Remove the recently-added quantlib, so it can be properly resurrected.

Requested by: portmgr

7 files changed, 0 insertions, 1558 deletions

diff --git a/finance/quantlib/Makefile b/finance/quantlib/Makefile
deleted file mode 100644
index 2d44f5bdf08a..000000000000
--- a/finance/quantlib/Makefile
+++ /dev/null
@@ -1,67 +0,0 @@
-# Created by: Mikhail Teterin
-# $FreeBSD$
-
-PORTNAME=	quantlib
-PORTVERSION=	1.13
-CATEGORIES=	finance math devel
-MASTER_SITES=	https://dl.bintray.com/${PORTNAME}/releases/
-DISTNAME=	QuantLib-${PORTVERSION}
-
-MAINTAINER=	mi@aldan.algebra.com
-COMMENT=	C++ library for quantitative finance
-
-LICENSE=	BSD3CLAUSE
-LICENSE_FILE=	${WRKSRC}/LICENSE.TXT
-
-LIB_DEPENDS=	libboost_system.so:devel/boost-libs
-
-USES=	compiler
-USE_LDCONFIG=	yes
-GNU_CONFIGURE=	yes
-CONFIGURE_ENV+=	EMACS=no
-MAKE_ENV+=	AM_MAKEFLAGS=${_MAKE_JOBS}
-TEST_TARGET=	check-examples check
-OPTIONS_SUB=	please
-
-OPTIONS_DEFAULT=OPENMP EXAMPLES BENCHMARK UNITY_BUILD NEGATIVE_RATES
-
-OPTIONS_DEFINE=	TRACING INDEXED_COUPONS
-OPTIONS_DEFINE+=EXTRA_SAFETY_CHECKS SESSIONS INTRADAY
-OPTIONS_DEFINE+=THREAD_SAFE_OBSERVER_PATTERN
-OPTIONS_DEFINE+=THREAD_SAFE_SINGLETON_INIT
-OPTIONS_DEFINE+=${OPTIONS_DEFAULT}
-
-.if ${CC} == "cc"
-# The base cc/c++ on FreeBSD-10 is too old for OpenMP.
-OPTIONS_EXCLUDE_FreeBSD_10=OPENMP
-.endif
-
-BENCHMARK_DESC=		Install benchmark (it is always built)
-EXTRA_SAFETY_CHECKS_DESC=Trade performance for run-time checks
-INDEXED_COUPONS_DESC=	Use indexed rather than par coupons
-INTRADAY_DESC=		Time precision of msecs, instead of days
-NEGATIVE_RATES_DESC=	Allow rates to be negative
-TRACING_DESC=		Trade performance for more detailed errors
-UNITY_BUILD_DESC=	Combine sources into one before compiling
-SESSIONS_DESC=		See help
-
-EXAMPLES_CONFIGURE_WITH=lispdir=${EXAMPLESDIR}
-CONFIGURE_ARGS+=	--enable-parallel-unit-test-runner
-CONFIGURE_ARGS+=	--with-boost-include=${LOCALBASE}/include
-CONFIGURE_ARGS+=	--with-boost-lib=${LOCALBASE}/lib
-
-.for o in ${OPTIONS_DEFINE}
-$o_CONFIGURE_ENABLE=	${o:S/_/-/g:tl}
-.endfor
-
-# OPENMP_USES=	compiler:openmp - XXX broken, insists on gcc,
-# but boost is built with clang...
-OPENMP_LIB_DEPENDS=	libomp.so:devel/openmp
-OPENMP_CFLAGS=		-I${LOCALBASE}/include
-OPENMP_LDFLAGS=		-L${LOCALBASE}/lib
-# devel/openmp installs its own -lomp, which is cleaner.
-# unfortunately, devel/llvm${COMPILER_VERSION} may install
-# one too:
-OPENMP_LDFLAGS+=	-L${LOCALBASE}/llvm${COMPILER_VERSION}/lib
-
-.include <bsd.port.mk>
diff --git a/finance/quantlib/distinfo b/finance/quantlib/distinfo
deleted file mode 100644
index be23fecf8f7f..000000000000
--- a/finance/quantlib/distinfo
+++ /dev/null
@@ -1,3 +0,0 @@
-TIMESTAMP = 1531235784
-SHA256 (QuantLib-1.13.tar.gz) = bb52df179781f9c19ef8e976780c4798b0cdc4d21fa72a7a386016e24d1a86e6
-SIZE (QuantLib-1.13.tar.gz) = 9132949
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-descr b/finance/quantlib/pkg-descr
deleted file mode 100644
index 600e62200a9d..000000000000
--- a/finance/quantlib/pkg-descr
+++ /dev/null
@@ -1,16 +0,0 @@
-The QuantLib project is aimed at providing a comprehensive software
-framework for quantitative finance. QuantLib is a free/open-source
-library for modeling, trading, and risk management in real-life.
-
-QuantLib is written in C++ with a clean object model, and is then
-exported to different languages such as C#, Objective Caml, Java,
-Perl, Python, GNU R, Ruby, and Scheme. An AAD-enabled version is
-also available. The reposit project facilitates deployment of object
-libraries to end user platforms and is used to generate QuantLibXL,
-an Excel addin for QuantLib, and QuantLibAddin, QuantLib addins for
-other platforms such as LibreOffice Calc. Bindings to other languages
-and porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica,
-COM/CORBA/SOAP architectures, FpML, are under consideration. See
-the extensions page for details.
-
-WWW: https://www.quantlib.org/
diff --git a/finance/quantlib/pkg-help b/finance/quantlib/pkg-help
deleted file mode 100644
index 7b2f052167bd..000000000000
--- a/finance/quantlib/pkg-help
+++ /dev/null
@@ -1,56 +0,0 @@
-  --enable-openmp         If enabled, configure will try to detect and enable
-                          OpenMP support.
-  --enable-tracing        If enabled, tracing messages might be emitted by the
-                          library depending on run-time settings. Enabling
-                          this option can degrade performance.
-  --enable-indexed-coupons
-                          If enabled, indexed coupons (see the documentation)
-                          are used in floating legs. If disabled (the
-                          default), par coupons are used.
-  --enable-negative-rates If enabled (the default), negative yield rates are
-                          allowed. If disabled, some features (notably, curve
-                          bootstrapping) will throw when negative rates are
-                          found.
-  --enable-extra-safety-checks
-                          If enabled, extra run-time checks are added to a few
-                          functions. This can prevent their inlining and
-                          degrade performance.
-  --enable-sessions       If enabled, singletons will return different
-                          instances for different sessions. You will have to
-                          provide and link with the library a sessionId()
-                          function in namespace QuantLib, returning a
-                          different session id for each session.
-  --enable-thread-safe-observer-pattern
-                          If enabled, thread-safe version of the observer
-                          pattern will be used. You should enable it if you
-                          want to use QuantLib via the SWIG layer within the
-                          JVM or .NET eco system or any environment with an
-                          async garbage collector.
-  --enable-thread-safe-singleton-init
-                          If enabled, singleton initialization will be
-                          thread-safe. This requires Boost 1.58 or later and
-                          is not supported when sessions are enabled.
-  --enable-parallel-unit-test-runner
-                          If enabled, a parallel unit test runner is used to
-                          execute the C++ test suite. This will reduce the
-                          runtime on multi core CPUs.
-  --enable-examples       If enabled, examples are built and installed when
-                          "make" and "make install" are invoked. If disabled
-                          (the default) they are built but not installed.
-  --enable-benchmark      If enabled, the benchmark is built and installed
-                          when "make" and "make install" are invoked. If
-                          disabled (the default) it is built but not
-                          installed.
