diff -urN /usr/ports/finance/quantlib/Makefile finance/quantlib/Makefile
--- /usr/ports/finance/quantlib/Makefile	Fri Apr  2 21:55:11 2004
+++ finance/quantlib/Makefile	Sat Apr  3 00:02:38 2004
@@ -8,6 +8,7 @@
 
 PORTNAME=	quantlib
 PORTVERSION=	0.3.5
+PORTREVISION=	1
 CATEGORIES=	finance
 MASTER_SITES=	${MASTER_SITE_SOURCEFORGE}
 MASTER_SITE_SUBDIR=	${PORTNAME}
@@ -18,23 +19,22 @@
 
 WRKSRC=		${WRKDIR}/QuantLib-${PORTVERSION}
 
-USE_REINPLACE=	yes
 USE_GCC=	3.3
+USE_REINPLACE=	yes
 GNU_CONFIGURE=	yes
-CONFIGURE_ENV=	LDFLAGS="${PTHREAD_LIBS}"
+CONFIGURE_TARGET=	--build=${MACHINE_ARCH}-portbld-freebsd${OSREL}
+CONFIGURE_ENV=	CPPFLAGS="${PTHREAD_CFLAGS}" LDFLAGS="${PTHREAD_LIBS}"
 INSTALLS_SHLIB=	yes
 
-MAN1=	quantlib-config.1 quantlib-test-suite.1
-PLIST_FILES=	bin/quantlib-config \
-		lib/libQuantLib.a \
-		lib/libQuantLib.so \
-		lib/libQuantLib.so.0 \
-		share/aclocal/quantlib.m4
+MAN1=		quantlib-config.1 quantlib-test-suite.1
+
+post-patch:
+	@${FIND} ${WRKSRC} -name "Makefile.in" | ${XARGS} ${REINPLACE_CMD} -e \
+		's|: install-dist_lispLISP|:|g ; \
+		 s|@CPPUNIT_FOUND_TRUE@|#|g ; \
+		 s|@CPPUNIT_FOUND_FALSE@||g'
 
 post-install:
-	@${FIND} ${PREFIX}/include/ql -type f | \
-		${SED} 's,^${PREFIX}/,,' >> ${TMPPLIST}
-	@${FIND} ${PREFIX}/include/ql -type d | ${SORT} -r | \
-		${SED} 's,^${PREFIX}/,@dirrm ,' >> ${TMPPLIST}
+	${INSTALL_DATA} ${WRKSRC}/quantlib.el ${PREFIX}/share/emacs/site-lisp
 
 .include <bsd.port.mk>
diff -urN /usr/ports/finance/quantlib/pkg-plist finance/quantlib/pkg-plist
--- /usr/ports/finance/quantlib/pkg-plist	Thu Jan  1 09:00:00 1970
+++ finance/quantlib/pkg-plist	Fri Apr  2 22:05:29 2004
@@ -0,0 +1,400 @@
+bin/quantlib-config
+include/ql/Calendars/all.hpp
+include/ql/Calendars/budapest.hpp
+include/ql/Calendars/copenhagen.hpp
+include/ql/Calendars/frankfurt.hpp
+include/ql/Calendars/helsinki.hpp
+include/ql/Calendars/johannesburg.hpp
+include/ql/Calendars/jointcalendar.hpp
+include/ql/Calendars/london.hpp
+include/ql/Calendars/milan.hpp
+include/ql/Calendars/newyork.hpp
+include/ql/Calendars/nullcalendar.hpp
+include/ql/Calendars/oslo.hpp
+include/ql/Calendars/stockholm.hpp
+include/ql/Calendars/sydney.hpp
+include/ql/Calendars/target.hpp
+include/ql/Calendars/tokyo.hpp
+include/ql/Calendars/toronto.hpp
+include/ql/Calendars/warsaw.hpp
+include/ql/Calendars/wellington.hpp
+include/ql/Calendars/zurich.hpp
+include/ql/CashFlows/all.hpp
+include/ql/CashFlows/basispointsensitivity.hpp
+include/ql/CashFlows/cashflowvectors.hpp
+include/ql/CashFlows/core.hpp
+include/ql/CashFlows/coupon.hpp
+include/ql/CashFlows/fixedratecoupon.hpp
+include/ql/CashFlows/floatingratecoupon.hpp
+include/ql/CashFlows/inarrearindexedcoupon.hpp
+include/ql/CashFlows/indexcashflowvectors.hpp
+include/ql/CashFlows/indexedcoupon.hpp
+include/ql/CashFlows/parcoupon.hpp
+include/ql/CashFlows/shortfloatingcoupon.hpp
+include/ql/CashFlows/shortindexedcoupon.hpp
