${PORTVERSION}
12
MASTER_SITES=	SF/${PORTNAME}/QuantLib/${PORTVERSION}
13
DISTNAME=	QuantLib-${PORTVERSION}
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DISTNAME=	QuantLib-${PORTVERSION}
Lines 21-27 Link Here
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USE_AUTOTOOLS=	libtool
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USE_AUTOTOOLS=	libtool
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GNU_CONFIGURE=	yes
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GNU_CONFIGURE=	yes
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CONFIGURE_ENV=	CPPFLAGS="${PTHREAD_CFLAGS} -I${LOCALBASE}/include" LDFLAGS="${PTHREAD_LIBS} -L${LOCALBASE}/lib"
24
CPPFLAGS=	${PTHREAD_CFLAGS} -I${LOCALBASE}/include
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LDFLAGS=	${PTHREAD_LIBS} -L${LOCALBASE}/lib
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MAKE_ENV=	CPPFLAGS="${CPPFLAGS}" LDFLAGS="${LDFLAGS}"
25
USE_LDCONFIG=	yes
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USE_LDCONFIG=	yes
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MAN1=		quantlib-config.1 quantlib-test-suite.1
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MAN1=		quantlib-config.1 quantlib-test-suite.1
(-)distinfo (-2 / +2 lines)
Lines 1-2 Link Here
1
SHA256 (QuantLib-1.0.1.tar.gz) = 84d6720664933df861fe74c3947f6ce6b7f563fb307390297cf7654c6fae4d43
1
SHA256 (QuantLib-1.1.tar.gz) = 7162ab593fb4fd640b77895c7d687952ed242a8f9783d89c55ab47bc51f49ddb
2
SIZE (QuantLib-1.0.1.tar.gz) = 3648299
2
SIZE (QuantLib-1.1.tar.gz) = 3899589
(-)pkg-plist.new (-1 / +49 lines)
Lines 1-5 Link Here
1
bin/quantlib-config
1
bin/quantlib-config
2
bin/quantlib-test-suite
3
include/ql/auto_link.hpp
2
include/ql/auto_link.hpp
4
include/ql/cashflow.hpp
3
include/ql/cashflow.hpp
5
include/ql/cashflows/all.hpp
4
include/ql/cashflows/all.hpp
Lines 91-96 Link Here
91
include/ql/experimental/convertiblebonds/discretizedconvertible.hpp
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include/ql/experimental/convertiblebonds/discretizedconvertible.hpp
92
include/ql/experimental/convertiblebonds/tflattice.hpp
91
include/ql/experimental/convertiblebonds/tflattice.hpp
93
include/ql/experimental/coupons/all.hpp
92
include/ql/experimental/coupons/all.hpp
93
include/ql/experimental/coupons/proxyibor.hpp
94
include/ql/experimental/coupons/quantocouponpricer.hpp
94
include/ql/experimental/coupons/quantocouponpricer.hpp
95
include/ql/experimental/coupons/subperiodcoupons.hpp
95
include/ql/experimental/coupons/subperiodcoupons.hpp
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include/ql/experimental/credit/all.hpp
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include/ql/experimental/credit/all.hpp
Lines 122-133 Link Here
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include/ql/experimental/credit/syntheticcdo.hpp
122
include/ql/experimental/credit/syntheticcdo.hpp
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include/ql/experimental/credit/syntheticcdoengines.hpp
123
include/ql/experimental/credit/syntheticcdoengines.hpp
124
include/ql/experimental/exoticoptions/all.hpp
124
include/ql/experimental/exoticoptions/all.hpp
125
include/ql/experimental/exoticoptions/analyticamericanmargrabeengine.hpp
126
include/ql/experimental/exoticoptions/analyticeuropeanmargrabeengine.hpp
127
include/ql/experimental/exoticoptions/analyticsimplechooserengine.hpp
125
include/ql/experimental/exoticoptions/everestoption.hpp
128
include/ql/experimental/exoticoptions/everestoption.hpp
126
include/ql/experimental/exoticoptions/himalayaoption.hpp
129
include/ql/experimental/exoticoptions/himalayaoption.hpp
130
include/ql/experimental/exoticoptions/margrabeoption.hpp
127
include/ql/experimental/exoticoptions/mceverestengine.hpp
131
include/ql/experimental/exoticoptions/mceverestengine.hpp
128
include/ql/experimental/exoticoptions/mchimalayaengine.hpp
132
include/ql/experimental/exoticoptions/mchimalayaengine.hpp
129
include/ql/experimental/exoticoptions/mcpagodaengine.hpp
133
include/ql/experimental/exoticoptions/mcpagodaengine.hpp
130
include/ql/experimental/exoticoptions/pagodaoption.hpp
134
