Attachment 115559 Details for Bug 157329 – file.diff

[patch] file.diff

file.diff (text/plain), 11.37 KB, created by dikshie on 2011-05-26 06:10:10 UTC

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Creator: dikshie

Created: 2011-05-26 06:10:10 UTC

Size: 11.37 KB

patch

obsolete

>--- Makefile.orig	2011-05-24 19:02:09.000000000 +0900
>+++ Makefile	2011-05-24 19:26:21.000000000 +0900
>@@ -7,7 +7,7 @@
> #
> 
> PORTNAME=	quantlib
>-PORTVERSION=	1.0.1
>+PORTVERSION=	1.1
> CATEGORIES=	finance
> MASTER_SITES=	SF/${PORTNAME}/QuantLib/${PORTVERSION}
> DISTNAME=	QuantLib-${PORTVERSION}
>@@ -21,7 +21,9 @@
> 
> USE_AUTOTOOLS=	libtool
> GNU_CONFIGURE=	yes
>-CONFIGURE_ENV=	CPPFLAGS="${PTHREAD_CFLAGS} -I${LOCALBASE}/include" LDFLAGS="${PTHREAD_LIBS} -L${LOCALBASE}/lib"
>+CPPFLAGS=	${PTHREAD_CFLAGS} -I${LOCALBASE}/include
>+LDFLAGS=	${PTHREAD_LIBS} -L${LOCALBASE}/lib
>+MAKE_ENV=	CPPFLAGS="${CPPFLAGS}" LDFLAGS="${LDFLAGS}"
> USE_LDCONFIG=	yes
> 
> MAN1=		quantlib-config.1 quantlib-test-suite.1
>--- distinfo.orig	2011-05-23 20:38:42.000000000 +0900
>+++ distinfo	2011-05-23 20:40:34.000000000 +0900
>@@ -1,2 +1,2 @@
>-SHA256 (QuantLib-1.0.1.tar.gz) = 84d6720664933df861fe74c3947f6ce6b7f563fb307390297cf7654c6fae4d43
>-SIZE (QuantLib-1.0.1.tar.gz) = 3648299
>+SHA256 (QuantLib-1.1.tar.gz) = 7162ab593fb4fd640b77895c7d687952ed242a8f9783d89c55ab47bc51f49ddb
>+SIZE (QuantLib-1.1.tar.gz) = 3899589
>--- pkg-plist	2011-05-23 20:38:42.000000000 +0900
>+++ pkg-plist.new	2011-05-26 04:47:42.000000000 +0900
>@@ -1,5 +1,4 @@
> bin/quantlib-config
>-bin/quantlib-test-suite
> include/ql/auto_link.hpp
> include/ql/cashflow.hpp
> include/ql/cashflows/all.hpp
>@@ -91,6 +90,7 @@
> include/ql/experimental/convertiblebonds/discretizedconvertible.hpp
> include/ql/experimental/convertiblebonds/tflattice.hpp
> include/ql/experimental/coupons/all.hpp
>+include/ql/experimental/coupons/proxyibor.hpp
> include/ql/experimental/coupons/quantocouponpricer.hpp
> include/ql/experimental/coupons/subperiodcoupons.hpp
> include/ql/experimental/credit/all.hpp
>@@ -122,12 +122,17 @@
> include/ql/experimental/credit/syntheticcdo.hpp
> include/ql/experimental/credit/syntheticcdoengines.hpp
> include/ql/experimental/exoticoptions/all.hpp
>+include/ql/experimental/exoticoptions/analyticamericanmargrabeengine.hpp
>+include/ql/experimental/exoticoptions/analyticeuropeanmargrabeengine.hpp
>+include/ql/experimental/exoticoptions/analyticsimplechooserengine.hpp
> include/ql/experimental/exoticoptions/everestoption.hpp
> include/ql/experimental/exoticoptions/himalayaoption.hpp
>+include/ql/experimental/exoticoptions/margrabeoption.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/exoticoptions/simplechooseroption.hpp
> include/ql/experimental/finitedifferences/all.hpp
> include/ql/experimental/finitedifferences/bicgstab.hpp
> include/ql/experimental/finitedifferences/concentrating1dmesher.hpp
>@@ -135,6 +140,8 @@
> include/ql/experimental/finitedifferences/dividendbarrieroption.hpp
> include/ql/experimental/finitedifferences/douglasscheme.hpp
> include/ql/experimental/finitedifferences/expliciteulerscheme.hpp
>+include/ql/experimental/finitedifferences/fd2dblackscholesvanillaengine.hpp
>+include/ql/experimental/finitedifferences/fdbatesvanillaengine.hpp
> include/ql/experimental/finitedifferences/fdblackscholesasianengine.hpp
> include/ql/experimental/finitedifferences/fdblackscholesbarrierengine.hpp
> include/ql/experimental/finitedifferences/fdblackscholesrebateengine.hpp
>@@ -144,9 +151,14 @@
> include/ql/experimental/finitedifferences/fdhestonrebateengine.hpp
> include/ql/experimental/finitedifferences/fdhestonvanillaengine.hpp
> include/ql/experimental/finitedifferences/fdm1dmesher.hpp