-  --enable-unity-build    If enabled, the source files in each directory are
-                          collected into one single source file and compiled
-                          together. This can speed up the compilation of the
-                          library. If disabled (the default) each source file
-                          is compiled separately..
-  --enable-intraday       If enabled, date objects will support an intraday
-                          datetime resolution down to microseconds. Strickly
-                          monotone daycounters (Actual360, Actual365Fixed and
-                          ActualActual) will take the additional information
-                          into account and allow for accurate intraday
-                          pricing. If disabled (the default) the smallest
-                          resolution of date objects will be a single day.
-                          Intraday datetime resolution is experimental.
diff --git a/finance/quantlib/pkg-plist b/finance/quantlib/pkg-plist
deleted file mode 100644
index 451cdab68c87..000000000000
--- a/finance/quantlib/pkg-plist
+++ /dev/null
@@ -1,1366 +0,0 @@
-bin/quantlib-test-suite
-bin/quantlib-config
-%%EXAMPLES%%bin/BasketLosses
-%%EXAMPLES%%bin/BermudanSwaption
-%%EXAMPLES%%bin/Bonds
-%%EXAMPLES%%bin/CDS
-%%EXAMPLES%%bin/CVAIRS
-%%EXAMPLES%%bin/CallableBonds
-%%EXAMPLES%%bin/ConvertibleBonds
-%%EXAMPLES%%bin/DiscreteHedging
-%%EXAMPLES%%bin/EquityOption
-%%EXAMPLES%%bin/FRA
-%%EXAMPLES%%bin/FittedBondCurve
-%%EXAMPLES%%bin/Gaussian1dModels
-%%EXAMPLES%%bin/GlobalOptimizer
-%%EXAMPLES%%bin/LatentModel
-%%EXAMPLES%%bin/MarketModels
-%%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
-%%EXAMPLES%%man/man1/Bonds.1.gz
-%%EXAMPLES%%man/man1/CDS.1.gz
-%%EXAMPLES%%man/man1/CVAIRS.1.gz
-%%EXAMPLES%%man/man1/CallableBonds.1.gz
-%%EXAMPLES%%man/man1/ConvertibleBonds.1.gz
-%%EXAMPLES%%man/man1/DiscreteHedging.1.gz
-%%EXAMPLES%%man/man1/EquityOption.1.gz
-%%EXAMPLES%%man/man1/FRA.1.gz
-%%EXAMPLES%%man/man1/FittedBondCurve.1.gz
-%%EXAMPLES%%man/man1/Gaussian1dModels.1.gz
-%%EXAMPLES%%man/man1/GlobalOptimizer.1.gz
-%%EXAMPLES%%man/man1/LatentModel.1.gz
-%%EXAMPLES%%man/man1/MarketModels.1.gz
-%%EXAMPLES%%man/man1/MultidimIntegral.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
-include/ql/cashflows/capflooredcoupon.hpp
-include/ql/cashflows/capflooredinflationcoupon.hpp
-include/ql/cashflows/cashflows.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/cpicoupon.hpp
-include/ql/cashflows/cpicouponpricer.hpp
-include/ql/cashflows/digitalcmscoupon.hpp
-include/ql/cashflows/digitalcoupon.hpp
-include/ql/cashflows/digitaliborcoupon.hpp
-include/ql/cashflows/dividend.hpp
-include/ql/cashflows/duration.hpp
-include/ql/cashflows/iborcoupon.hpp
-include/ql/cashflows/fixedratecoupon.hpp
-include/ql/cashflows/floatingratecoupon.hpp
-include/ql/cashflows/indexedcashflow.hpp
-include/ql/cashflows/inflationcoupon.hpp
-include/ql/cashflows/inflationcouponpricer.hpp
-include/ql/cashflows/lineartsrpricer.hpp
-include/ql/cashflows/overnightindexedcoupon.hpp
-include/ql/cashflows/rangeaccrual.hpp
-include/ql/cashflows/replication.hpp
-include/ql/cashflows/simplecashflow.hpp
-include/ql/cashflows/timebasket.hpp
-include/ql/cashflows/yoyinflationcoupon.hpp
-include/ql/currencies/all.hpp
-include/ql/currencies/africa.hpp
-include/ql/currencies/america.hpp
-include/ql/currencies/asia.hpp
-include/ql/currencies/crypto.hpp
-include/ql/currencies/europe.hpp
-include/ql/currencies/exchangeratemanager.hpp
-include/ql/currencies/oceania.hpp
-include/ql/experimental/amortizingbonds/all.hpp
-include/ql/experimental/amortizingbonds/amortizingcmsratebond.hpp
-include/ql/experimental/amortizingbonds/amortizingfixedratebond.hpp
-include/ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp
-include/ql/experimental/averageois/all.hpp
-include/ql/experimental/averageois/averageoiscouponpricer.hpp
-include/ql/experimental/averageois/arithmeticaverageois.hpp
-include/ql/experimental/averageois/arithmeticoisratehelper.hpp
-include/ql/experimental/averageois/makearithmeticaverageois.hpp
-include/ql/experimental/barrieroption/all.hpp
-include/ql/experimental/barrieroption/analyticdoublebarrierbinaryengine.hpp
-include/ql/experimental/barrieroption/analyticdoublebarrierengine.hpp
-include/ql/experimental/barrieroption/binomialdoublebarrierengine.hpp
-include/ql/experimental/barrieroption/discretizeddoublebarrieroption.hpp
-include/ql/experimental/barrieroption/doublebarrieroption.hpp
-include/ql/experimental/barrieroption/doublebarriertype.hpp
-include/ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp
-include/ql/experimental/barrieroption/quantodoublebarrieroption.hpp
-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/callablebonds/all.hpp
-include/ql/experimental/callablebonds/blackcallablebondengine.hpp
-include/ql/experimental/callablebonds/callablebondconstantvol.hpp
-include/ql/experimental/callablebonds/callablebond.hpp
-include/ql/experimental/callablebonds/callablebondvolstructure.hpp
-include/ql/experimental/callablebonds/discretizedcallablefixedratebond.hpp
-include/ql/experimental/callablebonds/treecallablebondengine.hpp
-include/ql/experimental/catbonds/all.hpp
-include/ql/experimental/catbonds/catbond.hpp
-include/ql/experimental/catbonds/catrisk.hpp
-include/ql/experimental/catbonds/montecarlocatbondengine.hpp
-include/ql/experimental/catbonds/riskynotional.hpp
-include/ql/experimental/commodities/all.hpp
-include/ql/experimental/commodities/commodity.hpp
-include/ql/experimental/commodities/commoditycashflow.hpp
-include/ql/experimental/commodities/commoditycurve.hpp
-include/ql/experimental/commodities/commodityindex.hpp
-include/ql/experimental/commodities/commoditypricinghelpers.hpp
-include/ql/experimental/commodities/commoditysettings.hpp
-include/ql/experimental/commodities/commoditytype.hpp
-include/ql/experimental/commodities/commodityunitcost.hpp
-include/ql/experimental/commodities/dateinterval.hpp
-include/ql/experimental/commodities/energybasisswap.hpp
-include/ql/experimental/commodities/energycommodity.hpp
-include/ql/experimental/commodities/energyfuture.hpp
-include/ql/experimental/commodities/energyswap.hpp
-include/ql/experimental/commodities/energyvanillaswap.hpp
-include/ql/experimental/commodities/exchangecontract.hpp
-include/ql/experimental/commodities/paymentterm.hpp
-include/ql/experimental/commodities/petroleumunitsofmeasure.hpp
-include/ql/experimental/commodities/pricingperiod.hpp
-include/ql/experimental/commodities/quantity.hpp
-include/ql/experimental/commodities/unitofmeasure.hpp
-include/ql/experimental/commodities/unitofmeasureconversion.hpp
-include/ql/experimental/commodities/unitofmeasureconversionmanager.hpp
-include/ql/experimental/convertiblebonds/all.hpp
-include/ql/experimental/convertiblebonds/binomialconvertibleengine.hpp
-include/ql/experimental/convertiblebonds/convertiblebond.hpp
-include/ql/experimental/convertiblebonds/discretizedconvertible.hpp
-include/ql/experimental/convertiblebonds/tflattice.hpp
-include/ql/experimental/coupons/all.hpp
-include/ql/experimental/coupons/cmsspreadcoupon.hpp
-include/ql/experimental/coupons/digitalcmsspreadcoupon.hpp