include/ql/experimental/exoticoptions/pagodaoption.hpp
135
include/ql/experimental/exoticoptions/simplechooseroption.hpp
131
include/ql/experimental/finitedifferences/all.hpp
136
include/ql/experimental/finitedifferences/all.hpp
132
include/ql/experimental/finitedifferences/bicgstab.hpp
137
include/ql/experimental/finitedifferences/bicgstab.hpp
133
include/ql/experimental/finitedifferences/concentrating1dmesher.hpp
138
include/ql/experimental/finitedifferences/concentrating1dmesher.hpp
Lines 135-140 Link Here
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include/ql/experimental/finitedifferences/dividendbarrieroption.hpp
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include/ql/experimental/finitedifferences/dividendbarrieroption.hpp
136
include/ql/experimental/finitedifferences/douglasscheme.hpp
141
include/ql/experimental/finitedifferences/douglasscheme.hpp
137
include/ql/experimental/finitedifferences/expliciteulerscheme.hpp
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include/ql/experimental/finitedifferences/expliciteulerscheme.hpp
143
include/ql/experimental/finitedifferences/fd2dblackscholesvanillaengine.hpp
144
include/ql/experimental/finitedifferences/fdbatesvanillaengine.hpp
138
include/ql/experimental/finitedifferences/fdblackscholesasianengine.hpp
145
include/ql/experimental/finitedifferences/fdblackscholesasianengine.hpp
139
include/ql/experimental/finitedifferences/fdblackscholesbarrierengine.hpp
146
include/ql/experimental/finitedifferences/fdblackscholesbarrierengine.hpp
140
include/ql/experimental/finitedifferences/fdblackscholesrebateengine.hpp
147
include/ql/experimental/finitedifferences/fdblackscholesrebateengine.hpp
Lines 144-152 Link Here
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include/ql/experimental/finitedifferences/fdhestonrebateengine.hpp
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include/ql/experimental/finitedifferences/fdhestonrebateengine.hpp
145
include/ql/experimental/finitedifferences/fdhestonvanillaengine.hpp
152
include/ql/experimental/finitedifferences/fdhestonvanillaengine.hpp
146
include/ql/experimental/finitedifferences/fdm1dmesher.hpp
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include/ql/experimental/finitedifferences/fdm1dmesher.hpp
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include/ql/experimental/finitedifferences/fdm2dblackscholesop.hpp
155
include/ql/experimental/finitedifferences/fdm2dblackscholessolver.hpp
147
include/ql/experimental/finitedifferences/fdmamericanstepcondition.hpp
156
include/ql/experimental/finitedifferences/fdmamericanstepcondition.hpp
148
include/ql/experimental/finitedifferences/fdmarithmeticaveragecondition.hpp
157
include/ql/experimental/finitedifferences/fdmarithmeticaveragecondition.hpp
149
include/ql/experimental/finitedifferences/fdmbackwardsolver.hpp
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include/ql/experimental/finitedifferences/fdmbackwardsolver.hpp
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include/ql/experimental/finitedifferences/fdmbatesop.hpp
160
include/ql/experimental/finitedifferences/fdmbatessolver.hpp
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include/ql/experimental/finitedifferences/fdmbermudanstepcondition.hpp
150
include/ql/experimental/finitedifferences/fdmblackscholesmesher.hpp
162
include/ql/experimental/finitedifferences/fdmblackscholesmesher.hpp
151
include/ql/experimental/finitedifferences/fdmblackscholesmultistrikemesher.hpp
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include/ql/experimental/finitedifferences/fdmblackscholesmultistrikemesher.hpp
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include/ql/experimental/finitedifferences/fdmblackscholesop.hpp
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include/ql/experimental/finitedifferences/fdmblackscholesop.hpp
Lines 155-160 Link Here
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include/ql/experimental/finitedifferences/fdmdividendhandler.hpp
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include/ql/experimental/finitedifferences/fdmdividendhandler.hpp
156
include/ql/experimental/finitedifferences/fdmhestonhullwhiteop.hpp
