diff -urN /usr/ports/finance/quantlib.orig/Makefile /usr/ports/finance/quantlib/Makefile --- /usr/ports/finance/quantlib.orig/Makefile Fri Aug 31 17:53:09 2007 +++ /usr/ports/finance/quantlib/Makefile Fri Aug 31 17:53:43 2007 @@ -7,8 +7,8 @@ # PORTNAME= quantlib -PORTVERSION= 0.4.0 -PORTREVISION= 1 +PORTVERSION= 0.8.1 +PORTREVISION= 0 CATEGORIES= finance MASTER_SITES= ${MASTER_SITE_SOURCEFORGE} MASTER_SITE_SUBDIR= ${PORTNAME} diff -urN /usr/ports/finance/quantlib.orig/distinfo /usr/ports/finance/quantlib/distinfo --- /usr/ports/finance/quantlib.orig/distinfo Fri Aug 31 17:53:09 2007 +++ /usr/ports/finance/quantlib/distinfo Fri Aug 31 17:54:34 2007 @@ -1,3 +1,3 @@ -MD5 (QuantLib-0.4.0.tar.gz) = 4af8ddbd79d82eb931159157335406e4 -SHA256 (QuantLib-0.4.0.tar.gz) = f8d67eaa2378d94d19683ff3b4e0067ea6caf47cbf5f399b0ae71f6a69526daf -SIZE (QuantLib-0.4.0.tar.gz) = 1905318 +MD5 (QuantLib-0.8.1.tar.gz) = 276e67eca30022ebdb66ccd6c5fbd7f7 +SHA256 (QuantLib-0.8.1.tar.gz) = 276d0443f7bc47e95c0d28042c7ef49eb34da50ecd1b9dcfdabffbae56e20b2e +SIZE (QuantLib-0.8.1.tar.gz) = 2135207 diff -urN /usr/ports/finance/quantlib.orig/pkg-plist /usr/ports/finance/quantlib/pkg-plist --- /usr/ports/finance/quantlib.orig/pkg-plist Fri Aug 31 17:53:09 2007 +++ /usr/ports/finance/quantlib/pkg-plist Fri Aug 31 18:57:07 2007 @@ -1,620 +1,643 @@ bin/quantlib-config bin/quantlib-test-suite -include/ql/argsandresults.hpp +include/ql/cashflows/all.hpp +include/ql/cashflows/analysis.hpp +include/ql/cashflows/capflooredcoupon.hpp +include/ql/cashflows/cashflowvectors.hpp +include/ql/cashflows/cmscoupon.hpp +include/ql/cashflows/conundrumpricer.hpp +include/ql/cashflows/coupon.hpp +include/ql/cashflows/couponpricer.hpp +include/ql/cashflows/dividend.hpp +include/ql/cashflows/fixedratecoupon.hpp +include/ql/cashflows/floatingratecoupon.hpp +include/ql/cashflows/iborcoupon.hpp +include/ql/cashflows/rangeaccrual.hpp +include/ql/cashflows/simplecashflow.hpp +include/ql/cashflows/timebasket.hpp +include/ql/currencies/all.hpp +include/ql/currencies/africa.hpp +include/ql/currencies/america.hpp +include/ql/currencies/asia.hpp +include/ql/currencies/europe.hpp +include/ql/currencies/exchangeratemanager.hpp +include/ql/currencies/oceania.hpp +include/ql/indexes/ibor/all.hpp +include/ql/indexes/ibor/audlibor.hpp +include/ql/indexes/ibor/cadlibor.hpp +include/ql/indexes/ibor/cdor.hpp +include/ql/indexes/ibor/chflibor.hpp +include/ql/indexes/ibor/dkklibor.hpp +include/ql/indexes/ibor/euribor.hpp +include/ql/indexes/ibor/eurlibor.hpp +include/ql/indexes/ibor/gbplibor.hpp +include/ql/indexes/ibor/jibar.hpp +include/ql/indexes/ibor/jpylibor.hpp +include/ql/indexes/ibor/libor.hpp +include/ql/indexes/ibor/nzdlibor.hpp +include/ql/indexes/ibor/tibor.hpp +include/ql/indexes/ibor/trlibor.hpp +include/ql/indexes/ibor/usdlibor.hpp +include/ql/indexes/ibor/zibor.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/all.hpp +include/ql/indexes/iborindex.hpp +include/ql/indexes/indexmanager.hpp +include/ql/indexes/interestrateindex.hpp +include/ql/indexes/swapindex.hpp +include/ql/instruments/all.hpp +include/ql/instruments/asianoption.hpp +include/ql/instruments/assetswap.hpp +include/ql/instruments/barrieroption.hpp +include/ql/instruments/basketoption.hpp +include/ql/instruments/bond.hpp +include/ql/instruments/callabilityschedule.hpp +include/ql/instruments/capfloor.hpp +include/ql/instruments/cliquetoption.hpp +include/ql/instruments/cmsratebond.hpp +include/ql/instruments/compositeinstrument.hpp +include/ql/instruments/convertiblebond.hpp +include/ql/instruments/dividendschedule.hpp +include/ql/instruments/dividendvanillaoption.hpp +include/ql/instruments/europeanoption.hpp +include/ql/instruments/fixedratebond.hpp +include/ql/instruments/fixedratebondforward.hpp +include/ql/instruments/forward.hpp +include/ql/instruments/floatingratebond.hpp +include/ql/instruments/forwardrateagreement.hpp +include/ql/instruments/forwardvanillaoption.hpp +include/ql/instruments/lookbackoption.hpp +include/ql/instruments/makecapfloor.hpp +include/ql/instruments/makecms.hpp +include/ql/instruments/makevanillaswap.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/stickyratchet.hpp +include/ql/instruments/stock.hpp +include/ql/instruments/swap.hpp +include/ql/instruments/swaption.hpp +include/ql/instruments/vanillaswap.hpp +include/ql/instruments/vanillaoption.hpp +include/ql/instruments/varianceswap.hpp +include/ql/instruments/zerocouponbond.hpp +include/ql/legacy/libormarketmodels/all.hpp +include/ql/legacy/libormarketmodels/lfmcovarproxy.hpp +include/ql/legacy/libormarketmodels/liborforwardmodel.hpp +include/ql/legacy/libormarketmodels/lmconstwrappercorrmodel.hpp +include/ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp +include/ql/legacy/libormarketmodels/lmcorrmodel.hpp +include/ql/legacy/libormarketmodels/lmexpcorrmodel.hpp +include/ql/legacy/libormarketmodels/lmextlinexpvolmodel.hpp +include/ql/legacy/libormarketmodels/lmfixedvolmodel.hpp +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/mcmaxbasket.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/all.hpp +include/ql/math/distributions/all.hpp +include/ql/math/distributions/binomialdistribution.hpp +include/ql/math/distributions/bivariatenormaldistribution.hpp +include/ql/math/distributions/chisquaredistribution.hpp +include/ql/math/distributions/gammadistribution.hpp +include/ql/math/distributions/normaldistribution.hpp +include/ql/math/distributions/poissondistribution.hpp +include/ql/math/integrals/all.hpp +include/ql/math/integrals/gaussianorthogonalpolynomial.hpp +include/ql/math/integrals/gaussianquadratures.hpp +include/ql/math/integrals/integral.hpp +include/ql/math/integrals/kronrodintegral.hpp +include/ql/math/integrals/segmentintegral.hpp +include/ql/math/integrals/simpsonintegral.hpp +include/ql/math/integrals/trapezoidintegral.hpp +include/ql/math/interpolations/all.hpp +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/extrapolation.hpp +include/ql/math/interpolations/flatextrapolation2d.hpp +include/ql/math/interpolations/forwardflatinterpolation.hpp +include/ql/math/interpolations/interpolation2d.hpp +include/ql/math/interpolations/linearinterpolation.hpp +include/ql/math/interpolations/loglinearinterpolation.hpp +include/ql/math/interpolations/multicubicspline.hpp +include/ql/math/interpolations/sabrinterpolation.hpp +include/ql/math/matrixutilities/all.hpp +include/ql/math/matrixutilities/choleskydecomposition.hpp +include/ql/math/matrixutilities/getcovariance.hpp +include/ql/math/matrixutilities/pseudosqrt.hpp +include/ql/math/matrixutilities/svd.hpp +include/ql/math/matrixutilities/symmetricschurdecomposition.hpp +include/ql/math/matrixutilities/tqreigendecomposition.hpp +include/ql/math/optimization/all.hpp +include/ql/math/optimization/armijo.hpp +include/ql/math/optimization/conjugategradient.hpp +include/ql/math/optimization/constraint.hpp +include/ql/math/optimization/costfunction.hpp +include/ql/math/optimization/endcriteria.hpp +include/ql/math/optimization/leastsquare.hpp +include/ql/math/optimization/levenbergmarquardt.hpp +include/ql/math/optimization/linesearch.hpp +include/ql/math/optimization/linesearchbasedmethod.hpp +include/ql/math/optimization/lmdif.hpp +include/ql/math/optimization/method.hpp +include/ql/math/optimization/problem.hpp +include/ql/math/optimization/projectedcostfunction.hpp +include/ql/math/optimization/simplex.hpp +include/ql/math/optimization/steepestdescent.hpp +include/ql/math/randomnumbers/all.hpp +include/ql/math/randomnumbers/boxmullergaussianrng.hpp +include/ql/math/randomnumbers/centrallimitgaussianrng.hpp +include/ql/math/randomnumbers/faurersg.hpp +include/ql/math/randomnumbers/haltonrsg.hpp +include/ql/math/randomnumbers/inversecumulativerng.hpp +include/ql/math/randomnumbers/inversecumulativersg.hpp +include/ql/math/randomnumbers/knuthuniformrng.hpp +include/ql/math/randomnumbers/lecuyeruniformrng.hpp +include/ql/math/randomnumbers/mt19937uniformrng.hpp +include/ql/math/randomnumbers/primitivepolynomials.h +include/ql/math/randomnumbers/randomizedlds.hpp +include/ql/math/randomnumbers/randomsequencegenerator.hpp +include/ql/math/randomnumbers/rngtraits.hpp +include/ql/math/randomnumbers/seedgenerator.hpp +include/ql/math/randomnumbers/sobolrsg.hpp +include/ql/math/solvers1d/all.hpp +include/ql/math/solvers1d/bisection.hpp +include/ql/math/solvers1d/brent.hpp +include/ql/math/solvers1d/falseposition.hpp +include/ql/math/solvers1d/newton.hpp +include/ql/math/solvers1d/newtonsafe.hpp +include/ql/math/solvers1d/ridder.hpp +include/ql/math/solvers1d/secant.hpp +include/ql/math/statistics/all.hpp +include/ql/math/statistics/convergencestatistics.hpp +include/ql/math/statistics/discrepancystatistics.hpp +include/ql/math/statistics/gaussianstatistics.hpp +include/ql/math/statistics/generalstatistics.hpp +include/ql/math/statistics/incrementalstatistics.hpp +include/ql/math/statistics/riskstatistics.hpp +include/ql/math/statistics/sequencestatistics.hpp +include/ql/math/statistics/statistics.hpp +include/ql/math/all.hpp +include/ql/math/array.hpp +include/ql/math/beta.hpp +include/ql/math/comparison.hpp +include/ql/math/curve.hpp +include/ql/math/domain.hpp +include/ql/math/errorfunction.hpp +include/ql/math/factorial.hpp +include/ql/math/functional.hpp +include/ql/math/incompletegamma.hpp +include/ql/math/interpolation.hpp +include/ql/math/lexicographicalview.hpp +include/ql/math/matrix.hpp +include/ql/math/linearleastsquaresregression.hpp +include/ql/math/primenumbers.hpp +include/ql/math/rounding.hpp +include/ql/math/sampledcurve.hpp +include/ql/math/solver1d.hpp +include/ql/math/surface.hpp +include/ql/math/transformedgrid.hpp +include/ql/methods/finitedifferences/all.hpp +include/ql/methods/finitedifferences/americancondition.hpp +include/ql/methods/finitedifferences/boundarycondition.hpp +include/ql/methods/finitedifferences/bsmoperator.hpp +include/ql/methods/finitedifferences/bsmtermoperator.hpp +include/ql/methods/finitedifferences/cranknicolson.hpp +include/ql/methods/finitedifferences/dminus.hpp +include/ql/methods/finitedifferences/dplus.hpp +include/ql/methods/finitedifferences/dplusdminus.hpp +include/ql/methods/finitedifferences/dzero.hpp +include/ql/methods/finitedifferences/expliciteuler.hpp +include/ql/methods/finitedifferences/fdtypedefs.hpp +include/ql/methods/finitedifferences/finitedifferencemodel.hpp +include/ql/methods/finitedifferences/impliciteuler.hpp +include/ql/methods/finitedifferences/mixedscheme.hpp +include/ql/methods/finitedifferences/onefactoroperator.hpp +include/ql/methods/finitedifferences/operatorfactory.hpp +include/ql/methods/finitedifferences/operatortraits.hpp +include/ql/methods/finitedifferences/pde.hpp +include/ql/methods/finitedifferences/parallelevolver.hpp +include/ql/methods/finitedifferences/pdebsm.hpp +include/ql/methods/finitedifferences/pdeshortrate.hpp +include/ql/methods/finitedifferences/shoutcondition.hpp +include/ql/methods/finitedifferences/stepcondition.hpp +include/ql/methods/finitedifferences/tridiagonaloperator.hpp +include/ql/methods/finitedifferences/zerocondition.hpp +include/ql/methods/lattices/all.hpp +include/ql/methods/lattices/binomialtree.hpp +include/ql/methods/lattices/bsmlattice.hpp +include/ql/methods/lattices/lattice.hpp +include/ql/methods/lattices/lattice1d.hpp +include/ql/methods/lattices/lattice2d.hpp +include/ql/methods/lattices/tree.hpp +include/ql/methods/lattices/tflattice.hpp +include/ql/methods/lattices/trinomialtree.hpp +include/ql/methods/montecarlo/all.hpp +include/ql/methods/montecarlo/brownianbridge.hpp +include/ql/methods/montecarlo/earlyexercisepathpricer.hpp +include/ql/methods/montecarlo/exercisestrategy.hpp +include/ql/methods/montecarlo/genericlsregression.hpp +include/ql/methods/montecarlo/longstaffschwartzpathpricer.hpp +include/ql/methods/montecarlo/lsmbasissystem.hpp +include/ql/methods/montecarlo/mctraits.hpp +include/ql/methods/montecarlo/montecarlomodel.hpp +include/ql/methods/montecarlo/multipath.hpp +include/ql/methods/montecarlo/multipathgenerator.hpp +include/ql/methods/montecarlo/nodedata.hpp +include/ql/methods/montecarlo/parametricexercise.hpp +include/ql/methods/montecarlo/path.hpp +include/ql/methods/montecarlo/pathgenerator.hpp +include/ql/methods/montecarlo/pathpricer.hpp +include/ql/methods/montecarlo/sample.hpp +include/ql/methods/all.hpp +include/ql/models/equity/all.hpp +include/ql/models/equity/batesmodel.hpp +include/ql/models/equity/hestonmodel.hpp +include/ql/models/equity/hestonmodelhelper.hpp +include/ql/models/marketmodels/browniangenerators/all.hpp +include/ql/models/marketmodels/browniangenerators/mtbrowniangenerator.hpp +include/ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp +include/ql/models/marketmodels/callability/all.hpp +include/ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp +include/ql/models/marketmodels/callability/collectnodedata.hpp +include/ql/models/marketmodels/callability/exercisevalue.hpp +include/ql/models/marketmodels/callability/lsstrategy.hpp +include/ql/models/marketmodels/callability/marketmodelbasissystem.hpp +include/ql/models/marketmodels/callability/marketmodelparametricexercise.hpp +include/ql/models/marketmodels/callability/nodedataprovider.hpp +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/swapratetrigger.hpp +include/ql/models/marketmodels/callability/triggeredswapexercise.hpp +include/ql/models/marketmodels/callability/upperboundengine.hpp +include/ql/models/marketmodels/correlations/all.hpp +include/ql/models/marketmodels/correlations/correlations.hpp +include/ql/models/marketmodels/correlations/cotswapfromfwdcorrelation.hpp +include/ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.hpp +include/ql/models/marketmodels/curvestates/all.hpp +include/ql/models/marketmodels/curvestates/cmswapcurvestate.hpp +include/ql/models/marketmodels/curvestates/coterminalswapcurvestate.hpp +include/ql/models/marketmodels/curvestates/lmmcurvestate.hpp +include/ql/models/marketmodels/driftcomputation/all.hpp +include/ql/models/marketmodels/driftcomputation/cmsmmdriftcalculator.hpp +include/ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp +include/ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp +include/ql/models/marketmodels/driftcomputation/smmdriftcalculator.hpp +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/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/normalfwdratepc.hpp +include/ql/models/marketmodels/models/all.hpp +include/ql/models/marketmodels/models/abcdvol.hpp +include/ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp +include/ql/models/marketmodels/models/cotswaptofwdadapter.hpp +include/ql/models/marketmodels/models/flatvol.hpp +include/ql/models/marketmodels/models/fwdtocotswapadapter.hpp +include/ql/models/marketmodels/models/piecewiseconstantabcdvariance.hpp +include/ql/models/marketmodels/models/piecewiseconstantvariance.hpp +include/ql/models/marketmodels/models/pseudorootfacade.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/multistep/all.hpp +include/ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp +include/ql/models/marketmodels/products/multistep/cashrebate.hpp +include/ql/models/marketmodels/products/multistep/exerciseadapter.hpp +include/ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp +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/multistepnothing.hpp +include/ql/models/marketmodels/products/multistep/multistepoptionlets.hpp +include/ql/models/marketmodels/products/multistep/multistepratchet.hpp +include/ql/models/marketmodels/products/multistep/multistepswap.hpp +include/ql/models/marketmodels/products/all.hpp +include/ql/models/marketmodels/products/compositeproduct.hpp +include/ql/models/marketmodels/products/multiproductcomposite.hpp +include/ql/models/marketmodels/products/multiproductmultistep.hpp +include/ql/models/marketmodels/products/multiproductonestep.hpp +include/ql/models/marketmodels/products/singleproductcomposite.hpp +include/ql/models/marketmodels/all.hpp +include/ql/models/marketmodels/accountingengine.hpp +include/ql/models/marketmodels/browniangenerator.hpp +include/ql/models/marketmodels/constrainedevolver.hpp +include/ql/models/marketmodels/curvestate.hpp +include/ql/models/marketmodels/discounter.hpp +include/ql/models/marketmodels/duffsdeviceinnerproduct.hpp +include/ql/models/marketmodels/evolutiondescription.hpp +include/ql/models/marketmodels/evolver.hpp +include/ql/models/marketmodels/marketmodel.hpp +include/ql/models/marketmodels/multiproduct.hpp +include/ql/models/marketmodels/piecewiseconstantcorrelation.hpp +include/ql/models/marketmodels/proxygreekengine.hpp +include/ql/models/marketmodels/swapforwardmappings.hpp +include/ql/models/marketmodels/utilities.hpp +include/ql/models/shortrate/calibrationhelpers/all.hpp +include/ql/models/shortrate/calibrationhelpers/caphelper.hpp +include/ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp +include/ql/models/shortrate/onefactormodels/all.hpp +include/ql/models/shortrate/onefactormodels/blackkarasinski.hpp +include/ql/models/shortrate/onefactormodels/coxingersollross.hpp +include/ql/models/shortrate/onefactormodels/extendedcoxingersollross.hpp +include/ql/models/shortrate/onefactormodels/hullwhite.hpp +include/ql/models/shortrate/onefactormodels/vasicek.hpp +include/ql/models/shortrate/twofactormodels/all.hpp +include/ql/models/shortrate/twofactormodels/g2.hpp +include/ql/models/shortrate/all.hpp +include/ql/models/shortrate/onefactormodel.hpp +include/ql/models/shortrate/twofactormodel.hpp +include/ql/models/volatility/all.hpp +include/ql/models/volatility/constantestimator.hpp +include/ql/models/volatility/simplelocalestimator.hpp +include/ql/models/volatility/garmanklass.hpp +include/ql/models/volatility/garch.hpp +include/ql/models/all.hpp +include/ql/models/calibrationhelper.hpp +include/ql/models/model.hpp +include/ql/models/parameter.hpp +include/ql/patterns/all.hpp +include/ql/patterns/composite.hpp +include/ql/patterns/curiouslyrecurring.hpp +include/ql/patterns/lazyobject.hpp +include/ql/patterns/observable.hpp +include/ql/patterns/singleton.hpp +include/ql/patterns/visitor.hpp +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/mc_discr_arith_av_price.hpp +include/ql/pricingengines/asian/mc_discr_geom_av_price.hpp +include/ql/pricingengines/asian/mcdiscreteasianengine.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/analyticcapfloorengine.hpp +include/ql/pricingengines/capfloor/blackcapfloorengine.hpp +include/ql/pricingengines/capfloor/discretizedcapfloor.hpp +include/ql/pricingengines/capfloor/marketmodelcapfloorengine.hpp +include/ql/pricingengines/capfloor/mchullwhiteengine.hpp +include/ql/pricingengines/capfloor/treecapfloorengine.hpp +include/ql/pricingengines/cliquet/all.hpp +include/ql/pricingengines/cliquet/analyticcliquetengine.hpp +include/ql/pricingengines/cliquet/analyticperformanceengine.hpp +include/ql/pricingengines/forward/all.hpp +include/ql/pricingengines/forward/forwardengine.hpp +include/ql/pricingengines/forward/forwardperformanceengine.hpp +include/ql/pricingengines/forward/mcvarianceswapengine.hpp +include/ql/pricingengines/forward/replicatingvarianceswapengine.hpp +include/ql/pricingengines/hybrid/all.hpp +include/ql/pricingengines/hybrid/binomialconvertibleengine.hpp +include/ql/pricingengines/hybrid/discretizedconvertible.hpp +include/ql/pricingengines/lookback/all.hpp +include/ql/pricingengines/lookback/analyticcontinuousfixedlookback.hpp +include/ql/pricingengines/lookback/analyticcontinuousfloatinglookback.hpp +include/ql/pricingengines/quanto/all.hpp +include/ql/pricingengines/quanto/quantoengine.hpp +include/ql/pricingengines/swaption/all.hpp +include/ql/pricingengines/swaption/blackswaptionengine.hpp +include/ql/pricingengines/swaption/g2swaptionengine.hpp +include/ql/pricingengines/swaption/jamshidianswaptionengine.hpp +include/ql/pricingengines/swaption/discretizedswaption.hpp +include/ql/pricingengines/swaption/lfmswaptionengine.hpp +include/ql/pricingengines/swaption/treeswaptionengine.hpp +include/ql/pricingengines/vanilla/all.hpp +include/ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp +include/ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp +include/ql/pricingengines/vanilla/analyticeuropeanengine.hpp +include/ql/pricingengines/vanilla/analytichestonengine.hpp +include/ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp +include/ql/pricingengines/vanilla/batesengine.hpp 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