-include/ql/experimental/coupons/lognormalcmsspreadpricer.hpp
-include/ql/experimental/coupons/proxyibor.hpp
-include/ql/experimental/coupons/quantocouponpricer.hpp
-include/ql/experimental/coupons/strippedcapflooredcoupon.hpp
-include/ql/experimental/coupons/subperiodcoupons.hpp
-include/ql/experimental/coupons/swapspreadindex.hpp
-include/ql/experimental/credit/all.hpp
-include/ql/experimental/credit/basecorrelationlossmodel.hpp
-include/ql/experimental/credit/basecorrelationstructure.hpp
-include/ql/experimental/credit/basket.hpp
-include/ql/experimental/credit/binomiallossmodel.hpp
-include/ql/experimental/credit/blackcdsoptionengine.hpp
-include/ql/experimental/credit/cdo.hpp
-include/ql/experimental/credit/cdsoption.hpp
-include/ql/experimental/credit/constantlosslatentmodel.hpp
-include/ql/experimental/credit/correlationstructure.hpp
-include/ql/experimental/credit/defaultevent.hpp
-include/ql/experimental/credit/defaultlossmodel.hpp
-include/ql/experimental/credit/defaultprobabilitykey.hpp
-include/ql/experimental/credit/defaultprobabilitylatentmodel.hpp
-include/ql/experimental/credit/defaulttype.hpp
-include/ql/experimental/credit/distribution.hpp
-include/ql/experimental/credit/factorspreadedhazardratecurve.hpp
-include/ql/experimental/credit/gaussianlhplossmodel.hpp
-include/ql/experimental/credit/homogeneouspooldef.hpp
-include/ql/experimental/credit/inhomogeneouspooldef.hpp
-include/ql/experimental/credit/integralcdoengine.hpp
-include/ql/experimental/credit/integralntdengine.hpp
-include/ql/experimental/credit/interpolatedaffinehazardratecurve.hpp
-include/ql/experimental/credit/issuer.hpp
-include/ql/experimental/credit/loss.hpp
-include/ql/experimental/credit/lossdistribution.hpp
-include/ql/experimental/credit/midpointcdoengine.hpp
-include/ql/experimental/credit/nthtodefault.hpp
-include/ql/experimental/credit/onefactoraffinesurvival.hpp
-include/ql/experimental/credit/onefactorcopula.hpp
-include/ql/experimental/credit/onefactorgaussiancopula.hpp
-include/ql/experimental/credit/pool.hpp
-include/ql/experimental/credit/onefactorstudentcopula.hpp
-include/ql/experimental/credit/randomdefaultlatentmodel.hpp
-include/ql/experimental/credit/randomdefaultmodel.hpp
-include/ql/experimental/credit/randomlosslatentmodel.hpp
-include/ql/experimental/credit/recoveryratemodel.hpp
-include/ql/experimental/credit/recoveryratequote.hpp
-include/ql/experimental/credit/recursivelossmodel.hpp
-include/ql/experimental/credit/riskyassetswap.hpp
-include/ql/experimental/credit/riskyassetswapoption.hpp
-include/ql/experimental/credit/riskybond.hpp
-include/ql/experimental/credit/saddlepointlossmodel.hpp
-include/ql/experimental/credit/spotlosslatentmodel.hpp
-include/ql/experimental/credit/spreadedhazardratecurve.hpp
-include/ql/experimental/credit/syntheticcdo.hpp
-include/ql/experimental/exoticoptions/all.hpp
-include/ql/experimental/exoticoptions/analyticamericanmargrabeengine.hpp
-include/ql/experimental/exoticoptions/analyticcomplexchooserengine.hpp
-include/ql/experimental/exoticoptions/analyticcompoundoptionengine.hpp
-include/ql/experimental/exoticoptions/analyticeuropeanmargrabeengine.hpp
-include/ql/experimental/exoticoptions/analyticholderextensibleoptionengine.hpp
-include/ql/experimental/exoticoptions/analyticpartialtimebarrieroptionengine.hpp
-include/ql/experimental/exoticoptions/analyticpdfhestonengine.hpp
-include/ql/experimental/exoticoptions/analyticsimplechooserengine.hpp
-include/ql/experimental/exoticoptions/analytictwoassetbarrierengine.hpp
-include/ql/experimental/exoticoptions/analytictwoassetcorrelationengine.hpp
-include/ql/experimental/exoticoptions/analyticwriterextensibleoptionengine.hpp
-include/ql/experimental/exoticoptions/complexchooseroption.hpp
-include/ql/experimental/exoticoptions/compoundoption.hpp
-include/ql/experimental/exoticoptions/continuousarithmeticasianlevyengine.hpp
-include/ql/experimental/exoticoptions/continuousarithmeticasianvecerengine.hpp
-include/ql/experimental/exoticoptions/everestoption.hpp
-include/ql/experimental/exoticoptions/himalayaoption.hpp
-include/ql/experimental/exoticoptions/holderextensibleoption.hpp
-include/ql/experimental/exoticoptions/kirkspreadoptionengine.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/partialtimebarrieroption.hpp
-include/ql/experimental/exoticoptions/simplechooseroption.hpp
-include/ql/experimental/exoticoptions/spreadoption.hpp
-include/ql/experimental/exoticoptions/twoassetbarrieroption.hpp
-include/ql/experimental/exoticoptions/twoassetcorrelationoption.hpp
-include/ql/experimental/exoticoptions/writerextensibleoption.hpp
-include/ql/experimental/finitedifferences/all.hpp
-include/ql/experimental/finitedifferences/bsmrndcalculator.hpp
-include/ql/experimental/finitedifferences/dynprogvppintrinsicvalueengine.hpp
-include/ql/experimental/finitedifferences/fdextoujumpvanillaengine.hpp
-include/ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp
-include/ql/experimental/finitedifferences/fdmblackscholesfwdop.hpp
-include/ql/experimental/finitedifferences/fdmdupire1dop.hpp
-include/ql/experimental/finitedifferences/fdmexpextouinnervaluecalculator.hpp
-include/ql/experimental/finitedifferences/fdmextendedornsteinuhlenbeckop.hpp
-include/ql/experimental/finitedifferences/fdmextoujumpmodelinnervalue.hpp
-include/ql/experimental/finitedifferences/fdmextoujumpop.hpp
-include/ql/experimental/finitedifferences/fdmextoujumpsolver.hpp
-include/ql/experimental/finitedifferences/fdhestondoublebarrierengine.hpp
-include/ql/experimental/finitedifferences/fdmzabrop.hpp
-include/ql/experimental/finitedifferences/fdmhestongreensfct.hpp
-include/ql/experimental/finitedifferences/fdmhestonfwdop.hpp
-include/ql/experimental/finitedifferences/fdmklugeextouop.hpp
-include/ql/experimental/finitedifferences/fdmklugeextousolver.hpp
-include/ql/experimental/finitedifferences/fdmlocalvolfwdop.hpp
-include/ql/experimental/finitedifferences/fdmsimple2dextousolver.hpp
-include/ql/experimental/finitedifferences/fdmsimple3dextoujumpsolver.hpp
-include/ql/experimental/finitedifferences/fdmspreadpayoffinnervalue.hpp
-include/ql/experimental/finitedifferences/fdmsquarerootfwdop.hpp
-include/ql/experimental/finitedifferences/fdmvppstartlimitstepcondition.hpp
-include/ql/experimental/finitedifferences/fdmvppstepcondition.hpp
-include/ql/experimental/finitedifferences/fdmvppstepconditionfactory.hpp
-include/ql/experimental/finitedifferences/fdornsteinuhlenbeckvanillaengine.hpp
-include/ql/experimental/finitedifferences/fdsimpleextoujumpswingengine.hpp
-include/ql/experimental/finitedifferences/fdsimpleextoustorageengine.hpp
-include/ql/experimental/finitedifferences/fdsimpleklugeextouvppengine.hpp
-include/ql/experimental/finitedifferences/gbsmrndcalculator.hpp
-include/ql/experimental/finitedifferences/glued1dmesher.hpp
-include/ql/experimental/finitedifferences/hestonrndcalculator.hpp
-include/ql/experimental/finitedifferences/localvolrndcalculator.hpp
-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/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/cpicapfloorengines.hpp
-include/ql/experimental/inflation/cpicapfloortermpricesurface.hpp
-include/ql/experimental/inflation/genericindexes.hpp
-include/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp
-include/ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp
-include/ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp
-include/ql/experimental/inflation/polynomial2Dspline.hpp
-include/ql/experimental/inflation/yoycapfloortermpricesurface.hpp
-include/ql/experimental/inflation/yoyoptionlethelpers.hpp
-include/ql/experimental/inflation/yoyoptionletstripper.hpp
-include/ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp
-include/ql/experimental/lattices/all.hpp
-include/ql/experimental/lattices/extendedbinomialtree.hpp
-include/ql/experimental/math/all.hpp
-include/ql/experimental/math/claytoncopularng.hpp
-include/ql/experimental/math/convolvedstudentt.hpp
-include/ql/experimental/math/expm.hpp
-include/ql/experimental/math/farliegumbelmorgensterncopularng.hpp
-include/ql/experimental/math/fireflyalgorithm.hpp
-include/ql/experimental/math/frankcopularng.hpp
-include/ql/experimental/math/gaussiancopulapolicy.hpp
-include/ql/experimental/math/gaussiannoncentralchisquaredpolynomial.hpp
-include/ql/experimental/math/hybridsimulatedannealing.hpp
-include/ql/experimental/math/hybridsimulatedannealingfunctors.hpp
-include/ql/experimental/math/isotropicrandomwalk.hpp
-include/ql/experimental/math/laplaceinterpolation.hpp
-include/ql/experimental/math/latentmodel.hpp
-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
-include/ql/experimental/math/polarstudenttrng.hpp
-include/ql/experimental/math/tcopulapolicy.hpp
-include/ql/experimental/math/zigguratrng.hpp
-include/ql/experimental/mcbasket/all.hpp
-include/ql/experimental/mcbasket/adaptedpathpayoff.hpp
-include/ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp
-include/ql/experimental/mcbasket/mcamericanpathengine.hpp
-include/ql/experimental/mcbasket/mclongstaffschwartzpathengine.hpp
-include/ql/experimental/mcbasket/mcpathbasketengine.hpp
-include/ql/experimental/mcbasket/pathmultiassetoption.hpp
-include/ql/experimental/mcbasket/pathpayoff.hpp
-include/ql/experimental/models/all.hpp
-include/ql/experimental/models/hestonslvfdmmodel.hpp
-include/ql/experimental/models/hestonslvmcmodel.hpp
-include/ql/experimental/models/normalclvmodel.hpp
-include/ql/experimental/models/squarerootclvmodel.hpp
-include/ql/experimental/processes/all.hpp
-include/ql/experimental/processes/extouwithjumpsprocess.hpp
-include/ql/experimental/processes/extendedblackscholesprocess.hpp
-include/ql/experimental/processes/extendedornsteinuhlenbeckprocess.hpp
-include/ql/experimental/processes/gemanroncoroniprocess.hpp
-include/ql/experimental/processes/hestonslvprocess.hpp
-include/ql/experimental/processes/klugeextouprocess.hpp
-include/ql/experimental/processes/vegastressedblackscholesprocess.hpp
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-include/ql/experimental/risk/creditriskplus.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
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-include/ql/experimental/swaptions/haganirregularswaptionengine.hpp
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-include/ql/experimental/swaptions/irregularswaption.hpp
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-include/ql/experimental/termstructures/multicurvesensitivities.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
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-include/ql/experimental/varianceoption/all.hpp
-include/ql/experimental/varianceoption/integralhestonvarianceoptionengine.hpp
-include/ql/experimental/varianceoption/varianceoption.hpp
-include/ql/experimental/volatility/all.hpp
-include/ql/experimental/volatility/abcdatmvolcurve.hpp
-include/ql/experimental/volatility/blackatmvolcurve.hpp
-include/ql/experimental/volatility/blackvolsurface.hpp
-include/ql/experimental/volatility/equityfxvolsurface.hpp
-include/ql/experimental/volatility/extendedblackvariancecurve.hpp
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-include/ql/experimental/volatility/interestratevolsurface.hpp
-include/ql/experimental/volatility/noarbsabr.hpp
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-include/ql/experimental/volatility/noarbsabrinterpolation.hpp
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-include/ql/experimental/volatility/sabrvolsurface.hpp
-include/ql/experimental/volatility/sabrvoltermstructure.hpp
-include/ql/experimental/volatility/volcube.hpp
-include/ql/experimental/volatility/sviinterpolatedsmilesection.hpp
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-include/ql/experimental/volatility/swaptionvolcube1a.hpp
-include/ql/experimental/volatility/zabr.hpp
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-include/ql/experimental/volatility/zabrinterpolation.hpp
-include/ql/experimental/volatility/zabrsmilesection.hpp
-include/ql/indexes/ibor/all.hpp
-include/ql/indexes/ibor/aonia.hpp
-include/ql/indexes/ibor/audlibor.hpp
-include/ql/indexes/ibor/bbsw.hpp
-include/ql/indexes/ibor/bkbm.hpp
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-include/ql/indexes/ibor/chflibor.hpp
-include/ql/indexes/ibor/dkklibor.hpp
-include/ql/indexes/ibor/eonia.hpp
-include/ql/indexes/ibor/euribor.hpp
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-include/ql/indexes/ibor/fedfunds.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/mosprime.hpp
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-include/ql/indexes/ibor/nzocr.hpp
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-include/ql/indexes/ibor/sonia.hpp
-include/ql/indexes/ibor/tibor.hpp
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-include/ql/indexes/ibor/zibor.hpp
-include/ql/indexes/inflation/all.hpp
-include/ql/indexes/inflation/aucpi.hpp
-include/ql/indexes/inflation/euhicp.hpp
-include/ql/indexes/inflation/frhicp.hpp
-include/ql/indexes/inflation/ukrpi.hpp
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-include/ql/indexes/inflation/zacpi.hpp
-include/ql/indexes/swap/all.hpp
-include/ql/indexes/swap/chfliborswap.hpp
-include/ql/indexes/swap/euriborswap.hpp
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-include/ql/indexes/swap/jpyliborswap.hpp
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-include/ql/indexes/bmaindex.hpp
-include/ql/indexes/iborindex.hpp
-include/ql/indexes/indexmanager.hpp
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-include/ql/indexes/interestrateindex.hpp
-include/ql/indexes/region.hpp
-include/ql/indexes/swapindex.hpp
-include/ql/instruments/bonds/all.hpp
-include/ql/instruments/bonds/btp.hpp
-include/ql/instruments/bonds/cmsratebond.hpp
-include/ql/instruments/bonds/cpibond.hpp
-include/ql/instruments/bonds/fixedratebond.hpp
-include/ql/instruments/bonds/floatingratebond.hpp
-include/ql/instruments/bonds/zerocouponbond.hpp
-include/ql/instruments/all.hpp
-include/ql/instruments/asianoption.hpp
-include/ql/instruments/assetswap.hpp
-include/ql/instruments/averagetype.hpp
-include/ql/instruments/barrieroption.hpp
-include/ql/instruments/barriertype.hpp
-include/ql/instruments/basketoption.hpp
-include/ql/instruments/bmaswap.hpp
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-include/ql/instruments/callabilityschedule.hpp
-include/ql/instruments/capfloor.hpp
-include/ql/instruments/claim.hpp
-include/ql/instruments/cliquetoption.hpp