168
include/ql/experimental/finitedifferences/fdmhestonhullwhiteop.hpp
157
include/ql/experimental/finitedifferences/fdmhestonhullwhitesolver.hpp
169
include/ql/experimental/finitedifferences/fdmhestonhullwhitesolver.hpp
170
include/ql/experimental/finitedifferences/fdmhestonlikesolverfactory.hpp
158
include/ql/experimental/finitedifferences/fdmhestonop.hpp
171
include/ql/experimental/finitedifferences/fdmhestonop.hpp
159
include/ql/experimental/finitedifferences/fdmhestonsolver.hpp
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include/ql/experimental/finitedifferences/fdmhestonsolver.hpp
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include/ql/experimental/finitedifferences/fdmhestonvariancemesher.hpp
173
include/ql/experimental/finitedifferences/fdmhestonvariancemesher.hpp
Lines 181-186 Link Here
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include/ql/experimental/finitedifferences/triplebandlinearop.hpp
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include/ql/experimental/finitedifferences/triplebandlinearop.hpp
182
include/ql/experimental/finitedifferences/uniform1dmesher.hpp
195
include/ql/experimental/finitedifferences/uniform1dmesher.hpp
183
include/ql/experimental/finitedifferences/uniformgridmesher.hpp
196
include/ql/experimental/finitedifferences/uniformgridmesher.hpp
197
include/ql/experimental/fx/all.hpp
198
include/ql/experimental/fx/blackdeltacalculator.hpp
199
include/ql/experimental/fx/deltavolquote.hpp
184
include/ql/experimental/inflation/all.hpp
200
include/ql/experimental/inflation/all.hpp
185
include/ql/experimental/inflation/genericindexes.hpp
201
include/ql/experimental/inflation/genericindexes.hpp
186
include/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp
202
include/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp
Lines 194-200 Link Here
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include/ql/experimental/lattices/all.hpp
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include/ql/experimental/lattices/all.hpp
195
include/ql/experimental/lattices/extendedbinomialtree.hpp
211
include/ql/experimental/lattices/extendedbinomialtree.hpp
196
include/ql/experimental/math/all.hpp
212
include/ql/experimental/math/all.hpp
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include/ql/experimental/math/autocovariance.hpp
214
include/ql/experimental/math/claytoncopularng.hpp
215
include/ql/experimental/math/farliegumbelmorgensterncopularng.hpp
197
include/ql/experimental/math/fastfouriertransform.hpp
216
include/ql/experimental/math/fastfouriertransform.hpp
217
include/ql/experimental/math/frankcopularng.hpp
218
include/ql/experimental/math/zigguratrng.hpp
198
include/ql/experimental/mcbasket/adaptedpathpayoff.hpp
219
include/ql/experimental/mcbasket/adaptedpathpayoff.hpp
199
include/ql/experimental/mcbasket/all.hpp
220
include/ql/experimental/mcbasket/all.hpp
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include/ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp
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include/ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp
Lines 205-212 Link Here
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include/ql/experimental/mcbasket/pathpayoff.hpp
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include/ql/experimental/mcbasket/pathpayoff.hpp
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include/ql/experimental/processes/all.hpp
227
include/ql/experimental/processes/all.hpp
207
include/ql/experimental/processes/extendedblackscholesprocess.hpp
228
include/ql/experimental/processes/extendedblackscholesprocess.hpp
229
include/ql/experimental/processes/extendedornsteinuhlenbeckprocess.hpp
230
include/ql/experimental/processes/vegastressedblackscholesprocess.hpp
208
include/ql/experimental/risk/all.hpp
231
include/ql/experimental/risk/all.hpp
209
include/ql/experimental/risk/sensitivityanalysis.hpp
232
include/ql/experimental/risk/sensitivityanalysis.hpp
233
include/ql/experimental/shortrate/all.hpp
234
include/ql/experimental/shortrate/generalizedhullwhite.hpp
235
include/ql/experimental/shortrate/generalizedornsteinuhlenbeckprocess.hpp