+include/ql/CashFlows/simplecashflow.hpp
+include/ql/CashFlows/timebasket.hpp
+include/ql/CashFlows/upfrontindexedcoupon.hpp
+include/ql/DayCounters/actual360.hpp
+include/ql/DayCounters/actual365.hpp
+include/ql/DayCounters/actualactual.hpp
+include/ql/DayCounters/all.hpp
+include/ql/DayCounters/simpledaycounter.hpp
+include/ql/DayCounters/thirty360.hpp
+include/ql/FiniteDifferences/all.hpp
+include/ql/FiniteDifferences/americancondition.hpp
+include/ql/FiniteDifferences/boundarycondition.hpp
+include/ql/FiniteDifferences/bsmoperator.hpp
+include/ql/FiniteDifferences/core.hpp
+include/ql/FiniteDifferences/cranknicolson.hpp
+include/ql/FiniteDifferences/dminus.hpp
+include/ql/FiniteDifferences/dplus.hpp
+include/ql/FiniteDifferences/dplusdminus.hpp
+include/ql/FiniteDifferences/dzero.hpp
+include/ql/FiniteDifferences/expliciteuler.hpp
+include/ql/FiniteDifferences/fdtypedefs.hpp
+include/ql/FiniteDifferences/finitedifferencemodel.hpp
+include/ql/FiniteDifferences/impliciteuler.hpp
+include/ql/FiniteDifferences/mixedscheme.hpp
+include/ql/FiniteDifferences/onefactoroperator.hpp
+include/ql/FiniteDifferences/shoutcondition.hpp
+include/ql/FiniteDifferences/stepcondition.hpp
+include/ql/FiniteDifferences/tridiagonaloperator.hpp
+include/ql/FiniteDifferences/valueatcenter.hpp
+include/ql/Indexes/all.hpp
+include/ql/Indexes/audlibor.hpp
+include/ql/Indexes/cadlibor.hpp
+include/ql/Indexes/chflibor.hpp
+include/ql/Indexes/core.hpp
+include/ql/Indexes/euribor.hpp
+include/ql/Indexes/gbplibor.hpp
+include/ql/Indexes/jpylibor.hpp
+include/ql/Indexes/usdlibor.hpp
+include/ql/Indexes/xibor.hpp
+include/ql/Indexes/xibormanager.hpp
+include/ql/Indexes/zarlibor.hpp
+include/ql/Instruments/all.hpp
+include/ql/Instruments/asianoption.hpp
+include/ql/Instruments/barrieroption.hpp
+include/ql/Instruments/basketoption.hpp
+include/ql/Instruments/capfloor.hpp
+include/ql/Instruments/cliquetoption.hpp
+include/ql/Instruments/core.hpp
+include/ql/Instruments/forwardvanillaoption.hpp
+include/ql/Instruments/multiassetoption.hpp
+include/ql/Instruments/oneassetoption.hpp
+include/ql/Instruments/oneassetstrikedoption.hpp
+include/ql/Instruments/payoffs.hpp
+include/ql/Instruments/quantoforwardvanillaoption.hpp
+include/ql/Instruments/quantovanillaoption.hpp
+include/ql/Instruments/simpleswap.hpp
+include/ql/Instruments/stock.hpp
+include/ql/Instruments/swap.hpp
+include/ql/Instruments/swaption.hpp
+include/ql/Instruments/vanillaoption.hpp
+include/ql/Lattices/all.hpp
+include/ql/Lattices/binomialtree.hpp
+include/ql/Lattices/bsmlattice.hpp
+include/ql/Lattices/core.hpp
+include/ql/Lattices/lattice.hpp
+include/ql/Lattices/lattice2d.hpp
+include/ql/Lattices/tree.hpp
+include/ql/Lattices/trinomialtree.hpp
+include/ql/Math/all.hpp
+include/ql/Math/array.hpp
+include/ql/Math/beta.hpp
+include/ql/Math/bicubicsplineinterpolation.hpp
+include/ql/Math/bilinearinterpolation.hpp