>+include/ql/experimental/finitedifferences/fdm2dblackscholesop.hpp
>+include/ql/experimental/finitedifferences/fdm2dblackscholessolver.hpp
> include/ql/experimental/finitedifferences/fdmamericanstepcondition.hpp
> include/ql/experimental/finitedifferences/fdmarithmeticaveragecondition.hpp
> include/ql/experimental/finitedifferences/fdmbackwardsolver.hpp
>+include/ql/experimental/finitedifferences/fdmbatesop.hpp
>+include/ql/experimental/finitedifferences/fdmbatessolver.hpp
>+include/ql/experimental/finitedifferences/fdmbermudanstepcondition.hpp
> include/ql/experimental/finitedifferences/fdmblackscholesmesher.hpp
> include/ql/experimental/finitedifferences/fdmblackscholesmultistrikemesher.hpp
> include/ql/experimental/finitedifferences/fdmblackscholesop.hpp
>@@ -155,6 +167,7 @@
> include/ql/experimental/finitedifferences/fdmdividendhandler.hpp
> include/ql/experimental/finitedifferences/fdmhestonhullwhiteop.hpp
> include/ql/experimental/finitedifferences/fdmhestonhullwhitesolver.hpp
>+include/ql/experimental/finitedifferences/fdmhestonlikesolverfactory.hpp
> include/ql/experimental/finitedifferences/fdmhestonop.hpp
> include/ql/experimental/finitedifferences/fdmhestonsolver.hpp
> include/ql/experimental/finitedifferences/fdmhestonvariancemesher.hpp
>@@ -181,6 +194,9 @@
> include/ql/experimental/finitedifferences/triplebandlinearop.hpp
> include/ql/experimental/finitedifferences/uniform1dmesher.hpp
> include/ql/experimental/finitedifferences/uniformgridmesher.hpp
>+include/ql/experimental/fx/all.hpp
>+include/ql/experimental/fx/blackdeltacalculator.hpp
>+include/ql/experimental/fx/deltavolquote.hpp
> include/ql/experimental/inflation/all.hpp
> include/ql/experimental/inflation/genericindexes.hpp
> include/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp
>@@ -194,7 +210,12 @@
> include/ql/experimental/lattices/all.hpp
> include/ql/experimental/lattices/extendedbinomialtree.hpp
> include/ql/experimental/math/all.hpp
>+include/ql/experimental/math/autocovariance.hpp
>+include/ql/experimental/math/claytoncopularng.hpp
>+include/ql/experimental/math/farliegumbelmorgensterncopularng.hpp
> include/ql/experimental/math/fastfouriertransform.hpp
>+include/ql/experimental/math/frankcopularng.hpp
>+include/ql/experimental/math/zigguratrng.hpp
> include/ql/experimental/mcbasket/adaptedpathpayoff.hpp
> include/ql/experimental/mcbasket/all.hpp
> include/ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp
>@@ -205,8 +226,20 @@
> include/ql/experimental/mcbasket/pathpayoff.hpp
> include/ql/experimental/processes/all.hpp
> include/ql/experimental/processes/extendedblackscholesprocess.hpp
>+include/ql/experimental/processes/extendedornsteinuhlenbeckprocess.hpp
>+include/ql/experimental/processes/vegastressedblackscholesprocess.hpp
> include/ql/experimental/risk/all.hpp
> include/ql/experimental/risk/sensitivityanalysis.hpp
>+include/ql/experimental/shortrate/all.hpp
>+include/ql/experimental/shortrate/generalizedhullwhite.hpp
>+include/ql/experimental/shortrate/generalizedornsteinuhlenbeckprocess.hpp
>+include/ql/experimental/variancegamma/all.hpp
>+include/ql/experimental/variancegamma/analyticvariancegammaengine.hpp
>+include/ql/experimental/variancegamma/fftengine.hpp
>+include/ql/experimental/variancegamma/fftvanillaengine.hpp
>+include/ql/experimental/variancegamma/fftvariancegammaengine.hpp
>+include/ql/experimental/variancegamma/variancegammamodel.hpp
>+include/ql/experimental/variancegamma/variancegammaprocess.hpp
> include/ql/experimental/varianceoption/all.hpp
> include/ql/experimental/varianceoption/integralhestonvarianceoptionengine.hpp
> include/ql/experimental/varianceoption/varianceoption.hpp
>@@ -240,6 +273,7 @@
> include/ql/indexes/ibor/libor.hpp