-include/ql/instruments/compositeinstrument.hpp
-include/ql/instruments/cpiswap.hpp
-include/ql/instruments/cpicapfloor.hpp
-include/ql/instruments/creditdefaultswap.hpp
-include/ql/instruments/dividendbarrieroption.hpp
-include/ql/instruments/dividendschedule.hpp
-include/ql/instruments/dividendvanillaoption.hpp
-include/ql/instruments/europeanoption.hpp
-include/ql/instruments/fixedratebondforward.hpp
-include/ql/instruments/floatfloatswap.hpp
-include/ql/instruments/floatfloatswaption.hpp
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-include/ql/instruments/forwardrateagreement.hpp
-include/ql/instruments/forwardvanillaoption.hpp
-include/ql/instruments/futures.hpp
-include/ql/instruments/impliedvolatility.hpp
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-include/ql/instruments/lookbackoption.hpp
-include/ql/instruments/makecapfloor.hpp
-include/ql/instruments/makecds.hpp
-include/ql/instruments/makecms.hpp
-include/ql/instruments/makeois.hpp
-include/ql/instruments/makeswaption.hpp
-include/ql/instruments/makevanillaswap.hpp
-include/ql/instruments/makeyoyinflationcapfloor.hpp
-include/ql/instruments/multiassetoption.hpp
-include/ql/instruments/nonstandardswap.hpp
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-include/ql/instruments/oneassetoption.hpp
-include/ql/instruments/overnightindexedswap.hpp
-include/ql/instruments/payoffs.hpp
-include/ql/instruments/quantobarrieroption.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
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-include/ql/instruments/vanillaoption.hpp
-include/ql/instruments/vanillastorageoption.hpp
-include/ql/instruments/vanillaswingoption.hpp
-include/ql/instruments/vanillaswap.hpp
-include/ql/instruments/varianceswap.hpp
-include/ql/instruments/yearonyearinflationswap.hpp
-include/ql/instruments/zerocouponinflationswap.hpp
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-include/ql/legacy/libormarketmodels/lfmcovarparam.hpp
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-include/ql/legacy/libormarketmodels/lfmprocess.hpp
-include/ql/legacy/libormarketmodels/lfmswaptionengine.hpp
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-include/ql/legacy/libormarketmodels/lmexpcorrmodel.hpp
-include/ql/legacy/libormarketmodels/lmextlinexpvolmodel.hpp
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-include/ql/legacy/libormarketmodels/lmlinexpcorrmodel.hpp
-include/ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp
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-include/ql/math/distributions/bivariatestudenttdistribution.hpp
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-include/ql/methods/finitedifferences/meshers/fdmblackscholesmultistrikemesher.hpp
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-include/ql/methods/finitedifferences/operators/fdmbatesop.hpp
-include/ql/methods/finitedifferences/operators/fdmblackscholesop.hpp
-include/ql/methods/finitedifferences/operators/fdmg2op.hpp
-include/ql/methods/finitedifferences/operators/fdmhestonhullwhiteop.hpp
-include/ql/methods/finitedifferences/operators/fdmhestonop.hpp
-include/ql/methods/finitedifferences/operators/fdmhullwhiteop.hpp
-include/ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp
-include/ql/methods/finitedifferences/operators/fdmornsteinuhlenbeckop.hpp
-include/ql/methods/finitedifferences/operators/fdmlinearop.hpp
-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/secondderivativeop.hpp
-include/ql/methods/finitedifferences/operators/secondordermixedderivativeop.hpp
-include/ql/methods/finitedifferences/operators/triplebandlinearop.hpp
-include/ql/methods/finitedifferences/schemes/all.hpp
-include/ql/methods/finitedifferences/schemes/boundaryconditionschemehelper.hpp
-include/ql/methods/finitedifferences/schemes/craigsneydscheme.hpp
-include/ql/methods/finitedifferences/schemes/douglasscheme.hpp
-include/ql/methods/finitedifferences/schemes/expliciteulerscheme.hpp
-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/solvers/all.hpp
-include/ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp
-include/ql/methods/finitedifferences/solvers/fdm1dimsolver.hpp
-include/ql/methods/finitedifferences/solvers/fdm2dimsolver.hpp
-include/ql/methods/finitedifferences/solvers/fdm3dimsolver.hpp
-include/ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp
-include/ql/methods/finitedifferences/solvers/fdmbatessolver.hpp
-include/ql/methods/finitedifferences/solvers/fdmblackscholessolver.hpp
-include/ql/methods/finitedifferences/solvers/fdmg2solver.hpp
-include/ql/methods/finitedifferences/solvers/fdmhestonhullwhitesolver.hpp
-include/ql/methods/finitedifferences/solvers/fdmhestonsolver.hpp
-include/ql/methods/finitedifferences/solvers/fdmhullwhitesolver.hpp
-include/ql/methods/finitedifferences/solvers/fdmndimsolver.hpp
-include/ql/methods/finitedifferences/solvers/fdmsimple2dbssolver.hpp
-include/ql/methods/finitedifferences/solvers/fdmsolverdesc.hpp
-include/ql/methods/finitedifferences/stepconditions/all.hpp
-include/ql/methods/finitedifferences/stepconditions/fdmamericanstepcondition.hpp
-include/ql/methods/finitedifferences/stepconditions/fdmarithmeticaveragecondition.hpp
-include/ql/methods/finitedifferences/stepconditions/fdmbermudanstepcondition.hpp
-include/ql/methods/finitedifferences/stepconditions/fdmsimplestoragecondition.hpp
-include/ql/methods/finitedifferences/stepconditions/fdmsimpleswingcondition.hpp
-include/ql/methods/finitedifferences/stepconditions/fdmsnapshotcondition.hpp
-include/ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.hpp
-include/ql/methods/finitedifferences/utilities/all.hpp
-include/ql/methods/finitedifferences/utilities/fdmaffinemodeltermstructure.hpp
-include/ql/methods/finitedifferences/utilities/fdmaffinemodelswapinnervalue.hpp
-include/ql/methods/finitedifferences/utilities/fdmboundaryconditionset.hpp
-include/ql/methods/finitedifferences/utilities/fdmdirichletboundary.hpp
-include/ql/methods/finitedifferences/utilities/fdmdividendhandler.hpp
-include/ql/methods/finitedifferences/utilities/fdmindicesonboundary.hpp
-include/ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp
-include/ql/methods/finitedifferences/utilities/fdmmesherintegral.hpp
-include/ql/methods/finitedifferences/utilities/fdmquantohelper.hpp
-include/ql/methods/finitedifferences/utilities/fdmtimedepdirichletboundary.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/pde.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/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/trbdf2.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/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/gjrgarchmodel.hpp
-include/ql/models/equity/hestonmodel.hpp
-include/ql/models/equity/hestonmodelhelper.hpp
-include/ql/models/equity/piecewisetimedependenthestonmodel.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/swapforwardbasissystem.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/cotswapfromfwdcorrelation.hpp
-include/ql/models/marketmodels/correlations/expcorrelations.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/volprocesses/all.hpp
-include/ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.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/lognormalfwdrateballand.hpp