+include/ql/Math/binomialdistribution.hpp
+include/ql/Math/bivariatenormaldistribution.hpp
+include/ql/Math/chisquaredistribution.hpp
+include/ql/Math/choleskydecomposition.hpp
+include/ql/Math/comparison.hpp
+include/ql/Math/core.hpp
+include/ql/Math/cubicspline.hpp
+include/ql/Math/discrepancystatistics.hpp
+include/ql/Math/errorfunction.hpp
+include/ql/Math/factorial.hpp
+include/ql/Math/functional.hpp
+include/ql/Math/gammadistribution.hpp
+include/ql/Math/gaussianstatistics.hpp
+include/ql/Math/generalstatistics.hpp
+include/ql/Math/incompletegamma.hpp
+include/ql/Math/incrementalstatistics.hpp
+include/ql/Math/interpolation.hpp
+include/ql/Math/interpolation2D.hpp
+include/ql/Math/interpolationtraits.hpp
+include/ql/Math/kronrodintegral.hpp
+include/ql/Math/lexicographicalview.hpp
+include/ql/Math/linearinterpolation.hpp
+include/ql/Math/loglinearinterpolation.hpp
+include/ql/Math/matrix.hpp
+include/ql/Math/normaldistribution.hpp
+include/ql/Math/poissondistribution.hpp
+include/ql/Math/primenumbers.hpp
+include/ql/Math/pseudosqrt.hpp
+include/ql/Math/riskstatistics.hpp
+include/ql/Math/segmentintegral.hpp
+include/ql/Math/sequencestatistics.hpp
+include/ql/Math/simpsonintegral.hpp
+include/ql/Math/statistics.hpp
+include/ql/Math/svd.hpp
+include/ql/Math/symmetriceigenvalues.hpp
+include/ql/Math/symmetricschurdecomposition.hpp
+include/ql/Math/trapezoidintegral.hpp
+include/ql/MonteCarlo/all.hpp
+include/ql/MonteCarlo/brownianbridge.hpp
+include/ql/MonteCarlo/core.hpp
+include/ql/MonteCarlo/getcovariance.hpp
+include/ql/MonteCarlo/mctraits.hpp
+include/ql/MonteCarlo/mctypedefs.hpp
+include/ql/MonteCarlo/montecarlomodel.hpp
+include/ql/MonteCarlo/multipath.hpp
+include/ql/MonteCarlo/multipathgenerator.hpp
+include/ql/MonteCarlo/path.hpp
+include/ql/MonteCarlo/pathgenerator.hpp
+include/ql/MonteCarlo/pathpricer.hpp
+include/ql/MonteCarlo/sample.hpp
+include/ql/Optimization/all.hpp
+include/ql/Optimization/armijo.hpp
+include/ql/Optimization/conjugategradient.hpp
+include/ql/Optimization/constraint.hpp
+include/ql/Optimization/core.hpp
+include/ql/Optimization/costfunction.hpp
+include/ql/Optimization/criteria.hpp
+include/ql/Optimization/leastsquare.hpp
+include/ql/Optimization/linesearch.hpp
+include/ql/Optimization/method.hpp
+include/ql/Optimization/problem.hpp
+include/ql/Optimization/simplex.hpp
+include/ql/Optimization/steepestdescent.hpp
+include/ql/Patterns/all.hpp
+include/ql/Patterns/bridge.hpp
+include/ql/Patterns/composite.hpp
+include/ql/Patterns/curiouslyrecurring.hpp
+include/ql/Patterns/lazyobject.hpp
+include/ql/Patterns/observable.hpp
+include/ql/Patterns/visitor.hpp
+include/ql/Pricers/all.hpp
+include/ql/Pricers/cliquetoption.hpp
+include/ql/Pricers/continuousgeometricapo.hpp
+include/ql/Pricers/core.hpp
+include/ql/Pricers/discretegeometricapo.hpp
+include/ql/Pricers/discretegeometricaso.hpp
+include/ql/Pricers/europeanoption.hpp
