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authorMikhail Teterin <mi@FreeBSD.org>2019-11-03 13:36:20 +0000
committerMikhail Teterin <mi@FreeBSD.org>2019-11-03 13:36:20 +0000
commit7e2871402d4c3f694264bfdc3e7c71b30747e966 (patch)
treea84b4b347171fd3bc8a07e6d8acfc09f2da82b77 /finance/quantlib
parent0bd56f7c49c8fff780500fd15d02c10b7dfbbb7d (diff)
downloadports-7e2871402d4c3f694264bfdc3e7c71b30747e966.tar.gz
ports-7e2871402d4c3f694264bfdc3e7c71b30747e966.zip
Notes
Diffstat (limited to 'finance/quantlib')
-rw-r--r--finance/quantlib/pkg-plist38
1 files changed, 23 insertions, 15 deletions
diff --git a/finance/quantlib/pkg-plist b/finance/quantlib/pkg-plist
index 142626f14369..04b345b76483 100644
--- a/finance/quantlib/pkg-plist
+++ b/finance/quantlib/pkg-plist
@@ -231,7 +231,6 @@ 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
@@ -248,7 +247,6 @@ 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
@@ -260,13 +258,8 @@ 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/futures/all.hpp
include/ql/experimental/futures/overnightindexfuture.hpp
@@ -689,6 +682,7 @@ include/ql/methods/finitedifferences/meshers/exponentialjump1dmesher.hpp
include/ql/methods/finitedifferences/meshers/fdm1dmesher.hpp
include/ql/methods/finitedifferences/meshers/fdmblackscholesmesher.hpp
include/ql/methods/finitedifferences/meshers/fdmblackscholesmultistrikemesher.hpp
+include/ql/methods/finitedifferences/meshers/fdmcev1dmesher.hpp
include/ql/methods/finitedifferences/meshers/fdmhestonvariancemesher.hpp
include/ql/methods/finitedifferences/meshers/fdmmeshercomposite.hpp
include/ql/methods/finitedifferences/meshers/fdmmesher.hpp
@@ -700,15 +694,18 @@ include/ql/methods/finitedifferences/operators/all.hpp
include/ql/methods/finitedifferences/operators/fdm2dblackscholesop.hpp
include/ql/methods/finitedifferences/operators/fdmbatesop.hpp
include/ql/methods/finitedifferences/operators/fdmblackscholesop.hpp
+include/ql/methods/finitedifferences/operators/fdmcevop.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/fdmlocalvolfwdop.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/fdmsabrop.hpp
include/ql/methods/finitedifferences/operators/firstderivativeop.hpp
include/ql/methods/finitedifferences/operators/ninepointlinearop.hpp
include/ql/methods/finitedifferences/operators/nthorderderivativeop.hpp
@@ -750,16 +747,24 @@ 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/bsmrndcalculator.hpp
+include/ql/methods/finitedifferences/utilities/cevrndcalculator.hpp
include/ql/methods/finitedifferences/utilities/fdmaffinemodelswapinnervalue.hpp
+include/ql/methods/finitedifferences/utilities/fdmaffinemodeltermstructure.hpp
include/ql/methods/finitedifferences/utilities/fdmboundaryconditionset.hpp
include/ql/methods/finitedifferences/utilities/fdmdirichletboundary.hpp
+include/ql/methods/finitedifferences/utilities/fdmdiscountdirichletboundary.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/utilities/gbsmrndcalculator.hpp
+include/ql/methods/finitedifferences/utilities/hestonrndcalculator.hpp
+include/ql/methods/finitedifferences/utilities/localvolrndcalculator.hpp
+include/ql/methods/finitedifferences/utilities/riskneutraldensitycalculator.hpp
+include/ql/methods/finitedifferences/utilities/squarerootprocessrndcalculator.hpp
include/ql/methods/finitedifferences/all.hpp
include/ql/methods/finitedifferences/americancondition.hpp
include/ql/methods/finitedifferences/boundarycondition.hpp
@@ -1056,6 +1061,7 @@ 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/analyticcevengine.hpp
include/ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp
include/ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp
include/ql/pricingengines/vanilla/analyticeuropeanengine.hpp
@@ -1067,17 +1073,15 @@ 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/coshestonengine.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/fdcevvanillaengine.hpp
+include/ql/pricingengines/vanilla/fdconditions.hpp
include/ql/pricingengines/vanilla/fddividendamericanengine.hpp
include/ql/pricingengines/vanilla/fddividendengine.hpp
include/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp
@@ -1086,11 +1090,15 @@ 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/fdsabrvanillaengine.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/hestonexpansionengine.hpp
+include/ql/pricingengines/vanilla/integralengine.hpp
+include/ql/pricingengines/vanilla/jumpdiffusionengine.hpp
+include/ql/pricingengines/vanilla/juquadraticengine.hpp
include/ql/pricingengines/vanilla/mcamericanengine.hpp
include/ql/pricingengines/vanilla/mcdigitalengine.hpp
include/ql/pricingengines/vanilla/mceuropeanengine.hpp
@@ -1265,6 +1273,7 @@ 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/france.hpp
include/ql/time/calendars/germany.hpp
include/ql/time/calendars/hongkong.hpp
include/ql/time/calendars/hungary.hpp
@@ -1300,7 +1309,6 @@ 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