236
include/ql/experimental/variancegamma/all.hpp
237
include/ql/experimental/variancegamma/analyticvariancegammaengine.hpp
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include/ql/experimental/variancegamma/fftengine.hpp
239
include/ql/experimental/variancegamma/fftvanillaengine.hpp
240
include/ql/experimental/variancegamma/fftvariancegammaengine.hpp
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include/ql/experimental/variancegamma/variancegammamodel.hpp
242
include/ql/experimental/variancegamma/variancegammaprocess.hpp
210
include/ql/experimental/varianceoption/all.hpp
243
include/ql/experimental/varianceoption/all.hpp
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include/ql/experimental/varianceoption/integralhestonvarianceoptionengine.hpp
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include/ql/experimental/varianceoption/integralhestonvarianceoptionengine.hpp
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include/ql/experimental/varianceoption/varianceoption.hpp
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include/ql/experimental/varianceoption/varianceoption.hpp
Lines 240-245 Link Here
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include/ql/indexes/ibor/libor.hpp
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include/ql/indexes/ibor/libor.hpp
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include/ql/indexes/ibor/nzdlibor.hpp
274
include/ql/indexes/ibor/nzdlibor.hpp
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include/ql/indexes/ibor/seklibor.hpp
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include/ql/indexes/ibor/seklibor.hpp
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include/ql/indexes/ibor/sonia.hpp
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include/ql/indexes/ibor/tibor.hpp
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include/ql/indexes/ibor/tibor.hpp
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include/ql/indexes/ibor/trlibor.hpp
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include/ql/indexes/ibor/trlibor.hpp
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include/ql/indexes/ibor/usdlibor.hpp
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include/ql/indexes/ibor/usdlibor.hpp
Lines 274-279 Link Here
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include/ql/instruments/bmaswap.hpp
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include/ql/instruments/bmaswap.hpp
275
include/ql/instruments/bond.hpp
309
include/ql/instruments/bond.hpp
276
include/ql/instruments/bonds/all.hpp
310
include/ql/instruments/bonds/all.hpp
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include/ql/instruments/bonds/btp.hpp
277
include/ql/instruments/bonds/cmsratebond.hpp
312
include/ql/instruments/bonds/cmsratebond.hpp
278
include/ql/instruments/bonds/fixedratebond.hpp
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include/ql/instruments/bonds/fixedratebond.hpp
279
include/ql/instruments/bonds/floatingratebond.hpp
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include/ql/instruments/bonds/floatingratebond.hpp
Lines 340-355 Link Here
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include/ql/math/beta.hpp
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include/ql/math/beta.hpp
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include/ql/math/bspline.hpp
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include/ql/math/bspline.hpp
342
include/ql/math/comparison.hpp
377
include/ql/math/comparison.hpp
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include/ql/math/copulas/alimikhailhaqcopula.hpp
343
include/ql/math/copulas/all.hpp
379
include/ql/math/copulas/all.hpp
344
include/ql/math/copulas/claytoncopula.hpp
380
include/ql/math/copulas/claytoncopula.hpp
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include/ql/math/copulas/farliegumbelmorgensterncopula.hpp
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include/ql/math/copulas/farliegumbelmorgensterncopula.hpp
346
include/ql/math/copulas/frankcopula.hpp
382
include/ql/math/copulas/frankcopula.hpp