+include/ql/Pricers/fdamericanoption.hpp
+include/ql/Pricers/fdbermudanoption.hpp
+include/ql/Pricers/fdbsmoption.hpp
+include/ql/Pricers/fddividendamericanoption.hpp
+include/ql/Pricers/fddividendeuropeanoption.hpp
+include/ql/Pricers/fddividendoption.hpp
+include/ql/Pricers/fddividendshoutoption.hpp
+include/ql/Pricers/fdeuropean.hpp
+include/ql/Pricers/fdmultiperiodoption.hpp
+include/ql/Pricers/fdshoutoption.hpp
+include/ql/Pricers/fdstepconditionoption.hpp
+include/ql/Pricers/mcbasket.hpp
+include/ql/Pricers/mccliquetoption.hpp
+include/ql/Pricers/mcdiscretearithmeticapo.hpp
+include/ql/Pricers/mcdiscretearithmeticaso.hpp
+include/ql/Pricers/mceverest.hpp
+include/ql/Pricers/mchimalaya.hpp
+include/ql/Pricers/mcmaxbasket.hpp
+include/ql/Pricers/mcpagoda.hpp
+include/ql/Pricers/mcperformanceoption.hpp
+include/ql/Pricers/mcpricer.hpp
+include/ql/Pricers/performanceoption.hpp
+include/ql/Pricers/singleassetoption.hpp
+include/ql/PricingEngines/Asian/all.hpp
+include/ql/PricingEngines/Asian/analyticasianengine.hpp
+include/ql/PricingEngines/Barrier/all.hpp
+include/ql/PricingEngines/Barrier/analyticbarrierengine.hpp
+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/stulzengine.hpp
+include/ql/PricingEngines/CapFloor/all.hpp
+include/ql/PricingEngines/CapFloor/analyticalcapfloor.hpp
+include/ql/PricingEngines/CapFloor/blackcapfloor.hpp
+include/ql/PricingEngines/CapFloor/capfloorpricer.hpp
+include/ql/PricingEngines/CapFloor/treecapfloor.hpp
+include/ql/PricingEngines/Forward/all.hpp
+include/ql/PricingEngines/Forward/forwardengine.hpp
+include/ql/PricingEngines/Forward/forwardperformanceengine.hpp
+include/ql/PricingEngines/Quanto/all.hpp
+include/ql/PricingEngines/Quanto/quantoengine.hpp
+include/ql/PricingEngines/Swaption/all.hpp
+include/ql/PricingEngines/Swaption/blackswaption.hpp
+include/ql/PricingEngines/Swaption/jamshidianswaption.hpp
+include/ql/PricingEngines/Swaption/swaptionpricer.hpp
+include/ql/PricingEngines/Swaption/treeswaption.hpp
+include/ql/PricingEngines/Vanilla/all.hpp
+include/ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp
+include/ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp
+include/ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp
+include/ql/PricingEngines/Vanilla/binomialengine.hpp
+include/ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp
+include/ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp
+include/ql/PricingEngines/Vanilla/integralengine.hpp
+include/ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp
+include/ql/PricingEngines/Vanilla/mcdigitalengine.hpp
+include/ql/PricingEngines/Vanilla/mceuropeanengine.hpp
+include/ql/PricingEngines/Vanilla/mcvanillaengine.hpp
+include/ql/PricingEngines/all.hpp
+include/ql/PricingEngines/americanpayoffatexpiry.hpp
+include/ql/PricingEngines/americanpayoffathit.hpp
+include/ql/PricingEngines/blackformula.hpp