> include/ql/indexes/ibor/nzdlibor.hpp
> include/ql/indexes/ibor/seklibor.hpp
>+include/ql/indexes/ibor/sonia.hpp
> include/ql/indexes/ibor/tibor.hpp
> include/ql/indexes/ibor/trlibor.hpp
> include/ql/indexes/ibor/usdlibor.hpp
>@@ -274,6 +308,7 @@
> include/ql/instruments/bmaswap.hpp
> include/ql/instruments/bond.hpp
> include/ql/instruments/bonds/all.hpp
>+include/ql/instruments/bonds/btp.hpp
> include/ql/instruments/bonds/cmsratebond.hpp
> include/ql/instruments/bonds/fixedratebond.hpp
> include/ql/instruments/bonds/floatingratebond.hpp
>@@ -340,16 +375,20 @@
> include/ql/math/beta.hpp
> include/ql/math/bspline.hpp
> include/ql/math/comparison.hpp
>+include/ql/math/copulas/alimikhailhaqcopula.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/galamboscopula.hpp
> include/ql/math/copulas/gaussiancopula.hpp
> include/ql/math/copulas/gumbelcopula.hpp
>+include/ql/math/copulas/huslerreisscopula.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/copulas/plackettcopula.hpp
> include/ql/math/curve.hpp
> include/ql/math/distributions/all.hpp
> include/ql/math/distributions/binomialdistribution.hpp
>@@ -389,6 +428,7 @@
> include/ql/math/interpolations/kernelinterpolation2d.hpp
> include/ql/math/interpolations/linearinterpolation.hpp
> include/ql/math/interpolations/loginterpolation.hpp
>+include/ql/math/interpolations/mixedinterpolation.hpp
> include/ql/math/interpolations/multicubicspline.hpp
> include/ql/math/interpolations/sabrinterpolation.hpp
> include/ql/math/kernelfunctions.hpp
>@@ -528,6 +568,7 @@
> include/ql/models/equity/gjrgarchmodel.hpp
> include/ql/models/equity/hestonmodel.hpp
> include/ql/models/equity/hestonmodelhelper.hpp
>+include/ql/models/equity/piecewisetimedependenthestonmodel.hpp
> include/ql/models/marketmodels/accountingengine.hpp
> include/ql/models/marketmodels/all.hpp
> include/ql/models/marketmodels/browniangenerator.hpp
>@@ -637,6 +678,7 @@
> 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/multistep/multisteptarn.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
>@@ -703,6 +745,7 @@
> include/ql/pricingengines/barrier/analyticbarrierengine.hpp
> include/ql/pricingengines/barrier/mcbarrierengine.hpp
> include/ql/pricingengines/basket/all.hpp
>+include/ql/pricingengines/basket/kirkengine.hpp
> include/ql/pricingengines/basket/mcamericanbasketengine.hpp
> include/ql/pricingengines/basket/mceuropeanbasketengine.hpp
> include/ql/pricingengines/basket/stulzengine.hpp
>@@ -760,6 +803,7 @@
> include/ql/pricingengines/vanilla/analyticgjrgarchengine.hpp
> include/ql/pricingengines/vanilla/analytichestonengine.hpp
> include/ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp
>+include/ql/pricingengines/vanilla/analyticptdhestonengine.hpp
> include/ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp
> include/ql/pricingengines/vanilla/batesengine.hpp
> include/ql/pricingengines/vanilla/binomialengine.hpp
>@@ -944,6 +988,7 @@
> include/ql/time/calendars/norway.hpp
> include/ql/time/calendars/nullcalendar.hpp
> include/ql/time/calendars/poland.hpp
>+include/ql/time/calendars/russia.hpp
> include/ql/time/calendars/saudiarabia.hpp
> include/ql/time/calendars/singapore.hpp
> include/ql/time/calendars/slovakia.hpp
>@@ -1074,12 +1119,15 @@
> @dirrm include/ql/indexes
> @dirrm include/ql/experimental/volatility
> @dirrm include/ql/experimental/varianceoption
>+@dirrm include/ql/experimental/variancegamma
>+@dirrm include/ql/experimental/shortrate
> @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/fx
> @dirrm include/ql/experimental/finitedifferences
> @dirrm include/ql/experimental/exoticoptions
> @dirrm include/ql/experimental/credit

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Attachments on bug 157329: 115559