-include/ql/models/marketmodels/evolvers/lognormalfwdrateeuler.hpp
-include/ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.hpp
-include/ql/models/marketmodels/evolvers/lognormalfwdrateiballand.hpp
-include/ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp
-include/ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp
-include/ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp
-include/ql/models/marketmodels/evolvers/normalfwdratepc.hpp
-include/ql/models/marketmodels/evolvers/svddfwdratepc.hpp
-include/ql/models/marketmodels/models/all.hpp
-include/ql/models/marketmodels/models/abcdvol.hpp
-include/ql/models/marketmodels/models/alphafinder.hpp
-include/ql/models/marketmodels/models/alphaform.hpp
-include/ql/models/marketmodels/models/alphaformconcrete.hpp
-include/ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp
-include/ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp
-include/ql/models/marketmodels/models/capletcoterminalperiodic.hpp
-include/ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp
-include/ql/models/marketmodels/models/cotswaptofwdadapter.hpp
-include/ql/models/marketmodels/models/ctsmmcapletcalibration.hpp
-include/ql/models/marketmodels/models/flatvol.hpp
-include/ql/models/marketmodels/models/fwdperiodadapter.hpp
-include/ql/models/marketmodels/models/fwdtocotswapadapter.hpp
-include/ql/models/marketmodels/models/piecewiseconstantvariance.hpp
-include/ql/models/marketmodels/models/piecewiseconstantabcdvariance.hpp
-include/ql/models/marketmodels/models/pseudorootfacade.hpp
-include/ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp
-include/ql/models/marketmodels/models/volatilityinterpolationspecifierabcd.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/multistepinversefloater.hpp
-include/ql/models/marketmodels/products/multistep/multistepnothing.hpp
-include/ql/models/marketmodels/products/multistep/multistepoptionlets.hpp
-include/ql/models/marketmodels/products/multistep/multisteppathwisewrapper.hpp
-include/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp
-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/pathwise/all.hpp
-include/ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp
-include/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp
-include/ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp
-include/ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.hpp
-include/ql/models/marketmodels/products/pathwise/pathwiseproductswap.hpp
-include/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.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/pathwisegreeks/all.hpp
-include/ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.hpp
-include/ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.hpp
-include/ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp
-include/ql/models/marketmodels/pathwisegreeks/vegabumpcluster.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/forwardforwardmappings.hpp
-include/ql/models/marketmodels/historicalforwardratesanalysis.hpp
-include/ql/models/marketmodels/historicalratesanalysis.hpp
-include/ql/models/marketmodels/marketmodel.hpp
-include/ql/models/marketmodels/marketmodeldifferences.hpp
-include/ql/models/marketmodels/multiproduct.hpp
-include/ql/models/marketmodels/pathwiseaccountingengine.hpp
-include/ql/models/marketmodels/pathwisemultiproduct.hpp
-include/ql/models/marketmodels/pathwisediscounter.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/gaussian1dmodel.hpp
-include/ql/models/shortrate/onefactormodels/gsr.hpp
-include/ql/models/shortrate/onefactormodels/hullwhite.hpp
-include/ql/models/shortrate/onefactormodels/markovfunctional.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/analytic_discr_geom_av_strike.hpp
-include/ql/pricingengines/asian/fdblackscholesasianengine.hpp
-include/ql/pricingengines/asian/mc_discr_arith_av_price.hpp
-include/ql/pricingengines/asian/mc_discr_arith_av_strike.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/analyticbinarybarrierengine.hpp
-include/ql/pricingengines/barrier/binomialbarrierengine.hpp
-include/ql/pricingengines/barrier/discretizedbarrieroption.hpp
-include/ql/pricingengines/barrier/fdblackscholesbarrierengine.hpp
-include/ql/pricingengines/barrier/fdblackscholesrebateengine.hpp
-include/ql/pricingengines/barrier/fdhestonbarrierengine.hpp
-include/ql/pricingengines/barrier/fdhestonrebateengine.hpp
-include/ql/pricingengines/barrier/mcbarrierengine.hpp
-include/ql/pricingengines/basket/all.hpp
-include/ql/pricingengines/basket/fd2dblackscholesvanillaengine.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
-include/ql/pricingengines/bond/all.hpp
-include/ql/pricingengines/bond/bondfunctions.hpp
-include/ql/pricingengines/bond/discountingbondengine.hpp
-include/ql/pricingengines/capfloor/all.hpp
-include/ql/pricingengines/capfloor/analyticcapfloorengine.hpp
-include/ql/pricingengines/capfloor/blackcapfloorengine.hpp
-include/ql/pricingengines/capfloor/bacheliercapfloorengine.hpp
-include/ql/pricingengines/capfloor/discretizedcapfloor.hpp
-include/ql/pricingengines/capfloor/gaussian1dcapfloorengine.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/cliquet/mcperformanceengine.hpp
-include/ql/pricingengines/credit/all.hpp
-include/ql/pricingengines/credit/integralcdsengine.hpp
-include/ql/pricingengines/credit/isdacdsengine.hpp
-include/ql/pricingengines/credit/midpointcdsengine.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/inflation/all.hpp
-include/ql/pricingengines/inflation/inflationcapfloorengines.hpp
-include/ql/pricingengines/lookback/all.hpp
-include/ql/pricingengines/lookback/analyticcontinuousfixedlookback.hpp
-include/ql/pricingengines/lookback/analyticcontinuousfloatinglookback.hpp
-include/ql/pricingengines/lookback/analyticcontinuouspartialfixedlookback.hpp
-include/ql/pricingengines/lookback/analyticcontinuouspartialfloatinglookback.hpp
-include/ql/pricingengines/quanto/all.hpp
-include/ql/pricingengines/quanto/quantoengine.hpp
-include/ql/pricingengines/swap/all.hpp
-include/ql/pricingengines/swap/cvaswapengine.hpp
-include/ql/pricingengines/swap/discountingswapengine.hpp
-include/ql/pricingengines/swap/discretizedswap.hpp
-include/ql/pricingengines/swap/treeswapengine.hpp
-include/ql/pricingengines/swaption/all.hpp
-include/ql/pricingengines/swaption/basketgeneratingengine.hpp
-include/ql/pricingengines/swaption/blackswaptionengine.hpp
-include/ql/pricingengines/swaption/discretizedswaption.hpp
-include/ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.hpp
-include/ql/pricingengines/swaption/gaussian1djamshidianswaptionengine.hpp
-include/ql/pricingengines/swaption/gaussian1dnonstandardswaptionengine.hpp
-include/ql/pricingengines/swaption/gaussian1dswaptionengine.hpp
-include/ql/pricingengines/swaption/g2swaptionengine.hpp
-include/ql/pricingengines/swaption/jamshidianswaptionengine.hpp
-include/ql/pricingengines/swaption/fdg2swaptionengine.hpp
-include/ql/pricingengines/swaption/fdhullwhiteswaptionengine.hpp
-include/ql/pricingengines/swaption/treeswaptionengine.hpp
-include/ql/pricingengines/vanilla/all.hpp
-include/ql/pricingengines/vanilla/analyticbsmhullwhiteengine.hpp
-include/ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp
-include/ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp
-include/ql/pricingengines/vanilla/analyticeuropeanengine.hpp
-include/ql/pricingengines/vanilla/analyticgjrgarchengine.hpp
-include/ql/pricingengines/vanilla/analytich1hwengine.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
-include/ql/pricingengines/vanilla/coshestonengine.hpp
-include/ql/pricingengines/vanilla/bjerksundstenslandengine.hpp
-include/ql/pricingengines/vanilla/discretizedvanillaoption.hpp
-include/ql/pricingengines/vanilla/hestonexpansionengine.hpp
-include/ql/pricingengines/vanilla/integralengine.hpp
-include/ql/pricingengines/vanilla/jumpdiffusionengine.hpp
-include/ql/pricingengines/vanilla/juquadraticengine.hpp
-include/ql/pricingengines/vanilla/fdamericanengine.hpp
-include/ql/pricingengines/vanilla/fdbatesvanillaengine.hpp
-include/ql/pricingengines/vanilla/fdbermudanengine.hpp
-include/ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp
-include/ql/pricingengines/vanilla/fddividendamericanengine.hpp
-include/ql/pricingengines/vanilla/fddividendengine.hpp
-include/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp
-include/ql/pricingengines/vanilla/fddividendshoutengine.hpp
-include/ql/pricingengines/vanilla/fdeuropeanengine.hpp
-include/ql/pricingengines/vanilla/fdhestonhullwhitevanillaengine.hpp
-include/ql/pricingengines/vanilla/fdhestonvanillaengine.hpp
-include/ql/pricingengines/vanilla/fdmultiperiodengine.hpp
-include/ql/pricingengines/vanilla/fdshoutengine.hpp
-include/ql/pricingengines/vanilla/fdsimplebsswingengine.hpp
-include/ql/pricingengines/vanilla/fdstepconditionengine.hpp
-include/ql/pricingengines/vanilla/fdvanillaengine.hpp
-include/ql/pricingengines/vanilla/fdconditions.hpp
-include/ql/pricingengines/vanilla/mcamericanengine.hpp
-include/ql/pricingengines/vanilla/mcdigitalengine.hpp
-include/ql/pricingengines/vanilla/mceuropeanengine.hpp
-include/ql/pricingengines/vanilla/mceuropeanhestonengine.hpp
-include/ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp
-include/ql/pricingengines/vanilla/mchestonhullwhiteengine.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/blackcalculator.hpp
-include/ql/pricingengines/blackformula.hpp
-include/ql/pricingengines/blackscholescalculator.hpp
-include/ql/pricingengines/genericmodelengine.hpp
-include/ql/pricingengines/greeks.hpp
-include/ql/pricingengines/latticeshortratemodelengine.hpp
-include/ql/pricingengines/mclongstaffschwartzengine.hpp
-include/ql/pricingengines/mcsimulation.hpp
-include/ql/processes/all.hpp
-include/ql/processes/batesprocess.hpp
-include/ql/processes/blackscholesprocess.hpp
-include/ql/processes/endeulerdiscretization.hpp
-include/ql/processes/eulerdiscretization.hpp
-include/ql/processes/forwardmeasureprocess.hpp
-include/ql/processes/g2process.hpp
-include/ql/processes/geometricbrownianprocess.hpp
-include/ql/processes/gjrgarchprocess.hpp
-include/ql/processes/gsrprocess.hpp
-include/ql/processes/gsrprocesscore.hpp
-include/ql/processes/hestonprocess.hpp
-include/ql/processes/hullwhiteprocess.hpp
-include/ql/processes/hybridhestonhullwhiteprocess.hpp
-include/ql/processes/jointstochasticprocess.hpp
-include/ql/processes/merton76process.hpp
-include/ql/processes/mfstateprocess.hpp
-include/ql/processes/ornsteinuhlenbeckprocess.hpp
-include/ql/processes/squarerootprocess.hpp
-include/ql/processes/stochasticprocessarray.hpp
-include/ql/quotes/all.hpp
-include/ql/quotes/compositequote.hpp
-include/ql/quotes/derivedquote.hpp
-include/ql/quotes/eurodollarfuturesquote.hpp
-include/ql/quotes/forwardswapquote.hpp
-include/ql/quotes/forwardvaluequote.hpp
-include/ql/quotes/futuresconvadjustmentquote.hpp
-include/ql/quotes/impliedstddevquote.hpp
-include/ql/quotes/lastfixingquote.hpp
-include/ql/quotes/simplequote.hpp
-include/ql/termstructures/credit/all.hpp
-include/ql/termstructures/credit/defaultdensitystructure.hpp
-include/ql/termstructures/credit/defaultprobabilityhelpers.hpp
-include/ql/termstructures/credit/flathazardrate.hpp
-include/ql/termstructures/credit/hazardratestructure.hpp
-include/ql/termstructures/credit/interpolateddefaultdensitycurve.hpp
-include/ql/termstructures/credit/interpolatedhazardratecurve.hpp
-include/ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp
-include/ql/termstructures/credit/piecewisedefaultcurve.hpp
-include/ql/termstructures/credit/probabilitytraits.hpp
-include/ql/termstructures/credit/survivalprobabilitystructure.hpp
-include/ql/termstructures/inflation/all.hpp
-include/ql/termstructures/inflation/inflationhelpers.hpp
-include/ql/termstructures/inflation/inflationtraits.hpp
-include/ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp
-include/ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp
-include/ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp
-include/ql/termstructures/inflation/piecewisezeroinflationcurve.hpp
-include/ql/termstructures/inflation/seasonality.hpp
-include/ql/termstructures/volatility/equityfx/all.hpp
-include/ql/termstructures/volatility/equityfx/andreasenhugelocalvoladapter.hpp
-include/ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.hpp
-include/ql/termstructures/volatility/equityfx/andreasenhugevolatilityadapter.hpp
-include/ql/termstructures/volatility/equityfx/blackconstantvol.hpp
-include/ql/termstructures/volatility/equityfx/blackvariancecurve.hpp
-include/ql/termstructures/volatility/equityfx/blackvariancesurface.hpp
-include/ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp
-include/ql/termstructures/volatility/equityfx/fixedlocalvolsurface.hpp
-include/ql/termstructures/volatility/equityfx/gridmodellocalvolsurface.hpp
-include/ql/termstructures/volatility/equityfx/hestonblackvolsurface.hpp
-include/ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp
-include/ql/termstructures/volatility/equityfx/localconstantvol.hpp
-include/ql/termstructures/volatility/equityfx/localvolcurve.hpp
-include/ql/termstructures/volatility/equityfx/localvolsurface.hpp
-include/ql/termstructures/volatility/equityfx/localvoltermstructure.hpp
-include/ql/termstructures/volatility/equityfx/noexceptlocalvolsurface.hpp
-include/ql/termstructures/volatility/capfloor/all.hpp
-include/ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp
-include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp
-include/ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp
-include/ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp
-include/ql/termstructures/volatility/inflation/all.hpp
-include/ql/termstructures/volatility/inflation/constantcpivolatility.hpp
-include/ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp
-include/ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp
-include/ql/termstructures/volatility/optionlet/all.hpp
-include/ql/termstructures/volatility/optionlet/capletvariancecurve.hpp
-include/ql/termstructures/volatility/optionlet/constantoptionletvol.hpp
-include/ql/termstructures/volatility/optionlet/optionletstripper.hpp
-include/ql/termstructures/volatility/optionlet/optionletstripper1.hpp
-include/ql/termstructures/volatility/optionlet/optionletstripper2.hpp
-include/ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp
-include/ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp
-include/ql/termstructures/volatility/optionlet/strippedoptionlet.hpp