+include/ql/PricingEngines/blackmodel.hpp
+include/ql/PricingEngines/core.hpp
+include/ql/PricingEngines/genericmodelengine.hpp
+include/ql/PricingEngines/latticeshortratemodelengine.hpp
+include/ql/PricingEngines/mcsimulation.hpp
+include/ql/RandomNumbers/all.hpp
+include/ql/RandomNumbers/boxmullergaussianrng.hpp
+include/ql/RandomNumbers/centrallimitgaussianrng.hpp
+include/ql/RandomNumbers/core.hpp
+include/ql/RandomNumbers/haltonrsg.hpp
+include/ql/RandomNumbers/inversecumgaussianrng.hpp
+include/ql/RandomNumbers/inversecumgaussianrsg.hpp
+include/ql/RandomNumbers/knuthuniformrng.hpp
+include/ql/RandomNumbers/lecuyeruniformrng.hpp
+include/ql/RandomNumbers/mt19937uniformrng.hpp
+include/ql/RandomNumbers/primitivepolynomials.h
+include/ql/RandomNumbers/randomarraygenerator.hpp
+include/ql/RandomNumbers/randomsequencegenerator.hpp
+include/ql/RandomNumbers/rngtraits.hpp
+include/ql/RandomNumbers/rngtypedefs.hpp
+include/ql/RandomNumbers/sobolrsg.hpp
+include/ql/ShortRateModels/CalibrationHelpers/caphelper.hpp
+include/ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp
+include/ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp
+include/ql/ShortRateModels/OneFactorModels/coxingersollross.hpp
+include/ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
+include/ql/ShortRateModels/OneFactorModels/hullwhite.hpp
+include/ql/ShortRateModels/OneFactorModels/vasicek.hpp
+include/ql/ShortRateModels/TwoFactorModels/g2.hpp
+include/ql/ShortRateModels/all.hpp
+include/ql/ShortRateModels/calibrationhelper.hpp
+include/ql/ShortRateModels/core.hpp
+include/ql/ShortRateModels/model.hpp
+include/ql/ShortRateModels/onefactormodel.hpp
+include/ql/ShortRateModels/parameter.hpp
+include/ql/ShortRateModels/twofactormodel.hpp
+include/ql/Solvers1D/all.hpp
+include/ql/Solvers1D/bisection.hpp
+include/ql/Solvers1D/brent.hpp
+include/ql/Solvers1D/falseposition.hpp
+include/ql/Solvers1D/newton.hpp
+include/ql/Solvers1D/newtonsafe.hpp
+include/ql/Solvers1D/ridder.hpp
+include/ql/Solvers1D/secant.hpp
+include/ql/TermStructures/affinetermstructure.hpp
+include/ql/TermStructures/all.hpp
+include/ql/TermStructures/compoundforward.hpp
+include/ql/TermStructures/discountcurve.hpp
+include/ql/TermStructures/drifttermstructure.hpp
+include/ql/TermStructures/extendeddiscountcurve.hpp
+include/ql/TermStructures/flatforward.hpp
+include/ql/TermStructures/forwardspreadedtermstructure.hpp
+include/ql/TermStructures/impliedtermstructure.hpp
+include/ql/TermStructures/piecewiseflatforward.hpp
+include/ql/TermStructures/quantotermstructure.hpp
+include/ql/TermStructures/ratehelpers.hpp
+include/ql/TermStructures/zerocurve.hpp
+include/ql/TermStructures/zerospreadedtermstructure.hpp
+include/ql/Utilities/all.hpp
+include/ql/Utilities/combiningiterator.hpp
+include/ql/Utilities/couplingiterator.hpp
+include/ql/Utilities/filteringiterator.hpp
+include/ql/Utilities/iteratorcategories.hpp