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include/ql/math/copulas/galamboscopula.hpp
347
include/ql/math/copulas/gaussiancopula.hpp
384
include/ql/math/copulas/gaussiancopula.hpp
348
include/ql/math/copulas/gumbelcopula.hpp
385
include/ql/math/copulas/gumbelcopula.hpp
386
include/ql/math/copulas/huslerreisscopula.hpp
349
include/ql/math/copulas/independentcopula.hpp
387
include/ql/math/copulas/independentcopula.hpp
350
include/ql/math/copulas/marshallolkincopula.hpp
388
include/ql/math/copulas/marshallolkincopula.hpp
351
include/ql/math/copulas/maxcopula.hpp
389
include/ql/math/copulas/maxcopula.hpp
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include/ql/math/copulas/mincopula.hpp
390
include/ql/math/copulas/mincopula.hpp
391
include/ql/math/copulas/plackettcopula.hpp
353
include/ql/math/curve.hpp
392
include/ql/math/curve.hpp
354
include/ql/math/distributions/all.hpp
393
include/ql/math/distributions/all.hpp
355
include/ql/math/distributions/binomialdistribution.hpp
394
include/ql/math/distributions/binomialdistribution.hpp
Lines 389-394 Link Here
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include/ql/math/interpolations/kernelinterpolation2d.hpp
428
include/ql/math/interpolations/kernelinterpolation2d.hpp
390
include/ql/math/interpolations/linearinterpolation.hpp
429
include/ql/math/interpolations/linearinterpolation.hpp
391
include/ql/math/interpolations/loginterpolation.hpp
430
include/ql/math/interpolations/loginterpolation.hpp
431
include/ql/math/interpolations/mixedinterpolation.hpp
392
include/ql/math/interpolations/multicubicspline.hpp
432
include/ql/math/interpolations/multicubicspline.hpp
393
include/ql/math/interpolations/sabrinterpolation.hpp
433
include/ql/math/interpolations/sabrinterpolation.hpp
394
include/ql/math/kernelfunctions.hpp
434
include/ql/math/kernelfunctions.hpp
Lines 528-533 Link Here
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include/ql/models/equity/gjrgarchmodel.hpp
568
include/ql/models/equity/gjrgarchmodel.hpp
529
include/ql/models/equity/hestonmodel.hpp
569
include/ql/models/equity/hestonmodel.hpp
530
include/ql/models/equity/hestonmodelhelper.hpp
570
include/ql/models/equity/hestonmodelhelper.hpp
571
include/ql/models/equity/piecewisetimedependenthestonmodel.hpp
531
include/ql/models/marketmodels/accountingengine.hpp
572
include/ql/models/marketmodels/accountingengine.hpp
532
include/ql/models/marketmodels/all.hpp
573
include/ql/models/marketmodels/all.hpp
533
include/ql/models/marketmodels/browniangenerator.hpp
574
include/ql/models/marketmodels/browniangenerator.hpp
Lines 637-642 Link Here
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include/ql/models/marketmodels/products/multistep/multistepratchet.hpp
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include/ql/models/marketmodels/products/multistep/multistepratchet.hpp
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include/ql/models/marketmodels/products/multistep/multistepswap.hpp
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include/ql/models/marketmodels/products/multistep/multistepswap.hpp
639
include/ql/models/marketmodels/products/multistep/multistepswaption.hpp
680
include/ql/models/marketmodels/products/multistep/multistepswaption.hpp
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include/ql/models/marketmodels/products/multistep/multisteptarn.hpp
640
include/ql/models/marketmodels/products/onestep/all.hpp
682
include/ql/models/marketmodels/products/onestep/all.hpp
641
include/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp
683
include/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp
642
include/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp
684
include/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp
Lines 703-708 Link Here
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include/ql/pricingengines/barrier/analyticbarrierengine.hpp
745
include/ql/pricingengines/barrier/analyticbarrierengine.hpp
704
include/ql/pricingengines/barrier/mcbarrierengine.hpp
746
include/ql/pricingengines/barrier/mcbarrierengine.hpp
705
include/ql/pricingengines/basket/all.hpp
747
include/ql/pricingengines/basket/all.hpp
748
