diff options
author | Mikhail Teterin <mi@FreeBSD.org> | 2019-03-05 21:36:27 +0000 |
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committer | Mikhail Teterin <mi@FreeBSD.org> | 2019-03-05 21:36:27 +0000 |
commit | eb4180764f0847aaa88d25981f58c78c9b13f22c (patch) | |
tree | 8c91b5d3b9d12572e30f2175b9067f3b1d84246b | |
parent | 630fe1e7af38b5f93f4fb31f8e0da4e77d118f97 (diff) | |
download | ports-eb4180764f0847aaa88d25981f58c78c9b13f22c.tar.gz ports-eb4180764f0847aaa88d25981f58c78c9b13f22c.zip |
Notes
-rw-r--r-- | finance/quantlib/Makefile | 7 | ||||
-rw-r--r-- | finance/quantlib/distinfo | 6 | ||||
-rw-r--r-- | finance/quantlib/files/patch-gmakeism | 14 | ||||
-rw-r--r-- | finance/quantlib/files/patch-tests | 36 | ||||
-rw-r--r-- | finance/quantlib/pkg-plist | 23 |
5 files changed, 26 insertions, 60 deletions
diff --git a/finance/quantlib/Makefile b/finance/quantlib/Makefile index 5d0b497d325a..d1fe78d83ba2 100644 --- a/finance/quantlib/Makefile +++ b/finance/quantlib/Makefile @@ -2,8 +2,7 @@ # $FreeBSD$ PORTNAME= quantlib -PORTVERSION= 1.13 -PORTREVISION= 4 +PORTVERSION= 1.15 CATEGORIES= finance math devel MASTER_SITES= https://dl.bintray.com/${PORTNAME}/releases/ DISTNAME= QuantLib-${PORTVERSION} @@ -16,7 +15,7 @@ LICENSE_FILE= ${WRKSRC}/LICENSE.TXT LIB_DEPENDS= libboost_system.so:devel/boost-libs -USES= compiler +USES= compiler libtool USE_LDCONFIG= yes GNU_CONFIGURE= yes CONFIGURE_ENV+= EMACS=no @@ -60,4 +59,6 @@ OPENMP_LDFLAGS= -L${LOCALBASE}/lib # one too: OPENMP_LDFLAGS+= -L${LOCALBASE}/llvm${COMPILER_VERSION}/lib +CXXFLAGS_i386= -DBOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS + .include <bsd.port.mk> diff --git a/finance/quantlib/distinfo b/finance/quantlib/distinfo index be23fecf8f7f..4d45e2d49477 100644 --- a/finance/quantlib/distinfo +++ b/finance/quantlib/distinfo @@ -1,3 +1,3 @@ -TIMESTAMP = 1531235784 -SHA256 (QuantLib-1.13.tar.gz) = bb52df179781f9c19ef8e976780c4798b0cdc4d21fa72a7a386016e24d1a86e6 -SIZE (QuantLib-1.13.tar.gz) = 9132949 +TIMESTAMP = 1551741337 +SHA256 (QuantLib-1.15.tar.gz) = 1f651b210d3046bffa9635864906423d40f9fff87faeaf417c9b76fd88f0ee64 +SIZE (QuantLib-1.15.tar.gz) = 9135648 diff --git a/finance/quantlib/files/patch-gmakeism b/finance/quantlib/files/patch-gmakeism deleted file mode 100644 index 3a989a1cc090..000000000000 --- a/finance/quantlib/files/patch-gmakeism +++ /dev/null @@ -1,14 +0,0 @@ -Allow check-exapmles to work with our make, upstream's syntax is -gmake-only... - ---- Examples/Makefile.in 2018-05-23 14:35:06 -+++ Examples/Makefile.in 2018-07-10 23:06:07 -@@ -657,6 +657,6 @@ - - --%.check: -- $(MAKE) -C $* check-examples -+${SUBDIR_CHECKS}: -+ $(MAKE) -C ${@:.check=} check-examples - - .PHONY: examples check-examples $(SUBDIRS) diff --git a/finance/quantlib/files/patch-tests b/finance/quantlib/files/patch-tests deleted file mode 100644 index 8eaa0a23e219..000000000000 --- a/finance/quantlib/files/patch-tests +++ /dev/null @@ -1,36 +0,0 @@ -See: - - https://github.com/lballabio/QuantLib/pull/507/ - ---- ql/termstructures/volatility/equityfx/fixedlocalvolsurface.cpp -+++ ql/termstructures/volatility/equityfx/fixedlocalvolsurface.cpp -@@ -132,7 +132,8 @@ namespace QuantLib { - - for (Size i=0; i < strikes_.size(); ++i) - for (Size j=1; j<strikes_[i]->size(); j++) { -- QL_REQUIRE(strikes_[i]->at(j)>=strikes_[i]->at(j-1), -+ QL_REQUIRE(strikes_[i]->at(j)>=strikes_[i]->at(j-1) -+ || close_enough(strikes_[i]->at(j),strikes_[i]->at(j-1)), - "strikes must be sorted"); - } - } ---- test-suite/hestonslvmodel.cpp -+++ test-suite/hestonslvmodel.cpp -@@ -2446,7 +2446,7 @@ void HestonSLVModelTest::testMoustacheGraph() { - -0.0293,-0.0297,-0.0251,-0.0192,-0.0134,-0.0084,-0.0045, - -0.0015, 0.0005, 0.0017, 0.0020 - }; -- const Real tol = 8e-3; -+ const Real tol = 1e-2; - - for (Size i=0; i < 18; ++i) { - const Real dist = 10.0+5.0*i; ---- test-suite/fdheston.cpp 2018-05-21 08:58:38.000000000 -0400 -+++ test-suite/fdheston.cpp 2018-07-20 18:51:34.213199000 -0400 -@@ -469,5 +469,5 @@ - new FdHestonVanillaEngine(boost::shared_ptr<HestonModel>( - new HestonModel(hestonProcess)), -- 500, 400, 3, 0, -+ 4000, 400, 3, 0, - FdmSchemeDesc::ExplicitEuler()))); - diff --git a/finance/quantlib/pkg-plist b/finance/quantlib/pkg-plist index 451cdab68c87..142626f14369 100644 --- a/finance/quantlib/pkg-plist +++ b/finance/quantlib/pkg-plist @@ -15,10 +15,10 @@ bin/quantlib-config %%EXAMPLES%%bin/GlobalOptimizer %%EXAMPLES%%bin/LatentModel %%EXAMPLES%%bin/MarketModels +%%EXAMPLES%%bin/MulticurveBootstrapping %%EXAMPLES%%bin/MultidimIntegral %%EXAMPLES%%bin/Replication %%EXAMPLES%%bin/Repo -%%EXAMPLES%%bin/SwapValuation %%BENCHMARK%%bin/quantlib-benchmark %%EXAMPLES%%man/man1/BasketLosses.1.gz %%EXAMPLES%%man/man1/BermudanSwaption.1.gz @@ -36,9 +36,9 @@ bin/quantlib-config %%EXAMPLES%%man/man1/LatentModel.1.gz %%EXAMPLES%%man/man1/MarketModels.1.gz %%EXAMPLES%%man/man1/MultidimIntegral.1.gz +%%EXAMPLES%%man/man1/MulticurveBootstrapping.1.gz %%EXAMPLES%%man/man1/Replication.1.gz %%EXAMPLES%%man/man1/Repo.1.gz -%%EXAMPLES%%man/man1/SwapValuation.1.gz %%BENCHMARK%%man/man1/quantlib-benchmark.1.gz include/ql/cashflows/all.hpp include/ql/cashflows/averagebmacoupon.hpp @@ -100,6 +100,10 @@ include/ql/experimental/barrieroption/vannavolgabarrierengine.hpp include/ql/experimental/barrieroption/vannavolgadoublebarrierengine.hpp include/ql/experimental/barrieroption/vannavolgainterpolation.hpp include/ql/experimental/barrieroption/wulinyongdoublebarrierengine.hpp +include/ql/experimental/basismodels/all.hpp +include/ql/experimental/basismodels/swaptioncfs.hpp +include/ql/experimental/basismodels/tenoroptionletvts.hpp +include/ql/experimental/basismodels/tenorswaptionvts.hpp include/ql/experimental/callablebonds/all.hpp include/ql/experimental/callablebonds/blackcallablebondengine.hpp include/ql/experimental/callablebonds/callablebondconstantvol.hpp @@ -264,6 +268,9 @@ include/ql/experimental/finitedifferences/modtriplebandlinearop.hpp include/ql/experimental/finitedifferences/riskneutraldensitycalculator.hpp include/ql/experimental/finitedifferences/squarerootprocessrndcalculator.hpp include/ql/experimental/finitedifferences/vanillavppoption.hpp +include/ql/experimental/futures/all.hpp +include/ql/experimental/futures/overnightindexfuture.hpp +include/ql/experimental/futures/overnightindexfutureratehelper.hpp include/ql/experimental/fx/all.hpp include/ql/experimental/fx/blackdeltacalculator.hpp include/ql/experimental/fx/deltavolquote.hpp @@ -299,7 +306,6 @@ include/ql/experimental/math/levyflightdistribution.hpp include/ql/experimental/math/moorepenroseinverse.hpp include/ql/experimental/math/multidimintegrator.hpp include/ql/experimental/math/multidimquadrature.hpp -include/ql/experimental/math/numericaldifferentiation.hpp include/ql/experimental/math/particleswarmoptimization.hpp include/ql/experimental/math/piecewisefunction.hpp include/ql/experimental/math/piecewiseintegral.hpp @@ -387,6 +393,7 @@ include/ql/indexes/ibor/euribor.hpp include/ql/indexes/ibor/eurlibor.hpp include/ql/indexes/ibor/fedfunds.hpp include/ql/indexes/ibor/gbplibor.hpp +include/ql/indexes/ibor/bibor.hpp include/ql/indexes/ibor/jibar.hpp include/ql/indexes/ibor/jpylibor.hpp include/ql/indexes/ibor/libor.hpp @@ -397,7 +404,9 @@ include/ql/indexes/ibor/pribor.hpp include/ql/indexes/ibor/robor.hpp include/ql/indexes/ibor/seklibor.hpp include/ql/indexes/ibor/shibor.hpp +include/ql/indexes/ibor/sofr.hpp include/ql/indexes/ibor/sonia.hpp +include/ql/indexes/ibor/thbfix.hpp include/ql/indexes/ibor/tibor.hpp include/ql/indexes/ibor/trlibor.hpp include/ql/indexes/ibor/usdlibor.hpp @@ -702,6 +711,8 @@ include/ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp include/ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp include/ql/methods/finitedifferences/operators/firstderivativeop.hpp include/ql/methods/finitedifferences/operators/ninepointlinearop.hpp +include/ql/methods/finitedifferences/operators/nthorderderivativeop.hpp +include/ql/methods/finitedifferences/operators/numericaldifferentiation.hpp include/ql/methods/finitedifferences/operators/secondderivativeop.hpp include/ql/methods/finitedifferences/operators/secondordermixedderivativeop.hpp include/ql/methods/finitedifferences/operators/triplebandlinearop.hpp @@ -714,6 +725,7 @@ include/ql/methods/finitedifferences/schemes/hundsdorferscheme.hpp include/ql/methods/finitedifferences/schemes/impliciteulerscheme.hpp include/ql/methods/finitedifferences/schemes/methodoflinesscheme.hpp include/ql/methods/finitedifferences/schemes/modifiedcraigsneydscheme.hpp +include/ql/methods/finitedifferences/schemes/trbdf2scheme.hpp include/ql/methods/finitedifferences/solvers/all.hpp include/ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp include/ql/methods/finitedifferences/solvers/fdm1dimsolver.hpp @@ -1279,6 +1291,7 @@ include/ql/time/calendars/sweden.hpp include/ql/time/calendars/switzerland.hpp include/ql/time/calendars/taiwan.hpp include/ql/time/calendars/target.hpp +include/ql/time/calendars/thailand.hpp include/ql/time/calendars/turkey.hpp include/ql/time/calendars/ukraine.hpp include/ql/time/calendars/unitedkingdom.hpp @@ -1319,6 +1332,7 @@ include/ql/utilities/steppingiterator.hpp include/ql/utilities/tracing.hpp include/ql/utilities/vectors.hpp include/ql/auto_link.hpp +include/ql/auto_ptr.hpp include/ql/cashflow.hpp include/ql/compounding.hpp include/ql/config.hpp @@ -1329,6 +1343,7 @@ include/ql/errors.hpp include/ql/exchangerate.hpp include/ql/exercise.hpp include/ql/event.hpp +include/ql/functional.hpp include/ql/grid.hpp include/ql/handle.hpp include/ql/index.hpp @@ -1347,6 +1362,7 @@ include/ql/quantlib.hpp include/ql/quote.hpp include/ql/rebatedexercise.hpp include/ql/settings.hpp +include/ql/shared_ptr.hpp include/ql/stochasticprocess.hpp include/ql/termstructure.hpp include/ql/timegrid.hpp @@ -1358,7 +1374,6 @@ include/ql/volatilitymodel.hpp lib/libQuantLib.so lib/libQuantLib.so.0 lib/libQuantLib.so.0.0.0 -lib/libQuantLib.la lib/libQuantLib.a libdata/pkgconfig/quantlib.pc man/man1/quantlib-config.1.gz |