+include/ql/Utilities/processingiterator.hpp
+include/ql/Utilities/steppingiterator.hpp
+include/ql/Volatilities/all.hpp
+include/ql/Volatilities/blackconstantvol.hpp
+include/ql/Volatilities/blackvariancecurve.hpp
+include/ql/Volatilities/blackvariancesurface.hpp
+include/ql/Volatilities/capflatvolvector.hpp
+include/ql/Volatilities/impliedvoltermstructure.hpp
+include/ql/Volatilities/localconstantvol.hpp
+include/ql/Volatilities/localvolcurve.hpp
+include/ql/Volatilities/localvolsurface.hpp
+include/ql/Volatilities/swaptionvolmatrix.hpp
+include/ql/argsandresults.hpp
+include/ql/calendar.hpp
+include/ql/capvolstructures.hpp
+include/ql/cashflow.hpp
+include/ql/config.hpp
+include/ql/core.hpp
+include/ql/currency.hpp
+include/ql/dataformatters.hpp
+include/ql/dataparsers.hpp
+include/ql/date.hpp
+include/ql/daycounter.hpp
+include/ql/diffusionprocess.hpp
+include/ql/discretizedasset.hpp
+include/ql/disposable.hpp
+include/ql/errors.hpp
+include/ql/exercise.hpp
+include/ql/functions/all.hpp
+include/ql/functions/daycounters.hpp
+include/ql/functions/mathf.hpp
+include/ql/functions/vols.hpp
+include/ql/grid.hpp
+include/ql/handle.hpp
+include/ql/history.hpp
+include/ql/index.hpp
+include/ql/instrument.hpp
+include/ql/marketelement.hpp
+include/ql/null.hpp
+include/ql/numericalmethod.hpp
+include/ql/option.hpp
+include/ql/payoff.hpp
+include/ql/pricingengine.hpp
+include/ql/qldefines.hpp
+include/ql/quantlib.hpp
+include/ql/relinkablehandle.hpp
+include/ql/scheduler.hpp
+include/ql/solver1d.hpp
+include/ql/stochasticprocess.hpp
+include/ql/swaptionvolstructure.hpp
+include/ql/termstructure.hpp
+include/ql/types.hpp
+include/ql/voltermstructure.hpp
+lib/libQuantLib.a
+lib/libQuantLib.so
+lib/libQuantLib.so.0
+share/aclocal/quantlib.m4
+share/emacs/site-lisp/quantlib.el
+@dirrm include/ql/functions
+@dirrm include/ql/Volatilities
+@dirrm include/ql/Utilities
+@dirrm include/ql/TermStructures
+@dirrm include/ql/Solvers1D
+@dirrm include/ql/ShortRateModels/TwoFactorModels
+@dirrm include/ql/ShortRateModels/OneFactorModels
+@dirrm include/ql/ShortRateModels/CalibrationHelpers
+@dirrm include/ql/ShortRateModels
+@dirrm include/ql/RandomNumbers
+@dirrm include/ql/PricingEngines/Vanilla
+@dirrm include/ql/PricingEngines/Swaption
+@dirrm include/ql/PricingEngines/Quanto
+@dirrm include/ql/PricingEngines/Forward
+@dirrm include/ql/PricingEngines/CapFloor
+@dirrm include/ql/PricingEngines/Basket
+@dirrm include/ql/PricingEngines/Barrier
+@dirrm include/ql/PricingEngines/Asian
+@dirrm include/ql/PricingEngines
+@dirrm include/ql/Pricers
+@dirrm include/ql/Patterns
+@dirrm include/ql/Optimization
+@dirrm include/ql/MonteCarlo
+@dirrm include/ql/Math
+@dirrm include/ql/Lattices
+@dirrm include/ql/Instruments
+@dirrm include/ql/Indexes
+@dirrm include/ql/FiniteDifferences
+@dirrm include/ql/DayCounters
+@dirrm include/ql/CashFlows
+@dirrm include/ql/Calendars
+@dirrm include/ql