include/ql/pricingengines/basket/kirkengine.hpp
706
include/ql/pricingengines/basket/mcamericanbasketengine.hpp
749
include/ql/pricingengines/basket/mcamericanbasketengine.hpp
707
include/ql/pricingengines/basket/mceuropeanbasketengine.hpp
750
include/ql/pricingengines/basket/mceuropeanbasketengine.hpp
708
include/ql/pricingengines/basket/stulzengine.hpp
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include/ql/pricingengines/basket/stulzengine.hpp
Lines 760-765 Link Here
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include/ql/pricingengines/vanilla/analyticgjrgarchengine.hpp
803
include/ql/pricingengines/vanilla/analyticgjrgarchengine.hpp
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include/ql/pricingengines/vanilla/analytichestonengine.hpp
804
include/ql/pricingengines/vanilla/analytichestonengine.hpp
762
include/ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp
805
include/ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp
806
include/ql/pricingengines/vanilla/analyticptdhestonengine.hpp
763
include/ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp
807
include/ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp
764
include/ql/pricingengines/vanilla/batesengine.hpp
808
include/ql/pricingengines/vanilla/batesengine.hpp
765
include/ql/pricingengines/vanilla/binomialengine.hpp
809
include/ql/pricingengines/vanilla/binomialengine.hpp
Lines 944-949 Link Here
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include/ql/time/calendars/norway.hpp
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include/ql/time/calendars/norway.hpp
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include/ql/time/calendars/nullcalendar.hpp
989
include/ql/time/calendars/nullcalendar.hpp
946
include/ql/time/calendars/poland.hpp
990
include/ql/time/calendars/poland.hpp
991
include/ql/time/calendars/russia.hpp
947
include/ql/time/calendars/saudiarabia.hpp
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include/ql/time/calendars/saudiarabia.hpp
948
include/ql/time/calendars/singapore.hpp
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include/ql/time/calendars/singapore.hpp
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include/ql/time/calendars/slovakia.hpp
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include/ql/time/calendars/slovakia.hpp
Lines 1074-1085 Link Here
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@dirrm include/ql/indexes
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@dirrm include/ql/indexes
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@dirrm include/ql/experimental/volatility
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@dirrm include/ql/experimental/volatility
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@dirrm include/ql/experimental/varianceoption
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@dirrm include/ql/experimental/varianceoption
1122
@dirrm include/ql/experimental/variancegamma
1123
@dirrm include/ql/experimental/shortrate
1077
@dirrm include/ql/experimental/risk
1124
@dirrm include/ql/experimental/risk
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@dirrm include/ql/experimental/processes
1125
@dirrm include/ql/experimental/processes
1079
@dirrm include/ql/experimental/mcbasket
1126
@dirrm include/ql/experimental/mcbasket
1080
@dirrm include/ql/experimental/math
1127
@dirrm include/ql/experimental/math
1081
@dirrm include/ql/experimental/lattices
1128
@dirrm include/ql/experimental/lattices
1082
@dirrm include/ql/experimental/inflation
1129
@dirrm include/ql/experimental/inflation
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@dirrm include/ql/experimental/fx
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@dirrm include/ql/experimental/finitedifferences
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@dirrm include/ql/experimental/finitedifferences
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@dirrm include/ql/experimental/exoticoptions
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@dirrm include/ql/experimental/exoticoptions
1085
@dirrm include/ql/experimental/credit
1133
@dirrm include/ql/experimental/credit

Return to bug 157329