diff options
Diffstat (limited to 'finance/quantlib/pkg-plist')
| -rw-r--r-- | finance/quantlib/pkg-plist | 175 |
1 files changed, 0 insertions, 175 deletions
diff --git a/finance/quantlib/pkg-plist b/finance/quantlib/pkg-plist deleted file mode 100644 index 60469b1028a0..000000000000 --- a/finance/quantlib/pkg-plist +++ /dev/null @@ -1,175 +0,0 @@ -include/ql/Calendars/frankfurt.hpp -include/ql/Calendars/helsinki.hpp -include/ql/Calendars/london.hpp -include/ql/Calendars/milan.hpp -include/ql/Calendars/newyork.hpp -include/ql/Calendars/target.hpp -include/ql/Calendars/wellington.hpp -include/ql/Calendars/westerncalendar.hpp -include/ql/Calendars/zurich.hpp -include/ql/Currencies/chf.hpp -include/ql/Currencies/dem.hpp -include/ql/Currencies/eur.hpp -include/ql/Currencies/gbp.hpp -include/ql/Currencies/itl.hpp -include/ql/Currencies/usd.hpp -include/ql/DayCounters/actual360.hpp -include/ql/DayCounters/actual365.hpp -include/ql/DayCounters/actualactual.hpp -include/ql/DayCounters/thirty360.hpp -include/ql/DayCounters/thirty360european.hpp -include/ql/DayCounters/thirty360italian.hpp -include/ql/FiniteDifferences/backwardeuler.hpp -include/ql/FiniteDifferences/boundarycondition.hpp -include/ql/FiniteDifferences/bsmoperator.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/finitedifferencemodel.hpp -include/ql/FiniteDifferences/forwardeuler.hpp -include/ql/FiniteDifferences/identity.hpp -include/ql/FiniteDifferences/operator.hpp -include/ql/FiniteDifferences/operatortraits.hpp -include/ql/FiniteDifferences/standardfdmodel.hpp -include/ql/FiniteDifferences/standardstepcondition.hpp -include/ql/FiniteDifferences/stepcondition.hpp -include/ql/FiniteDifferences/tridiagonaloperator.hpp -include/ql/FiniteDifferences/valueatcenter.hpp -include/ql/Indexes/euribor.hpp -include/ql/Indexes/libor.hpp -include/ql/Indexes/libormanager.hpp -include/ql/Indexes/usdlibor.hpp -include/ql/Indexes/xibor.hpp -include/ql/Instruments/stock.hpp -include/ql/Math/cubicspline.hpp -include/ql/Math/interpolation.hpp -include/ql/Math/lexicographicalview.hpp -include/ql/Math/linearinterpolation.hpp -include/ql/Math/matrix.hpp -include/ql/Math/multivariateaccumulator.hpp -include/ql/Math/normaldistribution.hpp -include/ql/Math/riskmeasures.hpp -include/ql/Math/statistics.hpp -include/ql/Math/symmetriceigenvalues.hpp -include/ql/Math/symmetricschurdecomposition.hpp -include/ql/MonteCarlo/avgpriceasianpathpricer.hpp -include/ql/MonteCarlo/avgstrikeasianpathpricer.hpp -include/ql/MonteCarlo/basketpathpricer.hpp -include/ql/MonteCarlo/boxmuller.hpp -include/ql/MonteCarlo/centrallimitgaussian.hpp -include/ql/MonteCarlo/controlvariatedpathpricer.hpp -include/ql/MonteCarlo/europeanpathpricer.hpp -include/ql/MonteCarlo/everestpathpricer.hpp -include/ql/MonteCarlo/gaussianarraygenerator.hpp -include/ql/MonteCarlo/gaussianrandomgenerator.hpp -include/ql/MonteCarlo/generalmontecarlo.hpp -include/ql/MonteCarlo/geometricasianpathpricer.hpp -include/ql/MonteCarlo/getcovariance.hpp -include/ql/MonteCarlo/himalayapathpricer.hpp -include/ql/MonteCarlo/lecuyerrandomgenerator.hpp -include/ql/MonteCarlo/mcoptionsample.hpp -include/ql/MonteCarlo/mcpricer.hpp -include/ql/MonteCarlo/multifactormontecarlooption.hpp -include/ql/MonteCarlo/multifactorpricer.hpp -include/ql/MonteCarlo/multipath.hpp -include/ql/MonteCarlo/multipathgenerator.hpp -include/ql/MonteCarlo/multipathpricer.hpp -include/ql/MonteCarlo/onefactormontecarlooption.hpp -include/ql/MonteCarlo/pagodapathpricer.hpp -include/ql/MonteCarlo/path.hpp -include/ql/MonteCarlo/pathmontecarlo.hpp -include/ql/MonteCarlo/pathpricer.hpp -include/ql/MonteCarlo/randomarraygenerator.hpp -include/ql/MonteCarlo/standardmultipathgenerator.hpp -include/ql/MonteCarlo/standardpathgenerator.hpp -include/ql/MonteCarlo/uniformrandomgenerator.hpp -include/ql/Patterns/observable.hpp -include/ql/Pricers/americancondition.hpp -include/ql/Pricers/americanoption.hpp -include/ql/Pricers/averagepriceasian.hpp -include/ql/Pricers/averagestrikeasian.hpp -include/ql/Pricers/barrieroption.hpp -include/ql/Pricers/bermudanoption.hpp -include/ql/Pricers/binaryoption.hpp -include/ql/Pricers/bsmeuropeanoption.hpp -include/ql/Pricers/bsmnumericaloption.hpp -include/ql/Pricers/bsmoption.hpp -include/ql/Pricers/cliquetoption.hpp -include/ql/Pricers/dividendamericanoption.hpp -include/ql/Pricers/dividendeuropeanoption.hpp -include/ql/Pricers/dividendoption.hpp -include/ql/Pricers/dividendshoutoption.hpp -include/ql/Pricers/everestoption.hpp -include/ql/Pricers/finitedifferenceeuropean.hpp -include/ql/Pricers/geometricasianoption.hpp -include/ql/Pricers/himalaya.hpp -include/ql/Pricers/mceuropeanpricer.hpp -include/ql/Pricers/multiperiodoption.hpp -include/ql/Pricers/pagodaoption.hpp -include/ql/Pricers/plainbasketoption.hpp -include/ql/Pricers/shoutcondition.hpp -include/ql/Pricers/shoutoption.hpp -include/ql/Pricers/stepconditionoption.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/flatforward.hpp -include/ql/TermStructures/piecewiseconstantforwards.hpp -include/ql/TermStructures/piecewiseflatforward.hpp -include/ql/TermStructures/ratehelpers.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/array.hpp -include/ql/calendar.hpp -include/ql/config.hpp -include/ql/currency.hpp -include/ql/dataformatters.hpp -include/ql/date.hpp -include/ql/daycounter.hpp -include/ql/depositrate.hpp -include/ql/discountfactor.hpp -include/ql/expressiontemplates.hpp -include/ql/forwardvolsurface.hpp -include/ql/handle.hpp -include/ql/history.hpp -include/ql/index.hpp -include/ql/instrument.hpp -include/ql/null.hpp -include/ql/options.hpp -include/ql/qldefines.hpp -include/ql/qlerrors.hpp -include/ql/quantlib.hpp -include/ql/rate.hpp -include/ql/riskstatistics.hpp -include/ql/solver1d.hpp -include/ql/spread.hpp -include/ql/swaptionvolsurface.hpp -include/ql/termstructure.hpp -lib/libQuantLib.a -lib/libQuantLib.la -lib/libQuantLib.so -lib/libQuantLib.so.0 -@dirrm include/ql/Calendars -@dirrm include/ql/Currencies -@dirrm include/ql/DayCounters -@dirrm include/ql/FiniteDifferences -@dirrm include/ql/Indexes -@dirrm include/ql/Instruments -@dirrm include/ql/Math -@dirrm include/ql/MonteCarlo -@dirrm include/ql/Patterns -@dirrm include/ql/Pricers -@dirrm include/ql/Solvers1D -@dirrm include/ql/TermStructures -@dirrm include/ql/Utilities -@dirrm include/ql |