-include/ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp
-include/ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp
-include/ql/termstructures/volatility/swaption/all.hpp
-include/ql/termstructures/volatility/swaption/cmsmarket.hpp
-include/ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp
-include/ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp
-include/ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp
-include/ql/termstructures/volatility/swaption/swaptionconstantvol.hpp
-include/ql/termstructures/volatility/swaption/swaptionvolcube.hpp
-include/ql/termstructures/volatility/swaption/swaptionvolcube1.hpp
-include/ql/termstructures/volatility/swaption/swaptionvolcube2.hpp
-include/ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp
-include/ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp
-include/ql/termstructures/volatility/swaption/swaptionvolstructure.hpp
-include/ql/termstructures/volatility/all.hpp
-include/ql/termstructures/volatility/abcd.hpp
-include/ql/termstructures/volatility/abcdcalibration.hpp
-include/ql/termstructures/volatility/atmadjustedsmilesection.hpp
-include/ql/termstructures/volatility/atmsmilesection.hpp
-include/ql/termstructures/volatility/flatsmilesection.hpp
-include/ql/termstructures/volatility/gaussian1dsmilesection.hpp
-include/ql/termstructures/volatility/interpolatedsmilesection.hpp
-include/ql/termstructures/volatility/kahalesmilesection.hpp
-include/ql/termstructures/volatility/sabr.hpp
-include/ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp
-include/ql/termstructures/volatility/sabrsmilesection.hpp
-include/ql/termstructures/volatility/smilesection.hpp
-include/ql/termstructures/volatility/smilesectionutils.hpp
-include/ql/termstructures/volatility/spreadedsmilesection.hpp
-include/ql/termstructures/volatility/volatilitytype.hpp
-include/ql/termstructures/yield/all.hpp
-include/ql/termstructures/yield/bondhelpers.hpp
-include/ql/termstructures/yield/bootstraptraits.hpp
-include/ql/termstructures/yield/compositezeroyieldstructure.hpp
-include/ql/termstructures/yield/discountcurve.hpp
-include/ql/termstructures/yield/drifttermstructure.hpp
-include/ql/termstructures/yield/fittedbonddiscountcurve.hpp
-include/ql/termstructures/yield/flatforward.hpp
-include/ql/termstructures/yield/forwardcurve.hpp
-include/ql/termstructures/yield/forwardspreadedtermstructure.hpp
-include/ql/termstructures/yield/forwardstructure.hpp
-include/ql/termstructures/yield/impliedtermstructure.hpp
-include/ql/termstructures/yield/nonlinearfittingmethods.hpp
-include/ql/termstructures/yield/oisratehelper.hpp
-include/ql/termstructures/yield/piecewiseyieldcurve.hpp
-include/ql/termstructures/yield/ratehelpers.hpp
-include/ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp
-include/ql/termstructures/yield/quantotermstructure.hpp
-include/ql/termstructures/yield/zerocurve.hpp
-include/ql/termstructures/yield/zerospreadedtermstructure.hpp
-include/ql/termstructures/yield/zeroyieldstructure.hpp
-include/ql/termstructures/all.hpp
-include/ql/termstructures/bootstraperror.hpp
-include/ql/termstructures/bootstraphelper.hpp
-include/ql/termstructures/defaulttermstructure.hpp
-include/ql/termstructures/inflationtermstructure.hpp
-include/ql/termstructures/interpolatedcurve.hpp
-include/ql/termstructures/iterativebootstrap.hpp
-include/ql/termstructures/localbootstrap.hpp
-include/ql/termstructures/voltermstructure.hpp
-include/ql/termstructures/yieldtermstructure.hpp
-include/ql/time/calendars/all.hpp
-include/ql/time/calendars/argentina.hpp
-include/ql/time/calendars/australia.hpp
-include/ql/time/calendars/bespokecalendar.hpp
-include/ql/time/calendars/botswana.hpp
-include/ql/time/calendars/brazil.hpp
-include/ql/time/calendars/canada.hpp
-include/ql/time/calendars/china.hpp
-include/ql/time/calendars/czechrepublic.hpp
-include/ql/time/calendars/denmark.hpp
-include/ql/time/calendars/finland.hpp
-include/ql/time/calendars/germany.hpp
-include/ql/time/calendars/hongkong.hpp
-include/ql/time/calendars/hungary.hpp
-include/ql/time/calendars/iceland.hpp
-include/ql/time/calendars/india.hpp
-include/ql/time/calendars/indonesia.hpp
-include/ql/time/calendars/israel.hpp
-include/ql/time/calendars/italy.hpp
-include/ql/time/calendars/japan.hpp
-include/ql/time/calendars/jointcalendar.hpp
-include/ql/time/calendars/mexico.hpp
-include/ql/time/calendars/newzealand.hpp
-include/ql/time/calendars/norway.hpp
-include/ql/time/calendars/nullcalendar.hpp
-include/ql/time/calendars/poland.hpp
-include/ql/time/calendars/romania.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
-include/ql/time/calendars/southafrica.hpp
-include/ql/time/calendars/southkorea.hpp
-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/turkey.hpp
-include/ql/time/calendars/ukraine.hpp
-include/ql/time/calendars/unitedkingdom.hpp
-include/ql/time/calendars/unitedstates.hpp
-include/ql/time/calendars/weekendsonly.hpp
-include/ql/time/daycounters/all.hpp
-include/ql/time/daycounters/actual360.hpp
-include/ql/time/daycounters/actual365fixed.hpp
-include/ql/time/daycounters/actual365nl.hpp
-include/ql/time/daycounters/actualactual.hpp
-include/ql/time/daycounters/business252.hpp
-include/ql/time/daycounters/one.hpp
-include/ql/time/daycounters/simpledaycounter.hpp
-include/ql/time/daycounters/thirty360.hpp
-include/ql/time/all.hpp
-include/ql/time/asx.hpp
-include/ql/time/businessdayconvention.hpp
-include/ql/time/calendar.hpp
-include/ql/time/date.hpp
-include/ql/time/dategenerationrule.hpp
-include/ql/time/daycounter.hpp
-include/ql/time/ecb.hpp
-include/ql/time/frequency.hpp
-include/ql/time/imm.hpp
-include/ql/time/period.hpp
-include/ql/time/schedule.hpp
-include/ql/time/timeunit.hpp
-include/ql/time/weekday.hpp
-include/ql/utilities/all.hpp
-include/ql/utilities/clone.hpp
-include/ql/utilities/dataformatters.hpp
-include/ql/utilities/dataparsers.hpp
-include/ql/utilities/disposable.hpp
-include/ql/utilities/null.hpp
-include/ql/utilities/null_deleter.hpp
-include/ql/utilities/observablevalue.hpp
-include/ql/utilities/steppingiterator.hpp
-include/ql/utilities/tracing.hpp
-include/ql/utilities/vectors.hpp
-include/ql/auto_link.hpp
-include/ql/cashflow.hpp
-include/ql/compounding.hpp
-include/ql/config.hpp
-include/ql/currency.hpp
-include/ql/default.hpp
-include/ql/discretizedasset.hpp
-include/ql/errors.hpp
-include/ql/exchangerate.hpp
-include/ql/exercise.hpp
-include/ql/event.hpp
-include/ql/grid.hpp
-include/ql/handle.hpp
-include/ql/index.hpp
-include/ql/instrument.hpp
-include/ql/interestrate.hpp
-include/ql/mathconstants.hpp
-include/ql/money.hpp
-include/ql/numericalmethod.hpp
-include/ql/option.hpp
-include/ql/payoff.hpp
-include/ql/position.hpp
-include/ql/prices.hpp
-include/ql/pricingengine.hpp
-include/ql/qldefines.hpp
-include/ql/quantlib.hpp
-include/ql/quote.hpp
-include/ql/rebatedexercise.hpp
-include/ql/settings.hpp
-include/ql/stochasticprocess.hpp
-include/ql/termstructure.hpp
-include/ql/timegrid.hpp
-include/ql/timeseries.hpp
-include/ql/types.hpp
-include/ql/version.hpp
-include/ql/volatilitymodel.hpp
-@dir include/ql
-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
-man/man1/quantlib-test-suite.1.gz
-share/aclocal/quantlib.m4